Monte Carlo: Basics

OpenAIRE

Murthy, K. P. N.

2001-01-01

An introduction to the basics of Monte Carlo is given. The topics covered include, sample space, events, probabilities, random variables, mean, variance, covariance, characteristic function, chebyshev inequality, law of large numbers, central limit theorem (stable distribution, Levy distribution), random numbers (generation and testing), random sampling techniques (inversion, rejection, sampling from a Gaussian, Metropolis sampling), analogue Monte Carlo and Importance sampling (exponential b...

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)

Calculation of absorbed fractions to human skeletal tissues due to alpha particles using the Monte Carlo and 3-d chord-based transport techniques

Energy Technology Data Exchange (ETDEWEB)

Hunt, J.G. [Institute of Radiation Protection and Dosimetry, Av. Salvador Allende s/n, Recreio, Rio de Janeiro, CEP 22780-160 (Brazil); Watchman, C.J. [Department of Radiation Oncology, University of Arizona, Tucson, AZ, 85721 (United States); Bolch, W.E. [Department of Nuclear and Radiological Engineering, University of Florida, Gainesville, FL, 32611 (United States); Department of Biomedical Engineering, University of Florida, Gainesville, FL 32611 (United States)

2007-07-01

Absorbed fraction (AF) calculations to the human skeletal tissues due to alpha particles are of interest to the internal dosimetry of occupationally exposed workers and members of the public. The transport of alpha particles through the skeletal tissue is complicated by the detailed and complex microscopic histology of the skeleton. In this study, both Monte Carlo and chord-based techniques were applied to the transport of alpha particles through 3-D micro-CT images of the skeletal microstructure of trabecular spongiosa. The Monte Carlo program used was 'Visual Monte Carlo-VMC'. VMC simulates the emission of the alpha particles and their subsequent energy deposition track. The second method applied to alpha transport is the chord-based technique, which randomly generates chord lengths across bone trabeculae and the marrow cavities via alternate and uniform sampling of their cumulative density functions. This paper compares the AF of energy to two radiosensitive skeletal tissues, active marrow and shallow active marrow, obtained with these two techniques. (authors)

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)

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)

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

Monte Carlo Techniques for the Comprehensive Modeling of Isotopic Inventories in Future Nuclear Systems and Fuel Cycles. Final Report

International Nuclear Information System (INIS)

Paul P.H. Wilson

2005-01-01

The development of Monte Carlo techniques for isotopic inventory analysis has been explored in order to facilitate the modeling of systems with flowing streams of material through varying neutron irradiation environments. This represents a novel application of Monte Carlo methods to a field that has traditionally relied on deterministic solutions to systems of first-order differential equations. The Monte Carlo techniques were based largely on the known modeling techniques of Monte Carlo radiation transport, but with important differences, particularly in the area of variance reduction and efficiency measurement. The software that was developed to implement and test these methods now provides a basis for validating approximate modeling techniques that are available to deterministic methodologies. The Monte Carlo methods have been shown to be effective in reproducing the solutions of simple problems that are possible using both stochastic and deterministic methods. The Monte Carlo methods are also effective for tracking flows of materials through complex systems including the ability to model removal of individual elements or isotopes in the system. Computational performance is best for flows that have characteristic times that are large fractions of the system lifetime. As the characteristic times become short, leading to thousands or millions of passes through the system, the computational performance drops significantly. Further research is underway to determine modeling techniques to improve performance within this range of problems. This report describes the technical development of Monte Carlo techniques for isotopic inventory analysis. The primary motivation for this solution methodology is the ability to model systems of flowing material being exposed to varying and stochastically varying radiation environments. The methodology was developed in three stages: analog methods which model each atom with true reaction probabilities (Section 2), non-analog methods

Continuous energy Monte Carlo method based homogenization multi-group constants calculation

International Nuclear Information System (INIS)

Li Mancang; Wang Kan; Yao Dong

2012-01-01

The efficiency of the standard two-step reactor physics calculation relies on the accuracy of multi-group constants from the assembly-level homogenization process. In contrast to the traditional deterministic methods, generating the homogenization cross sections via Monte Carlo method overcomes the difficulties in geometry and treats energy in continuum, thus provides more accuracy parameters. Besides, the same code and data bank can be used for a wide range of applications, resulting in the versatility using Monte Carlo codes for homogenization. As the first stage to realize Monte Carlo based lattice homogenization, the track length scheme is used as the foundation of cross section generation, which is straight forward. The scattering matrix and Legendre components, however, require special techniques. The Scattering Event method was proposed to solve the problem. There are no continuous energy counterparts in the Monte Carlo calculation for neutron diffusion coefficients. P 1 cross sections were used to calculate the diffusion coefficients for diffusion reactor simulator codes. B N theory is applied to take the leakage effect into account when the infinite lattice of identical symmetric motives is assumed. The MCMC code was developed and the code was applied in four assembly configurations to assess the accuracy and the applicability. At core-level, A PWR prototype core is examined. The results show that the Monte Carlo based multi-group constants behave well in average. The method could be applied to complicated configuration nuclear reactor core to gain higher accuracy. (authors)

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

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)

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 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.

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

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.

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.

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.)

Collimator performance evaluation by Monte-Carlo techniques

International Nuclear Information System (INIS)

Milanesi, L.; Bettinardi, V.; Bellotti, E.; Gilardi, M.C.; Todd-Pokropek, A.; Fazio, F.

1985-01-01

A computer program using Monte-Carlo techniques has been developed to simulate gamma camera collimator performance. Input data include hole length, septum thickness, hole size and shape, collimator material, source characteristics, source to collimator distance and medium, radiation energy, total events number. Agreement between Monte-Carlo simulations and experimental measurements was found for commercial hexagonal parallel hole collimators in terms of septal penetration, transfer function and sensitivity. The method was then used to rationalize collimator design for tomographic brain studies. A radius of ration of 15 cm was assumed. By keeping constant resolution at 15 cm (FWHM = 1.3.cm), SPECT response to a point source was obtained in scattering medium for three theoretical collimators. Sensitivity was maximized in the first collimator, uniformity of resolution response in the third, while the second represented a trade-off between the two. The high sensitivity design may be superior in the hot spot and/or low activity situation, while for distributed sources of high activity an uniform resolution response should be preferred. The method can be used to personalize collimator design to different clinical needs in SPECT

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.

Interface methods for hybrid Monte Carlo-diffusion radiation-transport simulations

International Nuclear Information System (INIS)

Densmore, Jeffery D.

2006-01-01

Discrete diffusion Monte Carlo (DDMC) is a technique for increasing the efficiency of Monte Carlo simulations in diffusive media. An important aspect of DDMC is the treatment of interfaces between diffusive regions, where DDMC is used, and transport regions, where standard Monte Carlo is employed. Three previously developed methods exist for treating transport-diffusion interfaces: the Marshak interface method, based on the Marshak boundary condition, the asymptotic interface method, based on the asymptotic diffusion-limit boundary condition, and the Nth-collided source technique, a scheme that allows Monte Carlo particles to undergo several collisions in a diffusive region before DDMC is used. Numerical calculations have shown that each of these interface methods gives reasonable results as part of larger radiation-transport simulations. In this paper, we use both analytic and numerical examples to compare the ability of these three interface techniques to treat simpler, transport-diffusion interface problems outside of a more complex radiation-transport calculation. We find that the asymptotic interface method is accurate regardless of the angular distribution of Monte Carlo particles incident on the interface surface. In contrast, the Marshak boundary condition only produces correct solutions if the incident particles are isotropic. We also show that the Nth-collided source technique has the capacity to yield accurate results if spatial cells are optically small and Monte Carlo particles are allowed to undergo many collisions within a diffusive region before DDMC is employed. These requirements make the Nth-collided source technique impractical for realistic radiation-transport calculations

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.

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

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

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 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 Monte Carlo Sampling Technique for Multi-phonon Processes

Energy Technology Data Exchange (ETDEWEB)

Hoegberg, Thure

1961-12-15

A sampling technique for selecting scattering angle and energy gain in Monte Carlo calculations of neutron thermalization is described. It is supposed that the scattering is separated into processes involving different numbers of phonons. The number of phonons involved is first determined. Scattering angle and energy gain are then chosen by using special properties of the multi-phonon term.

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 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.

Quantum Monte Carlo approaches for correlated systems

CERN Document Server

Becca, Federico

2017-01-01

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

Propagation of nuclear data uncertainties in fuel cycle calculations using Monte-Carlo technique

International Nuclear Information System (INIS)

Diez, C.J.; Cabellos, O.; Martinez, J.S.

2011-01-01

Nowadays, the knowledge of uncertainty propagation in depletion calculations is a critical issue because of the safety and economical performance of fuel cycles. Response magnitudes such as decay heat, radiotoxicity and isotopic inventory and their uncertainties should be known to handle spent fuel in present fuel cycles (e.g. high burnup fuel programme) and furthermore in new fuel cycles designs (e.g. fast breeder reactors and ADS). To deal with this task, there are different error propagation techniques, deterministic (adjoint/forward sensitivity analysis) and stochastic (Monte-Carlo technique) to evaluate the error in response magnitudes due to nuclear data uncertainties. In our previous works, cross-section uncertainties were propagated using a Monte-Carlo technique to calculate the uncertainty of response magnitudes such as decay heat and neutron emission. Also, the propagation of decay data, fission yield and cross-section uncertainties was performed, but only isotopic composition was the response magnitude calculated. Following the previous technique, the nuclear data uncertainties are taken into account and propagated to response magnitudes, decay heat and radiotoxicity. These uncertainties are assessed during cooling time. To evaluate this Monte-Carlo technique, two different applications are performed. First, a fission pulse decay heat calculation is carried out to check the Monte-Carlo technique, using decay data and fission yields uncertainties. Then, the results, experimental data and reference calculation (JEFF Report20), are compared. Second, we assess the impact of basic nuclear data (activation cross-section, decay data and fission yields) uncertainties on relevant fuel cycle parameters (decay heat and radiotoxicity) for a conceptual design of a modular European Facility for Industrial Transmutation (EFIT) fuel cycle. After identifying which time steps have higher uncertainties, an assessment of which uncertainties have more relevance is performed

Comparison of internal dose estimates obtained using organ-level, voxel S value, and Monte Carlo techniques

Energy Technology Data Exchange (ETDEWEB)

Grimes, Joshua, E-mail: grimes.joshua@mayo.edu [Department of Physics and Astronomy, University of British Columbia, Vancouver V5Z 1L8 (Canada); Celler, Anna [Department of Radiology, University of British Columbia, Vancouver V5Z 1L8 (Canada)

2014-09-15

Purpose: The authors’ objective was to compare internal dose estimates obtained using the Organ Level Dose Assessment with Exponential Modeling (OLINDA/EXM) software, the voxel S value technique, and Monte Carlo simulation. Monte Carlo dose estimates were used as the reference standard to assess the impact of patient-specific anatomy on the final dose estimate. Methods: Six patients injected with{sup 99m}Tc-hydrazinonicotinamide-Tyr{sup 3}-octreotide were included in this study. A hybrid planar/SPECT imaging protocol was used to estimate {sup 99m}Tc time-integrated activity coefficients (TIACs) for kidneys, liver, spleen, and tumors. Additionally, TIACs were predicted for {sup 131}I, {sup 177}Lu, and {sup 90}Y assuming the same biological half-lives as the {sup 99m}Tc labeled tracer. The TIACs were used as input for OLINDA/EXM for organ-level dose calculation and voxel level dosimetry was performed using the voxel S value method and Monte Carlo simulation. Dose estimates for {sup 99m}Tc, {sup 131}I, {sup 177}Lu, and {sup 90}Y distributions were evaluated by comparing (i) organ-level S values corresponding to each method, (ii) total tumor and organ doses, (iii) differences in right and left kidney doses, and (iv) voxelized dose distributions calculated by Monte Carlo and the voxel S value technique. Results: The S values for all investigated radionuclides used by OLINDA/EXM and the corresponding patient-specific S values calculated by Monte Carlo agreed within 2.3% on average for self-irradiation, and differed by as much as 105% for cross-organ irradiation. Total organ doses calculated by OLINDA/EXM and the voxel S value technique agreed with Monte Carlo results within approximately ±7%. Differences between right and left kidney doses determined by Monte Carlo were as high as 73%. Comparison of the Monte Carlo and voxel S value dose distributions showed that each method produced similar dose volume histograms with a minimum dose covering 90% of the volume (D90

Efficiency of the delta-tracking technique for Monte Carlo calculations applied to neutron-transport simulations of the advanced Candu reactor design

International Nuclear Information System (INIS)

Arsenault, Benoit; Le Tellier, Romain; Hebert, Alain

2008-01-01

The paper presents the results of a first implementation of a Monte Carlo module in DRAGON Version 4 based on the delta-tracking technique. The Monte Carlo module uses the geometry and the self-shielded multigroup cross-sections calculated with a deterministic model. The module has been tested with three different configurations of an ACR TM -type lattice. The paper also discusses the impact of this approach on the efficiency of the Monte Carlo module. (authors)

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.

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 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

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

Stratified source-sampling techniques for Monte Carlo eigenvalue analysis

International Nuclear Information System (INIS)

Mohamed, A.

1998-01-01

In 1995, at a conference on criticality safety, a special session was devoted to the Monte Carlo ''Eigenvalue of the World'' problem. Argonne presented a paper, at that session, in which the anomalies originally observed in that problem were reproduced in a much simplified model-problem configuration, and removed by a version of stratified source-sampling. In this paper, stratified source-sampling techniques are generalized and applied to three different Eigenvalue of the World configurations which take into account real-world statistical noise sources not included in the model problem, but which differ in the amount of neutronic coupling among the constituents of each configuration. It is concluded that, in Monte Carlo eigenvalue analysis of loosely-coupled arrays, the use of stratified source-sampling reduces the probability of encountering an anomalous result over that if conventional source-sampling methods are used. However, this gain in reliability is substantially less than that observed in the model-problem results

Monte Carlo simulation of continuous-space crystal growth

International Nuclear Information System (INIS)

Dodson, B.W.; Taylor, P.A.

1986-01-01

We describe a method, based on Monte Carlo techniques, of simulating the atomic growth of crystals without the discrete lattice space assumed by conventional Monte Carlo growth simulations. Since no lattice space is assumed, problems involving epitaxial growth, heteroepitaxy, phonon-driven mechanisms, surface reconstruction, and many other phenomena incompatible with the lattice-space approximation can be studied. Also, use of the Monte Carlo method circumvents to some extent the extreme limitations on simulated timescale inherent in crystal-growth techniques which might be proposed using molecular dynamics. The implementation of the new method is illustrated by studying the growth of strained-layer superlattice (SLS) interfaces in two-dimensional Lennard-Jones atomic systems. Despite the extreme simplicity of such systems, the qualitative features of SLS growth seen here are similar to those observed experimentally in real semiconductor systems

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

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)

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.

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

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

Monte Carlo-based tail exponent estimator

Science.gov (United States)

Barunik, Jozef; Vacha, Lukas

2010-11-01

In this paper we propose a new approach to estimation of the tail exponent in financial stock markets. We begin the study with the finite sample behavior of the Hill estimator under α-stable distributions. Using large Monte Carlo simulations, we show that the Hill estimator overestimates the true tail exponent and can hardly be used on samples with small length. Utilizing our results, we introduce a Monte Carlo-based method of estimation for the tail exponent. Our proposed method is not sensitive to the choice of tail size and works well also on small data samples. The new estimator also gives unbiased results with symmetrical confidence intervals. Finally, we demonstrate the power of our estimator on the international world stock market indices. On the two separate periods of 2002-2005 and 2006-2009, we estimate the tail exponent.

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

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.

Monte Carlo technique for very large ising models

Science.gov (United States)

Kalle, C.; Winkelmann, V.

1982-08-01

Rebbi's multispin coding technique is improved and applied to the kinetic Ising model with size 600*600*600. We give the central part of our computer program (for a CDC Cyber 76), which will be helpful also in a simulation of smaller systems, and describe the other tricks necessary to go to large lattices. The magnetization M at T=1.4* T c is found to decay asymptotically as exp(-t/2.90) if t is measured in Monte Carlo steps per spin, and M( t = 0) = 1 initially.

Monte Carlo method for solving a parabolic problem

Directory of Open Access Journals (Sweden)

Tian Yi

2016-01-01

Full Text Available In this paper, we present a numerical method based on random sampling for a parabolic problem. This method combines use of the Crank-Nicolson method and Monte Carlo method. In the numerical algorithm, we first discretize governing equations by Crank-Nicolson method, and obtain a large sparse system of linear algebraic equations, then use Monte Carlo method to solve the linear algebraic equations. To illustrate the usefulness of this technique, we apply it to some test problems.

Monte Carlo methods

Directory of Open Access Journals (Sweden)

Bardenet Rémi

2013-07-01

Full Text Available Bayesian inference often requires integrating some function with respect to a posterior distribution. Monte Carlo methods are sampling algorithms that allow to compute these integrals numerically when they are not analytically tractable. We review here the basic principles and the most common Monte Carlo algorithms, among which rejection sampling, importance sampling and Monte Carlo Markov chain (MCMC methods. We give intuition on the theoretical justification of the algorithms as well as practical advice, trying to relate both. We discuss the application of Monte Carlo in experimental physics, and point to landmarks in the literature for the curious reader.

Monte Carlo simulation of experiments

International Nuclear Information System (INIS)

Opat, G.I.

1977-07-01

An outline of the technique of computer simulation of particle physics experiments by the Monte Carlo method is presented. Useful special purpose subprograms are listed and described. At each stage the discussion is made concrete by direct reference to the programs SIMUL8 and its variant MONTE-PION, written to assist in the analysis of the radiative decay experiments μ + → e + ν sub(e) antiνγ and π + → e + ν sub(e)γ, respectively. These experiments were based on the use of two large sodium iodide crystals, TINA and MINA, as e and γ detectors. Instructions for the use of SIMUL8 and MONTE-PION are given. (author)

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

International Nuclear Information System (INIS)

Densmore, Jeffery D.; Urbatsch, Todd J.; Evans, Thomas M.; Buksas, Michael W.

2007-01-01

Discrete Diffusion Monte Carlo (DDMC) is a technique for increasing the efficiency of Monte Carlo particle-transport simulations in diffusive media. If standard Monte Carlo is used in such media, particle histories will consist of many small steps, resulting in a computationally expensive calculation. In DDMC, particles take discrete steps between spatial cells according to a discretized diffusion equation. Each discrete step replaces many small Monte Carlo steps, thus increasing the efficiency of the simulation. In addition, given that DDMC is based on a diffusion equation, it should produce accurate solutions if used judiciously. In practice, DDMC is combined with standard Monte Carlo to form a hybrid transport-diffusion method that can accurately simulate problems with both diffusive and non-diffusive regions. In this paper, we extend previously developed DDMC techniques in several ways that improve the accuracy and utility of DDMC for nonlinear, time-dependent, radiative-transfer calculations. The use of DDMC in these types of problems is advantageous since, due to the underlying linearizations, optically thick regions appear to be diffusive. First, we employ a diffusion equation that is discretized in space but is continuous in time. Not only is this methodology theoretically more accurate than temporally discretized DDMC techniques, but it also has the benefit that a particle's time is always known. Thus, there is no ambiguity regarding what time to assign a particle that leaves an optically thick region (where DDMC is used) and begins transporting by standard Monte Carlo in an optically thin region. Also, we treat the interface between optically thick and optically thin regions with an improved method, based on the asymptotic diffusion-limit boundary condition, that can produce accurate results regardless of the angular distribution of the incident Monte Carlo particles. Finally, we develop a technique for estimating radiation momentum deposition during the

Mesh-based weight window approach for Monte Carlo simulation

International Nuclear Information System (INIS)

Liu, L.; Gardner, R.P.

1997-01-01

The Monte Carlo method has been increasingly used to solve particle transport problems. Statistical fluctuation from random sampling is the major limiting factor of its application. To obtain the desired precision, variance reduction techniques are indispensable for most practical problems. Among various variance reduction techniques, the weight window method proves to be one of the most general, powerful, and robust. The method is implemented in the current MCNP code. An importance map is estimated during a regular Monte Carlo run, and then the map is used in the subsequent run for splitting and Russian roulette games. The major drawback of this weight window method is lack of user-friendliness. It normally requires that users divide the large geometric cells into smaller ones by introducing additional surfaces to ensure an acceptable spatial resolution of the importance map. In this paper, we present a new weight window approach to overcome this drawback

Clinical dosimetry in photon radiotherapy. A Monte Carlo based investigation

International Nuclear Information System (INIS)

Wulff, Joerg

2010-01-01

Practical clinical dosimetry is a fundamental step within the radiation therapy process and aims at quantifying the absorbed radiation dose within a 1-2% uncertainty. To achieve this level of accuracy, corrections are needed for calibrated and air-filled ionization chambers, which are used for dose measurement. The procedures of correction are based on cavity theory of Spencer-Attix and are defined in current dosimetry protocols. Energy dependent corrections for deviations from calibration beams account for changed ionization chamber response in the treatment beam. The corrections applied are usually based on semi-analytical models or measurements and are generally hard to determine due to their magnitude of only a few percents or even less. Furthermore the corrections are defined for fixed geometrical reference-conditions and do not apply to non-reference conditions in modern radiotherapy applications. The stochastic Monte Carlo method for the simulation of radiation transport is becoming a valuable tool in the field of Medical Physics. As a suitable tool for calculation of these corrections with high accuracy the simulations enable the investigation of ionization chambers under various conditions. The aim of this work is the consistent investigation of ionization chamber dosimetry in photon radiation therapy with the use of Monte Carlo methods. Nowadays Monte Carlo systems exist, which enable the accurate calculation of ionization chamber response in principle. Still, their bare use for studies of this type is limited due to the long calculation times needed for a meaningful result with a small statistical uncertainty, inherent to every result of a Monte Carlo simulation. Besides heavy use of computer hardware, techniques methods of variance reduction to reduce the needed calculation time can be applied. Methods for increasing the efficiency in the results of simulation were developed and incorporated in a modern and established Monte Carlo simulation environment

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)

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...

Evaluation of tomographic-image based geometries with PENELOPE Monte Carlo

International Nuclear Information System (INIS)

Kakoi, A.A.Y.; Galina, A.C.; Nicolucci, P.

2009-01-01

The Monte Carlo method can be used to evaluate treatment planning systems or for the determination of dose distributions in radiotherapy planning due to its accuracy and precision. In Monte Carlo simulation packages typically used in radiotherapy, however, a realistic representation of the geometry of the patient can not be used, which compromises the accuracy of the results. In this work, an algorithm for the description of geometries based on CT images of patients, developed to be used with Monte Carlo simulation package PENELOPE, is tested by simulating the dose distribution produced by a photon beam of 10 MV. The geometry simulated was based on CT images of a planning of prostate cancer. The volumes of interest in the treatment were adequately represented in the simulation geometry, allowing the algorithm to be used in verification of doses in radiotherapy treatments. (author)

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...

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.

Comparative evaluations of the Monte Carlo-based light propagation simulation packages for optical imaging

Directory of Open Access Journals (Sweden)

Lin Wang

2018-01-01

Full Text Available Monte Carlo simulation of light propagation in turbid medium has been studied for years. A number of software packages have been developed to handle with such issue. However, it is hard to compare these simulation packages, especially for tissues with complex heterogeneous structures. Here, we first designed a group of mesh datasets generated by Iso2Mesh software, and used them to cross-validate the accuracy and to evaluate the performance of four Monte Carlo-based simulation packages, including Monte Carlo model of steady-state light transport in multi-layered tissues (MCML, tetrahedron-based inhomogeneous Monte Carlo optical simulator (TIMOS, Molecular Optical Simulation Environment (MOSE, and Mesh-based Monte Carlo (MMC. The performance of each package was evaluated based on the designed mesh datasets. The merits and demerits of each package were also discussed. Comparative results showed that the TIMOS package provided the best performance, which proved to be a reliable, efficient, and stable MC simulation package for users.

Monte Carlo technique for local perturbations in multiplying systems

International Nuclear Information System (INIS)

Bernnat, W.

1974-01-01

The use of the Monte Carlo method for the calculation of reactivity perturbations in multiplying systems due to changes in geometry or composition requires a correlated sampling technique to make such calculations economical or in the case of very small perturbations even feasible. The technique discussed here is suitable for local perturbations. Very small perturbation regions will be treated by an adjoint mode. The perturbation of the source distribution due to the changed system and its reaction on the reactivity worth or other values of interest is taken into account by a fission matrix method. The formulation of the method and its application are discussed. 10 references. (U.S.)

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)

A Monte Carlo technique for signal level detection in implanted intracranial pressure monitoring.

Science.gov (United States)

Avent, R K; Charlton, J D; Nagle, H T; Johnson, R N

1987-01-01

Statistical monitoring techniques like CUSUM, Trigg's tracking signal and EMP filtering have a major advantage over more recent techniques, such as Kalman filtering, because of their inherent simplicity. In many biomedical applications, such as electronic implantable devices, these simpler techniques have greater utility because of the reduced requirements on power, logic complexity and sampling speed. The determination of signal means using some of the earlier techniques are reviewed in this paper, and a new Monte Carlo based method with greater capability to sparsely sample a waveform and obtain an accurate mean value is presented. This technique may find widespread use as a trend detection method when reduced power consumption is a requirement.

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.

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)

Coevolution Based Adaptive Monte Carlo Localization (CEAMCL

Directory of Open Access Journals (Sweden)

Luo Ronghua

2008-11-01

Full Text Available An adaptive Monte Carlo localization algorithm based on coevolution mechanism of ecological species is proposed. Samples are clustered into species, each of which represents a hypothesis of the robot's pose. Since the coevolution between the species ensures that the multiple distinct hypotheses can be tracked stably, the problem of premature convergence when using MCL in highly symmetric environments can be solved. And the sample size can be adjusted adaptively over time according to the uncertainty of the robot's pose by using the population growth model. In addition, by using the crossover and mutation operators in evolutionary computation, intra-species evolution can drive the samples move towards the regions where the desired posterior density is large. So a small size of samples can represent the desired density well enough to make precise localization. The new algorithm is termed coevolution based adaptive Monte Carlo localization (CEAMCL. Experiments have been carried out to prove the efficiency of the new localization algorithm.

Error reduction techniques for Monte Carlo neutron transport calculations

International Nuclear Information System (INIS)

Ju, J.H.W.

1981-01-01

Monte Carlo methods have been widely applied to problems in nuclear physics, mathematical reliability, communication theory, and other areas. The work in this thesis is developed mainly with neutron transport applications in mind. For nuclear reactor and many other applications, random walk processes have been used to estimate multi-dimensional integrals and obtain information about the solution of integral equations. When the analysis is statistically based such calculations are often costly, and the development of efficient estimation techniques plays a critical role in these applications. All of the error reduction techniques developed in this work are applied to model problems. It is found that the nearly optimal parameters selected by the analytic method for use with GWAN estimator are nearly identical to parameters selected by the multistage method. Modified path length estimation (based on the path length importance measure) leads to excellent error reduction in all model problems examined. Finally, it should be pointed out that techniques used for neutron transport problems may be transferred easily to other application areas which are based on random walk processes. The transport problems studied in this dissertation provide exceptionally severe tests of the error reduction potential of any sampling procedure. It is therefore expected that the methods of this dissertation will prove useful in many other application areas

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

The electron transport problem sampling by Monte Carlo individual collision technique

International Nuclear Information System (INIS)

Androsenko, P.A.; Belousov, V.I.

2005-01-01

The problem of electron transport is of most interest in all fields of the modern science. To solve this problem the Monte Carlo sampling has to be used. The electron transport is characterized by a large number of individual interactions. To simulate electron transport the 'condensed history' technique may be used where a large number of collisions are grouped into a single step to be sampled randomly. Another kind of Monte Carlo sampling is the individual collision technique. In comparison with condensed history technique researcher has the incontestable advantages. For example one does not need to give parameters altered by condensed history technique like upper limit for electron energy, resolution, number of sub-steps etc. Also the condensed history technique may lose some very important tracks of electrons because of its limited nature by step parameters of particle movement and due to weakness of algorithms for example energy indexing algorithm. There are no these disadvantages in the individual collision technique. This report presents some sampling algorithms of new version BRAND code where above mentioned technique is used. All information on electrons was taken from Endf-6 files. They are the important part of BRAND. These files have not been processed but directly taken from electron information source. Four kinds of interaction like the elastic interaction, the Bremsstrahlung, the atomic excitation and the atomic electro-ionization were considered. In this report some results of sampling are presented after comparison with analogs. For example the endovascular radiotherapy problem (P2) of QUADOS2002 was presented in comparison with another techniques that are usually used. (authors)

Determination of true coincidence correction factors using Monte-Carlo simulation techniques

Directory of Open Access Journals (Sweden)

Chionis Dionysios A.

2014-01-01

Full Text Available Aim of this work is the numerical calculation of the true coincidence correction factors by means of Monte-Carlo simulation techniques. For this purpose, the Monte Carlo computer code PENELOPE was used and the main program PENMAIN was properly modified in order to include the effect of the true coincidence phenomenon. The modified main program that takes into consideration the true coincidence phenomenon was used for the full energy peak efficiency determination of an XtRa Ge detector with relative efficiency 104% and the results obtained for the 1173 keV and 1332 keV photons of 60Co were found consistent with respective experimental ones. The true coincidence correction factors were calculated as the ratio of the full energy peak efficiencies was determined from the original main program PENMAIN and the modified main program PENMAIN. The developed technique was applied for 57Co, 88Y, and 134Cs and for two source-to-detector geometries. The results obtained were compared with true coincidence correction factors calculated from the "TrueCoinc" program and the relative bias was found to be less than 2%, 4%, and 8% for 57Co, 88Y, and 134Cs, respectively.

An efficient interpolation technique for jump proposals in reversible-jump Markov chain Monte Carlo calculations

Science.gov (United States)

Farr, W. M.; Mandel, I.; Stevens, D.

2015-01-01

Selection among alternative theoretical models given an observed dataset is an important challenge in many areas of physics and astronomy. Reversible-jump Markov chain Monte Carlo (RJMCMC) is an extremely powerful technique for performing Bayesian model selection, but it suffers from a fundamental difficulty and it requires jumps between model parameter spaces, but cannot efficiently explore both parameter spaces at once. Thus, a naive jump between parameter spaces is unlikely to be accepted in the Markov chain Monte Carlo (MCMC) algorithm and convergence is correspondingly slow. Here, we demonstrate an interpolation technique that uses samples from single-model MCMCs to propose intermodel jumps from an approximation to the single-model posterior of the target parameter space. The interpolation technique, based on a kD-tree data structure, is adaptive and efficient in modest dimensionality. We show that our technique leads to improved convergence over naive jumps in an RJMCMC, and compare it to other proposals in the literature to improve the convergence of RJMCMCs. We also demonstrate the use of the same interpolation technique as a way to construct efficient ‘global’ proposal distributions for single-model MCMCs without prior knowledge of the structure of the posterior distribution, and discuss improvements that permit the method to be used in higher dimensional spaces efficiently. PMID:26543580

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)

Monte Carlo simulation and experimental verification of radiotherapy electron beams

International Nuclear Information System (INIS)

Griffin, J.; Deloar, H. M.

2007-01-01

Full text: Based on fundamental physics and statistics, the Monte Carlo technique is generally accepted as the accurate method for modelling radiation therapy treatments. A Monte Carlo simulation system has been installed, and models of linear accelerators in the more commonly used electron beam modes have been built and commissioned. A novel technique for radiation dosimetry is also being investigated. Combining the advantages of both water tank and solid phantom dosimetry, a hollow, thin walled shell or mask is filled with water and then raised above the natural water surface to produce a volume of water with the desired irregular shape.

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

Implementation of a Monte Carlo based inverse planning model for clinical IMRT with MCNP code

International Nuclear Information System (INIS)

He, Tongming Tony

2003-01-01

Inaccurate dose calculations and limitations of optimization algorithms in inverse planning introduce systematic and convergence errors to treatment plans. This work was to implement a Monte Carlo based inverse planning model for clinical IMRT aiming to minimize the aforementioned errors. The strategy was to precalculate the dose matrices of beamlets in a Monte Carlo based method followed by the optimization of beamlet intensities. The MCNP 4B (Monte Carlo N-Particle version 4B) code was modified to implement selective particle transport and dose tallying in voxels and efficient estimation of statistical uncertainties. The resulting performance gain was over eleven thousand times. Due to concurrent calculation of multiple beamlets of individual ports, hundreds of beamlets in an IMRT plan could be calculated within a practical length of time. A finite-sized point source model provided a simple and accurate modeling of treatment beams. The dose matrix calculations were validated through measurements in phantoms. Agreements were better than 1.5% or 0.2 cm. The beamlet intensities were optimized using a parallel platform based optimization algorithm that was capable of escape from local minima and preventing premature convergence. The Monte Carlo based inverse planning model was applied to clinical cases. The feasibility and capability of Monte Carlo based inverse planning for clinical IMRT was demonstrated. Systematic errors in treatment plans of a commercial inverse planning system were assessed in comparison with the Monte Carlo based calculations. Discrepancies in tumor doses and critical structure doses were up to 12% and 17%, respectively. The clinical importance of Monte Carlo based inverse planning for IMRT was demonstrated

Weighted-delta-tracking for Monte Carlo particle transport

International Nuclear Information System (INIS)

Morgan, L.W.G.; Kotlyar, D.

2015-01-01

Highlights: • This paper presents an alteration to the Monte Carlo Woodcock tracking technique. • The alteration improves computational efficiency within regions of high absorbers. • The rejection technique is replaced by a statistical weighting mechanism. • The modified Woodcock method is shown to be faster than standard Woodcock tracking. • The modified Woodcock method achieves a lower variance, given a specified accuracy. - Abstract: Monte Carlo particle transport (MCPT) codes are incredibly powerful and versatile tools to simulate particle behavior in a multitude of scenarios, such as core/criticality studies, radiation protection, shielding, medicine and fusion research to name just a small subset applications. However, MCPT codes can be very computationally expensive to run when the model geometry contains large attenuation depths and/or contains many components. This paper proposes a simple modification to the Woodcock tracking method used by some Monte Carlo particle transport codes. The Woodcock method utilizes the rejection method for sampling virtual collisions as a method to remove collision distance sampling at material boundaries. However, it suffers from poor computational efficiency when the sample acceptance rate is low. The proposed method removes rejection sampling from the Woodcock method in favor of a statistical weighting scheme, which improves the computational efficiency of a Monte Carlo particle tracking code. It is shown that the modified Woodcock method is less computationally expensive than standard ray-tracing and rejection-based Woodcock tracking methods and achieves a lower variance, given a specified accuracy

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

Development of Monte Carlo-based pebble bed reactor fuel management code

International Nuclear Information System (INIS)

Setiadipura, Topan; Obara, Toru

2014-01-01

Highlights: • A new Monte Carlo-based fuel management code for OTTO cycle pebble bed reactor was developed. • The double-heterogeneity was modeled using statistical method in MVP-BURN code. • The code can perform analysis of equilibrium and non-equilibrium phase. • Code-to-code comparisons for Once-Through-Then-Out case were investigated. • Ability of the code to accommodate the void cavity was confirmed. - Abstract: A fuel management code for pebble bed reactors (PBRs) based on the Monte Carlo method has been developed in this study. The code, named Monte Carlo burnup analysis code for PBR (MCPBR), enables a simulation of the Once-Through-Then-Out (OTTO) cycle of a PBR from the running-in phase to the equilibrium condition. In MCPBR, a burnup calculation based on a continuous-energy Monte Carlo code, MVP-BURN, is coupled with an additional utility code to be able to simulate the OTTO cycle of PBR. MCPBR has several advantages in modeling PBRs, namely its Monte Carlo neutron transport modeling, its capability of explicitly modeling the double heterogeneity of the PBR core, and its ability to model different axial fuel speeds in the PBR core. Analysis at the equilibrium condition of the simplified PBR was used as the validation test of MCPBR. The calculation results of the code were compared with the results of diffusion-based fuel management PBR codes, namely the VSOP and PEBBED codes. Using JENDL-4.0 nuclide library, MCPBR gave a 4.15% and 3.32% lower k eff value compared to VSOP and PEBBED, respectively. While using JENDL-3.3, MCPBR gave a 2.22% and 3.11% higher k eff value compared to VSOP and PEBBED, respectively. The ability of MCPBR to analyze neutron transport in the top void of the PBR core and its effects was also confirmed

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.)

EGS-Ray, a program for the visualization of Monte-Carlo calculations in the radiation physics

International Nuclear Information System (INIS)

Kleinschmidt, C.

2001-01-01

A Windows program is introduced which allows a relatively easy and interactive access to Monte Carlo techniques in clinical radiation physics. Furthermore, this serves as a visualization tool of the methodology and the results of Monte Carlo simulations. The program requires only little effort to formulate and calculate a Monte Carlo problem. The Monte Carlo module of the program is based on the well-known EGS4/PRESTA code. The didactic features of the program are presented using several examples common to the routine of the clinical radiation physicist. (orig.) [de

The electron transport problem sampling by Monte Carlo individual collision technique

Energy Technology Data Exchange (ETDEWEB)

Androsenko, P.A.; Belousov, V.I. [Obninsk State Technical Univ. of Nuclear Power Engineering, Kaluga region (Russian Federation)

2005-07-01

The problem of electron transport is of most interest in all fields of the modern science. To solve this problem the Monte Carlo sampling has to be used. The electron transport is characterized by a large number of individual interactions. To simulate electron transport the 'condensed history' technique may be used where a large number of collisions are grouped into a single step to be sampled randomly. Another kind of Monte Carlo sampling is the individual collision technique. In comparison with condensed history technique researcher has the incontestable advantages. For example one does not need to give parameters altered by condensed history technique like upper limit for electron energy, resolution, number of sub-steps etc. Also the condensed history technique may lose some very important tracks of electrons because of its limited nature by step parameters of particle movement and due to weakness of algorithms for example energy indexing algorithm. There are no these disadvantages in the individual collision technique. This report presents some sampling algorithms of new version BRAND code where above mentioned technique is used. All information on electrons was taken from Endf-6 files. They are the important part of BRAND. These files have not been processed but directly taken from electron information source. Four kinds of interaction like the elastic interaction, the Bremsstrahlung, the atomic excitation and the atomic electro-ionization were considered. In this report some results of sampling are presented after comparison with analogs. For example the endovascular radiotherapy problem (P2) of QUADOS2002 was presented in comparison with another techniques that are usually used. (authors)

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.

Monte Carlo simulation of tomography techniques using the platform Gate

International Nuclear Information System (INIS)

Barbouchi, Asma

2007-01-01

Simulations play a key role in functional imaging, with applications ranging from scanner design, scatter correction, protocol optimisation. GATE (Geant4 for Application Tomography Emission) is a platform for Monte Carlo Simulation. It is based on Geant4 to generate and track particles, to model geometry and physics process. Explicit modelling of time includes detector motion, time of flight, tracer kinetics. Interfaces to voxellised models and image reconstruction packages improve the integration of GATE in the global modelling cycle. In this work Monte Carlo simulations are used to understand and optimise the gamma camera's performances. We study the effect of the distance between source and collimator, the diameter of the holes and the thick of the collimator on the spatial resolution, energy resolution and efficiency of the gamma camera. We also study the reduction of simulation's time and implement a model of left ventricle in GATE. (Author). 7 refs

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)

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

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

Conditional Monte Carlo randomization tests for regression models.

Science.gov (United States)

Parhat, Parwen; Rosenberger, William F; Diao, Guoqing

2014-08-15

We discuss the computation of randomization tests for clinical trials of two treatments when the primary outcome is based on a regression model. We begin by revisiting the seminal paper of Gail, Tan, and Piantadosi (1988), and then describe a method based on Monte Carlo generation of randomization sequences. The tests based on this Monte Carlo procedure are design based, in that they incorporate the particular randomization procedure used. We discuss permuted block designs, complete randomization, and biased coin designs. We also use a new technique by Plamadeala and Rosenberger (2012) for simple computation of conditional randomization tests. Like Gail, Tan, and Piantadosi, we focus on residuals from generalized linear models and martingale residuals from survival models. Such techniques do not apply to longitudinal data analysis, and we introduce a method for computation of randomization tests based on the predicted rate of change from a generalized linear mixed model when outcomes are longitudinal. We show, by simulation, that these randomization tests preserve the size and power well under model misspecification. Copyright © 2014 John Wiley & Sons, Ltd.

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

Automated importance generation and biasing techniques for Monte Carlo shielding techniques by the TRIPOLI-3 code

International Nuclear Information System (INIS)

Both, J.P.; Nimal, J.C.; Vergnaud, T.

1990-01-01

We discuss an automated biasing procedure for generating the parameters necessary to achieve efficient Monte Carlo biasing shielding calculations. The biasing techniques considered here are exponential transform and collision biasing deriving from the concept of the biased game based on the importance function. We use a simple model of the importance function with exponential attenuation as the distance to the detector increases. This importance function is generated on a three-dimensional mesh including geometry and with graph theory algorithms. This scheme is currently being implemented in the third version of the neutron and gamma ray transport code TRIPOLI-3. (author)

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

Accelerated Monte Carlo system reliability analysis through machine-learning-based surrogate models of network connectivity

International Nuclear Information System (INIS)

Stern, R.E.; Song, J.; Work, D.B.

2017-01-01

The two-terminal reliability problem in system reliability analysis is known to be computationally intractable for large infrastructure graphs. Monte Carlo techniques can estimate the probability of a disconnection between two points in a network by selecting a representative sample of network component failure realizations and determining the source-terminal connectivity of each realization. To reduce the runtime required for the Monte Carlo approximation, this article proposes an approximate framework in which the connectivity check of each sample is estimated using a machine-learning-based classifier. The framework is implemented using both a support vector machine (SVM) and a logistic regression based surrogate model. Numerical experiments are performed on the California gas distribution network using the epicenter and magnitude of the 1989 Loma Prieta earthquake as well as randomly-generated earthquakes. It is shown that the SVM and logistic regression surrogate models are able to predict network connectivity with accuracies of 99% for both methods, and are 1–2 orders of magnitude faster than using a Monte Carlo method with an exact connectivity check. - Highlights: • Surrogate models of network connectivity are developed by machine-learning algorithms. • Developed surrogate models can reduce the runtime required for Monte Carlo simulations. • Support vector machine and logistic regressions are employed to develop surrogate models. • Numerical example of California gas distribution network demonstrate the proposed approach. • The developed models have accuracies 99%, and are 1–2 orders of magnitude faster than MCS.

Radiation transport simulation in gamma irradiator systems using E G S 4 Monte Carlo code and dose mapping calculations based on point kernel technique

International Nuclear Information System (INIS)

Raisali, G.R.

1992-01-01

A series of computer codes based on point kernel technique and also Monte Carlo method have been developed. These codes perform radiation transport calculations for irradiator systems having cartesian, cylindrical and mixed geometries. The monte Carlo calculations, the computer code 'EGS4' has been applied to a radiation processing type problem. This code has been acompanied by a specific user code. The set of codes developed include: GCELLS, DOSMAPM, DOSMAPC2 which simulate the radiation transport in gamma irradiator systems having cylinderical, cartesian, and mixed geometries, respectively. The program 'DOSMAP3' based on point kernel technique, has been also developed for dose rate mapping calculations in carrier type gamma irradiators. Another computer program 'CYLDETM' as a user code for EGS4 has been also developed to simulate dose variations near the interface of heterogeneous media in gamma irradiator systems. In addition a system of computer codes 'PRODMIX' has been developed which calculates the absorbed dose in the products with different densities. validation studies of the calculated results versus experimental dosimetry has been performed and good agreement has been obtained

Application of artificial intelligence techniques to the acceleration of Monte Carlo transport calculations

International Nuclear Information System (INIS)

Maconald, J.L.; Cashwell, E.D.

1978-09-01

The techniques of learning theory and pattern recognition are used to learn splitting surface locations for the Monte Carlo neutron transport code MCN. A study is performed to determine default values for several pattern recognition and learning parameters. The modified MCN code is used to reduce computer cost for several nontrivial example problems

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

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

Applications of Monte Carlo technique in the detection of explosives, narcotics and fissile material using neutron sources

International Nuclear Information System (INIS)

Sinha, Amar; Kashyap, Yogesh; Roy, Tushar; Agrawal, Ashish; Sarkar, P.S.; Shukla, Mayank

2009-01-01

The problem of illicit trafficking of explosives, narcotics or fissile materials represents a real challenge to civil security. Neutron based detection systems are being actively explored worldwide as a confirmatory tool for applications in the detection of explosives either hidden inside a vehicle or a cargo container or buried inside soil. The development of a system and its experimental testing is a tedious process and to develop such a system each experimental condition needs to be theoretically simulated. Monte Carlo based methods are used to find an optimized design for such detection system. In order to design such systems, it is necessary to optimize source and detector system for each specific application. The present paper deals with such optimization studies using Monte Carlo technique for tagged neutron based system for explosives and narcotics detection hidden in a cargo and landmine detection using backscatter neutrons. We will also discuss some simulation studies on detection of fissile material and photo-neutron source design for applications on cargo scanning. (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.)

Efficient data management techniques implemented in the Karlsruhe Monte Carlo code KAMCCO

International Nuclear Information System (INIS)

Arnecke, G.; Borgwaldt, H.; Brandl, V.; Lalovic, M.

1974-01-01

The Karlsruhe Monte Carlo Code KAMCCO is a forward neutron transport code with an eigenfunction and a fixed source option, including time-dependence. A continuous energy model is combined with a detailed representation of neutron cross sections, based on linear interpolation, Breit-Wigner resonances and probability tables. All input is processed into densely packed, dynamically addressed parameter fields and networks of pointers (addresses). Estimation routines are decoupled from random walk and analyze a storage region with sample records. This technique leads to fast execution with moderate storage requirements and without any I/O-operations except in the input and output stages. 7 references. (U.S.)

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

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

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

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...

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

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.

A Monte Carlo method for the simulation of coagulation and nucleation based on weighted particles and the concepts of stochastic resolution and merging

Energy Technology Data Exchange (ETDEWEB)

Kotalczyk, G., E-mail: Gregor.Kotalczyk@uni-due.de; Kruis, F.E.

2017-07-01

Monte Carlo simulations based on weighted simulation particles can solve a variety of population balance problems and allow thus to formulate a solution-framework for many chemical engineering processes. This study presents a novel concept for the calculation of coagulation rates of weighted Monte Carlo particles by introducing a family of transformations to non-weighted Monte Carlo particles. The tuning of the accuracy (named ‘stochastic resolution’ in this paper) of those transformations allows the construction of a constant-number coagulation scheme. Furthermore, a parallel algorithm for the inclusion of newly formed Monte Carlo particles due to nucleation is presented in the scope of a constant-number scheme: the low-weight merging. This technique is found to create significantly less statistical simulation noise than the conventional technique (named ‘random removal’ in this paper). Both concepts are combined into a single GPU-based simulation method which is validated by comparison with the discrete-sectional simulation technique. Two test models describing a constant-rate nucleation coupled to a simultaneous coagulation in 1) the free-molecular regime or 2) the continuum regime are simulated for this purpose.

Monte Carlo evaluation of derivative-based global sensitivity measures

International Nuclear Information System (INIS)

Kucherenko, S.; Rodriguez-Fernandez, M.; Pantelides, C.; Shah, N.

2009-01-01

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

Practical adjoint Monte Carlo technique for fixed-source and eigenfunction neutron transport problems

International Nuclear Information System (INIS)

Hoogenboom, J.E.

1981-01-01

An adjoint Monte Carlo technique is described for the solution of neutron transport problems. The optimum biasing function for a zero-variance collision estimator is derived. The optimum treatment of an analog of a non-velocity thermal group has also been derived. The method is extended to multiplying systems, especially for eigenfunction problems to enable the estimate of averages over the unknown fundamental neutron flux distribution. A versatile computer code, FOCUS, has been written, based on the described theory. Numerical examples are given for a shielding problem and a critical assembly, illustrating the performance of the FOCUS code. 19 refs

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

Neutron spectrum unfolding using genetic algorithm in a Monte Carlo simulation

Energy Technology Data Exchange (ETDEWEB)

Suman, Vitisha [Health Physics Division, Bhabha Atomic Research Centre, Mumbai 400085 (India); Sarkar, P.K., E-mail: pksarkar02@gmail.com [Manipal Centre for Natural Sciences, Manipal University, Manipal 576104 (India)

2014-02-11

A spectrum unfolding technique GAMCD (Genetic Algorithm and Monte Carlo based spectrum Deconvolution) has been developed using the genetic algorithm methodology within the framework of Monte Carlo simulations. Each Monte Carlo history starts with initial solution vectors (population) as randomly generated points in the hyper dimensional solution space that are related to the measured data by the response matrix of the detection system. The transition of the solution points in the solution space from one generation to another are governed by the genetic algorithm methodology using the techniques of cross-over (mating) and mutation in a probabilistic manner adding new solution points to the population. The population size is kept constant by discarding solutions having lesser fitness values (larger differences between measured and calculated results). Solutions having the highest fitness value at the end of each Monte Carlo history are averaged over all histories to obtain the final spectral solution. The present method shows promising results in neutron spectrum unfolding for both under-determined and over-determined problems with simulated test data as well as measured data when compared with some existing unfolding codes. An attractive advantage of the present method is the independence of the final spectra from the initial guess spectra.

Neutron spectrum unfolding using genetic algorithm in a Monte Carlo simulation

International Nuclear Information System (INIS)

Suman, Vitisha; Sarkar, P.K.

2014-01-01

A spectrum unfolding technique GAMCD (Genetic Algorithm and Monte Carlo based spectrum Deconvolution) has been developed using the genetic algorithm methodology within the framework of Monte Carlo simulations. Each Monte Carlo history starts with initial solution vectors (population) as randomly generated points in the hyper dimensional solution space that are related to the measured data by the response matrix of the detection system. The transition of the solution points in the solution space from one generation to another are governed by the genetic algorithm methodology using the techniques of cross-over (mating) and mutation in a probabilistic manner adding new solution points to the population. The population size is kept constant by discarding solutions having lesser fitness values (larger differences between measured and calculated results). Solutions having the highest fitness value at the end of each Monte Carlo history are averaged over all histories to obtain the final spectral solution. The present method shows promising results in neutron spectrum unfolding for both under-determined and over-determined problems with simulated test data as well as measured data when compared with some existing unfolding codes. An attractive advantage of the present method is the independence of the final spectra from the initial guess spectra

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.

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.

Determination of the spatial response of neutron based analysers using a Monte Carlo based method

International Nuclear Information System (INIS)

Tickner, James

2000-01-01

One of the principal advantages of using thermal neutron capture (TNC, also called prompt gamma neutron activation analysis or PGNAA) or neutron inelastic scattering (NIS) techniques for measuring elemental composition is the high penetrating power of both the incident neutrons and the resultant gamma-rays, which means that large sample volumes can be interrogated. Gauges based on these techniques are widely used in the mineral industry for on-line determination of the composition of bulk samples. However, attenuation of both neutrons and gamma-rays in the sample and geometric (source/detector distance) effects typically result in certain parts of the sample contributing more to the measured composition than others. In turn, this introduces errors in the determination of the composition of inhomogeneous samples. This paper discusses a combined Monte Carlo/analytical method for estimating the spatial response of a neutron gauge. Neutron propagation is handled using a Monte Carlo technique which allows an arbitrarily complex neutron source and gauge geometry to be specified. Gamma-ray production and detection is calculated analytically which leads to a dramatic increase in the efficiency of the method. As an example, the method is used to study ways of reducing the spatial sensitivity of on-belt composition measurements of cement raw meal

Validation of variance reduction techniques in Mediso (SPIRIT DH-V) SPECT system by Monte Carlo

International Nuclear Information System (INIS)

Rodriguez Marrero, J. P.; Diaz Garcia, A.; Gomez Facenda, A.

2015-01-01

Monte Carlo simulation of nuclear medical imaging systems is a widely used method for reproducing their operation in a real clinical environment, There are several Single Photon Emission Tomography (SPECT) systems in Cuba. For this reason it is clearly necessary to introduce a reliable and fast simulation platform in order to obtain consistent image data. This data will reproduce the original measurements conditions. In order to fulfill these requirements Monte Carlo platform GAMOS (Geant4 Medicine Oriented Architecture for Applications) have been used. Due to the very size and complex configuration of parallel hole collimators in real clinical SPECT systems, Monte Carlo simulation usually consumes excessively high time and computing resources. main goal of the present work is to optimize the efficiency of calculation by means of new GAMOS functionality. There were developed and validated two GAMOS variance reduction techniques to speed up calculations. These procedures focus and limit transport of gamma quanta inside the collimator. The obtained results were asses experimentally in Mediso (SPIRIT DH-V) SPECT system. Main quality control parameters, such as sensitivity and spatial resolution were determined. Differences of 4.6% sensitivity and 8.7% spatial resolution were reported against manufacturer values. Simulation time was decreased up to 650 times. Using these techniques it was possible to perform several studies in almost 8 hours each. (Author)

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.

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)

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)

Statistical implications in Monte Carlo depletions - 051

International Nuclear Information System (INIS)

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

2010-01-01

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

Monte Carlo evaluation of derivative-based global sensitivity measures

Energy Technology Data Exchange (ETDEWEB)

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

2009-07-15

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

Review and comparison of effective delayed neutron fraction calculation methods with Monte Carlo codes

International Nuclear Information System (INIS)

Bécares, V.; Pérez-Martín, S.; Vázquez-Antolín, M.; Villamarín, D.; Martín-Fuertes, F.; González-Romero, E.M.; Merino, I.

2014-01-01

Highlights: • Review of several Monte Carlo effective delayed neutron fraction calculation methods. • These methods have been implemented with the Monte Carlo code MCNPX. • They have been benchmarked against against some critical and subcritical systems. • Several nuclear data libraries have been used. - Abstract: The calculation of the effective delayed neutron fraction, β eff , with Monte Carlo codes is a complex task due to the requirement of properly considering the adjoint weighting of delayed neutrons. Nevertheless, several techniques have been proposed to circumvent this difficulty and obtain accurate Monte Carlo results for β eff without the need of explicitly determining the adjoint flux. In this paper, we make a review of some of these techniques; namely we have analyzed two variants of what we call the k-eigenvalue technique and other techniques based on different interpretations of the physical meaning of the adjoint weighting. To test the validity of all these techniques we have implemented them with the MCNPX code and we have benchmarked them against a range of critical and subcritical systems for which either experimental or deterministic values of β eff are available. Furthermore, several nuclear data libraries have been used in order to assess the impact of the uncertainty in nuclear data in the calculated value of β eff

A dual resolution measurement based Monte Carlo simulation technique for detailed dose analysis of small volume organs in the skull base region

International Nuclear Information System (INIS)

Yeh, Chi-Yuan; Tung, Chuan-Jung; Chao, Tsi-Chain; Lin, Mu-Han; Lee, Chung-Chi

2014-01-01

The purpose of this study was to examine dose distribution of a skull base tumor and surrounding critical structures in response to high dose intensity-modulated radiosurgery (IMRS) with Monte Carlo (MC) simulation using a dual resolution sandwich phantom. The measurement-based Monte Carlo (MBMC) method (Lin et al., 2009) was adopted for the study. The major components of the MBMC technique involve (1) the BEAMnrc code for beam transport through the treatment head of a Varian 21EX linear accelerator, (2) the DOSXYZnrc code for patient dose simulation and (3) an EPID-measured efficiency map which describes non-uniform fluence distribution of the IMRS treatment beam. For the simulated case, five isocentric 6 MV photon beams were designed to deliver a total dose of 1200 cGy in two fractions to the skull base tumor. A sandwich phantom for the MBMC simulation was created based on the patient's CT scan of a skull base tumor [gross tumor volume (GTV)=8.4 cm 3 ] near the right 8th cranial nerve. The phantom, consisted of a 1.2-cm thick skull base region, had a voxel resolution of 0.05×0.05×0.1 cm 3 and was sandwiched in between 0.05×0.05×0.3 cm 3 slices of a head phantom. A coarser 0.2×0.2×0.3 cm 3 single resolution (SR) phantom was also created for comparison with the sandwich phantom. A particle history of 3×10 8 for each beam was used for simulations of both the SR and the sandwich phantoms to achieve a statistical uncertainty of <2%. Our study showed that the planning target volume (PTV) receiving at least 95% of the prescribed dose (VPTV95) was 96.9%, 96.7% and 99.9% for the TPS, SR, and sandwich phantom, respectively. The maximum and mean doses to large organs such as the PTV, brain stem, and parotid gland for the TPS, SR and sandwich MC simulations did not show any significant difference; however, significant dose differences were observed for very small structures like the right 8th cranial nerve, right cochlea, right malleus and right semicircular

Alpha particle density and energy distributions in tandem mirrors using Monte-Carlo techniques

International Nuclear Information System (INIS)

Kerns, J.A.

1986-05-01

We have simulated the alpha thermalization process using a Monte-Carlo technique, in which the alpha guiding center is followed between simulated collisions and Spitzer's collision model is used for the alpha-plasma interaction. Monte-Carlo techniques are used to determine the alpha radial birth position, the alpha particle position at a collision, and the angle scatter and dispersion at a collision. The plasma is modeled as a hot reacting core, surrounded by a cold halo plasma (T approx.50 eV). Alpha orbits that intersect the halo lose 90% of their energy to the halo electrons because of the halo drag, which is ten times greater than the drag in the core. The uneven drag across the alpha orbit also produces an outward, radial, guiding center drift. This drag drift is dependent on the plasma density and temperature radial profiles. We have modeled these profiles and have specifically studied a single-scale-length model, in which the density scale length (r/sub pD/) equals the temperature scale length (r/sub pT/), and a two-scale-length model, in which r/sub pD//r/sub pT/ = 1.1

Application of Monte Carlo codes to neutron dosimetry

International Nuclear Information System (INIS)

Prevo, C.T.

1982-01-01

In neutron dosimetry, calculations enable one to predict the response of a proposed dosimeter before effort is expended to design and fabricate the neutron instrument or dosimeter. The nature of these calculations requires the use of computer programs that implement mathematical models representing the transport of radiation through attenuating media. Numerical, and in some cases analytical, solutions of these models can be obtained by one of several calculational techniques. All of these techniques are either approximate solutions to the well-known Boltzmann equation or are based on kernels obtained from solutions to the equation. The Boltzmann equation is a precise mathematical description of neutron behavior in terms of position, energy, direction, and time. The solution of the transport equation represents the average value of the particle flux density. Integral forms of the transport equation are generally regarded as the formal basis for the Monte Carlo method, the results of which can in principle be made to approach the exact solution. This paper focuses on the Monte Carlo technique

Inverse Monte Carlo: a unified reconstruction algorithm for SPECT

International Nuclear Information System (INIS)

Floyd, C.E.; Coleman, R.E.; Jaszczak, R.J.

1985-01-01

Inverse Monte Carlo (IMOC) is presented as a unified reconstruction algorithm for Emission Computed Tomography (ECT) providing simultaneous compensation for scatter, attenuation, and the variation of collimator resolution with depth. The technique of inverse Monte Carlo is used to find an inverse solution to the photon transport equation (an integral equation for photon flux from a specified source) for a parameterized source and specific boundary conditions. The system of linear equations so formed is solved to yield the source activity distribution for a set of acquired projections. For the studies presented here, the equations are solved using the EM (Maximum Likelihood) algorithm although other solution algorithms, such as Least Squares, could be employed. While the present results specifically consider the reconstruction of camera-based Single Photon Emission Computed Tomographic (SPECT) images, the technique is equally valid for Positron Emission Tomography (PET) if a Monte Carlo model of such a system is used. As a preliminary evaluation, experimentally acquired SPECT phantom studies for imaging Tc-99m (140 keV) are presented which demonstrate the quantitative compensation for scatter and attenuation for a two dimensional (single slice) reconstruction. The algorithm may be expanded in a straight forward manner to full three dimensional reconstruction including compensation for out of plane scatter

SOLFAST, a Ray-Tracing Monte-Carlo software for solar concentrating facilities

International Nuclear Information System (INIS)

Roccia, J P; Piaud, B; Coustet, C; Caliot, C; Guillot, E; Flamant, G; Delatorre, J

2012-01-01

In this communication, the software SOLFAST is presented. It is a simulation tool based on the Monte-Carlo method and accelerated Ray-Tracing techniques to evaluate efficiently the energy flux in concentrated solar installations.

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)

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

Engineering local optimality in quantum Monte Carlo algorithms

Science.gov (United States)

Pollet, Lode; Van Houcke, Kris; Rombouts, Stefan M. A.

2007-08-01

Quantum Monte Carlo algorithms based on a world-line representation such as the worm algorithm and the directed loop algorithm are among the most powerful numerical techniques for the simulation of non-frustrated spin models and of bosonic models. Both algorithms work in the grand-canonical ensemble and can have a winding number larger than zero. However, they retain a lot of intrinsic degrees of freedom which can be used to optimize the algorithm. We let us guide by the rigorous statements on the globally optimal form of Markov chain Monte Carlo simulations in order to devise a locally optimal formulation of the worm algorithm while incorporating ideas from the directed loop algorithm. We provide numerical examples for the soft-core Bose-Hubbard model and various spin- S models.

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

(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.

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

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...

A computer code package for electron transport Monte Carlo simulation

International Nuclear Information System (INIS)

Popescu, Lucretiu M.

1999-01-01

A computer code package was developed for solving various electron transport problems by Monte Carlo simulation. It is based on condensed history Monte Carlo algorithm. In order to get reliable results over wide ranges of electron energies and target atomic numbers, specific techniques of electron transport were implemented such as: Moliere multiscatter angular distributions, Blunck-Leisegang multiscatter energy distribution, sampling of electron-electron and Bremsstrahlung individual interactions. Path-length and lateral displacement corrections algorithms and the module for computing collision, radiative and total restricted stopping powers and ranges of electrons are also included. Comparisons of simulation results with experimental measurements are finally presented. (author)

Monte Carlo simulation of neutron counters for safeguards applications

International Nuclear Information System (INIS)

Looman, Marc; Peerani, Paolo; Tagziria, Hamid

2009-01-01

MCNP-PTA is a new Monte Carlo code for the simulation of neutron counters for nuclear safeguards applications developed at the Joint Research Centre (JRC) in Ispra (Italy). After some preliminary considerations outlining the general aspects involved in the computational modelling of neutron counters, this paper describes the specific details and approximations which make up the basis of the model implemented in the code. One of the major improvements allowed by the use of Monte Carlo simulation is a considerable reduction in both the experimental work and in the reference materials required for the calibration of the instruments. This new approach to the calibration of counters using Monte Carlo simulation techniques is also discussed.

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

TH-E-18A-01: Developments in Monte Carlo Methods for Medical Imaging

Energy Technology Data Exchange (ETDEWEB)

Badal, A [U.S. Food and Drug Administration (CDRH/OSEL), Silver Spring, MD (United States); Zbijewski, W [Johns Hopkins University, Baltimore, MD (United States); Bolch, W [University of Florida, Gainesville, FL (United States); Sechopoulos, I [Emory University, Atlanta, GA (United States)

2014-06-15

Monte Carlo simulation methods are widely used in medical physics research and are starting to be implemented in clinical applications such as radiation therapy planning systems. Monte Carlo simulations offer the capability to accurately estimate quantities of interest that are challenging to measure experimentally while taking into account the realistic anatomy of an individual patient. Traditionally, practical application of Monte Carlo simulation codes in diagnostic imaging was limited by the need for large computational resources or long execution times. However, recent advancements in high-performance computing hardware, combined with a new generation of Monte Carlo simulation algorithms and novel postprocessing methods, are allowing for the computation of relevant imaging parameters of interest such as patient organ doses and scatter-to-primaryratios in radiographic projections in just a few seconds using affordable computational resources. Programmable Graphics Processing Units (GPUs), for example, provide a convenient, affordable platform for parallelized Monte Carlo executions that yield simulation times on the order of 10{sup 7} xray/ s. Even with GPU acceleration, however, Monte Carlo simulation times can be prohibitive for routine clinical practice. To reduce simulation times further, variance reduction techniques can be used to alter the probabilistic models underlying the x-ray tracking process, resulting in lower variance in the results without biasing the estimates. Other complementary strategies for further reductions in computation time are denoising of the Monte Carlo estimates and estimating (scoring) the quantity of interest at a sparse set of sampling locations (e.g. at a small number of detector pixels in a scatter simulation) followed by interpolation. Beyond reduction of the computational resources required for performing Monte Carlo simulations in medical imaging, the use of accurate representations of patient anatomy is crucial to the

TH-E-18A-01: Developments in Monte Carlo Methods for Medical Imaging

International Nuclear Information System (INIS)

Badal, A; Zbijewski, W; Bolch, W; Sechopoulos, I

2014-01-01

Monte Carlo simulation methods are widely used in medical physics research and are starting to be implemented in clinical applications such as radiation therapy planning systems. Monte Carlo simulations offer the capability to accurately estimate quantities of interest that are challenging to measure experimentally while taking into account the realistic anatomy of an individual patient. Traditionally, practical application of Monte Carlo simulation codes in diagnostic imaging was limited by the need for large computational resources or long execution times. However, recent advancements in high-performance computing hardware, combined with a new generation of Monte Carlo simulation algorithms and novel postprocessing methods, are allowing for the computation of relevant imaging parameters of interest such as patient organ doses and scatter-to-primaryratios in radiographic projections in just a few seconds using affordable computational resources. Programmable Graphics Processing Units (GPUs), for example, provide a convenient, affordable platform for parallelized Monte Carlo executions that yield simulation times on the order of 10 7 xray/ s. Even with GPU acceleration, however, Monte Carlo simulation times can be prohibitive for routine clinical practice. To reduce simulation times further, variance reduction techniques can be used to alter the probabilistic models underlying the x-ray tracking process, resulting in lower variance in the results without biasing the estimates. Other complementary strategies for further reductions in computation time are denoising of the Monte Carlo estimates and estimating (scoring) the quantity of interest at a sparse set of sampling locations (e.g. at a small number of detector pixels in a scatter simulation) followed by interpolation. Beyond reduction of the computational resources required for performing Monte Carlo simulations in medical imaging, the use of accurate representations of patient anatomy is crucial to the virtual

Monte Carlo method to characterize radioactive waste drums

International Nuclear Information System (INIS)

Lima, Josenilson B.; Dellamano, Jose C.; Potiens Junior, Ademar J.

2013-01-01

Non-destructive methods for radioactive waste drums characterization have being developed in the Waste Management Department (GRR) at Nuclear and Energy Research Institute IPEN. This study was conducted as part of the radioactive wastes characterization program in order to meet specifications and acceptance criteria for final disposal imposed by regulatory control by gamma spectrometry. One of the main difficulties in the detectors calibration process is to obtain the counting efficiencies that can be solved by the use of mathematical techniques. The aim of this work was to develop a methodology to characterize drums using gamma spectrometry and Monte Carlo method. Monte Carlo is a widely used mathematical technique, which simulates the radiation transport in the medium, thus obtaining the efficiencies calibration of the detector. The equipment used in this work is a heavily shielded Hyperpure Germanium (HPGe) detector coupled with an electronic setup composed of high voltage source, amplifier and multiport multichannel analyzer and MCNP software for Monte Carlo simulation. The developing of this methodology will allow the characterization of solid radioactive wastes packed in drums and stored at GRR. (author)

Monte Carlo simulation based reliability evaluation in a multi-bilateral contracts market

International Nuclear Information System (INIS)

Goel, L.; Viswanath, P.A.; Wang, P.

2004-01-01

This paper presents a time sequential Monte Carlo simulation technique to evaluate customer load point reliability in multi-bilateral contracts market. The effects of bilateral transactions, reserve agreements, and the priority commitments of generating companies on customer load point reliability have been investigated. A generating company with bilateral contracts is modelled as an equivalent time varying multi-state generation (ETMG). A procedure to determine load point reliability based on ETMG has been developed. The developed procedure is applied to a reliability test system to illustrate the technique. Representing each bilateral contract by an ETMG provides flexibility in determining the reliability at various customer load points. (authors)

Characterization of decommissioned reactor internals: Monte Carlo analysis technique

International Nuclear Information System (INIS)

Reid, B.D.; Love, E.F.; Luksic, A.T.

1993-03-01

This study discusses computer analysis techniques for determining activation levels of irradiated reactor component hardware to yield data for the Department of Energy's Greater-Than-Class C Low-Level Radioactive Waste Program. The study recommends the Monte Carlo Neutron/Photon (MCNP) computer code as the best analysis tool for this application and compares the technique to direct sampling methodology. To implement the MCNP analysis, a computer model would be developed to reflect the geometry, material composition, and power history of an existing shutdown reactor. MCNP analysis would then be performed using the computer model, and the results would be validated by comparison to laboratory analysis results from samples taken from the shutdown reactor. The report estimates uncertainties for each step of the computational and laboratory analyses; the overall uncertainty of the MCNP results is projected to be ±35%. The primary source of uncertainty is identified as the material composition of the components, and research is suggested to address that uncertainty

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

Proton therapy analysis using the Monte Carlo method

Energy Technology Data Exchange (ETDEWEB)

Noshad, Houshyar [Center for Theoretical Physics and Mathematics, AEOI, P.O. Box 14155-1339, Tehran (Iran, Islamic Republic of)]. E-mail: hnoshad@aeoi.org.ir; Givechi, Nasim [Islamic Azad University, Science and Research Branch, Tehran (Iran, Islamic Republic of)

2005-10-01

The range and straggling data obtained from the transport of ions in matter (TRIM) computer program were used to determine the trajectories of monoenergetic 60 MeV protons in muscle tissue by using the Monte Carlo technique. The appropriate profile for the shape of a proton pencil beam in proton therapy as well as the dose deposited in the tissue were computed. The good agreements between our results as compared with the corresponding experimental values are presented here to show the reliability of our Monte Carlo method.

Research on reactor physics analysis method based on Monte Carlo homogenization

International Nuclear Information System (INIS)

Ye Zhimin; Zhang Peng

2014-01-01

In order to meet the demand of nuclear energy market in the future, many new concepts of nuclear energy systems has been put forward. The traditional deterministic neutronics analysis method has been challenged in two aspects: one is the ability of generic geometry processing; the other is the multi-spectrum applicability of the multigroup cross section libraries. Due to its strong geometry modeling capability and the application of continuous energy cross section libraries, the Monte Carlo method has been widely used in reactor physics calculations, and more and more researches on Monte Carlo method has been carried out. Neutronics-thermal hydraulics coupling analysis based on Monte Carlo method has been realized. However, it still faces the problems of long computation time and slow convergence which make it not applicable to the reactor core fuel management simulations. Drawn from the deterministic core analysis method, a new two-step core analysis scheme is proposed in this work. Firstly, Monte Carlo simulations are performed for assembly, and the assembly homogenized multi-group cross sections are tallied at the same time. Secondly, the core diffusion calculations can be done with these multigroup cross sections. The new scheme can achieve high efficiency while maintain acceptable precision, so it can be used as an effective tool for the design and analysis of innovative nuclear energy systems. Numeric tests have been done in this work to verify the new scheme. (authors)

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

Monte Carlo treatment planning and high-resolution alpha-track autoradiography for neutron capture therapy

Energy Technology Data Exchange (ETDEWEB)

Zamenhof, R.G.; Lin, K.; Ziegelmiller, D.; Clement, S.; Lui, C.; Harling, O.K.

Monte Carlo simulations of thermal neutron flux distributions in a mathematical head model have been compared to experimental measurements in a corresponding anthropomorphic gelatin-based head phantom irradiated by a thermal neutron beam as presently available at the MITR-II Research Reactor. Excellent agreement between Monte Carlo and experimental measurements has encouraged us to employ the Monte Carlo simulation technique to approach treatment planning problems in neutron capture therapy. We have also implemented a high-resolution alpha-track autoradiography technique originally developed in our laboratory at MIT. Initial autoradiograms produced by this technique meet our expectations in terms of the high resolution available and the ability to etch tracks without concommitant destruction of stained tissue. Our preliminary results with computer-aided track distribution analysis indicate that this approach is very promising in being able to quantify boron distributions in tissue at the subcellular level with a minimum amount of operator effort necessary.

Monte Carlo burnup codes acceleration using the correlated sampling method

International Nuclear Information System (INIS)

Dieudonne, C.

2013-01-01

For several years, Monte Carlo burnup/depletion codes have appeared, which couple Monte Carlo codes to simulate the neutron transport to deterministic methods, which handle the medium depletion due to the neutron flux. Solving Boltzmann and Bateman equations in such a way allows to track fine 3-dimensional effects and to get rid of multi-group hypotheses done by deterministic solvers. The counterpart is the prohibitive calculation time due to the Monte Carlo solver called at each time step. In this document we present an original methodology to avoid the repetitive and time-expensive Monte Carlo simulations, and to replace them by perturbation calculations: indeed the different burnup steps may be seen as perturbations of the isotopic concentration of an initial Monte Carlo simulation. In a first time we will present this method, and provide details on the perturbative technique used, namely the correlated sampling. In a second time we develop a theoretical model to study the features of the correlated sampling method to understand its effects on depletion calculations. In a third time the implementation of this method in the TRIPOLI-4 code will be discussed, as well as the precise calculation scheme used to bring important speed-up of the depletion calculation. We will begin to validate and optimize the perturbed depletion scheme with the calculation of a REP-like fuel cell depletion. Then this technique will be used to calculate the depletion of a REP-like assembly, studied at beginning of its cycle. After having validated the method with a reference calculation we will show that it can speed-up by nearly an order of magnitude standard Monte-Carlo depletion codes. (author) [fr

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.

CARMEN: a system Monte Carlo based on linear programming from direct openings

International Nuclear Information System (INIS)

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

2013-01-01

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

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)

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).

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...

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.

The future of new calculation concepts in dosimetry based on the Monte Carlo Methods; Avenir des nouveaux concepts des calculs dosimetriques bases sur les methodes de Monte Carlo

Energy Technology Data Exchange (ETDEWEB)

Makovicka, L.; Vasseur, A.; Sauget, M.; Martin, E.; Gschwind, R.; Henriet, J. [Universite de Franche-Comte, Equipe IRMA/ENISYS/FEMTO-ST, UMR6174 CNRS, 25 - Montbeliard (France); Vasseur, A.; Sauget, M.; Martin, E.; Gschwind, R.; Henriet, J.; Salomon, M. [Universite de Franche-Comte, Equipe AND/LIFC, 90 - Belfort (France)

2009-01-15

Monte Carlo codes, precise but slow, are very important tools in the vast majority of specialities connected to Radiation Physics, Radiation Protection and Dosimetry. A discussion about some other computing solutions is carried out; solutions not only based on the enhancement of computer power, or on the 'biasing'used for relative acceleration of these codes (in the case of photons), but on more efficient methods (A.N.N. - artificial neural network, C.B.R. - case-based reasoning - or other computer science techniques) already and successfully used for a long time in other scientific or industrial applications and not only Radiation Protection or Medical Dosimetry. (authors)

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

Direct aperture optimization for IMRT using Monte Carlo generated beamlets

International Nuclear Information System (INIS)

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

2006-01-01

This work introduces an EGSnrc-based Monte Carlo (MC) beamlet does distribution matrix into a direct aperture optimization (DAO) algorithm for IMRT inverse planning. The technique is referred to as Monte Carlo-direct aperture optimization (MC-DAO). The goal is to assess if the combination of accurate Monte Carlo tissue inhomogeneity modeling and DAO inverse planning will improve the dose accuracy and treatment efficiency for treatment planning. Several authors have shown that the presence of small fields and/or inhomogeneous materials in IMRT treatment fields can cause dose calculation errors for algorithms that are unable to accurately model electronic disequilibrium. This issue may also affect the IMRT optimization process because the dose calculation algorithm may not properly model difficult geometries such as targets close to low-density regions (lung, air etc.). A clinical linear accelerator head is simulated using BEAMnrc (NRC, Canada). A novel in-house algorithm subdivides the resulting phase space into 2.5x5.0 mm 2 beamlets. Each beamlet is projected onto a patient-specific phantom. The beamlet dose contribution to each voxel in a structure-of-interest is calculated using DOSXYZnrc. The multileaf collimator (MLC) leaf positions are linked to the location of the beamlet does distributions. The MLC shapes are optimized using direct aperture optimization (DAO). A final Monte Carlo calculation with MLC modeling is used to compute the final dose distribution. Monte Carlo simulation can generate accurate beamlet dose distributions for traditionally difficult-to-calculate geometries, particularly for small fields crossing regions of tissue inhomogeneity. The introduction of DAO results in an additional improvement by increasing the treatment delivery efficiency. For the examples presented in this paper the reduction in the total number of monitor units to deliver is ∼33% compared to fluence-based optimization methods

Visual improvement for bad handwriting based on Monte-Carlo method

Science.gov (United States)

Shi, Cao; Xiao, Jianguo; Xu, Canhui; Jia, Wenhua

2014-03-01

A visual improvement algorithm based on Monte Carlo simulation is proposed in this paper, in order to enhance visual effects for bad handwriting. The whole improvement process is to use well designed typeface so as to optimize bad handwriting image. In this process, a series of linear operators for image transformation are defined for transforming typeface image to approach handwriting image. And specific parameters of linear operators are estimated by Monte Carlo method. Visual improvement experiments illustrate that the proposed algorithm can effectively enhance visual effect for handwriting image as well as maintain the original handwriting features, such as tilt, stroke order and drawing direction etc. The proposed visual improvement algorithm, in this paper, has a huge potential to be applied in tablet computer and Mobile Internet, in order to improve user experience on handwriting.

Monte Carlo analysis of a control technique for a tunable white lighting system

DEFF Research Database (Denmark)

Chakrabarti, Maumita; Thorseth, Anders; Jepsen, Jørgen

2017-01-01

A simulated colour control mechanism for a multi-coloured LED lighting system is presented. The system achieves adjustable and stable white light output and allows for system-to-system reproducibility after application of the control mechanism. The control unit works using a pre-calibrated lookup...... table for an experimentally realized system, with a calibrated tristimulus colour sensor. A Monte Carlo simulation is used to examine the system performance concerning the variation of luminous flux and chromaticity of the light output. The inputs to the Monte Carlo simulation, are variations of the LED...... peak wavelength, the LED rated luminous flux bin, the influence of the operating conditions, ambient temperature, driving current, and the spectral response of the colour sensor. The system performance is investigated by evaluating the outputs from the Monte Carlo simulation. The outputs show...

Concepts and Plans towards fast large scale Monte Carlo production for the ATLAS Experiment

Science.gov (United States)

Ritsch, E.; Atlas Collaboration

2014-06-01

The huge success of the physics program of the ATLAS experiment at the Large Hadron Collider (LHC) during Run 1 relies upon a great number of simulated Monte Carlo events. This Monte Carlo production takes the biggest part of the computing resources being in use by ATLAS as of now. In this document we describe the plans to overcome the computing resource limitations for large scale Monte Carlo production in the ATLAS Experiment for Run 2, and beyond. A number of fast detector simulation, digitization and reconstruction techniques are being discussed, based upon a new flexible detector simulation framework. To optimally benefit from these developments, a redesigned ATLAS MC production chain is presented at the end of this document.

Efficient sampling algorithms for Monte Carlo based treatment planning

International Nuclear Information System (INIS)

DeMarco, J.J.; Solberg, T.D.; Chetty, I.; Smathers, J.B.

1998-01-01

Efficient sampling algorithms are necessary for producing a fast Monte Carlo based treatment planning code. This study evaluates several aspects of a photon-based tracking scheme and the effect of optimal sampling algorithms on the efficiency of the code. Four areas were tested: pseudo-random number generation, generalized sampling of a discrete distribution, sampling from the exponential distribution, and delta scattering as applied to photon transport through a heterogeneous simulation geometry. Generalized sampling of a discrete distribution using the cutpoint method can produce speedup gains of one order of magnitude versus conventional sequential sampling. Photon transport modifications based upon the delta scattering method were implemented and compared with a conventional boundary and collision checking algorithm. The delta scattering algorithm is faster by a factor of six versus the conventional algorithm for a boundary size of 5 mm within a heterogeneous geometry. A comparison of portable pseudo-random number algorithms and exponential sampling techniques is also discussed

Monte Carlo applications to radiation shielding problems

International Nuclear Information System (INIS)

Subbaiah, K.V.

2009-01-01

transport in complex geometries is straightforward, while even the simplest finite geometries (e.g., thin foils) are very difficult to be dealt with by the transport equation. The main drawback of the Monte Carlo method lies in its random nature: all the results are affected by statistical uncertainties, which can be reduced at the expense of increasing the sampled population, and, hence, the computation time. Under special circumstances, the statistical uncertainties may be lowered by using variance-reduction techniques. Monte Carlo methods tend to be used when it is infeasible or impossible to compute an exact result with a deterministic algorithm. The term Monte Carlo was coined in the 1940s by physicists working on nuclear weapon projects in the Los Alamos National Laboratory

Vectorization of phase space Monte Carlo code in FACOM vector processor VP-200

International Nuclear Information System (INIS)

Miura, Kenichi

1986-01-01

This paper describes the vectorization techniques for Monte Carlo codes in Fujitsu's Vector Processor System. The phase space Monte Carlo code FOWL is selected as a benchmark, and scalar and vector performances are compared. The vectorized kernel Monte Carlo routine which contains heavily nested IF tests runs up to 7.9 times faster in vector mode than in scalar mode. The overall performance improvement of the vectorized FOWL code over the original scalar code reaches 3.3. The results of this study strongly indicate that supercomputer can be a powerful tool for Monte Carlo simulations in high energy physics. (Auth.)

Development of self-learning Monte Carlo technique for more efficient modeling of nuclear logging measurements

International Nuclear Information System (INIS)

Zazula, J.M.

1988-01-01

The self-learning Monte Carlo technique has been implemented to the commonly used general purpose neutron transport code MORSE, in order to enhance sampling of the particle histories that contribute to a detector response. The parameters of all the biasing techniques available in MORSE, i.e. of splitting, Russian roulette, source and collision outgoing energy importance sampling, path length transformation and additional biasing of the source angular distribution are optimized. The learning process is iteratively performed after each batch of particles, by retrieving the data concerning the subset of histories that passed the detector region and energy range in the previous batches. This procedure has been tested on two sample problems in nuclear geophysics, where an unoptimized Monte Carlo calculation is particularly inefficient. The results are encouraging, although the presented method does not directly minimize the variance and the convergence of our algorithm is restricted by the statistics of successful histories from previous random walk. Further applications for modeling of the nuclear logging measurements seem to be promising. 11 refs., 2 figs., 3 tabs. (author)

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 Simulation for PDC-Based Optical CDMA System

Directory of Open Access Journals (Sweden)

FAHIM AZIZ UMRANI

2010-10-01

Full Text Available This paper presents the Monte-Carlo simulation of Optical CDMA (Code Division Multiple Access systems, and analyse its performance in terms of the BER (Bit Error Rate. The spreading sequence chosen for CDMA is Perfect Difference Codes. Furthermore, this paper derives the expressions of noise variances from first principles to calibrate the noise for both bipolar (electrical domain and unipolar (optical domain signalling required for Monte-Carlo simulation. The simulated results conform to the theory and show that the receiver gain mismatch and splitter loss at the transceiver degrades the system performance.

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.

Monte Carlo simulation of X-ray imaging and spectroscopy experiments using quadric geometry and variance reduction techniques

Science.gov (United States)

Golosio, Bruno; Schoonjans, Tom; Brunetti, Antonio; Oliva, Piernicola; Masala, Giovanni Luca

2014-03-01

The simulation of X-ray imaging experiments is often performed using deterministic codes, which can be relatively fast and easy to use. However, such codes are generally not suitable for the simulation of even slightly more complex experimental conditions, involving, for instance, first-order or higher-order scattering, X-ray fluorescence emissions, or more complex geometries, particularly for experiments that combine spatial resolution with spectral information. In such cases, simulations are often performed using codes based on the Monte Carlo method. In a simple Monte Carlo approach, the interaction position of an X-ray photon and the state of the photon after an interaction are obtained simply according to the theoretical probability distributions. This approach may be quite inefficient because the final channels of interest may include only a limited region of space or photons produced by a rare interaction, e.g., fluorescent emission from elements with very low concentrations. In the field of X-ray fluorescence spectroscopy, this problem has been solved by combining the Monte Carlo method with variance reduction techniques, which can reduce the computation time by several orders of magnitude. In this work, we present a C++ code for the general simulation of X-ray imaging and spectroscopy experiments, based on the application of the Monte Carlo method in combination with variance reduction techniques, with a description of sample geometry based on quadric surfaces. We describe the benefits of the object-oriented approach in terms of code maintenance, the flexibility of the program for the simulation of different experimental conditions and the possibility of easily adding new modules. Sample applications in the fields of X-ray imaging and X-ray spectroscopy are discussed. Catalogue identifier: AERO_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AERO_v1_0.html Program obtainable from: CPC Program Library, Queen’s University, Belfast, N. Ireland

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 - 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

Comparison of Monte Carlo method and deterministic method for neutron transport calculation

International Nuclear Information System (INIS)

Mori, Takamasa; Nakagawa, Masayuki

1987-01-01

The report outlines major features of the Monte Carlo method by citing various applications of the method and techniques used for Monte Carlo codes. Major areas of its application include analysis of measurements on fast critical assemblies, nuclear fusion reactor neutronics analysis, criticality safety analysis, evaluation by VIM code, and calculation for shielding. Major techniques used for Monte Carlo codes include the random walk method, geometric expression method (combinatorial geometry, 1, 2, 4-th degree surface and lattice geometry), nuclear data expression, evaluation method (track length, collision, analog (absorption), surface crossing, point), and dispersion reduction (Russian roulette, splitting, exponential transform, importance sampling, corrected sampling). Major features of the Monte Carlo method are as follows: 1) neutron source distribution and systems of complex geometry can be simulated accurately, 2) physical quantities such as neutron flux in a place, on a surface or at a point can be evaluated, and 3) calculation requires less time. (Nogami, K.)

Fourier path-integral Monte Carlo methods: Partial averaging

International Nuclear Information System (INIS)

Doll, J.D.; Coalson, R.D.; Freeman, D.L.

1985-01-01

Monte Carlo Fourier path-integral techniques are explored. It is shown that fluctuation renormalization techniques provide an effective means for treating the effects of high-order Fourier contributions. The resulting formalism is rapidly convergent, is computationally convenient, and has potentially useful variational aspects

Lattice gauge theories and Monte Carlo simulations

International Nuclear Information System (INIS)

Rebbi, C.

1981-11-01

After some preliminary considerations, the discussion of quantum gauge theories on a Euclidean lattice takes up the definition of Euclidean quantum theory and treatment of the continuum limit; analogy is made with statistical mechanics. Perturbative methods can produce useful results for strong or weak coupling. In the attempts to investigate the properties of the systems for intermediate coupling, numerical methods known as Monte Carlo simulations have proved valuable. The bulk of this paper illustrates the basic ideas underlying the Monte Carlo numerical techniques and the major results achieved with them according to the following program: Monte Carlo simulations (general theory, practical considerations), phase structure of Abelian and non-Abelian models, the observables (coefficient of the linear term in the potential between two static sources at large separation, mass of the lowest excited state with the quantum numbers of the vacuum (the so-called glueball), the potential between two static sources at very small distance, the critical temperature at which sources become deconfined), gauge fields coupled to basonic matter (Higgs) fields, and systems with fermions

Efficient Monte Carlo sampling of inverse problems using a neural network-based forward—applied to GPR crosshole traveltime inversion

Science.gov (United States)

Hansen, T. M.; Cordua, K. S.

2017-12-01

Probabilistically formulated inverse problems can be solved using Monte Carlo-based sampling methods. In principle, both advanced prior information, based on for example, complex geostatistical models and non-linear forward models can be considered using such methods. However, Monte Carlo methods may be associated with huge computational costs that, in practice, limit their application. This is not least due to the computational requirements related to solving the forward problem, where the physical forward response of some earth model has to be evaluated. Here, it is suggested to replace a numerical complex evaluation of the forward problem, with a trained neural network that can be evaluated very fast. This will introduce a modeling error that is quantified probabilistically such that it can be accounted for during inversion. This allows a very fast and efficient Monte Carlo sampling of the solution to an inverse problem. We demonstrate the methodology for first arrival traveltime inversion of crosshole ground penetrating radar data. An accurate forward model, based on 2-D full-waveform modeling followed by automatic traveltime picking, is replaced by a fast neural network. This provides a sampling algorithm three orders of magnitude faster than using the accurate and computationally expensive forward model, and also considerably faster and more accurate (i.e. with better resolution), than commonly used approximate forward models. The methodology has the potential to dramatically change the complexity of non-linear and non-Gaussian inverse problems that have to be solved using Monte Carlo sampling techniques.

Geometric allocation approaches in Markov chain Monte Carlo

International Nuclear Information System (INIS)

Todo, S; Suwa, H

2013-01-01

The Markov chain Monte Carlo method is a versatile tool in statistical physics to evaluate multi-dimensional integrals numerically. For the method to work effectively, we must consider the following key issues: the choice of ensemble, the selection of candidate states, the optimization of transition kernel, algorithm for choosing a configuration according to the transition probabilities. We show that the unconventional approaches based on the geometric allocation of probabilities or weights can improve the dynamics and scaling of the Monte Carlo simulation in several aspects. Particularly, the approach using the irreversible kernel can reduce or sometimes completely eliminate the rejection of trial move in the Markov chain. We also discuss how the space-time interchange technique together with Walker's method of aliases can reduce the computational time especially for the case where the number of candidates is large, such as models with long-range interactions

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.

WE-AB-204-11: Development of a Nuclear Medicine Dosimetry Module for the GPU-Based Monte Carlo Code ARCHER

Energy Technology Data Exchange (ETDEWEB)

Liu, T; Lin, H; Xu, X [Rensselaer Polytechnic Institute, Troy, NY (United States); Stabin, M [Vanderbilt Univ Medical Ctr, Nashville, TN (United States)

2015-06-15

Purpose: To develop a nuclear medicine dosimetry module for the GPU-based Monte Carlo code ARCHER. Methods: We have developed a nuclear medicine dosimetry module for the fast Monte Carlo code ARCHER. The coupled electron-photon Monte Carlo transport kernel included in ARCHER is built upon the Dose Planning Method code (DPM). The developed module manages the radioactive decay simulation by consecutively tracking several types of radiation on a per disintegration basis using the statistical sampling method. Optimization techniques such as persistent threads and prefetching are studied and implemented. The developed module is verified against the VIDA code, which is based on Geant4 toolkit and has previously been verified against OLINDA/EXM. A voxelized geometry is used in the preliminary test: a sphere made of ICRP soft tissue is surrounded by a box filled with water. Uniform activity distribution of I-131 is assumed in the sphere. Results: The self-absorption dose factors (mGy/MBqs) of the sphere with varying diameters are calculated by ARCHER and VIDA respectively. ARCHER’s result is in agreement with VIDA’s that are obtained from a previous publication. VIDA takes hours of CPU time to finish the computation, while it takes ARCHER 4.31 seconds for the 12.4-cm uniform activity sphere case. For a fairer CPU-GPU comparison, more effort will be made to eliminate the algorithmic differences. Conclusion: The coupled electron-photon Monte Carlo code ARCHER has been extended to radioactive decay simulation for nuclear medicine dosimetry. The developed code exhibits good performance in our preliminary test. The GPU-based Monte Carlo code is developed with grant support from the National Institute of Biomedical Imaging and Bioengineering through an R01 grant (R01EB015478)

On a New Variance Reduction Technique: Neural Network Biasing-a Study of Two Test Cases with the Monte Carlo Code Tripoli4

International Nuclear Information System (INIS)

Dumonteil, E.

2009-01-01

Various variance-reduction techniques are used in Monte Carlo particle transport. Most of them rely either on a hypothesis made by the user (parameters of the exponential biasing, mesh and weight bounds for weight windows, etc.) or on a previous calculation of the system with, for example, a deterministic solver. This paper deals with a new acceleration technique, namely, auto-adaptative neural network biasing. Indeed, instead of using any a priori knowledge of the system, it is possible, at a given point in a simulation, to use the Monte Carlo histories previously simulated to train a neural network, which, in return, should be able to provide an estimation of the adjoint flux, used then for biasing the simulation. We will describe this method, detail its implementation in the Monte Carlo code Tripoli4, and discuss its results on two test cases. (author)

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

Variational Monte Carlo Technique

Indian Academy of Sciences (India)

ias

on the development of nuclear weapons in Los Alamos ..... cantly improved the paper. ... Carlo simulations of solids, Reviews of Modern Physics, Vol.73, pp.33– ... The computer algorithms are usually based on a random seed that starts the ...

Monte Carlo method in neutron activation analysis

International Nuclear Information System (INIS)

Majerle, M.; Krasa, A.; Svoboda, O.; Wagner, V.; Adam, J.; Peetermans, S.; Slama, O.; Stegajlov, V.I.; Tsupko-Sitnikov, V.M.

2009-01-01

Neutron activation detectors are a useful technique for the neutron flux measurements in spallation experiments. The study of the usefulness and the accuracy of this method at similar experiments was performed with the help of Monte Carlo codes MCNPX and FLUKA

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.

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...

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.

Concepts and Plans towards fast large scale Monte Carlo production for the ATLAS Experiment

CERN Document Server

Chapman, J; Duehrssen, M; Elsing, M; Froidevaux, D; Harrington, R; Jansky, R; Langenberg, R; Mandrysch, R; Marshall, Z; Ritsch, E; Salzburger, A

2014-01-01

The huge success of the physics program of the ATLAS experiment at the Large Hadron Collider (LHC) during run I relies upon a great number of simulated Monte Carlo events. This Monte Carlo production takes the biggest part of the computing resources being in use by ATLAS as of now. In this document we describe the plans to overcome the computing resource limitations for large scale Monte Carlo production in the ATLAS Experiment for run II, and beyond. A number of fast detector simulation, digitization and reconstruction techniques and are being discussed, based upon a new flexible detector simulation framework. To optimally benefit from these developments, a redesigned ATLAS MC production chain is presented at the end of this document.

Vectorizing and macrotasking Monte Carlo neutral particle algorithms

International Nuclear Information System (INIS)

Heifetz, D.B.

1987-04-01

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

Multi-Index Monte Carlo (MIMC)

KAUST Repository

Haji Ali, Abdul Lateef; Nobile, Fabio; Tempone, Raul

2015-01-01

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

Multi-Index Monte Carlo (MIMC)

KAUST Repository

Haji Ali, Abdul Lateef

2015-01-07

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

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

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)

Range uncertainties in proton therapy and the role of Monte Carlo simulations

International Nuclear Information System (INIS)

Paganetti, Harald

2012-01-01

The main advantages of proton therapy are the reduced total energy deposited in the patient as compared to photon techniques and the finite range of the proton beam. The latter adds an additional degree of freedom to treatment planning. The range in tissue is associated with considerable uncertainties caused by imaging, patient setup, beam delivery and dose calculation. Reducing the uncertainties would allow a reduction of the treatment volume and thus allow a better utilization of the advantages of protons. This paper summarizes the role of Monte Carlo simulations when aiming at a reduction of range uncertainties in proton therapy. Differences in dose calculation when comparing Monte Carlo with analytical algorithms are analyzed as well as range uncertainties due to material constants and CT conversion. Range uncertainties due to biological effects and the role of Monte Carlo for in vivo range verification are discussed. Furthermore, the current range uncertainty recipes used at several proton therapy facilities are revisited. We conclude that a significant impact of Monte Carlo dose calculation can be expected in complex geometries where local range uncertainties due to multiple Coulomb scattering will reduce the accuracy of analytical algorithms. In these cases Monte Carlo techniques might reduce the range uncertainty by several mm. (topical review)

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.

Quantum Monte Carlo formulation of volume polarization in dielectric continuum theory

NARCIS (Netherlands)

Amovilli, Claudio; Filippi, Claudia; Floris, Franca Maria

2008-01-01

We present a novel formulation based on quantum Monte Carlo techniques for the treatment of volume polarization due to quantum mechanical penetration of the solute charge density in the solvent domain. The method allows to accurately solve Poisson’s equation of the solvation model coupled with the

Reactor perturbation calculations by Monte Carlo methods

International Nuclear Information System (INIS)

Gubbins, M.E.

1965-09-01

Whilst Monte Carlo methods are useful for reactor calculations involving complicated geometry, it is difficult to apply them to the calculation of perturbation worths because of the large amount of computing time needed to obtain good accuracy. Various ways of overcoming these difficulties are investigated in this report, with the problem of estimating absorbing control rod worths particularly in mind. As a basis for discussion a method of carrying out multigroup reactor calculations by Monte Carlo methods is described. Two methods of estimating a perturbation worth directly, without differencing two quantities of like magnitude, are examined closely but are passed over in favour of a third method based on a correlation technique. This correlation method is described, and demonstrated by a limited range of calculations for absorbing control rods in a fast reactor. In these calculations control rod worths of between 1% and 7% in reactivity are estimated to an accuracy better than 10% (3 standard errors) in about one hour's computing time on the English Electric KDF.9 digital computer. (author)

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.

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)

Exploring Various Monte Carlo Simulations for Geoscience Applications

Science.gov (United States)

Blais, R.

2010-12-01

Computer simulations are increasingly important in geoscience research and development. At the core of stochastic or Monte Carlo simulations are the random number sequences that are assumed to be distributed with specific characteristics. Computer generated random numbers, uniformly distributed on (0, 1), can be very different depending on the selection of pseudo-random number (PRN), or chaotic random number (CRN) generators. Equidistributed quasi-random numbers (QRNs) can also be used in Monte Carlo simulations. In the evaluation of some definite integrals, the resulting error variances can even be of different orders of magnitude. Furthermore, practical techniques for variance reduction such as Importance Sampling and Stratified Sampling can be implemented to significantly improve the results. A comparative analysis of these strategies has been carried out for computational applications in planar and spatial contexts. Based on these experiments, and on examples of geodetic applications of gravimetric terrain corrections and gravity inversion, conclusions and recommendations concerning their performance and general applicability are included.

Exploring pseudo- and chaotic random Monte Carlo simulations

Science.gov (United States)

Blais, J. A. Rod; Zhang, Zhan

2011-07-01

Computer simulations are an increasingly important area of geoscience research and development. At the core of stochastic or Monte Carlo simulations are the random number sequences that are assumed to be distributed with specific characteristics. Computer-generated random numbers, uniformly distributed on (0, 1), can be very different depending on the selection of pseudo-random number (PRN) or chaotic random number (CRN) generators. In the evaluation of some definite integrals, the resulting error variances can even be of different orders of magnitude. Furthermore, practical techniques for variance reduction such as importance sampling and stratified sampling can be applied in most Monte Carlo simulations and significantly improve the results. A comparative analysis of these strategies has been carried out for computational applications in planar and spatial contexts. Based on these experiments, and on some practical examples of geodetic direct and inverse problems, conclusions and recommendations concerning their performance and general applicability are included.

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

SKIRT: The design of a suite of input models for Monte Carlo radiative transfer simulations

Science.gov (United States)

Baes, M.; Camps, P.

2015-09-01

The Monte Carlo method is the most popular technique to perform radiative transfer simulations in a general 3D geometry. The algorithms behind and acceleration techniques for Monte Carlo radiative transfer are discussed extensively in the literature, and many different Monte Carlo codes are publicly available. On the contrary, the design of a suite of components that can be used for the distribution of sources and sinks in radiative transfer codes has received very little attention. The availability of such models, with different degrees of complexity, has many benefits. For example, they can serve as toy models to test new physical ingredients, or as parameterised models for inverse radiative transfer fitting. For 3D Monte Carlo codes, this requires algorithms to efficiently generate random positions from 3D density distributions. We describe the design of a flexible suite of components for the Monte Carlo radiative transfer code SKIRT. The design is based on a combination of basic building blocks (which can be either analytical toy models or numerical models defined on grids or a set of particles) and the extensive use of decorators that combine and alter these building blocks to more complex structures. For a number of decorators, e.g. those that add spiral structure or clumpiness, we provide a detailed description of the algorithms that can be used to generate random positions. Advantages of this decorator-based design include code transparency, the avoidance of code duplication, and an increase in code maintainability. Moreover, since decorators can be chained without problems, very complex models can easily be constructed out of simple building blocks. Finally, based on a number of test simulations, we demonstrate that our design using customised random position generators is superior to a simpler design based on a generic black-box random position generator.

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.

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)

EDITORIAL: International Workshop on Monte Carlo Techniques in Radiotherapy Delivery and Verification

Science.gov (United States)

Verhaegen, Frank; Seuntjens, Jan

2008-03-01

Monte Carlo particle transport techniques offer exciting tools for radiotherapy research, where they play an increasingly important role. Topics of research related to clinical applications range from treatment planning, motion and registration studies, brachytherapy, verification imaging and dosimetry. The International Workshop on Monte Carlo Techniques in Radiotherapy Delivery and Verification took place in a hotel in Montreal in French Canada, from 29 May-1 June 2007, and was the third workshop to be held on a related topic, which now seems to have become a tri-annual event. About one hundred workers from many different countries participated in the four-day meeting. Seventeen experts in the field were invited to review topics and present their latest work. About half of the audience was made up by young graduate students. In a very full program, 57 papers were presented and 10 posters were on display during most of the meeting. On the evening of the third day a boat trip around the island of Montreal allowed participants to enjoy the city views, and to sample the local cuisine. The topics covered at the workshop included the latest developments in the most popular Monte Carlo transport algorithms, fast Monte Carlo, statistical issues, source modeling, MC treatment planning, modeling of imaging devices for treatment verification, registration and deformation of images and a sizeable number of contributions on brachytherapy. In this volume you will find 27 short papers resulting from the workshop on a variety of topics, some of them on very new stuff such as graphics processing units for fast computing, PET modeling, dual-energy CT, calculations in dynamic phantoms, tomotherapy devices, . . . . We acknowledge the financial support of the National Cancer Institute of Canada, the Institute of Cancer Research of the Canadian Institutes of Health Research, the Association Québécoise des Physicien(ne)s Médicaux Clinique, the Institute of Physics, and Medical

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

Control Variates for Monte Carlo Valuation of American Options

DEFF Research Database (Denmark)

Rasmussen, Nicki S.

2005-01-01

This paper considers two applications of control variates to the Monte Carlo valuation of American options. The main contribution of the paper lies in the particular choice of a control variate for American or Bermudan options. It is shown that for any martingale process used as a control variate...... technique is used for improving the least-squares Monte Carlo (LSM) approach for determining exercise strategies. The suggestions made allow for more efficient estimation of the continuation value, used in determining the strategy. An additional suggestion is made in order to improve the stability...

Markov Chain Monte Carlo Methods for Bayesian Data Analysis in Astronomy

Science.gov (United States)

Sharma, Sanjib

2017-08-01

Markov Chain Monte Carlo based Bayesian data analysis has now become the method of choice for analyzing and interpreting data in almost all disciplines of science. In astronomy, over the last decade, we have also seen a steady increase in the number of papers that employ Monte Carlo based Bayesian analysis. New, efficient Monte Carlo based methods are continuously being developed and explored. In this review, we first explain the basics of Bayesian theory and discuss how to set up data analysis problems within this framework. Next, we provide an overview of various Monte Carlo based methods for performing Bayesian data analysis. Finally, we discuss advanced ideas that enable us to tackle complex problems and thus hold great promise for the future. We also distribute downloadable computer software (available at https://github.com/sanjibs/bmcmc/ ) that implements some of the algorithms and examples discussed here.

Time step length versus efficiency of Monte Carlo burnup calculations

International Nuclear Information System (INIS)

Dufek, Jan; Valtavirta, Ville

2014-01-01

Highlights: • Time step length largely affects efficiency of MC burnup calculations. • Efficiency of MC burnup calculations improves with decreasing time step length. • Results were obtained from SIE-based Monte Carlo burnup calculations. - Abstract: We demonstrate that efficiency of Monte Carlo burnup calculations can be largely affected by the selected time step length. This study employs the stochastic implicit Euler based coupling scheme for Monte Carlo burnup calculations that performs a number of inner iteration steps within each time step. In a series of calculations, we vary the time step length and the number of inner iteration steps; the results suggest that Monte Carlo burnup calculations get more efficient as the time step length is reduced. More time steps must be simulated as they get shorter; however, this is more than compensated by the decrease in computing cost per time step needed for achieving a certain accuracy

Back propagation and Monte Carlo algorithms for neural network computations

International Nuclear Information System (INIS)

Junczys, R.; Wit, R.

1996-01-01

Results of teaching procedures for neural network for two different algorithms are presented. The first one is based on the well known back-propagation technique, the second is an adopted version of the Monte Carlo global minimum seeking method. Combination of these two, different in nature, approaches provides promising results. (author) nature, approaches provides promising results. (author)

Feasibility Study of Core Design with a Monte Carlo Code for APR1400 Initial core

Energy Technology Data Exchange (ETDEWEB)

Kim, Jinsun; Chang, Do Ik; Seong, Kibong [KEPCO NF, Daejeon (Korea, Republic of)

2014-10-15

The Monte Carlo calculation becomes more popular and useful nowadays due to the rapid progress in computing power and parallel calculation techniques. There have been many attempts to analyze a commercial core by Monte Carlo transport code using the enhanced computer capability, recently. In this paper, Monte Carlo calculation of APR1400 initial core has been performed and the results are compared with the calculation results of conventional deterministic code to find out the feasibility of core design using Monte Carlo code. SERPENT, a 3D continuous-energy Monte Carlo reactor physics burnup calculation code is used for this purpose and the KARMA-ASTRA code system, which is used for a deterministic code of comparison. The preliminary investigation for the feasibility of commercial core design with Monte Carlo code was performed in this study. Simplified core geometry modeling was performed for the reactor core surroundings and reactor coolant model is based on two region model. The reactivity difference at HZP ARO condition between Monte Carlo code and the deterministic code is consistent with each other and the reactivity difference during the depletion could be reduced by adopting the realistic moderator temperature. The reactivity difference calculated at HFP, BOC, ARO equilibrium condition was 180 ±9 pcm, with axial moderator temperature of a deterministic code. The computing time will be a significant burden at this time for the application of Monte Carlo code to the commercial core design even with the application of parallel computing because numerous core simulations are required for actual loading pattern search. One of the remedy will be a combination of Monte Carlo code and the deterministic code to generate the physics data. The comparison of physics parameters with sophisticated moderator temperature modeling and depletion will be performed for a further study.

Application of adjoint Monte Carlo to accelerate simulations of mono-directional beams in treatment planning for Boron Neutron Capture Therapy

NARCIS (Netherlands)

Nievaart, V.A.; Legrady, D.; Moss, R.L.; Kloosterman, J.L.; Van der Hagen, T.H.; Van Dam, H.

2007-01-01

This paper deals with the application of the adjoint transport theory in order to optimize Monte Carlo based radiotherapy treatment planning. The technique is applied to Boron Neutron Capture Therapy where most often mixed beams of neutrons and gammas are involved. In normal forward Monte Carlo

Hypothesis testing of scientific Monte Carlo calculations

Science.gov (United States)

Wallerberger, Markus; Gull, Emanuel

2017-11-01

The steadily increasing size of scientific Monte Carlo simulations and the desire for robust, correct, and reproducible results necessitates rigorous testing procedures for scientific simulations in order to detect numerical problems and programming bugs. However, the testing paradigms developed for deterministic algorithms have proven to be ill suited for stochastic algorithms. In this paper we demonstrate explicitly how the technique of statistical hypothesis testing, which is in wide use in other fields of science, can be used to devise automatic and reliable tests for Monte Carlo methods, and we show that these tests are able to detect some of the common problems encountered in stochastic scientific simulations. We argue that hypothesis testing should become part of the standard testing toolkit for scientific simulations.

Verification of the Monte Carlo differential operator technique for MCNP trademark

International Nuclear Information System (INIS)

McKinney, G.W.; Iverson, J.L.

1996-02-01

The differential operator perturbation technique has been incorporated into the Monte Carlo N-Particle transport code MCNP and will become a standard feature of future releases. This feature includes first and second order terms of the Taylor series expansion for response perturbations related to cross-section data (i.e., density, composition, etc.). Perturbation and sensitivity analyses can benefit from this technique in that predicted changes in one or more tally responses may be obtained for multiple perturbations in a single run. The user interface is intuitive, yet flexible enough to allow for changes in a specific microscopic cross section over a specified energy range. With this technique, a precise estimate of a small change in response is easily obtained, even when the standard deviation of the unperturbed tally is greater than the change. Furthermore, results presented in this report demonstrate that first and second order terms can offer acceptable accuracy, to within a few percent, for up to 20-30% changes in a response

Gating Techniques for Rao-Blackwellized Monte Carlo Data Association Filter

Directory of Open Access Journals (Sweden)

Yazhao Wang

2014-01-01

Full Text Available This paper studies the Rao-Blackwellized Monte Carlo data association (RBMCDA filter for multiple target tracking. The elliptical gating strategies are redesigned and incorporated into the framework of the RBMCDA filter. The obvious benefit is the reduction of the time cost because the data association procedure can be carried out with less validated measurements. In addition, the overlapped parts of the neighboring validation regions are divided into several separated subregions according to the possible origins of the validated measurements. In these subregions, the measurement uncertainties can be taken into account more reasonably than those of the simple elliptical gate. This would help to achieve higher tracking ability of the RBMCDA algorithm by a better association prior approximation. Simulation results are provided to show the effectiveness of the proposed gating techniques.

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.

An NPT Monte Carlo Molecular Simulation-Based Approach to Investigate Solid-Vapor Equilibrium: Application to Elemental Sulfur-H2S System

KAUST Repository

Kadoura, Ahmad Salim; Salama, Amgad; Sun, Shuyu; Sherik, Abdelmounam

2013-01-01

In this work, a method to estimate solid elemental sulfur solubility in pure and gas mixtures using Monte Carlo (MC) molecular simulation is proposed. This method is based on Isobaric-Isothermal (NPT) ensemble and the Widom insertion technique

Monte Carlo-molecular dynamics simulations for two-dimensional magnets

International Nuclear Information System (INIS)

Kawabata, C.; takeuchi, M.; Bishop, A.R.

1985-01-01

A combined Monte Carlo-molecular dynamics simulation technique is used to study the dynamic structure factor on a square lattice for isotropic Heisenberg and planar classical ferromagnetic spin Hamiltonians

Monte Carlo simulations to advance characterisation of landmines by pulsed fast/thermal neutron analysis

NARCIS (Netherlands)

Maucec, M.; Rigollet, C.

The performance of a detection system based on the pulsed fast/thermal neutron analysis technique was assessed using Monte Carlo simulations. The aim was to develop and implement simulation methods, to support and advance the data analysis techniques of the characteristic gamma-ray spectra,

A fully coupled Monte Carlo/discrete ordinates solution to the neutron transport equation. Final report

Energy Technology Data Exchange (ETDEWEB)

Baker, Randal Scott [Univ. of Arizona, Tucson, AZ (United States)

1990-01-01

The neutron transport equation is solved by a hybrid method that iteratively couples regions where deterministic (S_N) and stochastic (Monte Carlo) methods are applied. Unlike previous hybrid methods, 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 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 fully coupled Monte Carlo/S_N technique consists of defining spatial and/or energy regions of a problem in which either a Monte Carlo calculation or an S_N calculation is to be performed. The Monte Carlo region may comprise the entire spatial region for selected energy groups, or may consist of a rectangular area that is either completely or partially embedded in an arbitrary S_N region. The Monte Carlo and S_N regions are then connected through the common angular boundary fluxes, which are determined iteratively using the response matrix technique, and volumetric sources. The hybrid method has been implemented in the S_N code TWODANT by adding special-purpose Monte Carlo subroutines to calculate the response matrices and volumetric sources, and linkage subrountines to carry out the interface flux iterations. The common angular boundary fluxes are included in the S_N code as interior boundary sources, leaving the logic for the solution of the transport flux unchanged, while, with minor modifications, the diffusion synthetic accelerator remains effective in accelerating S_N calculations. The special-purpose Monte Carlo routines used are essentially analog, with few variance reduction techniques employed. However, the routines have been successfully vectorized, with approximately a factor of five increase in speed over the non-vectorized version.

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

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.

Determination of output factor for 6 MV small photon beam: comparison between Monte Carlo simulation technique and microDiamond detector

International Nuclear Information System (INIS)

Krongkietlearts, K; Tangboonduangjit, P; Paisangittisakul, N

2016-01-01

In order to improve the life's quality for a cancer patient, the radiation techniques are constantly evolving. Especially, the two modern techniques which are intensity modulated radiation therapy (IMRT) and volumetric modulated arc therapy (VMAT) are quite promising. They comprise of many small beam sizes (beamlets) with various intensities to achieve the intended radiation dose to the tumor and minimal dose to the nearby normal tissue. The study investigates whether the microDiamond detector (PTW manufacturer), a synthetic single crystal diamond detector, is suitable for small field output factor measurement. The results were compared with those measured by the stereotactic field detector (SFD) and the Monte Carlo simulation (EGSnrc/BEAMnrc/DOSXYZ). The calibration of Monte Carlo simulation was done using the percentage depth dose and dose profile measured by the photon field detector (PFD) of the 10×10 cm 2 field size with 100 cm SSD. Comparison of the values obtained from the calculations and measurements are consistent, no more than 1% difference. The output factors obtained from the microDiamond detector have been compared with those of SFD and Monte Carlo simulation, the results demonstrate the percentage difference of less than 2%. (paper)

Simulation of neutron transport equation using parallel Monte Carlo for deep penetration problems

International Nuclear Information System (INIS)

Bekar, K. K.; Tombakoglu, M.; Soekmen, C. N.

2001-01-01

Neutron transport equation is simulated using parallel Monte Carlo method for deep penetration neutron transport problem. Monte Carlo simulation is parallelized by using three different techniques; direct parallelization, domain decomposition and domain decomposition with load balancing, which are used with PVM (Parallel Virtual Machine) software on LAN (Local Area Network). The results of parallel simulation are given for various model problems. The performances of the parallelization techniques are compared with each other. Moreover, the effects of variance reduction techniques on parallelization are discussed

Timesaving techniques for decision of electron-molecule collisions in Monte Carlo simulation of electrical discharges

International Nuclear Information System (INIS)

Sugawara, Hirotake; Mori, Naoki; Sakai, Yosuke; Suda, Yoshiyuki

2007-01-01

Techniques to reduce the computational load for determination of electron-molecule collisions in Monte Carlo simulations of electrical discharges have been presented. By enhancing the detection efficiency of the no-collision case in the decision scheme of the collisional events, we can decrease the frequency of access to time-consuming subroutines to calculate the electron collision cross sections of the gas molecules for obtaining the collision probability. A benchmark test and an estimation to evaluate the present techniques have shown a practical timesaving efficiency

On an efficient multiple time step Monte Carlo simulation of the SABR model

NARCIS (Netherlands)

Leitao Rodriguez, A.; Grzelak, L.A.; Oosterlee, C.W.

2017-01-01

In this paper, we will present a multiple time step Monte Carlo simulation technique for pricing options under the Stochastic Alpha Beta Rho model. The proposed method is an extension of the one time step Monte Carlo method that we proposed in an accompanying paper Leitao et al. [Appl. Math.

Parallel Monte Carlo reactor neutronics

International Nuclear Information System (INIS)

Blomquist, R.N.; Brown, F.B.

1994-01-01

The issues affecting implementation of parallel algorithms for large-scale engineering Monte Carlo neutron transport simulations are discussed. For nuclear reactor calculations, these include load balancing, recoding effort, reproducibility, domain decomposition techniques, I/O minimization, and strategies for different parallel architectures. Two codes were parallelized and tested for performance. The architectures employed include SIMD, MIMD-distributed memory, and workstation network with uneven interactive load. Speedups linear with the number of nodes were achieved

Monte Carlo transport correction of sodium reactivity worth spatial distribution in perspective Sodium-Cooled Fast Reactor

International Nuclear Information System (INIS)

Raskach, K.F.; Blyskavka, V; Kislitsyna, T.S.

2011-01-01

In this paper we apply Monte Carlo for calculating spatial distribution of sodium reactivity worth in the perspective Russian sodium-cooled fast reactor BN-1200. A special Monte Carlo technique applicable for calculating perturbations and derivatives of the effective multiplication factor is used. The numerical results obtained show that Monte Carlo has a good perspective to deal with such problems and to be used as a reference solution for engineering codes based on the diffusion approximation. They also allow to conclude that in the sodium blanket and in the neighboring region of the core the diffusion code used likely overestimates sodium reactivity worth. This conclusion has to be verified in future work. (author)

A Monte Carlo program for generating hadronic final states

International Nuclear Information System (INIS)

Angelini, L.; Pellicoro, M.; Nitti, L.; Preparata, G.; Valenti, G.

1991-01-01

FIRST is a computer program to generate final states from high energy hadronic interactions using the Monte Carlo technique. It is based on a theoretical model in which the high degree of universality in such interactions is related with the existence of highly excited quark-antiquark bound states, called fire-strings. The program handles the decay of both fire-strings and unstable particles produced in the intermediate states. (orig.)

Multi-Index Monte Carlo (MIMC)

KAUST Repository

Haji Ali, Abdul Lateef

2016-01-06

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

Multi-Index Monte Carlo (MIMC)

KAUST Repository

Haji Ali, Abdul Lateef; Nobile, Fabio; Tempone, Raul

2016-01-01

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

Monte Carlo: in the beginning and some great expectations

International Nuclear Information System (INIS)

Metropolis, N.

1985-01-01

The central theme will be on the historical setting and origins of the Monte Carlo Method. The scene was post-war Los Alamos Scientific Laboratory. There was an inevitability about the Monte Carlo Event: the ENIAC had recently enjoyed its meteoric rise (on a classified Los Alamos problem); Stan Ulam had returned to Los Alamos; John von Neumann was a frequent visitor. Techniques, algorithms, and applications developed rapidly at Los Alamos. Soon, the fascination of the Method reached wider horizons. The first paper was submitted for publication in the spring of 1949. In the summer of 1949, the first open conference was held at the University of California at Los Angeles. Of some interst perhaps is an account of Fermi's earlier, independent application in neutron moderation studies while at the University of Rome. The quantum leap expected with the advent of massively parallel processors will provide stimuli for very ambitious applications of the Monte Carlo Method in disciplines ranging from field theories to cosmology, including more realistic models in the neurosciences. A structure of multi-instruction sets for parallel processing is ideally suited for the Monte Carlo approach. One may even hope for a modest hardening of the soft sciences

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.

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

Directory of Open Access Journals (Sweden)

WAYAN ARTHINI

2012-09-01

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

Monte Carlo simulation and gaussian broaden techniques for full energy peak of characteristic X-ray in EDXRF

International Nuclear Information System (INIS)

Li Zhe; Liu Min; Shi Rui; Wu Xuemei; Tuo Xianguo

2012-01-01

Background: Non-standard analysis (NSA) technique is one of the most important development directions of energy dispersive X-ray fluorescence (EDXRF). Purpose: This NSA technique is mainly based on Monte Carlo (MC) simulation and full energy peak broadening, which were studied preliminarily in this paper. Methods: A kind of MC model was established for Si-PIN based EDXRF setup, and the flux spectra were obtained for iron ore sample. Finally, the flux spectra were broadened by Gaussian broaden parameters calculated by a new method proposed in this paper, and the broadened spectra were compared with measured energy spectra. Results: MC method can be used to simulate EDXRF measurement, and can correct the matrix effects among elements automatically. Peak intensities can be obtained accurately by using the proposed Gaussian broaden technique. Conclusions: This study provided a key technique for EDXRF to achieve advanced NSA technology. (authors)

Monte Carlo method for calculating the radiation skyshine produced by electron accelerators

Energy Technology Data Exchange (ETDEWEB)

Kong Chaocheng [Department of Engineering Physics, Tsinghua University Beijing 100084 (China)]. E-mail: kongchaocheng@tsinghua.org.cn; Li Quanfeng [Department of Engineering Physics, Tsinghua University Beijing 100084 (China); Chen Huaibi [Department of Engineering Physics, Tsinghua University Beijing 100084 (China); Du Taibin [Department of Engineering Physics, Tsinghua University Beijing 100084 (China); Cheng Cheng [Department of Engineering Physics, Tsinghua University Beijing 100084 (China); Tang Chuanxiang [Department of Engineering Physics, Tsinghua University Beijing 100084 (China); Zhu Li [Laboratory of Radiation and Environmental Protection, Tsinghua University, Beijing 100084 (China); Zhang Hui [Laboratory of Radiation and Environmental Protection, Tsinghua University, Beijing 100084 (China); Pei Zhigang [Laboratory of Radiation and Environmental Protection, Tsinghua University, Beijing 100084 (China); Ming Shenjin [Laboratory of Radiation and Environmental Protection, Tsinghua University, Beijing 100084 (China)

2005-06-01

Using the MCNP4C Monte Carlo code, the X-ray skyshine produced by 9 MeV, 15 MeV and 21 MeV electron linear accelerators were calculated respectively with a new two-step method combined with the split and roulette variance reduction technique. Results of the Monte Carlo simulation, the empirical formulas used for skyshine calculation and the dose measurements were analyzed and compared. In conclusion, the skyshine dose measurements agreed reasonably with the results computed by the Monte Carlo method, but deviated from computational results given by empirical formulas. The effect on skyshine dose caused by different structures of accelerator head is also discussed in this paper.

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

Energy Technology Data Exchange (ETDEWEB)

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

2013-07-01

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

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)

A Monte Carlo-based treatment-planning tool for ion beam therapy

CERN Document Server

Böhlen, T T; Dosanjh, M; Ferrari, A; Haberer, T; Parodi, K; Patera, V; Mairan, A

2013-01-01

Ion beam therapy, as an emerging radiation therapy modality, requires continuous efforts to develop and improve tools for patient treatment planning (TP) and research applications. Dose and fluence computation algorithms using the Monte Carlo (MC) technique have served for decades as reference tools for accurate dose computations for radiotherapy. In this work, a novel MC-based treatment-planning (MCTP) tool for ion beam therapy using the pencil beam scanning technique is presented. It allows single-field and simultaneous multiple-fields optimization for realistic patient treatment conditions and for dosimetric quality assurance for irradiation conditions at state-of-the-art ion beam therapy facilities. It employs iterative procedures that allow for the optimization of absorbed dose and relative biological effectiveness (RBE)-weighted dose using radiobiological input tables generated by external RBE models. Using a re-implementation of the local effect model (LEM), theMCTP tool is able to perform TP studies u...

Confronting uncertainty in model-based geostatistics using Markov Chain Monte Carlo simulation

NARCIS (Netherlands)

Minasny, B.; Vrugt, J.A.; McBratney, A.B.

2011-01-01

This paper demonstrates for the first time the use of Markov Chain Monte Carlo (MCMC) simulation for parameter inference in model-based soil geostatistics. We implemented the recently developed DiffeRential Evolution Adaptive Metropolis (DREAM) algorithm to jointly summarize the posterior

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.

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

International Nuclear Information System (INIS)

Xu Qi; Wang Kan; Li Shirui; Yu Ganglin

2013-01-01

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

Monte Carlo Based Framework to Support HAZOP Study

DEFF Research Database (Denmark)

Danko, Matej; Frutiger, Jerome; Jelemenský, Ľudovít

2017-01-01

deviations in process parameters simultaneously, thereby bringing an improvement to the Hazard and Operability study (HAZOP), which normally considers only one at a time deviation in process parameters. Furthermore, Monte Carlo filtering was then used to identify operability and hazard issues including...

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)

Modeling Dynamic Objects in Monte Carlo Particle Transport Calculations

International Nuclear Information System (INIS)

Yegin, G.

2008-01-01

In this study, the Multi-Geometry geometry modeling technique was improved in order to handle moving objects in a Monte Carlo particle transport calculation. In the Multi-Geometry technique, the geometry is a superposition of objects not surfaces. By using this feature, we developed a new algorithm which allows a user to make enable or disable geometry elements during particle transport. A disabled object can be ignored at a certain stage of a calculation and switching among identical copies of the same object located adjacent poins during a particle simulation corresponds to the movement of that object in space. We called this powerfull feature as Dynamic Multi-Geometry technique (DMG) which is used for the first time in Brachy Dose Monte Carlo code to simulate HDR brachytherapy treatment systems. Our results showed that having disabled objects in a geometry does not effect calculated dose values. This technique is also suitable to be used in other areas such as IMRT treatment planning systems

Reliability study of a prestressed concrete beam by Monte Carlo techniques

International Nuclear Information System (INIS)

Floris, C.; Migliacci, A.

1987-01-01

The safety of a prestressed beam is studied at the third probabilistic level and so calculating the probability of failure (P f ) under known loads. Since the beam is simply supported and subject only to loads perpendicular to its axis, only bending and shear loads are present. Since the ratio between the span and the clear height is over 20 with thus a very considerable shear span, it can be assumed that failure occurs entirely due to the bending moment, with shear having no effect. In order to calculate P f the probability density function (p.d.f.) have to be known both for the stress moment and the resisting moment. Attention here is focused on the construction of the latter. It is shown that it is practically impossible to find the required function analytically. On the other hand, numerical simulation with the help of a computer is particularly convenient. The so-called Monte Carlo techniques were chosen: they are based on the extraction of random numbers and are thus very suitable for simulating random events and quantities. (orig./HP)

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

Variational Variance Reduction for Monte Carlo Criticality Calculations

International Nuclear Information System (INIS)

Densmore, Jeffery D.; Larsen, Edward W.

2001-01-01

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

Monte Carlo Solutions for Blind Phase Noise Estimation

Directory of Open Access Journals (Sweden)

Çırpan Hakan

2009-01-01

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

A keff calculation method by Monte Carlo

International Nuclear Information System (INIS)

Shen, H; Wang, K.

2008-01-01

The effective multiplication factor (k eff ) is defined as the ratio between the number of neutrons in successive generations, which definition is adopted by most Monte Carlo codes (e.g. MCNP). Also, it can be thought of as the ratio of the generation rate of neutrons by the sum of the leakage rate and the absorption rate, which should exclude the effect of the neutron reaction such as (n, 2n) and (n, 3n). This article discusses the Monte Carlo method for k eff calculation based on the second definition. A new code has been developed and the results are presented. (author)

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

representations of quantum dots and molecular conductors and play an increasingly important role in the theory of "correlated electron" materials as auxiliary problems whose solution gives the "dynamical mean field" approximation to the self-energy and local correlation functions. Solution method: Quantum impurity models require a method of solution which provides access to both high and low energy scales and is effective for wide classes of physically realistic models. The continuous-time quantum Monte Carlo algorithms for which we present implementations here meet this challenge. Continuous-time quantum impurity methods are based on partition function expansions of quantum impurity models that are stochastically sampled to all orders using diagrammatic quantum Monte Carlo techniques. For a review of quantum impurity models and their applications and of continuous-time quantum Monte Carlo methods for impurity models we refer the reader to [2]. Additional comments: Use of dmft requires citation of this paper. Use of any ALPS program requires citation of the ALPS [1] paper. Running time: 60 s-8 h per iteration.

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

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.

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

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)

A midway forward-adjoint coupling method for neutron and photon Monte Carlo transport

International Nuclear Information System (INIS)

Serov, I.V.; John, T.M.; Hoogenboom, J.E.

1999-01-01

The midway Monte Carlo method for calculating detector responses combines a forward and an adjoint Monte Carlo calculation. In both calculations, particle scores are registered at a surface to be chosen by the user somewhere between the source and detector domains. The theory of the midway response determination is developed within the framework of transport theory for external sources and for criticality theory. The theory is also developed for photons, which are generated at inelastic scattering or capture of neutrons. In either the forward or the adjoint calculation a so-called black absorber technique can be applied; i.e., particles need not be followed after passing the midway surface. The midway Monte Carlo method is implemented in the general-purpose MCNP Monte Carlo code. The midway Monte Carlo method is demonstrated to be very efficient in problems with deep penetration, small source and detector domains, and complicated streaming paths. All the problems considered pose difficult variance reduction challenges. Calculations were performed using existing variance reduction methods of normal MCNP runs and using the midway method. The performed comparative analyses show that the midway method appears to be much more efficient than the standard techniques in an overwhelming majority of cases and can be recommended for use in many difficult variance reduction problems of neutral particle transport

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.

A measurement-based generalized source model for Monte Carlo dose simulations of CT scans.

Science.gov (United States)

Ming, Xin; Feng, Yuanming; Liu, Ransheng; Yang, Chengwen; Zhou, Li; Zhai, Hezheng; Deng, Jun

2017-03-07

The goal of this study is to develop a generalized source model for accurate Monte Carlo dose simulations of CT scans based solely on the measurement data without a priori knowledge of scanner specifications. The proposed generalized source model consists of an extended circular source located at x-ray target level with its energy spectrum, source distribution and fluence distribution derived from a set of measurement data conveniently available in the clinic. Specifically, the central axis percent depth dose (PDD) curves measured in water and the cone output factors measured in air were used to derive the energy spectrum and the source distribution respectively with a Levenberg-Marquardt algorithm. The in-air film measurement of fan-beam dose profiles at fixed gantry was back-projected to generate the fluence distribution of the source model. A benchmarked Monte Carlo user code was used to simulate the dose distributions in water with the developed source model as beam input. The feasibility and accuracy of the proposed source model was tested on a GE LightSpeed and a Philips Brilliance Big Bore multi-detector CT (MDCT) scanners available in our clinic. In general, the Monte Carlo simulations of the PDDs in water and dose profiles along lateral and longitudinal directions agreed with the measurements within 4%/1 mm for both CT scanners. The absolute dose comparison using two CTDI phantoms (16 cm and 32 cm in diameters) indicated a better than 5% agreement between the Monte Carlo-simulated and the ion chamber-measured doses at a variety of locations for the two scanners. Overall, this study demonstrated that a generalized source model can be constructed based only on a set of measurement data and used for accurate Monte Carlo dose simulations of patients' CT scans, which would facilitate patient-specific CT organ dose estimation and cancer risk management in the diagnostic and therapeutic radiology.

A measurement-based generalized source model for Monte Carlo dose simulations of CT scans

Science.gov (United States)

Ming, Xin; Feng, Yuanming; Liu, Ransheng; Yang, Chengwen; Zhou, Li; Zhai, Hezheng; Deng, Jun

2017-03-01

The goal of this study is to develop a generalized source model for accurate Monte Carlo dose simulations of CT scans based solely on the measurement data without a priori knowledge of scanner specifications. The proposed generalized source model consists of an extended circular source located at x-ray target level with its energy spectrum, source distribution and fluence distribution derived from a set of measurement data conveniently available in the clinic. Specifically, the central axis percent depth dose (PDD) curves measured in water and the cone output factors measured in air were used to derive the energy spectrum and the source distribution respectively with a Levenberg-Marquardt algorithm. The in-air film measurement of fan-beam dose profiles at fixed gantry was back-projected to generate the fluence distribution of the source model. A benchmarked Monte Carlo user code was used to simulate the dose distributions in water with the developed source model as beam input. The feasibility and accuracy of the proposed source model was tested on a GE LightSpeed and a Philips Brilliance Big Bore multi-detector CT (MDCT) scanners available in our clinic. In general, the Monte Carlo simulations of the PDDs in water and dose profiles along lateral and longitudinal directions agreed with the measurements within 4%/1 mm for both CT scanners. The absolute dose comparison using two CTDI phantoms (16 cm and 32 cm in diameters) indicated a better than 5% agreement between the Monte Carlo-simulated and the ion chamber-measured doses at a variety of locations for the two scanners. Overall, this study demonstrated that a generalized source model can be constructed based only on a set of measurement data and used for accurate Monte Carlo dose simulations of patients’ CT scans, which would facilitate patient-specific CT organ dose estimation and cancer risk management in the diagnostic and therapeutic radiology.

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

Clinical considerations of Monte Carlo for electron radiotherapy treatment planning

International Nuclear Information System (INIS)

Faddegon, Bruce; Balogh, Judith; Mackenzie, Robert; Scora, Daryl

1998-01-01

Technical requirements for Monte Carlo based electron radiotherapy treatment planning are outlined. The targeted overall accuracy for estimate of the delivered dose is the least restrictive of 5% in dose, 5 mm in isodose position. A system based on EGS4 and capable of achieving this accuracy is described. Experience gained in system design and commissioning is summarized. The key obstacle to widespread clinical use of Monte Carlo is lack of clinically acceptable measurement based methodology for accurate commissioning

Optimization of FIBMOS Through 2D Silvaco ATLAS and 2D Monte Carlo Particle-based Device Simulations

OpenAIRE

Kang, J.; He, X.; Vasileska, D.; Schroder, D. K.

2001-01-01

Focused Ion Beam MOSFETs (FIBMOS) demonstrate large enhancements in core device performance areas such as output resistance, hot electron reliability and voltage stability upon channel length or drain voltage variation. In this work, we describe an optimization technique for FIBMOS threshold voltage characterization using the 2D Silvaco ATLAS simulator. Both ATLAS and 2D Monte Carlo particle-based simulations were used to show that FIBMOS devices exhibit enhanced current drive ...

Results of the Monte Carlo 'simple case' benchmark exercise

International Nuclear Information System (INIS)

2003-11-01

A new 'simple case' benchmark intercomparison exercise was launched, intended to study the importance of the fundamental nuclear data constants, physics treatments and geometry model approximations, employed by Monte Carlo codes in common use. The exercise was also directed at determining the level of agreement which can be expected between measured and calculated quantities, using current state or the art modelling codes and techniques. To this end, measurements and Monte Carlo calculations of the total (or gross) neutron count rates have been performed using a simple moderated 3 He cylindrical proportional counter array or 'slab monitor' counting geometry, deciding to select a very simple geometry for this exercise

Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox

DEFF Research Database (Denmark)

Nonejad, Nima

This paper details Particle Markov chain Monte Carlo techniques for analysis of unobserved component time series models using several economic data sets. PMCMC combines the particle filter with the Metropolis-Hastings algorithm. Overall PMCMC provides a very compelling, computationally fast...... and efficient framework for estimation. These advantages are used to for instance estimate stochastic volatility models with leverage effect or with Student-t distributed errors. We also model changing time series characteristics of the US inflation rate by considering a heteroskedastic ARFIMA model where...

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.

Non-periodic pseudo-random numbers used in Monte Carlo calculations

Science.gov (United States)

Barberis, Gaston E.

2007-09-01

The generation of pseudo-random numbers is one of the interesting problems in Monte Carlo simulations, mostly because the common computer generators produce periodic numbers. We used simple pseudo-random numbers generated with the simplest chaotic system, the logistic map, with excellent results. The numbers generated in this way are non-periodic, which we demonstrated for 1013 numbers, and they are obtained in a deterministic way, which allows to repeat systematically any calculation. The Monte Carlo calculations are the ideal field to apply these numbers, and we did it for simple and more elaborated cases. Chemistry and Information Technology use this kind of simulations, and the application of this numbers to quantum Monte Carlo and cryptography is immediate. I present here the techniques to calculate, analyze and use these pseudo-random numbers, show that they lack periodicity up to 1013 numbers and that they are not correlated.

Non-periodic pseudo-random numbers used in Monte Carlo calculations

International Nuclear Information System (INIS)

Barberis, Gaston E.

2007-01-01

The generation of pseudo-random numbers is one of the interesting problems in Monte Carlo simulations, mostly because the common computer generators produce periodic numbers. We used simple pseudo-random numbers generated with the simplest chaotic system, the logistic map, with excellent results. The numbers generated in this way are non-periodic, which we demonstrated for 10 13 numbers, and they are obtained in a deterministic way, which allows to repeat systematically any calculation. The Monte Carlo calculations are the ideal field to apply these numbers, and we did it for simple and more elaborated cases. Chemistry and Information Technology use this kind of simulations, and the application of this numbers to quantum Monte Carlo and cryptography is immediate. I present here the techniques to calculate, analyze and use these pseudo-random numbers, show that they lack periodicity up to 10 13 numbers and that they are not correlated

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

The future of new calculation concepts in dosimetry based on the Monte Carlo Methods

International Nuclear Information System (INIS)

Makovicka, L.; Vasseur, A.; Sauget, M.; Martin, E.; Gschwind, R.; Henriet, J.; Vasseur, A.; Sauget, M.; Martin, E.; Gschwind, R.; Henriet, J.; Salomon, M.

2009-01-01

Monte Carlo codes, precise but slow, are very important tools in the vast majority of specialities connected to Radiation Physics, Radiation Protection and Dosimetry. A discussion about some other computing solutions is carried out; solutions not only based on the enhancement of computer power, or on the 'biasing'used for relative acceleration of these codes (in the case of photons), but on more efficient methods (A.N.N. - artificial neural network, C.B.R. - case-based reasoning - or other computer science techniques) already and successfully used for a long time in other scientific or industrial applications and not only Radiation Protection or Medical Dosimetry. (authors)

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

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

CAD-based Monte Carlo automatic modeling method based on primitive solid

International Nuclear Information System (INIS)

Wang, Dong; Song, Jing; Yu, Shengpeng; Long, Pengcheng; Wang, Yongliang

2016-01-01

Highlights: • We develop a method which bi-convert between CAD model and primitive solid. • This method was improved from convert method between CAD model and half space. • This method was test by ITER model and validated the correctness and efficiency. • This method was integrated in SuperMC which could model for SuperMC and Geant4. - Abstract: Monte Carlo method has been widely used in nuclear design and analysis, where geometries are described with primitive solids. However, it is time consuming and error prone to describe a primitive solid geometry, especially for a complicated model. To reuse the abundant existed CAD models and conveniently model with CAD modeling tools, an automatic modeling method for accurate prompt modeling between CAD model and primitive solid is needed. An automatic modeling method for Monte Carlo geometry described by primitive solid was developed which could bi-convert between CAD model and Monte Carlo geometry represented by primitive solids. While converting from CAD model to primitive solid model, the CAD model was decomposed into several convex solid sets, and then corresponding primitive solids were generated and exported. While converting from primitive solid model to the CAD model, the basic primitive solids were created and related operation was done. This method was integrated in the SuperMC and was benchmarked with ITER benchmark model. The correctness and efficiency of this method were demonstrated.

Monte Carlo based treatment planning for modulated electron beam radiation therapy

Energy Technology Data Exchange (ETDEWEB)

Lee, Michael C. [Radiation Physics Division, Department of Radiation Oncology, Stanford University School of Medicine, Stanford, CA (United States)]. E-mail: mclee@reyes.stanford.edu; Deng Jun; Li Jinsheng; Jiang, Steve B.; Ma, C.-M. [Radiation Physics Division, Department of Radiation Oncology, Stanford University School of Medicine, Stanford, CA (United States)

2001-08-01

A Monte Carlo based treatment planning system for modulated electron radiation therapy (MERT) is presented. This new variation of intensity modulated radiation therapy (IMRT) utilizes an electron multileaf collimator (eMLC) to deliver non-uniform intensity maps at several electron energies. In this way, conformal dose distributions are delivered to irregular targets located a few centimetres below the surface while sparing deeper-lying normal anatomy. Planning for MERT begins with Monte Carlo generation of electron beamlets. Electrons are transported with proper in-air scattering and the dose is tallied in the phantom for each beamlet. An optimized beamlet plan may be calculated using inverse-planning methods. Step-and-shoot leaf sequences are generated for the intensity maps and dose distributions recalculated using Monte Carlo simulations. Here, scatter and leakage from the leaves are properly accounted for by transporting electrons through the eMLC geometry. The weights for the segments of the plan are re-optimized with the leaf positions fixed and bremsstrahlung leakage and electron scatter doses included. This optimization gives the final optimized plan. It is shown that a significant portion of the calculation time is spent transporting particles in the leaves. However, this is necessary since optimizing segment weights based on a model in which leaf transport is ignored results in an improperly optimized plan with overdosing of target and critical structures. A method of rapidly calculating the bremsstrahlung contribution is presented and shown to be an efficient solution to this problem. A homogeneous model target and a 2D breast plan are presented. The potential use of this tool in clinical planning is discussed. (author)

Pore-scale uncertainty quantification with multilevel Monte Carlo

KAUST Repository

Icardi, Matteo

2014-01-06

Computational fluid dynamics (CFD) simulations of pore-scale transport processes in porous media have recently gained large popularity. However the geometrical details of the pore structures can be known only in a very low number of samples and the detailed flow computations can be carried out only on a limited number of cases. The explicit introduction of randomness in the geometry and in other setup parameters can be crucial for the optimization of pore-scale investigations for random homogenization. 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 of estimating quantities of interest within a prescribed accuracy constraint. Random samples of pore geometries with a hierarchy of geometrical complexities and grid refinements, are synthetically generated and used to propagate the uncertainties in the flow simulations and compute statistics of macro-scale effective parameters.

Simulation of Rossi-α method with analog Monte-Carlo method

International Nuclear Information System (INIS)

Lu Yuzhao; Xie Qilin; Song Lingli; Liu Hangang

2012-01-01

The analog Monte-Carlo code for simulating Rossi-α method based on Geant4 was developed. The prompt neutron decay constant α of six metal uranium configurations in Oak Ridge National Laboratory were calculated. α was also calculated by Burst-Neutron method and the result was consistent with the result of Rossi-α method. There is the difference between results of analog Monte-Carlo simulation and experiment, and the reasons for the difference is the gaps between uranium layers. The influence of gaps decrease as the sub-criticality deepens. The relative difference between results of analog Monte-Carlo simulation and experiment changes from 19% to 0.19%. (authors)

Monte Carlo tests of the ELIPGRID-PC algorithm

International Nuclear Information System (INIS)

Davidson, J.R.

1995-04-01

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

Improved Monte Carlo Method for PSA Uncertainty Analysis

International Nuclear Information System (INIS)

Choi, Jongsoo

2016-01-01

The treatment of uncertainty is an important issue for regulatory decisions. Uncertainties exist from knowledge limitations. A probabilistic approach has exposed some of these limitations and provided a framework to assess their significance and assist in developing a strategy to accommodate them in the regulatory process. The uncertainty analysis (UA) is usually based on the Monte Carlo method. This paper proposes a Monte Carlo UA approach to calculate the mean risk metrics accounting for the SOKC between basic events (including CCFs) using efficient random number generators and to meet Capability Category III of the ASME/ANS PRA standard. Audit calculation is needed in PSA regulatory reviews of uncertainty analysis results submitted for licensing. The proposed Monte Carlo UA approach provides a high degree of confidence in PSA reviews. All PSA needs accounting for the SOKC between event probabilities to meet the ASME/ANS PRA standard

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)

Improved Monte Carlo Method for PSA Uncertainty Analysis

Energy Technology Data Exchange (ETDEWEB)

Choi, Jongsoo [Korea Institute of Nuclear Safety, Daejeon (Korea, Republic of)

2016-10-15

The treatment of uncertainty is an important issue for regulatory decisions. Uncertainties exist from knowledge limitations. A probabilistic approach has exposed some of these limitations and provided a framework to assess their significance and assist in developing a strategy to accommodate them in the regulatory process. The uncertainty analysis (UA) is usually based on the Monte Carlo method. This paper proposes a Monte Carlo UA approach to calculate the mean risk metrics accounting for the SOKC between basic events (including CCFs) using efficient random number generators and to meet Capability Category III of the ASME/ANS PRA standard. Audit calculation is needed in PSA regulatory reviews of uncertainty analysis results submitted for licensing. The proposed Monte Carlo UA approach provides a high degree of confidence in PSA reviews. All PSA needs accounting for the SOKC between event probabilities to meet the ASME/ANS PRA standard.

A Monte Carlo-based model for simulation of digital chest tomo-synthesis

International Nuclear Information System (INIS)

Ullman, G.; Dance, D. R.; Sandborg, M.; Carlsson, G. A.; Svalkvist, A.; Baath, M.

2010-01-01

The aim of this work was to calculate synthetic digital chest tomo-synthesis projections using a computer simulation model based on the Monte Carlo method. An anthropomorphic chest phantom was scanned in a computed tomography scanner, segmented and included in the computer model to allow for simulation of realistic high-resolution X-ray images. The input parameters to the model were adapted to correspond to the VolumeRAD chest tomo-synthesis system from GE Healthcare. Sixty tomo-synthesis projections were calculated with projection angles ranging from + 15 to -15 deg. The images from primary photons were calculated using an analytical model of the anti-scatter grid and a pre-calculated detector response function. The contributions from scattered photons were calculated using an in-house Monte Carlo-based model employing a number of variance reduction techniques such as the collision density estimator. Tomographic section images were reconstructed by transferring the simulated projections into the VolumeRAD system. The reconstruction was performed for three types of images using: (i) noise-free primary projections, (ii) primary projections including contributions from scattered photons and (iii) projections as in (ii) with added correlated noise. The simulated section images were compared with corresponding section images from projections taken with the real, anthropomorphic phantom from which the digital voxel phantom was originally created. The present article describes a work in progress aiming towards developing a model intended for optimisation of chest tomo-synthesis, allowing for simulation of both existing and future chest tomo-synthesis systems. (authors)

MCT: a Monte Carlo code for time-dependent neutron thermalization problems

International Nuclear Information System (INIS)

Cupini, E.; Simonini, R.

1974-01-01

In the Monte Carlo simulation of pulse source experiments, the neutron energy spectrum, spatial distribution and total density may be required for a long time after the pulse. If the assemblies are very small, as often occurs in the cases of interest, sophisticated Monte Carlo techniques must be applied which force neutrons to remain in the system during the time interval investigated. In the MCT code a splitting technique has been applied to neutrons exceeding assigned target times, and we have found that this technique compares very favorably with more usual ones, such as the expected leakage probability, giving large gains in computational time and variance. As an example, satisfactory asymptotic thermal spectra with a neutron attenuation of 10 -5 were quickly obtained. (U.S.)

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

Energy Technology Data Exchange (ETDEWEB)

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

2016-11-10

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

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

International Nuclear Information System (INIS)

Chang, C.; Morales, M. A.

2016-01-01

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

Simplified monte carlo simulation for Beijing spectrometer

International Nuclear Information System (INIS)

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

1986-01-01

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

Monte-Carlo error analysis in x-ray spectral deconvolution

International Nuclear Information System (INIS)

Shirk, D.G.; Hoffman, N.M.

1985-01-01

The deconvolution of spectral information from sparse x-ray data is a widely encountered problem in data analysis. An often-neglected aspect of this problem is the propagation of random error in the deconvolution process. We have developed a Monte-Carlo approach that enables us to attach error bars to unfolded x-ray spectra. Our Monte-Carlo error analysis has been incorporated into two specific deconvolution techniques: the first is an iterative convergent weight method; the second is a singular-value-decomposition (SVD) method. These two methods were applied to an x-ray spectral deconvolution problem having m channels of observations with n points in energy space. When m is less than n, this problem has no unique solution. We discuss the systematics of nonunique solutions and energy-dependent error bars for both methods. The Monte-Carlo approach has a particular benefit in relation to the SVD method: It allows us to apply the constraint of spectral nonnegativity after the SVD deconvolution rather than before. Consequently, we can identify inconsistencies between different detector channels

Exploring Mass Perception with Markov Chain Monte Carlo

Science.gov (United States)

Cohen, Andrew L.; Ross, Michael G.

2009-01-01

Several previous studies have examined the ability to judge the relative mass of objects in idealized collisions. With a newly developed technique of psychological Markov chain Monte Carlo sampling (A. N. Sanborn & T. L. Griffiths, 2008), this work explores participants; perceptions of different collision mass ratios. The results reveal…

The specific bias in dynamic Monte Carlo simulations of nuclear reactors

International Nuclear Information System (INIS)

Yamamoto, T.; Endo, H.; Ishizu, T.; Tatewaki, I.

2013-01-01

During the development of Monte-Carlo-based dynamic code system, we have encountered two major Monte-Carlo-specific problems. One is the break down due to 'false super-criticality' which is caused by an accidentally large eigenvalue due to statistical error in spite of the fact that the reactor is actually not critical. The other problem, which is the main topic in this paper, is that the statistical error in power level using the reactivity calculated with Monte Carlo code is not symmetric about its mean but always positively biased. This signifies that the bias is accumulated as the calculation proceeds and consequently results in an over-estimation of the final power level. It should be noted that the bias will not be eliminated by refining the time step as long as the variance is not zero. A preliminary investigation on this matter using the one-group-precursor point kinetic equations was made and it was concluded that the bias in power level is approximately proportional to the product of variance in Monte Carlo calculation and elapsed time. This conclusion was verified with some numerical experiments. This outcome is important in quantifying the required precision of the Monte-Carlo-based reactivity calculations. (authors)

Use of a Monte Carlo technique to complete a fragmented set of H2S emission rates from a wastewater treatment plant.

Science.gov (United States)

Schauberger, Günther; Piringer, Martin; Baumann-Stanzer, Kathrin; Knauder, Werner; Petz, Erwin

2013-12-15

The impact of ambient concentrations in the vicinity of a plant can only be assessed if the emission rate is known. In this study, based on measurements of ambient H2S concentrations and meteorological parameters, the a priori unknown emission rates of a tannery wastewater treatment plant are calculated by an inverse dispersion technique. The calculations are determined using the Gaussian Austrian regulatory dispersion model. Following this method, emission data can be obtained, though only for a measurement station that is positioned such that the wind direction at the measurement station is leeward of the plant. Using the inverse transform sampling, which is a Monte Carlo technique, the dataset can also be completed for those wind directions for which no ambient concentration measurements are available. For the model validation, the measured ambient concentrations are compared with the calculated ambient concentrations obtained from the synthetic emission data of the Monte Carlo model. The cumulative frequency distribution of this new dataset agrees well with the empirical data. This inverse transform sampling method is thus a useful supplement for calculating emission rates using the inverse dispersion technique. Copyright © 2013 Elsevier B.V. All rights reserved.

Sensitivity analysis for oblique incidence reflectometry using Monte Carlo simulations

DEFF Research Database (Denmark)

Kamran, Faisal; Andersen, Peter E.

2015-01-01

profiles. This article presents a sensitivity analysis of the technique in turbid media. Monte Carlo simulations are used to investigate the technique and its potential to distinguish the small changes between different levels of scattering. We present various regions of the dynamic range of optical...

Analysis of communication costs for domain decomposed Monte Carlo methods in nuclear reactor analysis

International Nuclear Information System (INIS)

Siegel, A.; Smith, K.; Fischer, P.; Mahadevan, V.

2012-01-01

A domain decomposed Monte Carlo communication kernel is used to carry out performance tests to establish the feasibility of using Monte Carlo techniques for practical Light Water Reactor (LWR) core analyses. The results of the prototype code are interpreted in the context of simplified performance models which elucidate key scaling regimes of the parallel algorithm.

Suppression of the initial transient in Monte Carlo criticality simulations

International Nuclear Information System (INIS)

Richet, Y.

2006-12-01

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

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

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

Science.gov (United States)

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

2004-12-01

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

Development of a space radiation Monte Carlo computer simulation based on the FLUKA and ROOT codes

CERN Document Server

Pinsky, L; Ferrari, A; Sala, P; Carminati, F; Brun, R

2001-01-01

This NASA funded project is proceeding to develop a Monte Carlo-based computer simulation of the radiation environment in space. With actual funding only initially in place at the end of May 2000, the study is still in the early stage of development. The general tasks have been identified and personnel have been selected. The code to be assembled will be based upon two major existing software packages. The radiation transport simulation will be accomplished by updating the FLUKA Monte Carlo program, and the user interface will employ the ROOT software being developed at CERN. The end-product will be a Monte Carlo-based code which will complement the existing analytic codes such as BRYNTRN/HZETRN presently used by NASA to evaluate the effects of radiation shielding in space. The planned code will possess the ability to evaluate the radiation environment for spacecraft and habitats in Earth orbit, in interplanetary space, on the lunar surface, or on a planetary surface such as Mars. Furthermore, it will be usef...

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.)

LCG MCDB - a Knowledgebase of Monte Carlo Simulated Events

CERN Document Server

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

2008-01-01

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

Exponentially-convergent Monte Carlo via finite-element trial spaces

International Nuclear Information System (INIS)

Morel, Jim E.; Tooley, Jared P.; Blamer, Brandon J.

2011-01-01

Exponentially-Convergent Monte Carlo (ECMC) methods, also known as adaptive Monte Carlo and residual Monte Carlo methods, were the subject of intense research over a decade ago, but they never became practical for solving the realistic problems. We believe that the failure of previous efforts may be related to the choice of trial spaces that were global and thus highly oscillatory. As an alternative, we consider finite-element trial spaces, which have the ability to treat fully realistic problems. As a first step towards more general methods, we apply piecewise-linear trial spaces to the spatially-continuous two-stream transport equation. Using this approach, we achieve exponential convergence and computationally demonstrate several fundamental properties of finite-element based ECMC methods. Finally, our results indicate that the finite-element approach clearly deserves further investigation. (author)

MCNP-REN a Monte Carlo tool for neutron detector design

CERN Document Server

Abhold, M E

2002-01-01

The development of neutron detectors makes extensive use of the predictions of detector response through the use of Monte Carlo techniques in conjunction with the point reactor model. Unfortunately, the point reactor model fails to accurately predict detector response in common applications. For this reason, the general Monte Carlo code developed at Los Alamos National Laboratory, Monte Carlo N-Particle (MCNP), was modified to simulate the pulse streams that would be generated by a neutron detector and normally analyzed by a shift register. This modified code, MCNP-Random Exponentially Distributed Neutron Source (MCNP-REN), along with the Time Analysis Program, predicts neutron detector response without using the point reactor model, making it unnecessary for the user to decide whether or not the assumptions of the point model are met for their application. MCNP-REN is capable of simulating standard neutron coincidence counting as well as neutron multiplicity counting. Measurements of mixed oxide fresh fuel w...

A technique for generating phase-space-based Monte Carlo beamlets in radiotherapy applications

International Nuclear Information System (INIS)

Bush, K; Popescu, I A; Zavgorodni, S

2008-01-01

As radiotherapy treatment planning moves toward Monte Carlo (MC) based dose calculation methods, the MC beamlet is becoming an increasingly common optimization entity. At present, methods used to produce MC beamlets have utilized a particle source model (PSM) approach. In this work we outline the implementation of a phase-space-based approach to MC beamlet generation that is expected to provide greater accuracy in beamlet dose distributions. In this approach a standard BEAMnrc phase space is sorted and divided into beamlets with particles labeled using the inheritable particle history variable. This is achieved with the use of an efficient sorting algorithm, capable of sorting a phase space of any size into the required number of beamlets in only two passes. Sorting a phase space of five million particles can be achieved in less than 8 s on a single-core 2.2 GHz CPU. The beamlets can then be transported separately into a patient CT dataset, producing separate dose distributions (doselets). Methods for doselet normalization and conversion of dose to absolute units of Gy for use in intensity modulated radiation therapy (IMRT) plan optimization are also described. (note)

Status of Monte Carlo at Los Alamos

International Nuclear Information System (INIS)

Thompson, W.L.; Cashwell, E.D.; Godfrey, T.N.K.; Schrandt, R.G.; Deutsch, O.L.; Booth, T.E.

1980-05-01

Four papers were presented by Group X-6 on April 22, 1980, at the Oak Ridge Radiation Shielding Information Center (RSIC) Seminar-Workshop on Theory and Applications of Monte Carlo Methods. These papers are combined into one report for convenience and because they are related to each other. The first paper (by Thompson and Cashwell) is a general survey about X-6 and MCNP and is an introduction to the other three papers. It can also serve as a resume of X-6. The second paper (by Godfrey) explains some of the details of geometry specification in MCNP. The third paper (by Cashwell and Schrandt) illustrates calculating flux at a point with MCNP; in particular, the once-more-collided flux estimator is demonstrated. Finally, the fourth paper (by Thompson, Deutsch, and Booth) is a tutorial on some variance-reduction techniques. It should be required for a fledging Monte Carlo practitioner

Monte Carlo methods beyond detailed balance

NARCIS (Netherlands)

Schram, Raoul D.; Barkema, Gerard T.|info:eu-repo/dai/nl/101275080

2015-01-01

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

Uncertainty Analysis Based on Sparse Grid Collocation and Quasi-Monte Carlo Sampling with Application in Groundwater Modeling

Science.gov (United States)

Zhang, G.; Lu, D.; Ye, M.; Gunzburger, M.

2011-12-01

Markov Chain Monte Carlo (MCMC) methods have been widely used in many fields of uncertainty analysis to estimate the posterior distributions of parameters and credible intervals of predictions in the Bayesian framework. However, in practice, MCMC may be computationally unaffordable due to slow convergence and the excessive number of forward model executions required, especially when the forward model is expensive to compute. Both disadvantages arise from the curse of dimensionality, i.e., the posterior distribution is usually a multivariate function of parameters. Recently, sparse grid method has been demonstrated to be an effective technique for coping with high-dimensional interpolation or integration problems. Thus, in order to accelerate the forward model and avoid the slow convergence of MCMC, we propose a new method for uncertainty analysis based on sparse grid interpolation and quasi-Monte Carlo sampling. First, we construct a polynomial approximation of the forward model in the parameter space by using the sparse grid interpolation. This approximation then defines an accurate surrogate posterior distribution that can be evaluated repeatedly at minimal computational cost. Second, instead of using MCMC, a quasi-Monte Carlo method is applied to draw samples in the parameter space. Then, the desired probability density function of each prediction is approximated by accumulating the posterior density values of all the samples according to the prediction values. Our method has the following advantages: (1) the polynomial approximation of the forward model on the sparse grid provides a very efficient evaluation of the surrogate posterior distribution; (2) the quasi-Monte Carlo method retains the same accuracy in approximating the PDF of predictions but avoids all disadvantages of MCMC. The proposed method is applied to a controlled numerical experiment of groundwater flow modeling. The results show that our method attains the same accuracy much more efficiently

Application of variance reduction techniques of Monte-Carlo method to deep penetration shielding problems

International Nuclear Information System (INIS)

Rawat, K.K.; Subbaiah, K.V.

1996-01-01

General purpose Monte Carlo code MCNP is being widely employed for solving deep penetration problems by applying variance reduction techniques. These techniques depend on the nature and type of the problem being solved. Application of geometry splitting and implicit capture method are examined to study the deep penetration problems of neutron, gamma and coupled neutron-gamma in thick shielding materials. The typical problems chosen are: i) point isotropic monoenergetic gamma ray source of 1 MeV energy in nearly infinite water medium, ii) 252 Cf spontaneous source at the centre of 140 cm thick water and concrete and iii) 14 MeV fast neutrons incident on the axis of 100 cm thick concrete disk. (author). 7 refs., 5 figs

Monte Carlo simulation of the microcanonical ensemble

International Nuclear Information System (INIS)

Creutz, M.

1984-01-01

We consider simulating statistical systems with a random walk on a constant energy surface. This combines features of deterministic molecular dynamics techniques and conventional Monte Carlo simulations. For discrete systems the method can be programmed to run an order of magnitude faster than other approaches. It does not require high quality random numbers and may also be useful for nonequilibrium studies. 10 references

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.

TU-F-CAMPUS-T-05: A Cloud-Based Monte Carlo Dose Calculation for Electron Cutout Factors

Energy Technology Data Exchange (ETDEWEB)

Mitchell, T; Bush, K [Stanford School of Medicine, Stanford, CA (United States)

2015-06-15

Purpose: For electron cutouts of smaller sizes, it is necessary to verify electron cutout factors due to perturbations in electron scattering. Often, this requires a physical measurement using a small ion chamber, diode, or film. The purpose of this study is to develop a fast Monte Carlo based dose calculation framework that requires only a smart phone photograph of the cutout and specification of the SSD and energy to determine the electron cutout factor, with the ultimate goal of making this cloud-based calculation widely available to the medical physics community. Methods: The algorithm uses a pattern recognition technique to identify the corners of the cutout in the photograph as shown in Figure 1. It then corrects for variations in perspective, scaling, and translation of the photograph introduced by the user’s positioning of the camera. Blob detection is used to identify the portions of the cutout which comprise the aperture and the portions which are cutout material. This information is then used define physical densities of the voxels used in the Monte Carlo dose calculation algorithm as shown in Figure 2, and select a particle source from a pre-computed library of phase-spaces scored above the cutout. The electron cutout factor is obtained by taking a ratio of the maximum dose delivered with the cutout in place to the dose delivered under calibration/reference conditions. Results: The algorithm has been shown to successfully identify all necessary features of the electron cutout to perform the calculation. Subsequent testing will be performed to compare the Monte Carlo results with a physical measurement. Conclusion: A simple, cloud-based method of calculating electron cutout factors could eliminate the need for physical measurements and substantially reduce the time required to properly assure accurate dose delivery.

Radiation doses in volume-of-interest breast computed tomography—A Monte Carlo simulation study

Energy Technology Data Exchange (ETDEWEB)

Lai, Chao-Jen, E-mail: cjlai3711@gmail.com; Zhong, Yuncheng; Yi, Ying; Wang, Tianpeng; Shaw, Chris C. [Department of Imaging Physics, The University of Texas MD Anderson Cancer Center, Houston, Texas 77030-4009 (United States)

2015-06-15

Purpose: Cone beam breast computed tomography (breast CT) with true three-dimensional, nearly isotropic spatial resolution has been developed and investigated over the past decade to overcome the problem of lesions overlapping with breast anatomical structures on two-dimensional mammographic images. However, the ability of breast CT to detect small objects, such as tissue structure edges and small calcifications, is limited. To resolve this problem, the authors proposed and developed a volume-of-interest (VOI) breast CT technique to image a small VOI using a higher radiation dose to improve that region’s visibility. In this study, the authors performed Monte Carlo simulations to estimate average breast dose and average glandular dose (AGD) for the VOI breast CT technique. Methods: Electron–Gamma-Shower system code-based Monte Carlo codes were used to simulate breast CT. The Monte Carlo codes estimated were validated using physical measurements of air kerma ratios and point doses in phantoms with an ion chamber and optically stimulated luminescence dosimeters. The validated full cone x-ray source was then collimated to simulate half cone beam x-rays to image digital pendant-geometry, hemi-ellipsoidal, homogeneous breast phantoms and to estimate breast doses with full field scans. 13-cm in diameter, 10-cm long hemi-ellipsoidal homogeneous phantoms were used to simulate median breasts. Breast compositions of 25% and 50% volumetric glandular fractions (VGFs) were used to investigate the influence on breast dose. The simulated half cone beam x-rays were then collimated to a narrow x-ray beam with an area of 2.5 × 2.5 cm{sup 2} field of view at the isocenter plane and to perform VOI field scans. The Monte Carlo results for the full field scans and the VOI field scans were then used to estimate the AGD for the VOI breast CT technique. Results: The ratios of air kerma ratios and dose measurement results from the Monte Carlo simulation to those from the physical

A Monte Carlo simulation technique to determine the optimal portfolio

Directory of Open Access Journals (Sweden)

Hassan Ghodrati

2014-03-01

Full Text Available During the past few years, there have been several studies for portfolio management. One of the primary concerns on any stock market is to detect the risk associated with various assets. One of the recognized methods in order to measure, to forecast, and to manage the existing risk is associated with Value at Risk (VaR, which draws much attention by financial institutions in recent years. VaR is a method for recognizing and evaluating of risk, which uses the standard statistical techniques and the method has been used in other fields, increasingly. The present study has measured the value at risk of 26 companies from chemical industry in Tehran Stock Exchange over the period 2009-2011 using the simulation technique of Monte Carlo with 95% confidence level. The used variability in the present study has been the daily return resulted from the stock daily price change. Moreover, the weight of optimal investment has been determined using a hybrid model called Markowitz and Winker model in each determined stocks. The results showed that the maximum loss would not exceed from 1259432 Rials at 95% confidence level in future day.

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

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

Steady-State Electrodiffusion from the Nernst-Planck Equation Coupled to Local Equilibrium Monte Carlo Simulations.

Science.gov (United States)

Boda, Dezső; Gillespie, Dirk

2012-03-13

We propose a procedure to compute the steady-state transport of charged particles based on the Nernst-Planck (NP) equation of electrodiffusion. To close the NP equation and to establish a relation between the concentration and electrochemical potential profiles, we introduce the Local Equilibrium Monte Carlo (LEMC) method. In this method, Grand Canonical Monte Carlo simulations are performed using the electrochemical potential specified for the distinct volume elements. An iteration procedure that self-consistently solves the NP and flux continuity equations with LEMC is shown to converge quickly. This NP+LEMC technique can be used in systems with diffusion of charged or uncharged particles in complex three-dimensional geometries, including systems with low concentrations and small applied voltages that are difficult for other particle simulation techniques.

Final Report: 06-LW-013, Nuclear Physics the Monte Carlo Way

International Nuclear Information System (INIS)

Ormand, W.E.

2009-01-01

This is document reports the progress and accomplishments achieved in 2006-2007 with LDRD funding under the proposal 06-LW-013, 'Nuclear Physics the Monte Carlo Way'. The project was a theoretical study to explore a novel approach to dealing with a persistent problem in Monte Carlo approaches to quantum many-body systems. The goal was to implement a solution to the notorious 'sign-problem', which if successful, would permit, for the first time, exact solutions to quantum many-body systems that cannot be addressed with other methods. In this document, we outline the progress and accomplishments achieved during FY2006-2007 with LDRD funding in the proposal 06-LW-013, 'Nuclear Physics the Monte Carlo Way'. This project was funded under the Lab Wide LDRD competition at Lawrence Livermore National Laboratory. The primary objective of this project was to test the feasibility of implementing a novel approach to solving the generic quantum many-body problem, which is one of the most important problems being addressed in theoretical physics today. Instead of traditional methods based matrix diagonalization, this proposal focused a Monte Carlo method. The principal difficulty with Monte Carlo methods, is the so-called 'sign problem'. The sign problem, which will discussed in some detail later, is endemic to Monte Carlo approaches to the quantum many-body problem, and is the principal reason that they have not been completely successful in the past. Here, we outline our research in the 'shifted-contour method' applied the Auxiliary Field Monte Carlo (AFMC) method

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

A Monte Carlo simulation of the possible use of Positron Emission Tomography in proton radiotherapy

International Nuclear Information System (INIS)

Del Guerra, Alberto; Di Domenico, Giovanni; Gambaccini, Mauro; Marziani, Michele

1994-01-01

We have used the Monte Carlo technique to evaluate the applicability of Positron Emission Tomography to in vivo dosimetry for proton radiotherapy. A fair agreement has been found between Monte Carlo results and experimental data. The simulation shows that PET can be useful especially for in vivo Bragg's peak localization. ((orig.))

Study of TXRF experimental system by Monte Carlo simulation

International Nuclear Information System (INIS)

Costa, Ana Cristina M.; Leitao, Roberta G.; Lopes, Ricardo T.; Anjos, Marcelino J.; Conti, Claudio C.

2011-01-01

The Total-Reflection X-ray Fluorescence (TXRF) technique offers unique possibilities to study the concentrations of a wide range of trace elements in various types of samples. Besides that, the TXRF technique is widely used to study the trace elements in biological, medical and environmental samples due to its multielemental character as well as simplicity of sample preparation and quantification methods used. In general the TXRF experimental setup is not simple and might require substantial experimental efforts. On the other hand, in recent years, experimental TXRF portable systems have been developed. It has motivated us to develop our own TXRF portable system. In this work we presented a first step in order to optimize a TXRF experimental setup using Monte Carlo simulation by MCNP code. The results found show that the Monte Carlo simulation method can be used to investigate the development of a TXRF experimental system before its assembly. (author)

Monte Carlo and detector simulation in OOP [Object-Oriented Programming

International Nuclear Information System (INIS)

Atwood, W.B.; Blankenbecler, R.; Kunz, P.; Burnett, T.; Storr, K.M.

1990-10-01

Object-Oriented Programming techniques are explored with an eye toward applications in High Energy Physics codes. Two prototype examples are given: McOOP (a particle Monte Carlo generator) and GISMO (a detector simulation/analysis package)

Acceptance and implementation of a system of planning computerized based on Monte Carlo

International Nuclear Information System (INIS)

Lopez-Tarjuelo, J.; Garcia-Molla, R.; Suan-Senabre, X. J.; Quiros-Higueras, J. Q.; Santos-Serra, A.; Marco-Blancas, N.; Calzada-Feliu, S.

2013-01-01

It has been done the acceptance for use clinical Monaco computerized planning system, based on an on a virtual model of the energy yield of the head of the linear electron Accelerator and that performs the calculation of the dose with an algorithm of x-rays (XVMC) based on Monte Carlo algorithm. (Author)

A unified Monte Carlo interpretation of particle simulations and applications to nonneutral plasmas

International Nuclear Information System (INIS)

Aydemir, A.Y.

1993-09-01

Using a ''Monte Carlo interpretation'' a particle simulations, a general description of low-noise techniques is developed in terms well-known Monte Carlo variance reduction methods. Some of these techniques then are applied to linear and nonlinear studies of pure electron plasmas in cylindrical geometry, with emphasis on the generation and nonlinear evolution of electron vortices. Long-lived l = 1 and l and l = 2 vortices, and others produced by unstable diocotron modes in hollow profiles, are studies. It is shown that low-noise techniques make it possible to follow the linear evolution and saturation of even the very weakly unstable resonant diocotron modes

The Bjorken sum rule with Monte Carlo and Neural Network techniques

International Nuclear Information System (INIS)

Debbio, L. Del; Guffanti, A.; Piccione, A.

2009-01-01

Determinations of structure functions and parton distribution functions have been recently obtained using Monte Carlo methods and neural networks as universal, unbiased interpolants for the unknown functional dependence. In this work the same methods are applied to obtain a parametrization of polarized Deep Inelastic Scattering (DIS) structure functions. The Monte Carlo approach provides a bias-free determination of the probability measure in the space of structure functions, while retaining all the information on experimental errors and correlations. In particular the error on the data is propagated into an error on the structure functions that has a clear statistical meaning. We present the application of this method to the parametrization from polarized DIS data of the photon asymmetries A 1 p and A 1 d from which we determine the structure functions g 1 p (x,Q 2 ) and g 1 d (x,Q 2 ), and discuss the possibility to extract physical parameters from these parametrizations. This work can be used as a starting point for the determination of polarized parton distributions.

Application of the measurement-based Monte Carlo method in nasopharyngeal cancer patients for intensity modulated radiation therapy

International Nuclear Information System (INIS)

Yeh, C.Y.; Lee, C.C.; Chao, T.C.; Lin, M.H.; Lai, P.A.; Liu, F.H.; Tung, C.J.

2014-01-01

This study aims to utilize a measurement-based Monte Carlo (MBMC) method to evaluate the accuracy of dose distributions calculated using the Eclipse radiotherapy treatment planning system (TPS) based on the anisotropic analytical algorithm. Dose distributions were calculated for the nasopharyngeal carcinoma (NPC) patients treated with the intensity modulated radiotherapy (IMRT). Ten NPC IMRT plans were evaluated by comparing their dose distributions with those obtained from the in-house MBMC programs for the same CT images and beam geometry. To reconstruct the fluence distribution of the IMRT field, an efficiency map was obtained by dividing the energy fluence of the intensity modulated field by that of the open field, both acquired from an aS1000 electronic portal imaging device. The integrated image of the non-gated mode was used to acquire the full dose distribution delivered during the IMRT treatment. This efficiency map redistributed the particle weightings of the open field phase-space file for IMRT applications. Dose differences were observed in the tumor and air cavity boundary. The mean difference between MBMC and TPS in terms of the planning target volume coverage was 0.6% (range: 0.0–2.3%). The mean difference for the conformity index was 0.01 (range: 0.0–0.01). In conclusion, the MBMC method serves as an independent IMRT dose verification tool in a clinical setting. - Highlights: ► The patient-based Monte Carlo method serves as a reference standard to verify IMRT doses. ► 3D Dose distributions for NPC patients have been verified by the Monte Carlo method. ► Doses predicted by the Monte Carlo method matched closely with those by the TPS. ► The Monte Carlo method predicted a higher mean dose to the middle ears than the TPS. ► Critical organ doses should be confirmed to avoid overdose to normal organs

Electron Irradiation of Conjunctival Lymphoma-Monte Carlo Simulation of the Minute Dose Distribution and Technique Optimization

Energy Technology Data Exchange (ETDEWEB)

Brualla, Lorenzo, E-mail: lorenzo.brualla@uni-due.de [NCTeam, Strahlenklinik, Universitaetsklinikum Essen, Essen (Germany); Zaragoza, Francisco J.; Sempau, Josep [Institut de Tecniques Energetiques, Universitat Politecnica de Catalunya, Barcelona (Spain); Wittig, Andrea [Department of Radiation Oncology, University Hospital Giessen and Marburg, Philipps-University Marburg, Marburg (Germany); Sauerwein, Wolfgang [NCTeam, Strahlenklinik, Universitaetsklinikum Essen, Essen (Germany)

2012-07-15

Purpose: External beam radiotherapy is the only conservative curative approach for Stage I non-Hodgkin lymphomas of the conjunctiva. The target volume is geometrically complex because it includes the eyeball and lid conjunctiva. Furthermore, the target volume is adjacent to radiosensitive structures, including the lens, lacrimal glands, cornea, retina, and papilla. The radiotherapy planning and optimization requires accurate calculation of the dose in these anatomical structures that are much smaller than the structures traditionally considered in radiotherapy. Neither conventional treatment planning systems nor dosimetric measurements can reliably determine the dose distribution in these small irradiated volumes. Methods and Materials: The Monte Carlo simulations of a Varian Clinac 2100 C/D and human eye were performed using the PENELOPE and PENEASYLINAC codes. Dose distributions and dose volume histograms were calculated for the bulbar conjunctiva, cornea, lens, retina, papilla, lacrimal gland, and anterior and posterior hemispheres. Results: The simulated results allow choosing the most adequate treatment setup configuration, which is an electron beam energy of 6 MeV with additional bolus and collimation by a cerrobend block with a central cylindrical hole of 3.0 cm diameter and central cylindrical rod of 1.0 cm diameter. Conclusions: Monte Carlo simulation is a useful method to calculate the minute dose distribution in ocular tissue and to optimize the electron irradiation technique in highly critical structures. Using a voxelized eye phantom based on patient computed tomography images, the dose distribution can be estimated with a standard statistical uncertainty of less than 2.4% in 3 min using a computing cluster with 30 cores, which makes this planning technique clinically relevant.

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

Monte Carlo simulation of radiative processes in electron-positron scattering

International Nuclear Information System (INIS)

Kleiss, R.H.P.

1982-01-01

The Monte Carlo simulation of scattering processes has turned out to be one of the most successful methods of translating theoretical predictions into experimentally meaningful quantities. It is the purpose of this thesis to describe how this approach can be applied to higher-order QED corrections to several fundamental processes. In chapter II a very brief overview of the currently interesting phenomena in e +- scattering is given. It is argued that accurate information on higher-order QED corrections is very important and that the Monte Carlo approach is one of the most flexible and general methods to obtain this information. In chapter III the author describes various techniques which are useful in this context, and makes a few remarks on the numerical aspects of the proposed method. In the following three chapters he applies this to the processes e + e - → μ + μ - (γ) and e + e - → qanti q(sigma). In chapter IV he motivates his choice of these processes in view of their experimental and theoretical relevance. The formulae necessary for a computer simulation of all quantities of interest, up to order α 3 , is given. Chapters V and VI describe how this simulation can be performed using the techniques mentioned in chapter III. In chapter VII it is shown how additional dynamical quantities, namely the polarization of the incoming and outgoing particles, can be incorporated in our treatment, and the relevant formulae for the example processes mentioned above are given. Finally, in chapter VIII the author presents some examples of the comparison between theoretical predictions based on Monte Carlo simulations as outlined here, and the results from actual experiments. (Auth.)

Reflections on early Monte Carlo calculations

International Nuclear Information System (INIS)

Spanier, J.

1992-01-01

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

Monte Carlo Simulation of the Time-Of-Flight Technique for the Measurement of Neutron Cross-section in the Pohang Neutron Facility

Energy Technology Data Exchange (ETDEWEB)

An, So Hyun; Lee, Young Ouk; Lee, Cheol Woo [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of); Lee, Young Seok [National Fusion Research Institute, Daejeon (Korea, Republic of)

2007-10-15

It is essential that neutron cross sections are measured precisely for many areas of research and technique. In Korea, these experiments have been performed in the Pohang Neutron Facility (PNF) with the pulsed neutron facility based on the 100 MeV electron linear accelerator. In PNF, the neutron energy spectra have been measured for different water levels inside the moderator and compared with the results of the MCNPX calculation. The optimum size of the water moderator has been determined on the base of these results. In this study, Monte Carlo simulations for the TOF technique were performed and neutron spectra of neutrons were calculated to predict the measurements.

Backscattered radiation into a transmission ionization chamber: Measurement and Monte Carlo simulation

International Nuclear Information System (INIS)

Yoshizumi, Maira T.; Yoriyaz, Helio; Caldas, Linda V.E.

2010-01-01

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

Monte Carlo simulation of a medical linear accelerator for radiotherapy use

International Nuclear Information System (INIS)

Serrano, B.; Hachem, A.; Franchisseur, E.; Herault, J.; Marcie, S.; Costa, A.; Bensadoun, R. J.; Barthe, J.; Gerard, J. P.

2006-01-01

A Monte Carlo code MCNPX (Monte Carlo N-particle) was used to model a 25 MV photon beam from a PRIMUS (KD2-Siemens) medical linear electron accelerator at the Centre Antoine Lacassagne in Nice. The entire geometry including the accelerator head and the water phantom was simulated to calculate the dose profile and the relative depth-dose distribution. The measurements were done using an ionisation chamber in water for different square field ranges. The first results show that the mean electron beam energy is not 19 MeV as mentioned by Siemens. The adjustment between the Monte Carlo calculated and measured data is obtained when the mean electron beam energy is ∼15 MeV. These encouraging results will permit to check calculation data given by the treatment planning system, especially for small fields in high gradient heterogeneous zones, typical for intensity modulated radiation therapy technique. (authors)

Linking computer-aided design (CAD) to Geant4-based Monte Carlo simulations for precise implementation of complex treatment head geometries

International Nuclear Information System (INIS)

Constantin, Magdalena; Constantin, Dragos E; Keall, Paul J; Narula, Anisha; Svatos, Michelle; Perl, Joseph

2010-01-01

Most of the treatment head components of medical linear accelerators used in radiation therapy have complex geometrical shapes. They are typically designed using computer-aided design (CAD) applications. In Monte Carlo simulations of radiotherapy beam transport through the treatment head components, the relevant beam-generating and beam-modifying devices are inserted in the simulation toolkit using geometrical approximations of these components. Depending on their complexity, such approximations may introduce errors that can be propagated throughout the simulation. This drawback can be minimized by exporting a more precise geometry of the linac components from CAD and importing it into the Monte Carlo simulation environment. We present a technique that links three-dimensional CAD drawings of the treatment head components to Geant4 Monte Carlo simulations of dose deposition. (note)

Monte Carlo Method with Heuristic Adjustment for Irregularly Shaped Food Product Volume Measurement

Directory of Open Access Journals (Sweden)

Joko Siswantoro

2014-01-01

Full Text Available Volume measurement plays an important role in the production and processing of food products. Various methods have been proposed to measure the volume of food products with irregular shapes based on 3D reconstruction. However, 3D reconstruction comes with a high-priced computational cost. Furthermore, some of the volume measurement methods based on 3D reconstruction have a low accuracy. Another method for measuring volume of objects uses Monte Carlo method. Monte Carlo method performs volume measurements using random points. Monte Carlo method only requires information regarding whether random points fall inside or outside an object and does not require a 3D reconstruction. This paper proposes volume measurement using a computer vision system for irregularly shaped food products without 3D reconstruction based on Monte Carlo method with heuristic adjustment. Five images of food product were captured using five cameras and processed to produce binary images. Monte Carlo integration with heuristic adjustment was performed to measure the volume based on the information extracted from binary images. The experimental results show that the proposed method provided high accuracy and precision compared to the water displacement method. In addition, the proposed method is more accurate and faster than the space carving method.

Monte Carlo method with heuristic adjustment for irregularly shaped food product volume measurement.

Science.gov (United States)

Siswantoro, Joko; Prabuwono, Anton Satria; Abdullah, Azizi; Idrus, Bahari

2014-01-01

Volume measurement plays an important role in the production and processing of food products. Various methods have been proposed to measure the volume of food products with irregular shapes based on 3D reconstruction. However, 3D reconstruction comes with a high-priced computational cost. Furthermore, some of the volume measurement methods based on 3D reconstruction have a low accuracy. Another method for measuring volume of objects uses Monte Carlo method. Monte Carlo method performs volume measurements using random points. Monte Carlo method only requires information regarding whether random points fall inside or outside an object and does not require a 3D reconstruction. This paper proposes volume measurement using a computer vision system for irregularly shaped food products without 3D reconstruction based on Monte Carlo method with heuristic adjustment. Five images of food product were captured using five cameras and processed to produce binary images. Monte Carlo integration with heuristic adjustment was performed to measure the volume based on the information extracted from binary images. The experimental results show that the proposed method provided high accuracy and precision compared to the water displacement method. In addition, the proposed method is more accurate and faster than the space carving method.

Estimation of ex-core detector responses by adjoint Monte Carlo

Energy Technology Data Exchange (ETDEWEB)

Hoogenboom, J. E. [Delft Univ. of Technology, Mekelweg 15, 2629 JB Delft (Netherlands)

2006-07-01

Ex-core detector responses can be efficiently calculated by combining an adjoint Monte Carlo calculation with the converged source distribution of a forward Monte Carlo calculation. As the fission source distribution from a Monte Carlo calculation is given only as a collection of discrete space positions, the coupling requires a point flux estimator for each collision in the adjoint calculation. To avoid the infinite variance problems of the point flux estimator, a next-event finite-variance point flux estimator has been applied, witch is an energy dependent form for heterogeneous media of a finite-variance estimator known from the literature. To test the effects of this combined adjoint-forward calculation a simple geometry of a homogeneous core with a reflector was adopted with a small detector in the reflector. To demonstrate the potential of the method the continuous-energy adjoint Monte Carlo technique with anisotropic scattering was implemented with energy dependent absorption and fission cross sections and constant scattering cross section. A gain in efficiency over a completely forward calculation of the detector response was obtained, which is strongly dependent on the specific system and especially the size and position of the ex-core detector and the energy range considered. Further improvements are possible. The method works without problems for small detectors, even for a point detector and a small or even zero energy range. (authors)

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

Sampling from a polytope and hard-disk Monte Carlo