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Sample records for monte westerfield leonard

  1. A Leonard Bloomfield Anthology.

    Science.gov (United States)

    Hockett, Charles F., Ed.

    This anthology of writings by the influential American linguist Leonard Bloomfield consists of selections intended to reveal "Bloomfield's way of working, his personality, his pet ideas, and his chief lines of work." Included are working articles, general statements of principles, book reviews and obituaries. Excluded are language…

  2. A Leonard Bloomfield Anthology.

    Science.gov (United States)

    Hockett, Charles F., Ed.

    This anthology of writings by the influential American linguist Leonard Bloomfield consists of selections intended to reveal "Bloomfield's way of working, his personality, his pet ideas, and his chief lines of work." Included are working articles, general statements of principles, book reviews and obituaries. Excluded are language teaching…

  3. Diana Leonard and Materialist Feminism

    Science.gov (United States)

    Jackson, Stevi

    2013-01-01

    This tribute to Diana Leonard focuses on her contribution to materialist feminism, both through bringing the work of key French theorists to the attention of an Anglophone audience and through her own sociological work on the family, marriage and childhood. In so doing it draws attention to the importance of her work as editor and…

  4. Diana Leonard and Materialist Feminism

    Science.gov (United States)

    Jackson, Stevi

    2013-01-01

    This tribute to Diana Leonard focuses on her contribution to materialist feminism, both through bringing the work of key French theorists to the attention of an Anglophone audience and through her own sociological work on the family, marriage and childhood. In so doing it draws attention to the importance of her work as editor and…

  5. Totally Bipartite/ABipartite Leonard pairs and Leonard triples of Bannai/Ito type

    CERN Document Server

    Brown, George M F

    2011-01-01

    This paper is about three classes of objects: Leonard pairs, Leonard triples, and the finite-dimensional irreducible modules for an algebra $\\mathcal{A}$. Let $\\K$ denote an algebraically closed field of characteristic zero. Let $V$ denote a vector space over $\\K$ with finite positive dimension. A Leonard pair on $V$ is an ordered pair of linear transformations in End$(V)$ such that for each of these transformations there exists a basis for $V$ with respect to which the matrix representing that transformation is diagonal and the matrix representing the other transformation is irreducible tridiagonal. Whenever the tridiagonal matrices are bipartite, the Leonard pair is said to be totally bipartite. A mild weakening yields a type of Leonard pair said to be totally almost bipartite. A Leonard pair is said to be totally B/AB whenever it is totally bipartite or totally almost bipartite. The notion of a Leonard triple and the corresponding notion of totally B/AB are similarly defined. There are families of Leonard ...

  6. Leonard Cohen: Suzanne. Abschliessende Bemerkungen (Final Comments)

    Science.gov (United States)

    Marsden, Josefine

    1977-01-01

    A response to criticisms of the article "Interpretation of a Pop Song at the Upper High School Level--Leonard Cohen: 'Suzanne'," defending the interpretative procedure, including its text orientation and its emphasis on the teacher's exposition. (Text is in German.) (IFS/WGA)

  7. Mark Leonard : EL ei peakski olema suurvõim / Mark Leonard ; interv. Erkki Bahovski

    Index Scriptorium Estoniae

    Leonard, Mark

    2008-01-01

    Intervjuu Euroopa Välissuhete Nõukogu tegevdirektoriga, kes vastab küsimustele, mis puudutavad USA ja Euroopa suhteid, Euroopa Liidu välispoliitikat, Venemaa ja Euroopa Liidu suhteid pärast Gruusia konflikti. Ta peab murettekitavaks, et Venemaa üritab takistada euroopalike väärtuste levitamist oma naaberriikides. Vt. samas: Mark Leonard. Ilmunud ka Sirp : Diplomaatia 14. nov. nr. 11 lk. 13-14

  8. Mark Leonard : EL ei peakski olema suurvõim / Mark Leonard ; interv. Erkki Bahovski

    Index Scriptorium Estoniae

    Leonard, Mark

    2008-01-01

    Intervjuu Euroopa Välissuhete Nõukogu tegevdirektoriga, kes vastab küsimustele, mis puudutavad USA ja Euroopa suhteid, Euroopa Liidu välispoliitikat, Venemaa ja Euroopa Liidu suhteid pärast Gruusia konflikti. Ta peab murettekitavaks, et Venemaa üritab takistada euroopalike väärtuste levitamist oma naaberriikides. Vt. samas: Mark Leonard. Ilmunud ka Sirp : Diplomaatia 14. nov. nr. 11 lk. 13-14

  9. Obituary: Leonard Searle (1930-2010)

    Science.gov (United States)

    Preston, George

    2011-12-01

    Leonard Searle, Astronomer and Director Emeritus of Carnegie Observatories, died at his home on July 2, 2010, in Pasadena, CA, in the midst of a busy retirement that followed a long, distinguished scientific career. Searle was born on October 23, 1930, in the London suburb of Mitcham to parents of modest means. He received his Bachelor of Science degree from University of Saint Andrews in Scotland, and his PhD from Princeton University, where he met his future wife, Eleanor Millard. They were married in Princeton in 1952. Eleanor, his lifelong companion, was a distinguished medieval historian who joined the Division of the Humanities and Social Sciences at Caltech as professor in 1979. She died in 1999. Leonard joined the faculty at University of Toronto in 1953, resigning that position in 1960 to become a Senior Research Fellow at Caltech, where he worked with Jesse Greenstein and Wallace Sargent on the chemical compositions of stars. The Caltech appointment marked the beginning of a fruitful association with Sargent, with whom he published 25 papers. In 1963 Searle left Caltech to join the faculty of the Mount Stromlo Observatory in Australia. Then in 1968 he returned to Pasadena to join the staff of Carnegie Observatories, his final academic home. Several themes punctuate Searle's academic career. One of the most persistent was the abundance of helium in the very early universe, a quantity whose numerical value is of great importance for cosmology. He pursued this topic with Sargent, first in the study of old evolved "horizontal branch" stars. Later, convinced that such stars could not provide a satisfactory answer, he and Sargent turned to certain small galaxies which provided more reliable estimates of the important helium-to-hydrogen abundance ratio. In the pursuit of this answer they devised the "simple model" of chemical evolution, a formalism used by astronomers to this day. He worked with the Dutch astronomer Piet van der Kruit to construct successful

  10. Coexistence in the two-dimensional May-Leonard model with random rates

    Science.gov (United States)

    He, Q.; Mobilia, M.; Täuber, U. C.

    2011-07-01

    We employ Monte Carlo simulations to numerically study the temporal evolution and transient oscillations of the population densities, the associated frequency power spectra, and the spatial correlation functions in the (quasi-) steady state in two-dimensional stochastic May-Leonard models of mobile individuals, allowing for particle exchanges with nearest-neighbors and hopping onto empty sites. We therefore consider a class of four-state three-species cyclic predator-prey models whose total particle number is not conserved. We demonstrate that quenched disorder in either the reaction or in the mobility rates hardly impacts the dynamical evolution, the emergence and structure of spiral patterns, or the mean extinction time in this system. We also show that direct particle pair exchange processes promote the formation of regular spiral structures. Moreover, upon increasing the rates of mobility, we observe a remarkable change in the extinction properties in the May-Leonard system (for small system sizes): (1) as the mobility rate exceeds a threshold that separates a species coexistence (quasi-) steady state from an absorbing state, the mean extinction time as function of system size N crosses over from a functional form ˜ e c N / N (where c is a constant) to a linear dependence; (2) the measured histogram of extinction times displays a corresponding crossover from an (approximately) exponential to a Gaussian distribution. The latter results are found to hold true also when the mobility rates are randomly distributed.

  11. Leonard Bloomfield and the "Cours de Linguistique Generale."

    Science.gov (United States)

    Koerner, Konrad

    A discussion of the development of Leonard Bloomfield's theory of linguistics focuses on the influence of Ferdinand de Saussure's "Cours de linguistique generale" on Bloomfield's thinking. The discussion begins with a characterization of Bloomfield's early position with regard to general linguistics, especially as found in his 1914 book…

  12. Architectural Survey of Pershing Elementary School, Fort Leonard Wood, Missouri

    Science.gov (United States)

    2013-08-01

    classroom needs flexibility.14 Lincoln Elementary School , located at Fort Campbell, Kentucky, was the first school ...resources management ; Pershing Elementary School ; historic buildings 16. SECURITY CLASSIFICATION OF: 17. LIMITATION OF ABSTRACT 18. NUMBER OF PAGES...ER D C/ CE RL T R- 13 -1 1 Architectural Survey of Pershing Elementary School , Fort Leonard Wood, Missouri Co ns tr uc tio n En gi

  13. Leonard Cohen: Suzanne. Eine methodische Alternative (A Methodological Alternative)

    Science.gov (United States)

    Bluemer, Hermann

    1977-01-01

    Criticizes a critique by J. Marsden of Leonard Cohen's pop song "Suzanne" as material for high school foreign language teaching. States that the song is useful in classes of boys and that Marsden asks for too much teacher guidance. A procedure with greater student activity is outlined. (Text is in German.) (IFS/WGA)

  14. Leonard Bloomfield and the "Cours de Linguistique Generale."

    Science.gov (United States)

    Koerner, Konrad

    A discussion of the development of Leonard Bloomfield's theory of linguistics focuses on the influence of Ferdinand de Saussure's "Cours de linguistique generale" on Bloomfield's thinking. The discussion begins with a characterization of Bloomfield's early position with regard to general linguistics, especially as found in his 1914 book…

  15. Leonard Bloomfield and the "Cours de Linguistique Generale."

    Science.gov (United States)

    Koerner, Konrad

    A discussion of the development of Leonard Bloomfield's theory of linguistics focuses on the influence of Ferdinand de Saussure's "Cours de linguistique generale" on Bloomfield's thinking. The discussion begins with a characterization of Bloomfield's early position with regard to general linguistics, especially as found in his 1914 book entitled…

  16. Demonstration of Combined Food and Landscape Waste Composting at Fort Leonard Wood, MO: Fort Leonard Wood Installation Strategic Sustainable Plan

    Science.gov (United States)

    2016-01-01

    university postconsumer food wastes . Compost Science and Utilization 6:75-81. Epstein, E. 1997. The Science of Composting. Lancaster, PA: Technomic...Sustainability Innovations (CASI) ERDC/CERL TR-16-1 January 2016 Demonstration of Combined Food and Landscape Waste Composting at Fort Leonard Wood, MO...amendments and organic fertilizers using simple composting technologies, less than 3% of food wastes are recovered and recycled and the remainder are

  17. Book Review: John M. Hobson and Leonard Seabrooke (2007) (eds) Everyday Politics of the World Economy

    DEFF Research Database (Denmark)

    Strange, Michael Stewart

    2009-01-01

    Book Review: John M. Hobson and Leonard Seabrooke (2007) (eds) Everyday Politics of the World Economy (Cambridge: Cambridge University Press), 254pp. Udgivelsesdato: 2009......Book Review: John M. Hobson and Leonard Seabrooke (2007) (eds) Everyday Politics of the World Economy (Cambridge: Cambridge University Press), 254pp. Udgivelsesdato: 2009...

  18. String networks in generalized May-Leonard models

    CERN Document Server

    Avelino, P P; Menezes, J; de Oliveira, B F

    2013-01-01

    Generalized May-Leonard models have proven to be a powerful tool in the study of the dynamics complex biological and ecological systems. In this letter we give specific examples of models leading to the formation of string networks. We show that, in order to promote coexistence, the species may arrange themselves around regions with a high number density of empty sites generated by predator-prey interactions between competing species. These configurations extend into the third dimension giving rise to string networks. We investigate the corresponding dynamics using both stochastic and mean field theory simulations, showing that the coarsening of these string networks follows a scaling law which is analogous to that found in other physical systems in condensed matter and cosmology.

  19. Leonard F. Peltier, MD, PhD, 1920-2003.

    Science.gov (United States)

    Reckling, Frederick W; Lo Vecchio, Janolyn G; Reckling, JoAnn B

    2004-05-01

    Leonard F. Peltier, MD, PhD, was an orthopaedic surgeon, academician, administrator, laboratory investigator, historian, and mentor. His career spanned nearly six decades, beginning with graduate education at the University of Minnesota (UM) under the auspices of Owen H. Wangensteen, MD, PhD. In addition to obtaining a PhD in physiology in the UM Graduate School, he completed general and orthopaedic surgery residencies and attained board certification in each specialty. He served in the US Army Occupation Force Medical Corps in Germany just after World War II. In 1957, at 37 years old, he assumed the chairmanship of the orthopaedic training program at the University of Kansas. In 1971, he couldn't resist the opportunity to become one of the founding members of the "start-up" University of Arizona College of Medicine, accepting an appointment as chair of the new orthopaedic training program, where he remained until his retirement in 1990. He took clinical problems to the laboratory, and made important scientific contributions, particularly in the area of fat embolism and in using calcium sulfate (plaster of Paris) to fill bone defects. He served on governing boards of national professional organizations and presided over the American Association for the Surgery of Trauma from 1980-1981. Throughout his career, he was fascinated by, and published extensively in, the history of medicine arena. Known fondly as "the professor" to many of his residents and colleagues, he had a pragmatic, honest, upbeat, and often humorous approach to life's challenges, valuing personal integrity above other virtues. He explored various eclectic interests far beyond his professional contributions while maintaining his family as a central priority. With his exemplary productivity and interests in the surgical and laboratory sciences, history of medicine, appreciation of fine arts, and perceptive and effective interactions with family, friends, patients, and colleagues, the memory of Leonard

  20. Field Demonstration of Military Bio-based Hydraulic Fluids Using Construction Equipment at Fort Leonard Wood

    Science.gov (United States)

    2009-05-01

    Committed to Excellence 4-7 May 2009 1 Field Demonstration of Military Bio -based Hydraulic Fluids Using Construction Equipment at Fort Leonard Wood...AND SUBTITLE Field Demonstration of Military Bio -based Hydraulic Fluids Using Construction Equipment at Fort Leonard Wood 5a. CONTRACT NUMBER 5b...4-7 May 2009 2 Outline  Background  Military Bio -based Hydraulic Fluid Specification  Field Demonstration and Results  Conclusions 4-7 May

  1. Interpretation eines Popsongs in der Sekundarstufe 2. Leonard Cohen: Suzanne (Interpretation of a Pop Song ((Leonard Cohen's "Suzanne")) in Secondary Grade 2)

    Science.gov (United States)

    Marsden, Josefine

    1976-01-01

    Describes use of the pop song "Suzanne" in a Secondary Grade 2 class of girls. This song by Leonard Cohen is regarded as superior to most pop songs, appropriate for the group because of its themes (love, religion), and as a good example of lyric poetry. (Text is in German.) (IFS/WGA)

  2. Leonard Cohen:穿一件音乐的外衣

    Institute of Scientific and Technical Information of China (English)

    Coco Z

    2014-01-01

    无论有多少首由Leonard Cohen(莱昂纳德·科恩)演唱的令人印象深刻的金曲.也无法遮掩他身为诗人的光芒。是的,他就是一个纯粹的诗人.歌曲与音乐只是他表达诗歌的一种方式。在Leonard Cohen的语言中.诗与歌真正的融为了一体。

  3. A Brief History of Leonard Peltier vs. US: Is there Recourse for Justice?

    Science.gov (United States)

    Payne, Diane

    1979-01-01

    Asserting the fact that Leonard Peltier is a contemporary element in a stream of Native American genocide, this article outlines the events and presents a picture of the abuses which precipitated a continuous 24 hour vigil at the U.S. Supreme Court. (Author/RTS)

  4. Process Optimization Assessment: Fort Leonard Wood, MO and Fort Carson, CO

    Science.gov (United States)

    2003-11-01

    Michael Golish is Chief, CEERD-CF. The associated Technical Director was Gary W. Schanche, CEERD-CV-T. The technical editor was William J. Wolfe... Ducey CERL Frank Brownlee DOL-Maint. Division Bill Taylor CERL Scott Clark DECAM Leonard Thomas IMA Jerry Clark DOL-Maint. Division Randy Jones DOE Alan

  5. More than a Mentor: Leonard Darwin's Contribution to the Assimilation of Mendelism into Eugenics and Darwinism.

    Science.gov (United States)

    Serpente, Norberto

    2016-08-01

    This article discusses the contribution to evolutionary theory of Leonard Darwin (1850-1943), the eighth child of Charles Darwin. By analysing the correspondence Leonard Darwin maintained with Ronald Aylmer Fisher in conjunction with an assessment of his books and other written works between the 1910s and 1930s, this article argues for a more prominent role played by him than the previously recognised in the literature as an informal mentor of Fisher. The paper discusses Leonard's efforts to amalgamate Mendelism with both Eugenics and Darwinism in order for the first to base their policies on new scientific developments and to help the second in finding a target for natural selection. Without a formal qualification in biological sciences and as such mistrusted by some "formal" scientists, Leonard Darwin engaged with key themes of Darwinism such as mimicry, the role of mutations on speciation and the process of genetic variability, arriving at important conclusions concerning the usefulness of Mendelian genetics for his father's theory.

  6. Raise Your Voice: Leonard Haynes III Advocates for HBCUs in Washington

    Science.gov (United States)

    Stuart, Reginald

    2012-01-01

    When Leonard Haynes III came to Washington in 1989 as an assistant secretary of education, the Southern University-trained historian found a national government marked by bipartisanship, collaboration and cooperation on a wide range of topics of importance to people of color in higher education. Today, the landscape and environment are "more…

  7. Leonard Covello: A Study of Progressive Leadership and Community Empowerment. Occasional Paper Series 24

    Science.gov (United States)

    Krakowsky, Lorenzo

    2010-01-01

    This paper tells the remarkable and compelling story of Leonard Covello, a ground breaking progressive educator who worked tirelessly to shape public education in New York City during the first half of the 20th century. Covello was the founding principal of Benjamin Franklin High School (BFHS) in East Harlem in the 1930s. The author invites…

  8. University Provost Leonard Ferrari Outlines State of NPS During Latest SGL

    OpenAIRE

    Naval Postgraduate School Public Affairs Office

    2011-01-01

    Dr. Leonard Ferrari, NPS Executive Vice President and Provost, offers the State of NPS address to students, staff and faculty on Jan. 18 in King Hall. He spoke of the School’s achievements in 2010 and expressed hope for 2011.

  9. Leonard Cohen: Suzanne. Kritische Anmerkungen zur Interpretation (Critical Comments on Interpretation)

    Science.gov (United States)

    Faulstich, Werner

    1977-01-01

    Criticizes a critique by J. Marsden of Leonard Cohen's pop song "Suzanne" as material for high school foreign language teaching. States that Marsden's article is concerned only with the text. The music agrees with the theme (loneliness) and with the "social milieu." (Text is in German.) (IFS/WGA)

  10. Virginia Tech's Leonard K. Peters To Head Pacific Northwest National Laboratory

    OpenAIRE

    Trulove, Susan

    2003-01-01

    Leonard K. Peters, vice provost for research at Virginia Tech, will become Battelle senior vice president and director of the Pacific Northwest National Laboratory in Richland, Wash. The announcement was issued at time today by Carl Kohrt, CEO of Battelle. Peters assumes his new position on April 1.

  11. Review: Leonard and Virginia Woolf, the Hogarth Press and the Networks of Modernism, Ed. Helen Southworth (Edinburgh: Edinburgh UP, 2010

    Directory of Open Access Journals (Sweden)

    Caitlyn Tierney Caldwell

    2014-12-01

    Full Text Available A review of Helen Southworth (Editor, Leonard and Virginia Woolf, the Hogarth Press and the Networks of Modernism. ix + 256 pp., notes, appendix, index. Edinburgh: Edinburgh University Press, 2010. £75

  12. Engaging Deweyan Ethics in Health Care: Leonard Fleck's Rational Democratic Deliberation

    Science.gov (United States)

    Lake, Danielle L.

    2013-01-01

    While the U.S. health care system is failing to serve many of its citizens, agreeing on what is wrong as well as on how to fix the system seems impossibly optimistic. Leonard Fleck attempts to do just this--to diagnose the problems and to address these problems through dialogue. Dewey's philosophy supports the direction of Fleck's work,…

  13. International recognition for ageing research: John Scott Award-2014 to Leonard Hayflick and Paul Moorhead

    OpenAIRE

    Rattan, Suresh

    2014-01-01

    It is with great pleasure and pride that we share the news of the award of the 2014 “City of Philadelphia John Scott Award”, to Dr. Leonard Hayflick and Dr. Paul Moorhead, for their research on ageing. The press release announcing the award states that: “from the first awarded in 1822, the Award is the oldest scientific award in the United States and, as a legacy to Benjamin Franklin, they are in the historic company of past winners who include Marie Curie, Thomas Edison, Jonas Salk, Irving L...

  14. 悼念敬重的E.Leonard Jossem教授

    Institute of Scientific and Technical Information of China (English)

    恽瑛

    2009-01-01

    @@ 我认识美国俄亥俄州立大学(The Ohio State University,简称OSU)原物理系主任E.Leonard Jossem教授是在1980年夏天.那年,教育部首次派遣物理教育代表团访美,代表团共4人:清华大学徐亦庄、复旦大学郑广垣、北京师范大学尚世铉和南京工学院(现为东南大学)恽瑛.我们到达的第一站是位于美国纽约州Troy市的百年老校RPI(Rensselear Polyteehnical Institute,简称RPI),也就是著名的Resnick教授所在的学校.

  15. A Study to Identify the Optimum Method of Providing Biomedical Engineering/Maintenance Support of Radiologic Equipment at General Leonard Wood Army Community Hospital

    Science.gov (United States)

    1988-01-01

    This study was done to determine the optimum method of providing biomedical engineering /maintenance support of diagnostic radiologic equipment at...General Leonard Wood Army Community Hospital (GLWACH). The study concluded that the optimum method of providing biomedical engineering /maintenance

  16. Constructing Failure: Leonard Hayflick, Biomedicine, and the Problems with Tissue Culture.

    Science.gov (United States)

    Park, Hyung Wook

    2016-07-01

    By examining the use of tissue culture in post-war American biomedicine, this paper investigates how scientists experience and manage failure. I study how Leonard Hayflick forged his new definition of failure and ways of managing it by refuting Alexis Carrel's definition of failure alongside his theory of the immortality of cultured cells. Unlike Carrel, Hayflick claimed that every vertebrate somatic cell should eventually die, unless it transformed into a tumour cell. This claim defined cell death, which had been a problem leading to a laboratory failure, as a normal phenomenon. On the other hand, permanent life, which had been considered a normal cellular characteristic, became a major factor causing scientific failure, since it implied malignant transformation that scientists hoped to control. Hayflick then asserted that his cell strains and method would partly enable scientists to manage this factor-especially that occurred through viral infection-alongside other causes of failure in routine tasks, including bacterial contamination. I argue that the growing biomedical enterprise fostered this work of Hayflick's, which had repercussions in both his career and the uses of cells in diverse investigations. His redefinition of failure in the age of biomedicine resulted in the broad dissemination of his cells, medium, and method as well as his long struggle with the National Institutes of Health (NIH), which caused his temporarily failed career.

  17. SAn Analysis f the theme of “Fard”by Aldous Leonard Huxley

    Institute of Scientific and Technical Information of China (English)

    野长虹

    2014-01-01

    奥德斯�李納�赫胥黎是英格兰作家,著名的赫胥黎家族最杰出的成员之一。赫胥黎是一个人文主义者,和平主义者及讽刺作家。他的文章“胭脂”入选了现代大学英语阅读(4)。此文展示了资产阶级对工人阶级的极度剥削,揭露了资产阶级的丑恶灵魂。本论文旨在分析文章题目揭示的深层次主题。%Leonard Huxley was an English writer and a prominent member of the Huxley family.Huxley was a humanist,pacifist and satirist.His article “Fard”has been elected into the Contemporary College English Reading Book IV.It shows the facts of bourG geoisie’s fierce exploitation to the working class and their ugly souls.This thesis aims at analyzing the deeper theme of the article shown by the title.

  18. Leonard Cohen 一个完美剧本的第三幕

    Institute of Scientific and Technical Information of China (English)

    叶辉

    2010-01-01

    中文说情深款款,情深固不易,"款款"更是难得的境界。这世上,比LeonardCohen更衬这个词的,能有几人。他的缠绵和放低,都elegant如许;甚至说elegant还不够,还要加上久出风尘的味道。76岁算是老男人吗?可也是这世界上最岁月流闪的情人吧。2010年,Cohen又在巡演的路上。这次全球大巡演亚洲区却只一站:11月27日在柬埔寨金边。这难免令人想起今年四月Bob Dylan宣布取消亚洲各地(包括香港)的数场演出。究竟这世界是否"同一个世界"? Dance me to the end of love。

  19. Monte Carlo molecular simulation of phase-coexistence for oil production and processing

    KAUST Repository

    Li, Jun

    2011-01-01

    The Gibbs-NVT ensemble Monte Carlo method is used to simulate the liquid-vapor coexistence diagram and the simulation results of methane agree well with the experimental data in a wide range of temperatures. For systems with two components, the Gibbs-NPT ensemble Monte Carlo method is employed in the simulation while the mole fraction of each component in each phase is modeled as a Leonard-Jones fluid. As the results of Monte Carlo simulations usually contain huge statistical error, the blocking method is used to estimate the variance of the simulation results. Additionally, in order to improve the simulation efficiency, the step sizes of different trial moves is adjusted automatically so that their acceptance probabilities can approach to the preset values.

  20. Psyche=singularity: A comparison of Carl Jung's transpersonal psychology and Leonard Susskind's holographic string theory

    Science.gov (United States)

    Desmond, Timothy

    In this dissertation I discern what Carl Jung calls the mandala image of the ultimate archetype of unity underlying and structuring cosmos and psyche by pointing out parallels between his transpersonal psychology and Stanford physicist Leonard Susskind's string theory. Despite his atheistic, materialistically reductionist interpretation of it, I demonstrate how Susskind's string theory of holographic information conservation at the event horizons of black holes, and the cosmic horizon of the universe, corroborates the following four topics about which Jung wrote: (1) his near-death experience of the cosmic horizon after a heart attack in 1944; ( 2) his equation relating psychic energy to mass, "Psyche=highest intensity in the smallest space" (1997, 162), which I translate into the equation, Psyche=Singularity; (3) his theory that the mandala, a circle or sphere with a central point, is the symbolic image of the ultimate archetype of unity through the union of opposites, which structures both cosmos and psyche, and which rises spontaneously from the collective unconscious to compensate a conscious mind torn by irreconcilable demands (1989, 334-335, 396-397); and (4) his theory of synchronicity. I argue that Susskind's inside-out black hole model of our Big Bang universe forms a geometrically perfect mandala: a central Singularity encompassed by a two-dimensional sphere which serves as a universal memory bank. Moreover, in precise fulfillment of Jung's theory, Susskind used that mandala to reconcile the notoriously incommensurable paradigms of general relativity and quantum mechanics, providing in the process a mathematically plausible explanation for Jung's near-death experience of his past, present, and future life simultaneously at the cosmic horizon. Finally, Susskind's theory also provides a plausible cosmological model to explain Jung's theory of synchronicity--meaningful coincidences may be tied together by strings at the cosmic horizon, from which they

  1. Miller Cave (23PU2), Fort Leonard Wood, Pulaski County, Missouri: Report of Archaeological Testing and Assessment of Damage

    Science.gov (United States)

    1993-01-01

    Price and Krakker 1975; Morse and Morse 1983). One the Pomme de Terre River, Dalton period faunal samples from the deep terrace3 deposits in front of...in the central Ozarks.I 2. The geomorphic assessment of Donald Johnson on the Pomme de Terre (1981) and the Gasconade (1982) show that it is unlikely...enough is known of the geomorphology of the Roubidoux and Big Piney floodplains of the Fort Leonard Wood area to know whetherg the Pomme de Terre or

  2. Leonard Cohen en la aldea global: construcciones de la identidad y el deseo de su poética

    OpenAIRE

    2015-01-01

    Esta investigación aborda el estudio de las obras del autor canadiense Leonard Cohen en la década de los años sesenta con el fin de explorar y contextualizar las cuestiones de identidad y deseo que han marcado la producción del artista canadiense a lo largo de su carrera. Las obras que se han seleccionado para este propósito incluyen colecciones de poesía ¿ La caja de especias de la tierra (1961) y Flores para Hitler (1964); ficción -El juego favorito (1963) y Los hermosos vencidos (1966); y ...

  3. Leonard buttons: a reliable method of intraoperative intermaxillary fixation in bilateral mandibular fractures.

    Science.gov (United States)

    Ghazali, Naseem; Benlidayi, M Emre; Abizadeh, Neilufer; Bentley, Robert P

    2012-05-01

    To retrospectively audit outcomes of using Leonard buttons (LBs) as intraoperative intermaxillary fixation in conjunction with open reduction-internal fixation of bilateral mandibular fractures. Seventy-seven patients were included in this study. The fracture reduction score was obtained from postoperative radiographs by use of 3-tiered scoring system. Medical case notes were obtained for clinicodemographic data, including operation length, postoperative occlusion scores, periodontal status, and complications. The cohort predominantly comprised male patients (87%), with a mean age of 26 years. The major cause of injury was interpersonal violence (87%). The fracture pattern most treated was angle-parasymphysis fracture (70.1%). The mean length of follow-up was 83.81 ± 79.33 days. The mean overall reduction score was 6.95 ± 1.03 in the LB group and 6.40 ± 1.68 in the arch bar (AB) group (P = .275). When the occlusion scores were evaluated, the difference between the 2 groups was statistically significant (P = .027). The mean operation length was shorter in the LB group compared with the AB group (142.05 ± 32.31 minutes vs 161.00 ± 24.04 minutes, P = .013). Oral hygiene was poor in 7 patients in the LB group (11.3%) and in 5 patients in the AB group (33.3%) (P = .05). No significant correlation was observed between number of LBs placed with overall reduction and occlusion scores. No significant relation was observed for number of LBs and periodontal status, infection, and nonunion. This pilot study suggests that LBs are able to achieve equally good reduction as ABs but have better occlusion scores, with a shorter operating time, and show better gingival health. LBs are a viable alternative to ABs in providing intraoperative intermaxillary fixation for bilateral mandibular fractures. However, further prospective, randomized studies should be undertaken to obtain conclusive evidence. Copyright © 2012 American Association of Oral and Maxillofacial Surgeons

  4. Anion-π Catalysis of Enolate Chemistry: Rigidified Leonard Turns as a General Motif to Run Reactions on Aromatic Surfaces.

    Science.gov (United States)

    Cotelle, Yoann; Benz, Sebastian; Avestro, Alyssa-Jennifer; Ward, Thomas R; Sakai, Naomi; Matile, Stefan

    2016-03-18

    To integrate anion-π, cation-π, and ion pair-π interactions in catalysis, the fundamental challenge is to run reactions reliably on aromatic surfaces. Addressing a specific question concerning enolate addition to nitroolefins, this study elaborates on Leonard turns to tackle this problem in a general manner. Increasingly refined turns are constructed to position malonate half thioesters as close as possible on π-acidic surfaces. The resulting preorganization of reactive intermediates is shown to support the disfavored addition to enolate acceptors to an absolutely unexpected extent. This decisive impact on anion-π catalysis increases with the rigidity of the turns. The new, rigidified Leonard turns are most effective with weak anion-π interactions, whereas stronger interactions do not require such ideal substrate positioning to operate well. The stunning simplicity of the motif and its surprisingly strong relevance for function should render the introduced approach generally useful. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

  5. XII Avatud Ühiskonna Foorumi arutlusring "Euroopa hiilgus ja viletsus - Euroopa Liit 50. Kuidas edasi?" / Toomas Hendrik Ilves, Mark Leonard, Ivan Krastev ; intervjueerinud Andres Kasekamp

    Index Scriptorium Estoniae

    Ilves, Toomas Hendrik, 1953-

    2008-01-01

    Pärnus diskuteerisid 10. oktoobril 2007 Euroopa tuleviku teemadel president Toomas Hendrik Ilves, Euroopa Välissuhete Nõukogu tegevjuht Mark Leonard ja Sofias paikneva Liberaalstrateegiate Keskuse juht Ivan Krastev. Vestluse moderaator oli Eesti Välispoliitika Instituudi direktor, Avatud Eesti Fondi nõukogu esimees Andres Kasekamp

  6. XII Avatud Ühiskonna Foorumi arutlusring "Euroopa hiilgus ja viletsus - Euroopa Liit 50. Kuidas edasi?" / Toomas Hendrik Ilves, Mark Leonard, Ivan Krastev ; intervjueerinud Andres Kasekamp

    Index Scriptorium Estoniae

    Ilves, Toomas Hendrik, 1953-

    2008-01-01

    Pärnus diskuteerisid 10. oktoobril 2007 Euroopa tuleviku teemadel president Toomas Hendrik Ilves, Euroopa Välissuhete Nõukogu tegevjuht Mark Leonard ja Sofias paikneva Liberaalstrateegiate Keskuse juht Ivan Krastev. Vestluse moderaator oli Eesti Välispoliitika Instituudi direktor, Avatud Eesti Fondi nõukogu esimees Andres Kasekamp

  7. Cobalt Blues The Story of Leonard Grimmett, the Man Behind the First Cobalt-60 Unit in the United States

    CERN Document Server

    Almond, Peter R

    2013-01-01

    For the latter half of the 20th century, cobalt-60 units were the mainstay of radiation treatments for cancer. Cobalt Blues describes the development of the first cobalt-60 unit in the United States and the man behind it, Leonard Grimmett. Conceptually conceived before World War II, it only became possible because of the development of nuclear reactors during the war. Although Grimmett conceived of and published his ideas first, the Canadians built the first units because of the capability of their reactor to produce more suitable cobalt-60 sources. This book tells the story of how Grimmett and others came together at the time that the U S Atomic Energy Agency was pushing the use of radioactivity in medicine. Due to his sudden death, very little information about Grimmett was known until recently, when various documents have come to light, allowing the full story to be told.

  8. Effect of Toxins Isolated from Exserohilum monoceras (Drechsler) Leonard and Suggs on Echinochloa crus-galli (L.) Beauv.

    Institute of Scientific and Technical Information of China (English)

    CHEN Yong; ZHENG Wei; WANG Li-ming; CUI Hai-lan; LI Guo-xi; LIU Xin-gui; HAN Cheng-chou; ZENG Ren-sen

    2009-01-01

    Exserohilum monoceras (Drechsler) Leonard and Suggs is a potential biocontrol agent for the control of Echinochloa species. This fungus causes leaf blight in Echinochloa species, but does not damage rice. Phytotoxicity of the fungal fermented broth was evaluated through the bioassay and the active ingredients were preliminarily isolated by using silica gel column chromatography (CC) in this study. The most active fraction 5-Ⅲ was obtained and analyzed by gas chromatography-mass spectrometry (GC-MS). The results show that 5-Ⅲ consisted of many compounds, in which 36 compounds accounted for 94.24% of total peak area. Di-n-butyl phthalate (DBP) displayed the highest activity accounted for 9.24% of the total peak area, suggesting that DBP may be one of the main active compounds produced by E. monoceras.

  9. Extended Ensemble Monte Carlo

    OpenAIRE

    Iba, Yukito

    2000-01-01

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

  10. Ground-penetrating radar investigation of St. Leonard's Crypt under the Wawel Cathedral (Cracow, Poland) - COST Action TU1208

    Science.gov (United States)

    Benedetto, Andrea; Pajewski, Lara; Dimitriadis, Klisthenis; Avlonitou, Pepi; Konstantakis, Yannis; Musiela, Małgorzata; Mitka, Bartosz; Lambot, Sébastien; Żakowska, Lidia

    2016-04-01

    The Wawel ensemble, including the Royal Castle, the Wawel Cathedral and other monuments, is perched on top of the Wawel hill immediately south of the Cracow Old Town, and is by far the most important collection of buildings in Poland. St. Leonard's Crypt is located under the Wawel Cathedral of St Stanislaus BM and St Wenceslaus M. It was built in the years 1090-1117 and was the western crypt of the pre-existing Romanesque Wawel Cathedral, so-called Hermanowska. Pope John Paul II said his first Mass on the altar of St. Leonard's Crypt on November 2, 1946, one day after his priestly ordination. The interior of the crypt is divided by eight columns into three naves with vaulted ceiling and ended with one apse. The tomb of Bishop Maurus, who died in 1118, is in the middle of the crypt under the floor; an inscription "+ MAVRVS EPC MCXVIII +" indicates the burial place and was made in 1938 after the completion of archaeological works which resulted in the discovery of this tomb. Moreover, the crypt hosts the tombs of six Polish kings and heroes: Michał Korybut Wiśniowiecki (King of the Polish-Lithuanian Commonwealth), Jan III Sobieski (King of the Polish-Lithuanian Commonwealth and Commander at the Battle of Vienna), Maria Kazimiera (Queen of the Polish-Lithuanian Commonwealth and consort to Jan III Sobieski), Józef Poniatowski (Prince of Poland and Marshal of France), Tadeusz Kościuszko (Polish general, revolutionary and a Brigadier General in the American Revolutionary War) and Władysław Sikorski (Prime Minister of the Polish Government in Exile and Commander-in-Chief of the Polish Armed Forces). The adjacent six crypts and corridors host the tombs of the other Polish kings, from Sigismund the Old to Augustus II the Strong, their families and several Polish heroes. In May 2015, the COST (European COoperation in Science and Technology) Action TU1208 "Civil engineering applications of Ground Penetrating Radar" organised and offered a Training School (TS) on the

  11. Morfologia de frutos, sementes, plântulas e plantas jovens de Guibourtia hymenifolia (Moric. J. Leonard (Fabaceae

    Directory of Open Access Journals (Sweden)

    Joanice Lube Battilani

    2011-10-01

    Full Text Available Guibourtia hymenifolia (Moric. J. Leonard (Fabaceae é uma espécie arbórea de potencial madeireiro com ocorrência natural nas florestas estacionais deciduais e semideciduais sob afloramentos calcários na Serra da Bodoquena, Mato Grosso do Sul, Brasil. Foram descritos e ilustrados os aspectos morfológicos dos frutos, sementes e desenvolvimento das plântulas e plantas jovens de G. hymenifolia. O fruto é do tipo legume, deiscente, unispermo. A semente possui forma elíptica, forte coloração alaranjada e presença de arilo esbranquiçado de origem funicular. Obtiveram-se 66% de germinação em câmara de germinação, sendo a morfologia inicial das plântulas fanerocotiledonar epígea, com cotilédones carnosos. As plântulas e plantas jovens apresentam mudança de filotaxia, sendo os eofilos opostos e unifoliolados e os metafilos, alternos, peciolados e bifoliolados. Eofilos e metafilos apresentam nervação pinada do tipo camptódromo broquidódromo. Esses resultados contribuem em estudos taxonômicos da espécie e permitem a identificação das plântulas em estudos de regeneração natural.

  12. A Leonard-Sanders-Budiansky-Koiter-Type Nonlinear Shell Theory with a Hierarchy of Transverse-Shearing Deformations

    Science.gov (United States)

    Nemeth, Michael P.

    2013-01-01

    A detailed exposition on a refined nonlinear shell theory suitable for nonlinear buckling analyses of laminated-composite shell structures is presented. This shell theory includes the classical nonlinear shell theory attributed to Leonard, Sanders, Koiter, and Budiansky as an explicit proper subset. This approach is used in order to leverage the exisiting experience base and to make the theory attractive to industry. In addition, the formalism of general tensors is avoided in order to expose the details needed to fully understand and use the theory. The shell theory is based on "small" strains and "moderate" rotations, and no shell-thinness approximations are used. As a result, the strain-displacement relations are exact within the presumptions of "small" strains and "moderate" rotations. The effects of transverse-shearing deformations are included in the theory by using analyst-defined functions to describe the through-the-thickness distributions of transverse-shearing strains. Constitutive equations for laminated-composite shells are derived without using any shell-thinness approximations, and simplified forms and special cases are presented.

  13. Monte Carlo fundamentals

    Energy Technology Data Exchange (ETDEWEB)

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

    1996-02-01

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

  14. Monte Carlo methods

    OpenAIRE

    Bardenet, R.

    2012-01-01

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

  15. 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

  16. Governor-General Leonard Wood’s neoliberal agenda of privatizing public assets stymied, 1921-1927

    Directory of Open Access Journals (Sweden)

    Vicente Angel S. Ybiernas

    2012-06-01

    Full Text Available After a serious fiscal and financial crisis erupted in 1920 to 1921 (in the wake of the termination of World War I, the new American Governor General to the Philippines, U.S. Army Major General Leonard Wood, promised in his inaugural address to privatize the country’s government-owned and controlled corporations such as the Philippine National Bank and the Manila Railroad Company, among others. Wood’s neoliberal agenda in the Philippines was opposed by Filipino politicians in the executive and legislative departments from the start. This key policy disagreement climaxed in the resignation en masse of Governor Wood’s Filipino cabinet and the members of the executive-legislative Council of State in 1923. The particulars of the Cabinet Crisis of 1923 —the so-called Conley Affair— however, obscured from plain sight the true gravity of the broader conflict (i.e., Filipino opposition to Wood’s agenda.Moreover, the general perception that Governor Wood’s asset privatization program was successfully blocked by the Cabinet Crisis of 1923 is inaccurate. In truth, Wood was stymied by adverse international and national market conditions from 1921 to 1923. A further delay occurred from 1924 to 1926 when Governor Wood endeavored to get the Council of State and the Filipino Legislature’s Board of Control (an oversight committee on board his neoliberal agenda; he failed to get the support of the Filipino leaders in this regard. When Wood finally decided in 1926 to take unilateral steps, he was tied up by litigation (locally and in the United States arising from his actions until his death from an unsuccessful brain surgery in 1927.

  17. MORSE Monte Carlo code

    Energy Technology Data Exchange (ETDEWEB)

    Cramer, S.N.

    1984-01-01

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

  18. Quantum Monte Carlo simulation

    OpenAIRE

    Wang, Yazhen

    2011-01-01

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

  19. Monte Carlo transition probabilities

    OpenAIRE

    Lucy, L. B.

    2001-01-01

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

  20. The Virtual Monte Carlo

    CERN Document Server

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

    2003-01-01

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

  1. Monte Carlo Option Princing

    Directory of Open Access Journals (Sweden)

    Cecilia Maya

    2004-12-01

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

  2. Monte Carlo and nonlinearities

    CERN Document Server

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

    2016-01-01

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

  3. Fundamentals of Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-06-16

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

  4. Monts Jura Jazz Festival

    CERN Multimedia

    2012-01-01

    The 5th edition of the "Monts Jura Jazz Festival" will take place at the Esplanade du Lac in Divonne-les-Bains, France on September 21 and 22. This festival organized by the CERN Jazz Club and supported by the CERN Staff Association is becoming a major musical event in the Geneva region. International Jazz artists like Didier Lockwood and David Reinhardt are part of this year outstanding program. Full program and e-tickets are available on the festival website. Don't miss this great festival!

  5. Monts Jura Jazz Festival

    CERN Multimedia

    Jazz Club

    2012-01-01

    The 5th edition of the "Monts Jura Jazz Festival" that will take place on September 21st and 22nd 2012 at the Esplanade du Lac in Divonne-les-Bains. This festival is organized by the "CERN Jazz Club" with the support of the "CERN Staff Association". This festival is a major musical event in the French/Swiss area and proposes a world class program with jazz artists such as D.Lockwood and D.Reinhardt. More information on http://www.jurajazz.com.

  6. LMC: Logarithmantic Monte Carlo

    Science.gov (United States)

    Mantz, Adam B.

    2017-06-01

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

  7. On the Alienation of Leonard Bast in Howards End:A humanistic perspective%从人本主义看《霍华德庄园》中的异化人物伦纳德·巴斯特

    Institute of Scientific and Technical Information of China (English)

    杭宏; 范祥涛

    2014-01-01

    This thesis tries to analyze the alienation of Leonard Bast in Howards End from the aspect of humanistic psychology .It focuses especially on the Maslow's hierarchy of needs theory to analyze the reason of Leonard ’ s alien-ation which shows Forster ’ s deep concern on human beings .%分析《霍华德庄园》中伦纳德·巴斯特的异化身份,从人本主义心理学角度,着重以马斯洛的需求层次理论来探析伦纳德异化的原因,从而体现作者福斯特深厚的人文情怀。

  8. Preliminary studies of acute and sub-chronic toxicity of the aqueous extract of Guibourtia tessmannii (Harms) J. Leonard stem barks (Caesalpiniaceae) in mice and rats

    Institute of Scientific and Technical Information of China (English)

    Noreen Orianna Koumba Madingou; Aristide Traore; Alain Souza; Raissa Reine Aworet Samseny; Sylvin Ouedraogo; Alfred Sababenedyo Traore

    2016-01-01

    Objective: To investigate the toxicity of aqueous extract of Guibourtia tessmannii (Harms) J. Leonard (G. tessmannii) and evaluate its safety. Methods: NMRI mice were used to determine the acute toxicity of G. tessmannii. Increasing concentrations of the plant extracts were administered intraperitoneally or by force-feeding. General behavior and death were monitored and recorded daily for 7 days. In order to determine the sub-acute toxicity of the extract, several doses were adminis-tered by oral gavage daily for 28 days in adult Wistar rats. Different parameters were assessed including body weight, food and water intake, biochemical parameters and several vital organ weights. Results: LD50 of 328.78 mg/kg was obtained by i.p. route and more than 5 000 mg/kg was obtained in acute toxicity by oral route. In sub-acute toxicity, no significant alteration was observed in body weight or vital organs, food and water intake, and biochemical parameters. Conclusions: The results showed that the aqueous extract of G. tessmannii has low toxicity intraperitoneally and no sub-acute toxicity via oral intake.

  9. Preliminary studies of acute and sub-chronic toxicity of the aqueous extract of Guibourtia tessmannii(Harms) J.Leonard stem barks (Caesalpiniaceae) in mice and rats

    Institute of Scientific and Technical Information of China (English)

    Noreen Orianna Koumba Madingou; Aristide Traore; Alain Souza; Marlaine Michelle Boukandou Mounanga; Raissa Reine Aworet Samseny; Sylvin Ouedraogo; Alfred Sababenedyo Traore

    2016-01-01

    Objective: To investigate the toxicity of aqueous extract of Guibourtia tessmannii(Harms) J. Leonard(G. tessmannii) and evaluate its safety.Methods: NMRI mice were used to determine the acute toxicity of G. tessmannii.Increasing concentrations of the plant extracts were administered intraperitoneally or by force-feeding. General behavior and death were monitored and recorded daily for 7 days.In order to determine the sub-acute toxicity of the extract, several doses were administered by oral gavage daily for 28 days in adult Wistar rats. Different parameters were assessed including body weight, food and water intake, biochemical parameters and several vital organ weights.Results: LD50 of 328.78 mg/kg was obtained by i.p. route and more than 5 000 mg/kg was obtained in acute toxicity by oral route. In sub-acute toxicity, no significant alteration was observed in body weight or vital organs, food and water intake, and biochemical parameters.Conclusions: The results showed that the aqueous extract of G. tessmannii has low toxicity intraperitoneally and no sub-acute toxicity via oral intake.

  10. Klofið land, klofið sjálf. Leonard Cohen og leitin að kanadískri bókmenntahefð

    OpenAIRE

    Valur Snær Gunnarsson 1976

    2012-01-01

    Ritgerðin fjallar um höfundarverk Leonard Cohen, jafnt skáldsögur, ljóðabækur og hljómplötur, í samhengi við þann klofning í kanadískum bókmenntum sem fræðimenn telja að hafi einkennt þær allt frá seinni heimsstyrjöld. Í fyrri hlutanum er sjónum beint að uppvexti Cohen í Montreal, þar sem enskum og frönskum áhrifum, gyðingdómi og kaþólsku ægir saman. Sérstaklega verður skoðað samband hans við tvo menn, föðurinn sem kynnti hann fyrir enskum bókmenntum og hefðum, og móðurafann sem lagði áhe...

  11. MCMini: Monte Carlo on GPGPU

    Energy Technology Data Exchange (ETDEWEB)

    Marcus, Ryan C. [Los Alamos National Laboratory

    2012-07-25

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

  12. Monte Carlo methods for electromagnetics

    CERN Document Server

    Sadiku, Matthew NO

    2009-01-01

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

  13. Metropolis Methods for Quantum Monte Carlo Simulations

    OpenAIRE

    Ceperley, D. M.

    2003-01-01

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

  14. 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

  15. Bioassays for TSH receptor autoantibodies, from FRTL-5 cells to TSH receptor–LH/CG receptor chimeras: the contribution of Leonard D. Kohn

    Directory of Open Access Journals (Sweden)

    Cesidio Giuliani

    2016-07-01

    Full Text Available Since the discovery 60 years ago of the long-acting thyroid stimulator by Adams and Purves, great progress has been made in the detection of thyroid-stimulating hormone (TSH receptor autoantibodies (TRAbs in Graves’ disease. Today, commercial assays are available that can detect TRAbs with high accuracy and provide diagnostic and prognostic evaluation of patients with Graves’ disease. The present review focuses on the development of TRAbs bioassays, and particularly on the role that Leonard D. Kohn had in this. Indeed, 30 years ago, the Kohn group developed a bioassay based on the use of FRTL-5 cells that was characterized by high reproducibility, feasibility, and diagnostic accuracy. Using this FRTL-5 bioassay, Kohn and his colleagues were the first to develop monoclonal antibodies against the TSH receptor. Furthermore, they demonstrated the multifaceted functional nature of TRAbs in patients with Graves’ disease, with the identification of stimulating and blocking TRAbs, and even antibodies that activated pathways other than cAMP. After the cloning of the TSH receptor, the Kohn laboratory constructed human TSH receptor–rat luteinizing hormone/ chorionic gonadotropin receptor chimeras. This paved the way to a new bioassay based on the use of nonthyroid cells transfected with the Mc4 chimera. The new Mc4 bioassay is characterized by high diagnostic and prognostic accuracy, greater than for other assays. The availability of a commercial kit based on the Mc4 chimera is spreading the use of this assay worldwide, indicating its benefits for these patients with Graves’ disease. This review also describes the main contributions made by others researchers in TSH receptor molecular biology and TRAbs assay, especially with the development of highly potent monoclonal antibodies. A comparison of the diagnostic accuracies of the main TRAbs assays, as both immunoassays and bioassays, is also provided.

  16. Bioassays for TSH Receptor Autoantibodies, from FRTL-5 Cells to TSH Receptor–LH/CG Receptor Chimeras: The Contribution of Leonard D. Kohn

    Science.gov (United States)

    Giuliani, Cesidio; Saji, Motoyasu; Bucci, Ines; Napolitano, Giorgio

    2016-01-01

    Since the discovery 60 years ago of the “long-acting thyroid stimulator” by Adams and Purves, great progress has been made in the detection of thyroid-stimulating hormone (TSH) receptor (TSHR) autoantibodies (TRAbs) in Graves’ disease. Today, commercial assays are available that can detect TRAbs with high accuracy and provide diagnostic and prognostic evaluation of patients with Graves’ disease. The present review focuses on the development of TRAbs bioassays, and particularly on the role that Leonard D. Kohn had in this. Indeed, 30 years ago, the Kohn group developed a bioassay based on the use of FRTL-5 cells that was characterized by high reproducibility, feasibility, and diagnostic accuracy. Using this FRTL-5 bioassay, Kohn and his colleagues were the first to develop monoclonal antibodies (moAbs) against the TSHR. Furthermore, they demonstrated the multifaceted functional nature of TRAbs in patients with Graves’ disease, with the identification of stimulating and blocking TRAbs, and even antibodies that activated pathways other than cAMP. After the cloning of the TSHR, the Kohn laboratory constructed human TSHR–rat luteinizing hormone/chorionic gonadotropin receptor chimeras. This paved the way to a new bioassay based on the use of non-thyroid cells transfected with the Mc4 chimera. The new Mc4 bioassay is characterized by high diagnostic and prognostic accuracy, greater than for other assays. The availability of a commercial kit based on the Mc4 chimera is spreading the use of this assay worldwide, indicating its benefits for these patients with Graves’ disease. This review also describes the main contributions made by other researchers in TSHR molecular biology and TRAbs assay, especially with the development of highly potent moAbs. A comparison of the diagnostic accuracies of the main TRAbs assays, as both immunoassays and bioassays, is also provided. PMID:27504107

  17. Bioassays for TSH Receptor Autoantibodies, from FRTL-5 Cells to TSH Receptor-LH/CG Receptor Chimeras: The Contribution of Leonard D. Kohn.

    Science.gov (United States)

    Giuliani, Cesidio; Saji, Motoyasu; Bucci, Ines; Napolitano, Giorgio

    2016-01-01

    Since the discovery 60 years ago of the "long-acting thyroid stimulator" by Adams and Purves, great progress has been made in the detection of thyroid-stimulating hormone (TSH) receptor (TSHR) autoantibodies (TRAbs) in Graves' disease. Today, commercial assays are available that can detect TRAbs with high accuracy and provide diagnostic and prognostic evaluation of patients with Graves' disease. The present review focuses on the development of TRAbs bioassays, and particularly on the role that Leonard D. Kohn had in this. Indeed, 30 years ago, the Kohn group developed a bioassay based on the use of FRTL-5 cells that was characterized by high reproducibility, feasibility, and diagnostic accuracy. Using this FRTL-5 bioassay, Kohn and his colleagues were the first to develop monoclonal antibodies (moAbs) against the TSHR. Furthermore, they demonstrated the multifaceted functional nature of TRAbs in patients with Graves' disease, with the identification of stimulating and blocking TRAbs, and even antibodies that activated pathways other than cAMP. After the cloning of the TSHR, the Kohn laboratory constructed human TSHR-rat luteinizing hormone/chorionic gonadotropin receptor chimeras. This paved the way to a new bioassay based on the use of non-thyroid cells transfected with the Mc4 chimera. The new Mc4 bioassay is characterized by high diagnostic and prognostic accuracy, greater than for other assays. The availability of a commercial kit based on the Mc4 chimera is spreading the use of this assay worldwide, indicating its benefits for these patients with Graves' disease. This review also describes the main contributions made by other researchers in TSHR molecular biology and TRAbs assay, especially with the development of highly potent moAbs. A comparison of the diagnostic accuracies of the main TRAbs assays, as both immunoassays and bioassays, is also provided.

  18. Monte Carlo integration on GPU

    OpenAIRE

    Kanzaki, J.

    2010-01-01

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

  19. 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.

  20. Equilibrium Statistics: Monte Carlo Methods

    Science.gov (United States)

    Kröger, Martin

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

  1. Monte Carlo Hamiltonian: Linear Potentials

    Institute of Scientific and Technical Information of China (English)

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

    2002-01-01

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

  2. Proton Upset Monte Carlo Simulation

    Science.gov (United States)

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

    2009-01-01

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

  3. Monte Carlo Particle Lists: MCPL

    CERN Document Server

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

    2016-01-01

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

  4. Applications of Monte Carlo Methods in Calculus.

    Science.gov (United States)

    Gordon, Sheldon P.; Gordon, Florence S.

    1990-01-01

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

  5. (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.

  6. Density matrix quantum Monte Carlo

    CERN Document Server

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

    2013-01-01

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

  7. Efficient kinetic Monte Carlo simulation

    Science.gov (United States)

    Schulze, Tim P.

    2008-02-01

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

  8. 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).

  9. Monte Carlo approach to turbulence

    Energy Technology Data Exchange (ETDEWEB)

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

    2009-11-15

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

  10. Monte Carlo techniques in radiation therapy

    CERN Document Server

    Verhaegen, Frank

    2013-01-01

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

  11. Approaching Chemical Accuracy with Quantum Monte Carlo

    OpenAIRE

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

    2012-01-01

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

  12. 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

  13. Monte Carlo Treatment Planning for Advanced Radiotherapy

    DEFF Research Database (Denmark)

    Cronholm, Rickard

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

  14. 1-D EQUILIBRIUM DISCRETE DIFFUSION MONTE CARLO

    Energy Technology Data Exchange (ETDEWEB)

    T. EVANS; ET AL

    2000-08-01

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

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

    OpenAIRE

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

    2006-01-01

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

  16. Langevin Monte Carlo filtering for target tracking

    NARCIS (Netherlands)

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

    2015-01-01

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

  17. An introduction to Monte Carlo methods

    NARCIS (Netherlands)

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

    2015-01-01

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

  18. An introduction to Monte Carlo methods

    NARCIS (Netherlands)

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

    2015-01-01

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

  19. Challenges of Monte Carlo Transport

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-06-10

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

  20. The MC21 Monte Carlo Transport Code

    Energy Technology Data Exchange (ETDEWEB)

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

    2007-01-09

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

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

    OpenAIRE

    NeuroData; Paninski, L

    2015-01-01

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

  2. 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.

  3. 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.

  4. Lattice gauge theories and Monte Carlo simulations

    CERN Document Server

    Rebbi, Claudio

    1983-01-01

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

  5. Quantum Monte Carlo for minimum energy structures

    CERN Document Server

    Wagner, Lucas K

    2010-01-01

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

  6. Fast quantum Monte Carlo on a GPU

    CERN Document Server

    Lutsyshyn, Y

    2013-01-01

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

  7. Skuil daar ’n verhaal in ’n liriese gedig? Nederlandstalige digters oor narratiwiteit in die poësie: Robert Anker, Tomas Lieske, Leonard Nolens, Willem van Toorn en Eva Gerlach

    Directory of Open Access Journals (Sweden)

    H.J.G. Du Plooy

    2010-07-01

    Full Text Available Is there a narrative hidden in a lyric poem? Dutch poets on narrativity in poetry: Robert Anker, Tomas Lieske, Leonard Nolens, Willem van Toorn en Eva Gerlach This article is concerned with the views expressed by poets on narrativity in lyric poems. Contemporary poetic ideas and tendencies, such as the preference for longer poems, the use of sequences (sequential poetry and cycles, are used as a point of departure and thus the argument is linked to historical issues. A motivation for the theoretical approach is provided because the article forms part of a larger project in which narrative structures and techniques in lyrical poetry are studied. The main part of the article is devoted to a discussion of the ideas of five poets, who write in Dutch, on the role and function of narrativity in their recent work. The discussion is based on extended interviews conducted with these poets. The article is concluded with an analysis and interpretation of a short cycle of poems by Eva Gerlach.

  8. 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.

  9. Aasta film - joonisfilm "Mont Blanc" / Verni Leivak

    Index Scriptorium Estoniae

    Leivak, Verni, 1966-

    2002-01-01

    Eesti Filmiajakirjanike Ühing andis aasta 2001 parima filmi tiitli Priit Tenderi joonisfilmile "Mont Blanc" : Eesti Joonisfilm 2001.Ka filmikriitikute eelistused kinodes ja televisioonis 2001. aastal näidatud filmide osas

  10. Simulation and the Monte Carlo method

    CERN Document Server

    Rubinstein, Reuven Y

    2016-01-01

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

  11. Avariide kiuste Monte Carlosse / Aare Arula

    Index Scriptorium Estoniae

    Arula, Aare

    2007-01-01

    Vt. ka Tehnika dlja Vsehh nr. 3, lk. 26-27. 26. jaanuaril 1937 Tallinnast Monte Carlo tähesõidule startinud Karl Siitanit ja tema meeskonda ootasid ees seiklused, mis oleksid neile peaaegu elu maksnud

  12. Avariide kiuste Monte Carlosse / Aare Arula

    Index Scriptorium Estoniae

    Arula, Aare

    2007-01-01

    Vt. ka Tehnika dlja Vsehh nr. 3, lk. 26-27. 26. jaanuaril 1937 Tallinnast Monte Carlo tähesõidule startinud Karl Siitanit ja tema meeskonda ootasid ees seiklused, mis oleksid neile peaaegu elu maksnud

  13. Monte Carlo simulations for plasma physics

    Energy Technology Data Exchange (ETDEWEB)

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

    2000-07-01

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

  14. Predator trapping on Monte Vista NWR

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This letter is summarizing the status of predator trapping on Monte Vista National Wildlife refuge in light of the referendum passes in the State of Colorado banning...

  15. Quantum Monte Carlo Calculations of Light Nuclei

    CERN Document Server

    Pieper, Steven C

    2007-01-01

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

  16. Improved Monte Carlo Renormalization Group Method

    Science.gov (United States)

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

    1985-01-01

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

  17. Monte Carlo methods for particle transport

    CERN Document Server

    Haghighat, Alireza

    2015-01-01

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

  18. Monte Vista NWR Water Use Report- 1964

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This report summarizes water use at Monte Vista NWR for 1964. The document includes summaries of 1964 water use, 1965 water program recommendations, and proposed...

  19. Smart detectors for Monte Carlo radiative transfer

    CERN Document Server

    Baes, Maarten

    2008-01-01

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

  20. 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 ...

  1. Pheasant hunting on the Monte Vista NWR

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This letter to the Alamosa/Monte Vista NWR Refuge Manager discusses the need to alter management of pheasants in the area to halt the continued decline in population...

  2. Aasta film - joonisfilm "Mont Blanc" / Verni Leivak

    Index Scriptorium Estoniae

    Leivak, Verni, 1966-

    2002-01-01

    Eesti Filmiajakirjanike Ühing andis aasta 2001 parima filmi tiitli Priit Tenderi joonisfilmile "Mont Blanc" : Eesti Joonisfilm 2001.Ka filmikriitikute eelistused kinodes ja televisioonis 2001. aastal näidatud filmide osas

  3. LCG Monte-Carlo Data Base

    CERN Document Server

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

    2004-01-01

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

  4. Monte Carlo Algorithms for Linear Problems

    OpenAIRE

    DIMOV, Ivan

    2000-01-01

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

  5. The Feynman Path Goes Monte Carlo

    OpenAIRE

    Sauer, Tilman

    2001-01-01

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

  6. Monte Carlo Hamiltonian:Inverse Potential

    Institute of Scientific and Technical Information of China (English)

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

    2004-01-01

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

  7. Self-consistent kinetic lattice Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

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

    1999-07-01

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

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

    CERN Document Server

    Kleiss, R H

    2006-01-01

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

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

    Institute of Scientific and Technical Information of China (English)

    罗季

    2008-01-01

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

  10. Approaching Chemical Accuracy with Quantum Monte Carlo

    CERN Document Server

    Petruzielo, F R; Umrigar, C J

    2012-01-01

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

  11. 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.

  12. SMCTC: Sequential Monte Carlo in C++

    Directory of Open Access Journals (Sweden)

    Adam M. Johansen

    2009-04-01

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

  13. 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.

  14. Quantum Monte Carlo with variable spins.

    Science.gov (United States)

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

    2016-06-28

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

  15. A brief introduction to Monte Carlo simulation.

    Science.gov (United States)

    Bonate, P L

    2001-01-01

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

  16. Quantum Monte Carlo with Variable Spins

    CERN Document Server

    Melton, Cody A; Mitas, Lubos

    2016-01-01

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

  17. CosmoPMC: Cosmology Population Monte Carlo

    CERN Document Server

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

    2011-01-01

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

  18. Quantum speedup of Monte Carlo methods.

    Science.gov (United States)

    Montanaro, Ashley

    2015-09-08

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

  19. Adiabatic optimization versus diffusion Monte Carlo methods

    Science.gov (United States)

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

    2016-10-01

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

  20. Self-learning Monte Carlo method

    Science.gov (United States)

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

    2017-01-01

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

  1. 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...

  2. Parallel Markov chain Monte Carlo simulations.

    Science.gov (United States)

    Ren, Ruichao; Orkoulas, G

    2007-06-07

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

  3. Monte Carlo Hamiltonian:Linear Potentials

    Institute of Scientific and Technical Information of China (English)

    LUOXiang-Qian; HelmutKROEGER; 等

    2002-01-01

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

  4. Monte Carlo dose distributions for radiosurgery

    Energy Technology Data Exchange (ETDEWEB)

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

    2001-07-01

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

  5. Monte carlo simulations of organic photovoltaics.

    Science.gov (United States)

    Groves, Chris; Greenham, Neil C

    2014-01-01

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

  6. Monte Carlo simulation of neutron scattering instruments

    Energy Technology Data Exchange (ETDEWEB)

    Seeger, P.A.

    1995-12-31

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

  7. The Rational Hybrid Monte Carlo Algorithm

    CERN Document Server

    Clark, M A

    2006-01-01

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

  8. The Rational Hybrid Monte Carlo algorithm

    Science.gov (United States)

    Clark, Michael

    2006-12-01

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

  9. Fast sequential Monte Carlo methods for counting and optimization

    CERN Document Server

    Rubinstein, Reuven Y; Vaisman, Radislav

    2013-01-01

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

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

    CERN Document Server

    Lester, William A; Reynolds, PJ

    1994-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

    Granero Cabanero, D.

    2015-07-01

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

  12. 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.

  13. A comparison of Monte Carlo generators

    CERN Document Server

    Golan, Tomasz

    2014-01-01

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

  14. Monte Carlo Tools for Jet Quenching

    OpenAIRE

    Zapp, Korinna

    2011-01-01

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

  15. An Introduction to Monte Carlo Methods

    Science.gov (United States)

    Raeside, D. E.

    1974-01-01

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

  16. Variance Reduction Techniques in Monte Carlo Methods

    NARCIS (Netherlands)

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

    2010-01-01

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

  17. Scalable Domain Decomposed Monte Carlo Particle Transport

    Energy Technology Data Exchange (ETDEWEB)

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

    2013-12-05

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

  18. Monte Carlo methods beyond detailed balance

    NARCIS (Netherlands)

    Schram, Raoul D.; Barkema, Gerard T.

    2015-01-01

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

  19. Variance Reduction Techniques in Monte Carlo Methods

    NARCIS (Netherlands)

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

    2010-01-01

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

  20. An analysis of Monte Carlo tree search

    CSIR Research Space (South Africa)

    James, S

    2017-02-01

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

  1. Monte Carlo Simulation of Counting Experiments.

    Science.gov (United States)

    Ogden, Philip M.

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

  2. Monte Carlo radiation transport in external beam radiotherapy

    OpenAIRE

    Çeçen, Yiğit

    2013-01-01

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

  3. Nodulação e fixação biológica de nitrogênio de Adesmia latifolia e Lotus corniculatus em vasos de Leonard

    Directory of Open Access Journals (Sweden)

    Scheffer-Basso Simone Meredith

    2001-01-01

    Full Text Available Adesmia latifolia, que é uma leguminosa forrageira nativa do Sul do Brasil, destaca-se pelo seu hábito de crescimento estolonífero e por produzir forragem durante a estação fria. O Lotus corniculatus (cornichão é uma forrageira comercialmente utilizada na formação de pastagens hibernais em regiões subtropicais e temperadas. Para ambas as espécies, no entanto, são limitados os trabalhos científicos relacionados ao padrão de nodulação e à fixação biológica de nitrogênio (FBN. Este trabalho foi desenvolvido com o objetivo de analisar tais processos nessas espécies, bem como comparar o seu desenvolvimento morfológico sob diferentes fontes de N: N-mineral (nitrato de amônio 5%, N-simbiótico (inoculação e na ausência dessas fontes (testemunha. O ensaio foi conduzido em casa de vegetação, utilizando-se vasos de Leonard com solução nutritiva; o substrato constou de uma mistura de areia + vermiculita + carvão. O delineamento foi completamente casualizado, com quatro repetições. Ao final de 65 dias, as plantas foram colhidas e avaliadas quanto ao comprimento e volume de raízes, número e peso de nódulos, acúmulo de MS e FBN. A. latifolia destacou-se pelo maior número de nódulos (126/vaso e peso total de nódulos (82,22 mg MS/vaso em relação ao cornichão, com 82 nódulos/vaso e 20,25 mg MS/vaso. A FBN foi mais efetiva em A. latifolia, cujas plantas inoculadas produziram, em média, 37% de MS em relação às plantas supridas com N-mineral; no cornichão esse percentual foi de apenas 15%. A quantidade de N fixado simbioticamente foi de 43,12 mg/vaso em Adesmia e de 9,92 mg N/vaso em cornichão.

  4. Hydrologic Analysis of Fort Leonard Wood, Missouri

    Science.gov (United States)

    2015-08-01

    energy, waste , and water at the same time through development of the Net Zero Installations (NZI) tool. It also supports the Army’s Net Zero Water...7 1.2 Modeling for Net Zero Energy, Water, and Waste ........................................................ 9 1.2.1 Integrated Installation Energy...package (NZEW2) was initiated by the ERDC to support attainment of net- zero energy, water and waste . NZEW2 builds on the Net Zero Energy work

  5. Leonard Wood, Operational Artist or Scheming Careerist?

    Science.gov (United States)

    2012-12-06

    of the American Historical Collection 23 (1995), 47. 137 Jeffrey A. Milligan, "Democratization Or Neocolonialism ? The Education of Muslims Under US...Printing, 1907), quoted in Milligan, "Democratization Or Neocolonialism ?,” 456. 37 required a direct effort to change the culture of the...

  6. 1414-IJBCS-Article-Afouda Leonard

    African Journals Online (AJOL)

    hp

    In order to promote biological control as a component of an integrated ... Growth inhibition was generally good on tryptic soy agar on which two ... Log10 CFU/g fresh weight on the hypocotyls of cowpea plants over three weeks .... a mixture of compost (steamed at 95 o C for 2 ..... rhizobacteria must establish and maintain a.

  7. Hybrid Monte Carlo with Chaotic Mixing

    CERN Document Server

    Kadakia, Nirag

    2016-01-01

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

  8. Monte Carlo study of real time dynamics

    CERN Document Server

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

    2016-01-01

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

  9. 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.

  10. Monte Carlo Simulation for Particle Detectors

    CERN Document Server

    Pia, Maria Grazia

    2012-01-01

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

  11. An enhanced Monte Carlo outlier detection method.

    Science.gov (United States)

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

    2015-09-30

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

  12. Composite biasing in Monte Carlo radiative transfer

    CERN Document Server

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

    2016-01-01

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

  13. Multilevel Monte Carlo Approaches for Numerical Homogenization

    KAUST Repository

    Efendiev, Yalchin R.

    2015-10-01

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

  14. Monte Carlo simulations on SIMD computer architectures

    Energy Technology Data Exchange (ETDEWEB)

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

    1992-03-01

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

  15. Inhomogeneous Monte Carlo simulations of dermoscopic spectroscopy

    Science.gov (United States)

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

    2012-03-01

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

  16. Handbook of Markov chain Monte Carlo

    CERN Document Server

    Brooks, Steve

    2011-01-01

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

  17. Accelerated Monte Carlo by Embedded Cluster Dynamics

    Science.gov (United States)

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

    1991-07-01

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

  18. An introduction to Monte Carlo methods

    Science.gov (United States)

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

    2015-01-01

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

  19. 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.

  20. Belo Monte hydropower project: actual studies; AHE Belo Monte: os estudos atuais

    Energy Technology Data Exchange (ETDEWEB)

    Figueira Netto, Carlos Alberto de Moya [CNEC Engenharia S.A., Sao Paulo, SP (Brazil); Rezende, Paulo Fernando Vieira Souto [Centrais Eletricas Brasileiras S.A. (ELETROBRAS), Rio de Janeiro, RJ (Brazil)

    2008-07-01

    This article presents the evolution of the studies of Belo Monte Hydro Power Project (HPP) since the initial inventory studies of the Xingu River in 1979 until the current studies for conclusion of the Technical, Economic and Environmental Feasibility Studies the Belo Monte Hydro Power Project, as authorized by Brazilian National Congress. The current studies characterize the Belo Monte HPP with an installed capacity of 11,181.3 MW (20 units of 550 MW in the main power house and 7 units of 25.9 MW in the additional power house), connected to the Brazilian Interconnected Power Grid, allowing to generate 4,796 mean MW of firm energy, without depending on any flow rate regularization of the upstream Xingu river flooding only 441 k m2, of which approximately 200 k m2, correspond to the normal annual wet season flooding of the Xingu River. (author)

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

    Science.gov (United States)

    Díez, A; Largo, J; Solana, J R

    2006-08-21

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

  2. Status of Monte-Carlo Event Generators

    Energy Technology Data Exchange (ETDEWEB)

    Hoeche, Stefan; /SLAC

    2011-08-11

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

  3. Quantum Monte Carlo for vibrating molecules

    Energy Technology Data Exchange (ETDEWEB)

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

    1996-08-01

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

  4. Venus - Maxwell Montes and Cleopatra Crater

    Science.gov (United States)

    1991-01-01

    This Magellan full-resolution image shows Maxwell Montes, and is centered at 65 degrees north latitude and 6 degrees east longitude. Maxwell is the highest mountain on Venus, rising almost 11 kilometers (6.8 miles) above mean planetary radius. The western slopes (on the left) are very steep, whereas the eastern slopes descend gradually into Fortuna Tessera. The broad ridges and valleys making up Maxwell and Fortuna suggest that the topography resulted from compression. Most of Maxwell Montes has a very bright radar return; such bright returns are common on Venus at high altitudes. This phenomenon is thought to result from the presence of a radar reflective mineral such as pyrite. Interestingly, the highest area on Maxwell is less bright than the surrounding slopes, suggesting that the phenomenon is limited to a particular elevation range. The pressure, temperature, and chemistry of the atmosphere vary with altitude; the material responsible for the bright return probably is only stable in a particular range of atmospheric conditions and therefore a particular elevation range. The prominent circular feature in eastern Maxwell is Cleopatra. Cleopatra is a double-ring impact basin about 100 kilometers (62 miles) in diameter and 2.5 kilometers (1.5 miles) deep. A steep-walled, winding channel a few kilometers wide breaks through the rough terrain surrounding the crater rim. A large amount of lava originating in Cleopatra flowed through this channel and filled valleys in Fortuna Tessera. Cleopatra is superimposed on the structures of Maxwell Montes and appears to be undeformed, indicating that Cleopatra is relatively young.

  5. A Monte Carlo algorithm for degenerate plasmas

    Energy Technology Data Exchange (ETDEWEB)

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

    2013-09-15

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

  6. A note on simultaneous Monte Carlo tests

    DEFF Research Database (Denmark)

    Hahn, Ute

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

  7. Archimedes, the Free Monte Carlo simulator

    CERN Document Server

    Sellier, Jean Michel D

    2012-01-01

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

  8. Cluster hybrid Monte Carlo simulation algorithms

    Science.gov (United States)

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

    2002-06-01

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

  9. Introduction to Cluster Monte Carlo Algorithms

    Science.gov (United States)

    Luijten, E.

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

  10. Monte Carlo simulation for the transport beamline

    Energy Technology Data Exchange (ETDEWEB)

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

    2013-07-26

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

  11. Mosaic crystal algorithm for Monte Carlo simulations

    CERN Document Server

    Seeger, P A

    2002-01-01

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

  12. Diffusion quantum Monte Carlo for molecules

    Energy Technology Data Exchange (ETDEWEB)

    Lester, W.A. Jr.

    1986-07-01

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

  13. Exascale Monte Carlo R&D

    Energy Technology Data Exchange (ETDEWEB)

    Marcus, Ryan C. [Los Alamos National Laboratory

    2012-07-24

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

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

    Energy Technology Data Exchange (ETDEWEB)

    Soran, P.D.

    1988-06-28

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

  15. Monte Carlo Simulations: Number of Iterations and Accuracy

    Science.gov (United States)

    2015-07-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2010-11-17

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

  17. Alternative Monte Carlo Approach for General Global Illumination

    Institute of Scientific and Technical Information of China (English)

    徐庆; 李朋; 徐源; 孙济洲

    2004-01-01

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

  18. Validation of Compton Scattering Monte Carlo Simulation Models

    CERN Document Server

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

    2014-01-01

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

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

    DEFF Research Database (Denmark)

    Mrkvička, Tomáš; Myllymäki, Mari; Hahn, Ute

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

  20. THE MCNPX MONTE CARLO RADIATION TRANSPORT CODE

    Energy Technology Data Exchange (ETDEWEB)

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

    2007-01-10

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

  1. 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.

  2. Chemical application of diffusion quantum Monte Carlo

    Science.gov (United States)

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

    1983-10-01

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

  3. 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).

  4. Discrete range clustering using Monte Carlo methods

    Science.gov (United States)

    Chatterji, G. B.; Sridhar, B.

    1993-01-01

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

  5. Quantum Monte Carlo Calculations of Neutron Matter

    CERN Document Server

    Carlson, J; Ravenhall, D G

    2003-01-01

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

  6. Information Geometry and Sequential Monte Carlo

    CERN Document Server

    Sim, Aaron; Stumpf, Michael P H

    2012-01-01

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

  7. Quantum Monte Carlo Endstation for Petascale Computing

    Energy Technology Data Exchange (ETDEWEB)

    Lubos Mitas

    2011-01-26

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

  8. Monte Carlo模拟薄膜生长的研究%Study of Thin Film Growth by Monte Carlo Stimulation

    Institute of Scientific and Technical Information of China (English)

    彭冬生; 冯玉春; 牛憨笨

    2006-01-01

    阐述了Monte Carlo方法在薄膜生长中的应用和最新进展;简要论述了Monte Carlo算法的类型及各自的特点;结合MonteCarlo方法的特点,提出了模拟薄膜生长的模型以及处理方法.同时,归纳出MonteCarlo模拟薄膜生长需要解决的主要问题.

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

    Science.gov (United States)

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

    2007-12-01

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

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

    NARCIS (Netherlands)

    DERAEDT, H

    1992-01-01

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

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

    CERN Document Server

    Wagner, Lucas K; Mitas, Lubos

    2007-01-01

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

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

    NARCIS (Netherlands)

    Raedt, H. De

    1992-01-01

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

  13. Reporting Monte Carlo Studies in Structural Equation Modeling

    NARCIS (Netherlands)

    Boomsma, Anne

    2013-01-01

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

  14. Practical schemes for accurate forces in quantum Monte Carlo

    NARCIS (Netherlands)

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

    2014-01-01

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

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

    NARCIS (Netherlands)

    Waarts, P.H.

    2003-01-01

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

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

    Science.gov (United States)

    Sobol', I. M.

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

  17. Forest canopy BRDF simulation using Monte Carlo method

    NARCIS (Netherlands)

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

    2006-01-01

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

  18. Sensitivity of Monte Carlo simulations to input distributions

    Energy Technology Data Exchange (ETDEWEB)

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

    2001-07-01

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

  19. Quantum Monte Carlo using a Stochastic Poisson Solver

    Energy Technology Data Exchange (ETDEWEB)

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

    2005-05-06

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

  20. Further experience in Bayesian analysis using Monte Carlo Integration

    NARCIS (Netherlands)

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

    1980-01-01

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

  1. 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.

  2. Forest canopy BRDF simulation using Monte Carlo method

    NARCIS (Netherlands)

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

    2006-01-01

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

  3. Practical schemes for accurate forces in quantum Monte Carlo

    NARCIS (Netherlands)

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

    2014-01-01

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

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

    CERN Document Server

    Caciulescu, Alexandru Razvan

    2016-01-01

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

  5. Morse Monte Carlo Radiation Transport Code System

    Energy Technology Data Exchange (ETDEWEB)

    Emmett, M.B.

    1975-02-01

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

  6. Variational Monte Carlo study of pentaquark states

    Energy Technology Data Exchange (ETDEWEB)

    Mark W. Paris

    2005-07-01

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

  7. Monte Carlo simulation of neutron scattering instruments

    Energy Technology Data Exchange (ETDEWEB)

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

    1998-12-01

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

  8. Atomistic Monte Carlo simulation of lipid membranes

    DEFF Research Database (Denmark)

    Wüstner, Daniel; Sklenar, Heinz

    2014-01-01

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

  9. Experimental Monte Carlo Quantum Process Certification

    CERN Document Server

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

    2012-01-01

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

  10. Gas discharges modeling by Monte Carlo technique

    Directory of Open Access Journals (Sweden)

    Savić Marija

    2010-01-01

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

  11. On nonlinear Markov chain Monte Carlo

    CERN Document Server

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

    2011-01-01

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

  12. Monte Carlo exploration of warped Higgsless models

    Energy Technology Data Exchange (ETDEWEB)

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

    2004-10-01

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

  13. Monte Carlo Exploration of Warped Higgsless Models

    CERN Document Server

    Hewett, J L; Rizzo, T G

    2004-01-01

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

  14. Monte Carlo Implementation of Polarized Hadronization

    CERN Document Server

    Matevosyan, Hrayr H; Thomas, Anthony W

    2016-01-01

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

  15. Commensurabilities between ETNOs: a Monte Carlo survey

    CERN Document Server

    Marcos, C de la Fuente

    2016-01-01

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

  16. Variable length trajectory compressible hybrid Monte Carlo

    CERN Document Server

    Nishimura, Akihiko

    2016-01-01

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

  17. Lunar Regolith Albedos Using Monte Carlos

    Science.gov (United States)

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

    2003-01-01

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

  18. Nuclear reactions in Monte Carlo codes.

    Science.gov (United States)

    Ferrari, A; Sala, P R

    2002-01-01

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

  19. Helminthiases in Montes Claros. Preliminary survey

    Directory of Open Access Journals (Sweden)

    Rina Girard Kaminsky

    1976-04-01

    Full Text Available A preliminary survey was conducted for the presence of helminths in the city of Montes Claros, M. G., Brazil. Three groups of persons were examined by the direct smear, Kato thick film and MIFC techniques; one group by direct smear and Kato only. General findings were: a high prevalence of hookworm, followed by ascariasis, S. mansoni, S. stercoralis and very light infections with T. trichiurá. E. vermicularis and H. nana were ranking parasites at an orphanage, with some hookworm and S. mansoni infections as well. At a pig slaughter house, the dominant parasites were hookworm and S. mansoni. Pig cysticercosis was an incidental finding worth mentioning for the health hazard it represents for humans as well as an economic loss. From the comparative results between the Kato and the MIF the former proved itself again as a more sensitive and reliable concentration method for helminth eggs, of low cost and easy performance.

  20. Atomistic Monte Carlo simulation of lipid membranes

    DEFF Research Database (Denmark)

    Wüstner, Daniel; Sklenar, Heinz

    2014-01-01

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

  1. Geometric Monte Carlo and Black Janus Geometries

    CERN Document Server

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

    2016-01-01

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

  2. Modeling neutron guides using Monte Carlo simulations

    CERN Document Server

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

    2002-01-01

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

  3. Accurate barrier heights using diffusion Monte Carlo

    CERN Document Server

    Krongchon, Kittithat; Wagner, Lucas K

    2016-01-01

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

  4. Accelerated GPU based SPECT Monte Carlo simulations

    Science.gov (United States)

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

    2016-06-01

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

  5. Monte Carlo modelling of TRIGA research reactor

    Science.gov (United States)

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

    2010-10-01

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

  6. Accelerated GPU based SPECT Monte Carlo simulations.

    Science.gov (United States)

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

    2016-06-07

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

  7. Monte Carlo scatter correction for SPECT

    Science.gov (United States)

    Liu, Zemei

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

  8. Kontrola tačnosti rezultata u simulacijama Monte Karlo / Accuracy control in Monte Carlo simulations

    Directory of Open Access Journals (Sweden)

    Nebojša V. Nikolić

    2010-04-01

    Full Text Available U radu je demonstrirana primena metode automatizovanog ponavljanja nezavisnih simulacionih eksperimenata sa prikupljanjem statistike slučajnih procesa, u dostizanju i kontroli tačnosti simulacionih rezultata u simulaciji sistema masovnog opsluživanja Monte Karlo. Metoda se zasniva na primeni osnovnih stavova i teorema matematičke statistike i teorije verovatnoće. Tačnost simulacionih rezultata dovedena je u direktnu vezu sa brojem ponavljanja simulacionih eksperimenata. / The paper presents an application of the Automated Independent Replication with Gathering Statistics of the Stochastic Processes Method in achieving and controlling the accuracy of simulation results in the Monte Carlo queuing simulations. The method is based on the application of the basic theorems of the theory of probability and mathematical statistics. The accuracy of the simulation results is linked with a number of independent replications of simulation experiments.

  9. Fission Matrix Capability for MCNP Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

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

    2012-09-05

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

  10. Vectorized Monte Carlo methods for reactor lattice analysis

    Science.gov (United States)

    Brown, F. B.

    1984-01-01

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

  11. Quantum Monte Carlo methods algorithms for lattice models

    CERN Document Server

    Gubernatis, James; Werner, Philipp

    2016-01-01

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

  12. Monte-Carlo Simulation of Ising Model%Ising 模型的Monte-Carlo模拟

    Institute of Scientific and Technical Information of China (English)

    吴国军; 胡经国

    2000-01-01

    在平面四角点阵上,以Ising模型为框架,在IBM-PC机上用Mont e-Carlo方法模拟了螺旋边界、半自由边界及自由边界条件下铁磁系统的相图,并与周期性边界条件下的结果作了比较.

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

    CERN Document Server

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

    2001-01-01

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

  14. 欧式期权定价的Monte-Carlo方法%Monte-Carlo methods for Pricing European-style options

    Institute of Scientific and Technical Information of China (English)

    张丽虹

    2015-01-01

    We discuss Monte-Carlo methods for pricing European options.Based on the famous Black-Scholes model,we first discuss the Monte-Carlo simulation method to pricing standard European options according to Risk neutral theory.Methods to improve the Monte-Carlo simulation performance including introducing control variates and antithetic variates are also discussed.Finally we apply the proposed Monte-Carlo methods to price the European binary options,European lookback options and European Asian options.%讨论各种欧式期权价格的Monte-Carlo方法。根据Black-Scholes期权定价模型以及风险中性理论,首先详细地讨论如何利用Monte-Carlo方法来计算标准欧式期权价格;然后讨论如何引入控制变量以及对称变量来提高Monte-Carlo方法的精确性;最后用Monte-Carlo方法来计算标准欧式期权、欧式—两值期权、欧式—回望期权以及欧式—亚式期权的价格,并讨论相关方法的优缺点。

  15. Mark Leonard : Venemaal on kinnisidee kontrollida ümbruskonda / Mark Leonard ; interv. Liisa Past

    Index Scriptorium Estoniae

    Leonard, Mark

    2007-01-01

    Euroopa välissuhete nõukogu juht vastab küsimustele, kas praeguse Euroopa konfliktid ja vastuolud ei õõnesta tema võimalust olla maailmas oluline jõud, kas Venemaast saab kunagi EL-i liige ja mille poolest ta Euroopast erineb, kas Hiina hakkab ka poliitikas silma paistmiseks jõudu koguma, milline on Hiina ja Venemaa tegelik eesmärk, miks on Hiina inimõiguste küsimus Euroopa aruteludest kadunud

  16. Mark Leonard : Venemaal on kinnisidee kontrollida ümbruskonda / Mark Leonard ; interv. Liisa Past

    Index Scriptorium Estoniae

    Leonard, Mark

    2007-01-01

    Euroopa välissuhete nõukogu juht vastab küsimustele, kas praeguse Euroopa konfliktid ja vastuolud ei õõnesta tema võimalust olla maailmas oluline jõud, kas Venemaast saab kunagi EL-i liige ja mille poolest ta Euroopast erineb, kas Hiina hakkab ka poliitikas silma paistmiseks jõudu koguma, milline on Hiina ja Venemaa tegelik eesmärk, miks on Hiina inimõiguste küsimus Euroopa aruteludest kadunud

  17. Iterative acceleration methods for Monte Carlo and deterministic criticality calculations

    Energy Technology Data Exchange (ETDEWEB)

    Urbatsch, T.J.

    1995-11-01

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

  18. Helminthiases in Montes Claros. Preliminary survey

    Directory of Open Access Journals (Sweden)

    Rina Girard Kaminsky

    1976-04-01

    Full Text Available A preliminary survey was conducted for the presence of helminths in the city of Montes Claros, M. G., Brazil. Three groups of persons were examined by the direct smear, Kato thick film and MIFC techniques; one group by direct smear and Kato only. General findings were: a high prevalence of hookworm, followed by ascariasis, S. mansoni, S. stercoralis and very light infections with T. trichiurá. E. vermicularis and H. nana were ranking parasites at an orphanage, with some hookworm and S. mansoni infections as well. At a pig slaughter house, the dominant parasites were hookworm and S. mansoni. Pig cysticercosis was an incidental finding worth mentioning for the health hazard it represents for humans as well as an economic loss. From the comparative results between the Kato and the MIF the former proved itself again as a more sensitive and reliable concentration method for helminth eggs, of low cost and easy performance.Um estudo preliminar sobre helmintos foi feito na cidade de Montes Claros, MG, Brasil. Três grupos de pessoas foram examinados pelos métodos direto, de Kato e do MIF e um grupo pelos métodos direto e Kato exclusivamente. Encontrou-se uma alta prevalência de necatorose, seguindo-se ascaríase, S. mansoni, S. stercoralis, e infecções leves pelo T. trichiura. E. vermicularis e H. nana foram osparasitos mais prevalentes num orfanato, com alguns casos de infecção pelo Necator e S. mansoni. Cisticercose dos suinos foi achado incidental e é importante ser mencionada devido ao perigo que representa no plano da Saúde Pública, bem como pela perda econômica que produz. Discutiu-se brevemente a importância do solo na transmissão dos helmintos num clima quente e seco. Da comparação dos métodos de Kato e MIF, o primeiro demonstrou ser o método mais sensível para ovos de helmintos, de baixo custo e fácil preparo.

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

    Directory of Open Access Journals (Sweden)

    Samuel Livingstone

    2014-06-01

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

  20. 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

  1. Monte Carlo simulations for heavy ion dosimetry

    Energy Technology Data Exchange (ETDEWEB)

    Geithner, O.

    2006-07-26

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

  2. Rare event simulation using Monte Carlo methods

    CERN Document Server

    Rubino, Gerardo

    2009-01-01

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

  3. A continuation multilevel Monte Carlo algorithm

    KAUST Repository

    Collier, Nathan

    2014-09-05

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

  4. Monte Carlo Simulations of the Photospheric Process

    CERN Document Server

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

    2015-01-01

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

  5. Finding Planet Nine: a Monte Carlo approach

    CERN Document Server

    Marcos, C de la Fuente

    2016-01-01

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

  6. Atomistic Monte Carlo simulation of lipid membranes.

    Science.gov (United States)

    Wüstner, Daniel; Sklenar, Heinz

    2014-01-24

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

  7. Parallel Monte Carlo Simulation of Aerosol Dynamics

    Directory of Open Access Journals (Sweden)

    Kun Zhou

    2014-02-01

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

  8. Monte Carlo simulations of Protein Adsorption

    Science.gov (United States)

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

    2008-03-01

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

  9. Monte Carlo simulations of the NIMROD diffractometer

    Energy Technology Data Exchange (ETDEWEB)

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

    2006-11-15

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

  10. Monte Carlo Simulation of River Meander Modelling

    Science.gov (United States)

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

    2010-12-01

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

  11. Commensurabilities between ETNOs: a Monte Carlo survey

    Science.gov (United States)

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

    2016-07-01

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

  12. Diffusion Monte Carlo in internal coordinates.

    Science.gov (United States)

    Petit, Andrew S; McCoy, Anne B

    2013-08-15

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

  13. Monte Carlo simulations for focusing elliptical guides

    Energy Technology Data Exchange (ETDEWEB)

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

    2009-07-01

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

  14. Hot Dog and Butterfly, Nereidum Montes

    Science.gov (United States)

    1999-01-01

    Some of the pictures returned from Mars by the Mars Orbiter Camera (MOC) onboard the Mars Global Surveyor (MGS) spacecraft show features that--at a glance--resemble familiar, non-geological objects on Earth. For example, the picture above at the left shows several low, relatively flat-topped hills (mesas) on the floor of a broad valley among the mountains of the Nereidum Montes region, northeast of Argyre Planitia. One of the mesas seen here looks like half of a butterfly (upper subframe on right). Another hill looks something like a snail or a hot dog wrapped and baked in a croissant roll (lower subframe on right). These mesas were formed by natural processes and are most likely the eroded remnants of a formerly more extensive layer of bedrock. In the frame on the left, illumination is from the upper left and the scene covers an area 2.7 km (1.7 miles) wide by 6.8 km (4.2 miles) high. The 'butterfly' is about 800 meters (875 yards) in length and the 'hot dog' is about 1 km (0.62 miles) long. Malin Space Science Systems and the California Institute of Technology built the MOC using spare hardware from the Mars Observer mission. MSSS operates the camera from its facilities in San Diego, CA. The Jet Propulsion Laboratory's Mars Surveyor Operations Project operates the Mars Global Surveyor spacecraft with its industrial partner, Lockheed Martin Astronautics, from facilities in Pasadena, CA and Denver, CO.

  15. Monte Carlo Production Management at CMS

    CERN Document Server

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

    2015-01-01

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

  16. Monte Carlo models of dust coagulation

    CERN Document Server

    Zsom, Andras

    2010-01-01

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

  17. Atomistic Monte Carlo Simulation of Lipid Membranes

    Directory of Open Access Journals (Sweden)

    Daniel Wüstner

    2014-01-01

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

  18. Parallel Monte Carlo simulation of aerosol dynamics

    KAUST Repository

    Zhou, K.

    2014-01-01

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

  19. Measuring Berry curvature with quantum Monte Carlo

    CERN Document Server

    Kolodrubetz, Michael

    2014-01-01

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

  20. Monte-Carlo simulation-based statistical modeling

    CERN Document Server

    Chen, John

    2017-01-01

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

  1. Monte Vista National Wildlife Refuge : Narrative Report : Calendar Year 1967

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This annual narrative report for Monte Vista National Wildlife Refuge outlines Refuge accomplishments during the 1967 calendar year. The report begins by summarizing...

  2. Monte Vista National Wildlife Refuge : Narrative Report : Calendar Year 1968

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This annual narrative report for Monte Vista National Wildlife Refuge outlines Refuge accomplishments during the 1968 calendar year. The report begins by summarizing...

  3. EXTENDED MONTE CARLO LOCALIZATION ALGORITHM FOR MOBILE SENSOR NETWORKS

    Institute of Scientific and Technical Information of China (English)

    2008-01-01

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

  4. Monte Vista National Wildlife Refuge : Narrative Report : Calendar Year 1984

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This annual narrative report for Monte Vista National Wildlife Refuge outlines Refuge accomplishments during the 1984 calendar year. The report begins with a summary...

  5. Anu Välba ronib Mont Blanci tippu

    Index Scriptorium Estoniae

    2008-01-01

    Teleajakirjanik esindab Eesti naisi Euroliidu liikmesmaade naiste ühisretkel, millega tähistatakse Prantsusmaa EL eesistumisaja algust ja 200 aasta möödumist esimese naise jõudmisest Mont Blanci tippu

  6. Monte Vista National Wildlife Refuge : Narrative Report : Calendar Year 1977

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This narrative report for Monte Vista National Wildlife Refuge outlines Refuge accomplishments during the 1977 calendar year. The report begins with an introduction...

  7. Monte Vista National Wildlife Refuge : Narrative Report : Calendar Year 1989

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This annual narrative report for Monte Vista National Wildlife Refuge outlines Refuge accomplishments during the 1989 calendar year. The report begins with a summary...

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

    Indian Academy of Sciences (India)

    Rajeeva L Karandikar

    2006-04-01

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

  9. Monte Vista National Wildlife Refuge : Narrative Report : Calendar Year 1992

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This annual narrative report for Monte Vista National Wildlife Refuge outlines Refuge accomplishments during the 1992 calendar year. The report begins with a summary...

  10. Monte Vista National Wildlife Refuge : Narrative Report : Calendar Year 1986

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This annual narrative report for Monte Vista National Wildlife Refuge outlines Refuge accomplishments during the 1986 calendar year. The report begins with a summary...

  11. Bayesian phylogeny analysis via stochastic approximation Monte Carlo

    KAUST Repository

    Cheon, Sooyoung

    2009-11-01

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

  12. Bayesian phylogeny analysis via stochastic approximation Monte Carlo.

    Science.gov (United States)

    Cheon, Sooyoung; Liang, Faming

    2009-11-01

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

  13. Trip report : Alamosa and Monte Vista National Wildlife Refuges

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This report is a summary a trip to Alamosa National Wildlife Refuge and Monte Vista National Wildlife Refuge in 1991, and focuses on the hydrology and soil habitat...

  14. Monte Vista National Wildlife Refuge : Narrative Report : Calendar Year 1971

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This annual narrative report for Monte Vista National Wildlife Refuge outlines Refuge accomplishments during the 1971 calendar year. The report begins by summarizing...

  15. Monte Vista National Wildlife Refuge : Narrative Report : Calendar Year 1988

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This annual narrative report for Monte Vista National Wildlife Refuge outlines Refuge accomplishments during the 1988 calendar year. The report begins with a summary...

  16. Monte Carlo techniques for analyzing deep penetration problems

    Energy Technology Data Exchange (ETDEWEB)

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

    1985-01-01

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

  17. Monte Vista National Wildlife Refuge : Narrative Report : Calendar Year 1994

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This annual narrative report for Monte Vista National Wildlife Refuge outlines Refuge accomplishments during the 1994 calendar year. The report begins with a summary...

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

    Science.gov (United States)

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

    1992-12-01

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

  19. Monte Vista and Alamosa NWR Water Use Report- 1980

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This report summarizes water use at Monte Vista and Alamosa NWR for 1980. The document includes summaries of 1980 water use, 1981 water program recommendations, and...

  20. 1993 farming and grazing program plans for Monte Vista NWR

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — Plans for farming and grazing at Monte Vista National Wildlife Refuge for 1993. This program will use rotations of small grain, field peas, and legumes as a farming...

  1. An Introduction to Multilevel Monte Carlo for Option Valuation

    CERN Document Server

    Higham, Desmond J

    2015-01-01

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

  2. Monte Vista National Wildlife Refuge : Narrative Report : Calendar Year 1985

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This annual narrative report for Monte Vista National Wildlife Refuge outlines Refuge accomplishments during the 1985 calendar year. The report begins with a summary...

  3. [Monte Vista National Wildlife Refuge livestock grazing lawsuit : Information packet

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — Packet of information from the Colorado Cattlemen's Association concerning the 1992 lawsuit filed against the Monte Vista National Wildlife Refuge. The suit was...

  4. MODELING LEACHING OF VIRUSES BY THE MONTE CARLO METHOD

    Science.gov (United States)

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

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

    NARCIS (Netherlands)

    MIKOSCH, T; WANG, QA

    1995-01-01

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

  6. The Trail Inventory of Monte Vista NWR [Cycle 3

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — The purpose of this report is to create a baseline inventory of all non-motorized trails on Monte Vista National Wildlife Refuge. Trails in this inventory are...

  7. Monte Vista National Wildlife Refuge : Narrative Report : Calendar Year 1979

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This narrative report for Monte Vista National Wildlife Refuge outlines Refuge accomplishments during the 1979 calendar year. The report begins with an introduction...

  8. Monte Vista National Wildlife Refuge : Narrative Report : Calendar Year 1970

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This annual narrative report for Monte Vista National Wildlife Refuge outlines Refuge accomplishments during the 1970 calendar year. The report begins by summarizing...

  9. Monte Vista National Wildlife Refuge : Narrative Report : Calendar Year 1980

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This narrative report for Monte Vista National Wildlife Refuge outlines Refuge accomplishments during the 1980 calendar year. The report begins with an introduction...

  10. Monte Vista National Wildlife Refuge : Narrative Report : Calendar Year 1972

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This annual narrative report for Monte Vista National Wildlife Refuge outlines Refuge accomplishments during the 1972 calendar year. The report begins by summarizing...

  11. Monte Vista National Wildlife Refuge : Narrative Report : Calendar Year 1978

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This narrative report for Monte Vista National Wildlife Refuge outlines Refuge accomplishments during the 1978 calendar year. The report begins with an introduction...

  12. Monte Vista National Wildlife Refuge : Narrative Report : Calendar Year 1969

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This annual narrative report for Monte Vista National Wildlife Refuge outlines Refuge accomplishments during the 1969 calendar year. The report begins by summarizing...

  13. Monte Vista National Wildlife Refuge : Narrative Report : Calendar Year 1981

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This annual narrative report for Monte Vista National Wildlife Refuge outlines Refuge accomplishments during the 1981 calendar year. The report begins with a summary...

  14. Monte Vista National Wildlife Refuge : Narrative Report : Calendar Year 1982

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This annual narrative report for Monte Vista National Wildlife Refuge outlines Refuge accomplishments during the 1982 calendar year. The report begins with a summary...

  15. Monte Vista National Wildlife Refuge : Narrative Report : Calendar Year 1976

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This narrative report for Monte Vista National Wildlife Refuge outlines Refuge accomplishments during the 1976 calendar year. The report begins with an introduction...

  16. Monte Vista National Wildlife Refuge : Narrative Report : Fiscal Year 1974

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This annual narrative report for Monte Vista National Wildlife Refuge outlines Refuge accomplishments during the fiscal year 1974. The report begins by summarizing...

  17. Monte Vista National Wildlife Refuge : Narrative Report : Fiscal Year 1975

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This annual narrative report for Monte Vista National Wildlife Refuge outlines Refuge accomplishments during the fiscal year 1975. The report begins by summarizing...

  18. Monte Vista and Alamosa NWR Water Use Report- 1983

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This report summarizes water use at Monte Vista and Alamosa NWR for 1983. The document includes summaries of 1983 water use, 1984 water program recommendations, and...

  19. Monte Vista and Alamosa NWR Water Use Report- 1986

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This report summarizes water use at Monte Vista and Alamosa NWR for 1986. The document includes summaries of 1986 water use, 1987 water program recommendations, and...

  20. Monte Vista and Alamosa NWR Water Use Report- 1987

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This report summarizes water use at Monte Vista and Alamosa NWR for 1987. The document includes summaries of 1987 water use, 1988 water program recommendations, and...

  1. Monte Vista National Wildlife Refuge : Narrative Report : Calendar Year 1987

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This annual narrative report for Monte Vista National Wildlife Refuge outlines Refuge accomplishments during the 1987 calendar year. The report begins with a summary...

  2. Using Supervised Learning to Improve Monte Carlo Integral Estimation

    CERN Document Server

    Tracey, Brendan; Alonso, Juan J

    2011-01-01

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

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

    NARCIS (Netherlands)

    MIKOSCH, T; WANG, QA

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

  4. Monte Vista National Wildlife Refuge : Narrative Report : Calendar Year 1991

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This annual narrative report for Monte Vista National Wildlife Refuge outlines Refuge accomplishments during the 1991 calendar year. The report begins with a summary...

  5. Accelerating Monte Carlo Renderers by Ray Histogram Fusion

    Directory of Open Access Journals (Sweden)

    Mauricio Delbracio

    2015-03-01

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

  6. Monte Vista National Wildlife Refuge : Narrative Report : Calendar Year 1983

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This annual narrative report for Monte Vista National Wildlife Refuge outlines Refuge accomplishments during the 1983 calendar year. The report begins with a summary...

  7. Monte Vista National Wildlife Refuge : Narrative Report : Calendar Year 1993

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This annual narrative report for Monte Vista National Wildlife Refuge outlines Refuge accomplishments during the 1993 calendar year. The report begins with a summary...

  8. Monte Vista National Wildlife Refuge : Narrative Report : Calendar Year 1990

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This annual narrative report for Monte Vista National Wildlife Refuge outlines Refuge accomplishments during the 1990 calendar year. The report begins with a summary...

  9. Monte Vista and Alamosa NWR Water Use Report- 1984

    Data.gov (United States)

    US Fish and Wildlife Service, Department of the Interior — This report summarizes water use at Monte Vista and Alamosa NWR for 1984. The document includes summaries of 1984 water use, 1985 water program recommendations, and...

  10. Monte Carlo methods and applications in nuclear physics

    Energy Technology Data Exchange (ETDEWEB)

    Carlson, J.

    1990-01-01

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

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

    CERN Document Server

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

    2010-01-01

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

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

    OpenAIRE

    Bjorkman, J. E.; Wood, Kenneth

    2001-01-01

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

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

    OpenAIRE

    Azadi, Sam; Cohen, R. E

    2015-01-01

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

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

    Science.gov (United States)

    Bacallado, Sergio; Diaconis, Persi; Holmes, Susan

    2015-07-01

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

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

    Science.gov (United States)

    Michel, Manon; Mayer, Johannes; Krauth, Werner

    2015-10-01

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

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

    CERN Document Server

    Delyon, François; Holzmann, Markus

    2016-01-01

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

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

    Science.gov (United States)

    Hassan, H. A.

    1999-01-01

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

  18. Monte Carlo Simulation of Optical Properties of Wake Bubbles

    Institute of Scientific and Technical Information of China (English)

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

    2007-01-01

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

  19. A Note for Monte-Carlo Finite Difference Method and Monte-Carlo Finite Element Method%Monte-Carlo有限差分法和Monte-Carlo有限元法的一点注记

    Institute of Scientific and Technical Information of China (English)

    唐立; 朱起定; 杨文胜

    2003-01-01

    本文以二维调和方程第一边值问题为例,探讨了Monte-Carlo有限差分法和Monte-Carlo有限元法的概率实质,将差分法和有限元法的数值解表示成了统一的随机表达式,显示了有限差分法和有限元法共同的本质.

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

    Science.gov (United States)

    Elishakoff, I.; Colombi, P.

    1993-01-01

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

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

    Science.gov (United States)

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

    2017-02-01

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

  2. Monte Carlo methods for light propagation in biological tissues

    OpenAIRE

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

    2016-01-01

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

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

    CERN Document Server

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

    2015-01-01

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

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

    OpenAIRE

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

    2010-01-01

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

  5. 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.

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

    Directory of Open Access Journals (Sweden)

    L SETTAOUTI

    2003-12-01

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

  7. Perturbation Monte Carlo methods for tissue structure alterations.

    Science.gov (United States)

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

    2013-01-01

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

  8. A Survey on Multilevel Monte Carlo for European Options

    Directory of Open Access Journals (Sweden)

    Masoud Moharamnejad

    2016-03-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

    Pevey, Ronald E.

    2005-09-15

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

  10. Bayesian Optimal Experimental Design Using Multilevel Monte Carlo

    KAUST Repository

    Issaid, Chaouki Ben

    2015-01-07

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

  11. Monte Carlo Volcano Seismic Moment Tensors

    Science.gov (United States)

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

    2015-12-01

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

  12. Quantum Monte Carlo with directed loops.

    Science.gov (United States)

    Syljuåsen, Olav F; Sandvik, Anders W

    2002-10-01

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

  13. Monte Carlo simulation of large electron fields

    Science.gov (United States)

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

    2008-03-01

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

  14. Dosimetry applications in GATE Monte Carlo toolkit.

    Science.gov (United States)

    Papadimitroulas, Panagiotis

    2017-02-21

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

  15. Monte Carlo implementation of polarized hadronization

    Science.gov (United States)

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

    2017-01-01

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

  16. kmos: A lattice kinetic Monte Carlo framework

    Science.gov (United States)

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

    2014-07-01

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

  17. Mont-Tremblant biodiesel project : feasibility study; Projet biodiesel Mont-Tremblant : etude de faisabilite

    Energy Technology Data Exchange (ETDEWEB)

    Lagace, C. [Groupe Sine Nomine, Montreal, PQ (Canada); Lamy, V.; Lapointe, L.; Pilon, B. [CEGEP de Saint-Jerome, Saint-Jerome, PQ (Canada). Inst. du transport avance du Quebec, ITAQ

    2008-08-15

    The growing interest in biodiesel can be attributed to concerns regarding climate change, environmental protection and sustainable development. Biodiesel produced from biomass is a renewable energy source that can replace fossil fuels and help reduce greenhouse gas emissions. The City of Mont-Tremblant commissioned a pilot study to determine the feasibility of integrating 20 per cent biodiesel (B20) in city fleet vehicles and school buses. The study focused on the use of biodiesel fuel under winter conditions. The fleet vehicles were analyzed and various strategies for integrating biodiesel mixtures by type and concentration were proposed. The feasibility study also investigated different types of petrodiesel such as Nordic type, seasonal type and kerosene. The effects of an electrical thermal management system were also investigated along with the use of additives. Various laboratory tests were performed in a controlled climate chamber to validate potential solutions. Finally, the study measured the impacts of likely solutions, and proposed 4 different scenarios for the use of biodiesel for the region of Mont-Tremblant. The study showed that it is possible to use B20 year-round, provided that certain conditions are met. The pilot project will also evaluate changes to storage infrastructure that may be needed for storing B20 in winter. 5 tabs., 10 figs., 2 appendices.

  18. Monte Carlo Simulation in Digital Communication Systems%数字通信系统中的Monte Carlo仿真

    Institute of Scientific and Technical Information of China (English)

    高明慧

    2010-01-01

    介绍数字通信系统的广泛应用和Monte Carlo算法的基本思想,重点分析数字通信系统中的差错概率和应用Monte Carlo仿真对存在噪声和干扰的数字通信系统的性能进行评估.

  19. Monte Carlo方法在催化研究中的应用%Monte Carlo Method Used in Catalytie Chemistry

    Institute of Scientific and Technical Information of China (English)

    1996-01-01

    介绍了以随机行走为基本特征的Monte Carlo方法的一般原理,以及Monte CarIo方法在多相催化研究中几个主要方面的应用情况,并对这一方法在催化中的应用前景作了一些展望。

  20. 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

  1. Monte Carlo Techniques for Nuclear Systems - Theory Lectures

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-11-29

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

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

    OpenAIRE

    Iwamatsu, Masao; Okabe, Yutaka

    2000-01-01

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

  3. Neutrino oscillation parameter sampling with MonteCUBES

    Science.gov (United States)

    Blennow, Mattias; Fernandez-Martinez, Enrique

    2010-01-01

    We present MonteCUBES ("Monte Carlo Utility Based Experiment Simulator"), a software package designed to sample the neutrino oscillation parameter space through Markov Chain Monte Carlo algorithms. MonteCUBES makes use of the GLoBES software so that the existing experiment definitions for GLoBES, describing long baseline and reactor experiments, can be used with MonteCUBES. MonteCUBES consists of two main parts: The first is a C library, written as a plug-in for GLoBES, implementing the Markov Chain Monte Carlo algorithm to sample the parameter space. The second part is a user-friendly graphical Matlab interface to easily read, analyze, plot and export the results of the parameter space sampling. Program summaryProgram title: MonteCUBES (Monte Carlo Utility Based Experiment Simulator) Catalogue identifier: AEFJ_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEFJ_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU General Public Licence No. of lines in distributed program, including test data, etc.: 69 634 No. of bytes in distributed program, including test data, etc.: 3 980 776 Distribution format: tar.gz Programming language: C Computer: MonteCUBES builds and installs on 32 bit and 64 bit Linux systems where GLoBES is installed Operating system: 32 bit and 64 bit Linux RAM: Typically a few MBs Classification: 11.1 External routines: GLoBES [1,2] and routines/libraries used by GLoBES Subprograms used:Cat Id ADZI_v1_0, Title GLoBES, Reference CPC 177 (2007) 439 Nature of problem: Since neutrino masses do not appear in the standard model of particle physics, many models of neutrino masses also induce other types of new physics, which could affect the outcome of neutrino oscillation experiments. In general, these new physics imply high-dimensional parameter spaces that are difficult to explore using classical methods such as multi-dimensional projections and minimizations, such as those

  4. Finding organic vapors - a Monte Carlo approach

    Science.gov (United States)

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

    2010-05-01

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

  5. Coherent Scattering Imaging Monte Carlo Simulation

    Science.gov (United States)

    Hassan, Laila Abdulgalil Rafik

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

  6. 'Bread Loaf' Mesa East of Phlegra Montes

    Science.gov (United States)

    2002-01-01

    [figure removed for brevity, see original site] An isolated mesa east of the Phlegra Montes in northeastern Elysium Planitia has a cracked surface that, combined with its overall shape, gives the appearance of a giant loaf of bread. Other mesas with similar surfaces are found in the area, suggesting that at one time these mesas were part of a continuous layer of material. It is likely that at that time, some process caused the graben-like cracks to form. Later erosion of the cracked layer left only the isolated mesas seen in the THEMIS image. One clue that supports this scenario is the presence of many filled and eroded craters throughout the scene but no fresh ones. One way to produce this landscape begins with an ancient and heavily cratered surface that subsequently is buried by some other material. If this overburden was stripped off relatively recently, not enough time would have passed to allow for a new population of fresh craters to be produced. The result would be a landscape with isolated mesas of younger material on top of an ancient, cratered surface.Note: this THEMIS visual image has not been radiometrically nor geometrically calibrated for this preliminary release. An empirical correction has been performed to remove instrumental effects. A linear shift has been applied in the cross-track and down-track direction to approximate spacecraft and planetary motion. Fully calibrated and geometrically projected images will be released through the Planetary Data System in accordance with Project policies at a later time.NASA's Jet Propulsion Laboratory manages the 2001 Mars Odyssey mission for NASA's Office of Space Science, Washington, D.C. The Thermal Emission Imaging System (THEMIS) was developed by Arizona State University, Tempe, in collaboration with Raytheon Santa Barbara Remote Sensing. The THEMIS investigation is led by Dr. Philip Christensen at Arizona State University. Lockheed Martin Astronautics, Denver, is the prime contractor for the Odyssey

  7. An unbiased Hessian representation for Monte Carlo PDFs

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-08-15

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

  8. An Unbiased Hessian Representation for Monte Carlo PDFs

    CERN Document Server

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

    2015-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2004-12-21

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

  10. Monte Carlo studies of model Langmuir monolayers.

    Science.gov (United States)

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

    2001-04-01

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

  11. 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...

  12. Vectorizing and macrotasking Monte Carlo neutral particle algorithms

    Energy Technology Data Exchange (ETDEWEB)

    Heifetz, D.B.

    1987-04-01

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

  13. Properties of Reactive Oxygen Species by Quantum Monte Carlo

    CERN Document Server

    Zen, Andrea; Guidoni, Leonardo

    2014-01-01

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

  14. 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.

  15. The Monte Carlo method in quantum field theory

    CERN Document Server

    Morningstar, C

    2007-01-01

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

  16. TAKING THE NEXT STEP WITH INTELLIGENT MONTE CARLO

    Energy Technology Data Exchange (ETDEWEB)

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

    2000-10-01

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

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

    Science.gov (United States)

    Hoogenboom, J. Eduard; Dufek, Jan

    2014-06-01

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

  18. Monte Carlo tests of the ELIPGRID-PC algorithm

    Energy Technology Data Exchange (ETDEWEB)

    Davidson, J.R.

    1995-04-01

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

  19. Development of ray tracing visualization program by Monte Carlo method

    Energy Technology Data Exchange (ETDEWEB)

    Higuchi, Kenji; Otani, Takayuki [Japan Atomic Energy Research Inst., Tokyo (Japan); Hasegawa, Yukihiro

    1997-09-01

    Ray tracing algorithm is a powerful method to synthesize three dimensional computer graphics. In conventional ray tracing algorithms, a view point is used as a starting point of ray tracing, from which the rays are tracked up to the light sources through center points of pixels on the view screen to calculate the intensities of the pixels. This manner, however, makes it difficult to define the configuration of light source as well as to strictly simulate the reflections of the rays. To resolve these problems, we have developed a new ray tracing means which traces rays from a light source, not from a view point, with use of Monte Carlo method which is widely applied in nuclear fields. Moreover, we adopt the variance reduction techniques to the program with use of the specialized machine (Monte-4) for particle transport Monte Carlo so that the computational time could be successfully reduced. (author)

  20. Efficiency of Monte Carlo sampling in chaotic systems.

    Science.gov (United States)

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

    2014-11-01

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

  1. Sequential Monte Carlo on large binary sampling spaces

    CERN Document Server

    Schäfer, Christian

    2011-01-01

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

  2. Monte Carlo simulation of laser attenuation characteristics in fog

    Science.gov (United States)

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

    2011-06-01

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

  3. VARIATIONAL MONTE-CARLO APPROACH FOR ARTICULATED OBJECT TRACKING

    Directory of Open Access Journals (Sweden)

    Kartik Dwivedi

    2013-12-01

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

  4. Meaningful timescales from Monte Carlo simulations of molecular systems

    CERN Document Server

    Costa, Liborio I

    2016-01-01

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

  5. Development of ray tracing visualization program by Monte Carlo method

    Energy Technology Data Exchange (ETDEWEB)

    Higuchi, Kenji; Otani, Takayuki [Japan Atomic Energy Research Inst., Tokyo (Japan); Hasegawa, Yukihiro

    1997-09-01

    Ray tracing algorithm is a powerful method to synthesize three dimensional computer graphics. In conventional ray tracing algorithms, a view point is used as a starting point of ray tracing, from which the rays are tracked up to the light sources through center points of pixels on the view screen to calculate the intensities of the pixels. This manner, however, makes it difficult to define the configuration of light source as well as to strictly simulate the reflections of the rays. To resolve these problems, we have developed a new ray tracing means which traces rays from a light source, not from a view point, with use of Monte Carlo method which is widely applied in nuclear fields. Moreover, we adopt the variance reduction techniques to the program with use of the specialized machine (Monte-4) for particle transport Monte Carlo so that the computational time could be successfully reduced. (author)

  6. Monte Carlo Methods for Tempo Tracking and Rhythm Quantization

    CERN Document Server

    Cemgil, A T; 10.1613/jair.1121

    2011-01-01

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

  7. Introduction to the variational and diffusion Monte Carlo methods

    CERN Document Server

    Toulouse, Julien; Umrigar, C J

    2015-01-01

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

  8. Monte Carlo Simulation in Statistical Physics An Introduction

    CERN Document Server

    Binder, Kurt

    2010-01-01

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

  9. Applicability of Quasi-Monte Carlo for lattice systems

    CERN Document Server

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

    2013-01-01

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

  10. Failure Probability Estimation of Wind Turbines by Enhanced Monte Carlo

    DEFF Research Database (Denmark)

    Sichani, Mahdi Teimouri; Nielsen, Søren R.K.; Naess, Arvid

    2012-01-01

    This paper discusses the estimation of the failure probability of wind turbines required by codes of practice for designing them. The Standard Monte Carlo (SMC) simulations may be used for this reason conceptually as an alternative to the popular Peaks-Over-Threshold (POT) method. However......, estimation of very low failure probabilities with SMC simulations leads to unacceptably high computational costs. In this study, an Enhanced Monte Carlo (EMC) method is proposed that overcomes this obstacle. The method has advantages over both POT and SMC in terms of its low computational cost and accuracy...... is controlled by the pitch controller. This provides a fair framework for comparison of the behavior and failure event of the wind turbine with emphasis on the effect of the pitch controller. The Enhanced Monte Carlo method is then applied to the model and the failure probabilities of the model are estimated...

  11. Mission Analysis, Operations, and Navigation Toolkit Environment (Monte) Version 040

    Science.gov (United States)

    Sunseri, Richard F.; Wu, Hsi-Cheng; Evans, Scott E.; Evans, James R.; Drain, Theodore R.; Guevara, Michelle M.

    2012-01-01

    Monte is a software set designed for use in mission design and spacecraft navigation operations. The system can process measurement data, design optimal trajectories and maneuvers, and do orbit determination, all in one application. For the first time, a single software set can be used for mission design and navigation operations. This eliminates problems due to different models and fidelities used in legacy mission design and navigation software. The unique features of Monte 040 include a blowdown thruster model for GRAIL (Gravity Recovery and Interior Laboratory) with associated pressure models, as well as an updated, optimalsearch capability (COSMIC) that facilitated mission design for ARTEMIS. Existing legacy software lacked the capabilities necessary for these two missions. There is also a mean orbital element propagator and an osculating to mean element converter that allows long-term orbital stability analysis for the first time in compiled code. The optimized trajectory search tool COSMIC allows users to place constraints and controls on their searches without any restrictions. Constraints may be user-defined and depend on trajectory information either forward or backwards in time. In addition, a long-term orbit stability analysis tool (morbiter) existed previously as a set of scripts on top of Monte. Monte is becoming the primary tool for navigation operations, a core competency at JPL. The mission design capabilities in Monte are becoming mature enough for use in project proposals as well as post-phase A mission design. Monte has three distinct advantages over existing software. First, it is being developed in a modern paradigm: object- oriented C++ and Python. Second, the software has been developed as a toolkit, which allows users to customize their own applications and allows the development team to implement requirements quickly, efficiently, and with minimal bugs. Finally, the software is managed in accordance with the CMMI (Capability Maturity Model

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2007-06-15

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

  13. A standard Event Class for Monte Carlo Generators

    Institute of Scientific and Technical Information of China (English)

    L.A.Gerren; M.Fischler

    2001-01-01

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

  14. Parallelization of Monte Carlo codes MVP/GMVP

    Energy Technology Data Exchange (ETDEWEB)

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

    1998-03-01

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

  15. Parton distribution functions in Monte Carlo factorisation scheme

    Science.gov (United States)

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

    2016-12-01

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

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

    Science.gov (United States)

    Sauerwine, Ben; Widom, Michael

    2011-12-01

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

  17. Quasi-Monte Carlo methods for the Heston model

    OpenAIRE

    Jan Baldeaux; Dale Roberts

    2012-01-01

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

  18. Modelling hadronic interactions in cosmic ray Monte Carlo generators

    Directory of Open Access Journals (Sweden)

    Pierog Tanguy

    2015-01-01

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

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

    Science.gov (United States)

    Spezi, Emiliano; Lewis, Geraint

    2008-01-01

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

  20. Applications of quantum Monte Carlo methods in condensed systems

    CERN Document Server

    Kolorenc, Jindrich

    2010-01-01

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

  1. Monte Carlo simulation of electron slowing down in indium

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-07-15

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

  2. Monte Carlo methods and models in finance and insurance

    CERN Document Server

    Korn, Ralf

    2010-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Rosli Said

    2005-12-01

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

  4. PEPSI — a Monte Carlo generator for polarized leptoproduction

    Science.gov (United States)

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

    1992-09-01

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

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

    Directory of Open Access Journals (Sweden)

    Çiğdem ALABAŞ

    2001-01-01

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

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

    Institute of Scientific and Technical Information of China (English)

    仲昕; 杨汝清; 周兵

    2003-01-01

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

  7. Novel Quantum Monte Carlo Approaches for Quantum Liquids

    Science.gov (United States)

    Rubenstein, Brenda M.

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

  8. Fission source sampling in coupled Monte Carlo simulations

    Energy Technology Data Exchange (ETDEWEB)

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

    2017-05-15

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

  9. Monte Carlo simulation of electrons in dense gases

    Science.gov (United States)

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

    2014-10-01

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

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

    Science.gov (United States)

    Kalos, M. H.

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

  11. Research in the Mont Terri Rock laboratory: Quo vadis?

    Science.gov (United States)

    Bossart, Paul; Thury, Marc

    During the past 10 years, the 12 Mont Terri partner organisations ANDRA, BGR, CRIEPI, ENRESA, FOWG (now SWISSTOPO), GRS, HSK, IRSN, JAEA, NAGRA, OBAYASHI and SCK-CEN have jointly carried out and financed a research programme in the Mont Terri Rock Laboratory. An important strategic question for the Mont Terri project is what type of new experiments should be carried out in the future. This question has been discussed among partner delegates, authorities, scientists, principal investigators and experiment delegates. All experiments at Mont Terri - past, ongoing and future - can be assigned to the following three categories: (1) process and mechanism understanding in undisturbed argillaceous formations, (2) experiments related to excavation- and repository-induced perturbations and (3) experiments related to repository performance during the operational and post-closure phases. In each of these three areas, there are still open questions and hence potential experiments to be carried out in the future. A selection of key issues and questions which have not, or have only partly been addressed so far and in which the project partners, but also the safety authorities and other research organisations may be interested, are presented in the following. The Mont Terri Rock Laboratory is positioned as a generic rock laboratory, where research and development is key: mainly developing methods for site characterisation of argillaceous formations, process understanding and demonstration of safety. Due to geological constraints, there will never be a site specific rock laboratory at Mont Terri. The added value for the 12 partners in terms of future experiments is threefold: (1) the Mont Terri project provides an international scientific platform of high reputation for research on radioactive waste disposal (= state-of-the-art research in argillaceous materials); (2) errors are explicitly allowed (= rock laboratory as a “playground” where experience is often gained through

  12. Cosmological Markov Chain Monte Carlo simulation with Cmbeasy

    CERN Document Server

    Müller, C M

    2004-01-01

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

  13. An analysis on the costs of Belo Monte hydroelectric power plant; Uma analise sobre os custos da hidreletrica Belo Monte

    Energy Technology Data Exchange (ETDEWEB)

    Silva, Marcos Vinicius Miranda da [Universidade de Sao Paulo (PIPGE/USP), SP (Brazil). Programa Interunidades de Pos-Graduacao em Energia], e-mail: energiapara@yahoo.com.br

    2008-07-01

    The Belo Monte hydropower plant's low generation cost is among the arguments used by Centrais Eletricas do Norte do Brazil (ELETRONORTE), a Brazilian state electric utility, to make possible its construction. This paper shows that the generation cost presented by ELETROBRAS is very low in relation to the world pattern of cost and probably unrealistic. It also shows that the generation cost cannot be used separately to determine the Belo Monte dam's economic feasibility. There is the need to include other costs, such as: socio environmental degradation and control, financial compensation for using the hydraulic resources, transmission and thermal backup stations, beyond, evidently, generation cost for assuring the credibility of the Belo Monte hydropower plant's economic analysis. (author)

  14. Monte-Carlo Statistical Iteration Image Reconstruction Algorithm%Monte-Carlo统计迭代图像重建算法

    Institute of Scientific and Technical Information of China (English)

    张全虎; 隋洪志; 吕峰; 李泽

    2003-01-01

    线性衰减系数图像重建是层析γ扫描(TGS)的一个核心问题.本文从粒子输运方程出发,应用Monte-Carlo方法,提出了一种基于Monte-Carlo方法的统计迭代图像重建算法.模拟结果表明,与一般TGS图像重建算法相比,该重建算法的重建图像误差大为减小,能够满足TGS装置的要求.

  15. Stochastic simulation and Monte-Carlo methods; Simulation stochastique et methodes de Monte-Carlo

    Energy Technology Data Exchange (ETDEWEB)

    Graham, C. [Centre National de la Recherche Scientifique (CNRS), 91 - Gif-sur-Yvette (France); Ecole Polytechnique, 91 - Palaiseau (France); Talay, D. [Institut National de Recherche en Informatique et en Automatique (INRIA), 78 - Le Chesnay (France); Ecole Polytechnique, 91 - Palaiseau (France)

    2011-07-01

    This book presents some numerical probabilistic methods of simulation with their convergence speed. It combines mathematical precision and numerical developments, each proposed method belonging to a precise theoretical context developed in a rigorous and self-sufficient manner. After some recalls about the big numbers law and the basics of probabilistic simulation, the authors introduce the martingales and their main properties. Then, they develop a chapter on non-asymptotic estimations of Monte-Carlo method errors. This chapter gives a recall of the central limit theorem and precises its convergence speed. It introduces the Log-Sobolev and concentration inequalities, about which the study has greatly developed during the last years. This chapter ends with some variance reduction techniques. In order to demonstrate in a rigorous way the simulation results of stochastic processes, the authors introduce the basic notions of probabilities and of stochastic calculus, in particular the essential basics of Ito calculus, adapted to each numerical method proposed. They successively study the construction and important properties of the Poisson process, of the jump and deterministic Markov processes (linked to transport equations), and of the solutions of stochastic differential equations. Numerical methods are then developed and the convergence speed results of algorithms are rigorously demonstrated. In passing, the authors describe the probabilistic interpretation basics of the parabolic partial derivative equations. Non-trivial applications to real applied problems are also developed. (J.S.)

  16. Pseudopotentials for quantum-Monte-Carlo-calculations; Pseudopotentiale fuer Quanten-Monte-Carlo-Rechnungen

    Energy Technology Data Exchange (ETDEWEB)

    Burkatzki, Mark Thomas

    2008-07-01

    The author presents scalar-relativistic energy-consistent Hartree-Fock pseudopotentials for the main-group and 3d-transition-metal elements. The pseudopotentials do not exhibit a singularity at the nucleus and are therefore suitable for quantum Monte Carlo (QMC) calculations. The author demonstrates their transferability through extensive benchmark calculations of atomic excitation spectra as well as molecular properties. In particular, the author computes the vibrational frequencies and binding energies of 26 first- and second-row diatomic molecules using post Hartree-Fock methods, finding excellent agreement with the corresponding all-electron values. The author shows that the presented pseudopotentials give superior accuracy than other existing pseudopotentials constructed specifically for QMC. The localization error and the efficiency in QMC are discussed. The author also presents QMC calculations for selected atomic and diatomic 3d-transitionmetal systems. Finally, valence basis sets of different sizes (VnZ with n=D,T,Q,5 for 1st and 2nd row; with n=D,T for 3rd to 5th row; with n=D,T,Q for the 3d transition metals) optimized for the pseudopotentials are presented. (orig.)

  17. Effective quantum Monte Carlo algorithm for modeling strongly correlated systems

    NARCIS (Netherlands)

    Kashurnikov, V. A.; Krasavin, A. V.

    2007-01-01

    A new effective Monte Carlo algorithm based on principles of continuous time is presented. It allows calculating, in an arbitrary discrete basis, thermodynamic quantities and linear response of mixed boson-fermion, spin-boson, and other strongly correlated systems which admit no analytic description

  18. Time management for Monte-Carlo tree search in Go

    NARCIS (Netherlands)

    Baier, Hendrik; Winands, Mark H M

    2012-01-01

    The dominant approach for programs playing the game of Go is nowadays Monte-Carlo Tree Search (MCTS). While MCTS allows for fine-grained time control, little has been published on time management for MCTS programs under tournament conditions. This paper investigates the effects that various time-man

  19. Variational Monte Carlo calculations of few-body nuclei

    Energy Technology Data Exchange (ETDEWEB)

    Wiringa, R.B.

    1986-01-01

    The variational Monte Carlo method is described. Results for the binding energies, density distributions, momentum distributions, and static longitudinal structure functions of the /sup 3/H, /sup 3/He, and /sup 4/He ground states, and for the energies of the low-lying scattering states in /sup 4/He are presented. 25 refs., 3 figs.

  20. Monte Carlo studies of nuclei and quantum liquid drops

    Energy Technology Data Exchange (ETDEWEB)

    Pandharipande, V.R.; Pieper, S.C.

    1989-01-01

    The progress in application of variational and Green's function Monte Carlo methods to nuclei is reviewed. The nature of single-particle orbitals in correlated quantum liquid drops is discussed, and it is suggested that the difference between quasi-particle and mean-field orbitals may be of importance in nuclear structure physics. 27 refs., 7 figs., 2 tabs.

  1. Determining MTF of digital detector system with Monte Carlo simulation

    Science.gov (United States)

    Jeong, Eun Seon; Lee, Hyung Won; Nam, Sang Hee

    2005-04-01

    We have designed a detector based on a-Se(amorphous Selenium) and done simulation the detector with Monte Carlo method. We will apply the cascaded linear system theory to determine the MTF for whole detector system. For direct comparison with experiment, we have simulated 139um pixel pitch and used simulated X-ray tube spectrum.

  2. Data libraries as a collaborative tool across Monte Carlo codes

    CERN Document Server

    Augelli, Mauro; Han, Mincheol; Hauf, Steffen; Kim, Chan-Hyeung; Kuster, Markus; Pia, Maria Grazia; Quintieri, Lina; Saracco, Paolo; Seo, Hee; Sudhakar, Manju; Eidenspointner, Georg; Zoglauer, Andreas

    2010-01-01

    The role of data libraries in Monte Carlo simulation is discussed. A number of data libraries currently in preparation are reviewed; their data are critically examined with respect to the state-of-the-art in the respective fields. Extensive tests with respect to experimental data have been performed for the validation of their content.

  3. A separable shadow Hamiltonian hybrid Monte Carlo method.

    Science.gov (United States)

    Sweet, Christopher R; Hampton, Scott S; Skeel, Robert D; Izaguirre, Jesús A

    2009-11-07

    Hybrid Monte Carlo (HMC) is a rigorous sampling method that uses molecular dynamics (MD) as a global Monte Carlo move. The acceptance rate of HMC decays exponentially with system size. The shadow hybrid Monte Carlo (SHMC) was previously introduced to reduce this performance degradation by sampling instead from the shadow Hamiltonian defined for MD when using a symplectic integrator. SHMC's performance is limited by the need to generate momenta for the MD step from a nonseparable shadow Hamiltonian. We introduce the separable shadow Hamiltonian hybrid Monte Carlo (S2HMC) method based on a formulation of the leapfrog/Verlet integrator that corresponds to a separable shadow Hamiltonian, which allows efficient generation of momenta. S2HMC gives the acceptance rate of a fourth order integrator at the cost of a second-order integrator. Through numerical experiments we show that S2HMC consistently gives a speedup greater than two over HMC for systems with more than 4000 atoms for the same variance. By comparison, SHMC gave a maximum speedup of only 1.6 over HMC. S2HMC has the additional advantage of not requiring any user parameters beyond those of HMC. S2HMC is available in the program PROTOMOL 2.1. A Python version, adequate for didactic purposes, is also in MDL (http://mdlab.sourceforge.net/s2hmc).

  4. Quantum Monte Carlo diagonalization method as a variational calculation

    Energy Technology Data Exchange (ETDEWEB)

    Mizusaki, Takahiro; Otsuka, Takaharu [Tokyo Univ. (Japan). Dept. of Physics; Honma, Michio

    1997-05-01

    A stochastic method for performing large-scale shell model calculations is presented, which utilizes the auxiliary field Monte Carlo technique and diagonalization method. This method overcomes the limitation of the conventional shell model diagonalization and can extremely widen the feasibility of shell model calculations with realistic interactions for spectroscopic study of nuclear structure. (author)

  5. Monte Carlo simulation of quantum statistical lattice models

    NARCIS (Netherlands)

    Raedt, Hans De; Lagendijk, Ad

    1985-01-01

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

  6. Distributed and Adaptive Darting Monte Carlo through Regenerations

    NARCIS (Netherlands)

    Ahn, S.; Chen, Y.; Welling, M.

    2013-01-01

    Darting Monte Carlo (DMC) is a MCMC procedure designed to effectively mix between multiple modes of a probability distribution. We propose an adaptive and distributed version of this method by using regenerations. This allows us to run multiple chains in parallel and adapt the shape of the jump regi

  7. A novel Monte Carlo approach to hybrid local volatility models

    NARCIS (Netherlands)

    A.W. van der Stoep (Anton); L.A. Grzelak (Lech Aleksander); C.W. Oosterlee (Cornelis)

    2017-01-01

    textabstractWe present in a Monte Carlo simulation framework, a novel approach for the evaluation of hybrid local volatility [Risk, 1994, 7, 18–20], [Int. J. Theor. Appl. Finance, 1998, 1, 61–110] models. In particular, we consider the stochastic local volatility model—see e.g. Lipton et al. [Quant.

  8. SPANDY: a Monte Carlo program for gas target scattering geometry

    Energy Technology Data Exchange (ETDEWEB)

    Jarmie, N.; Jett, J.H.; Niethammer, A.C.

    1977-02-01

    A Monte Carlo computer program is presented that simulates a two-slit gas target scattering geometry. The program is useful in estimating effects due to finite geometry and multiple scattering in the target foil. Details of the program are presented and experience with a specific example is discussed.

  9. Monte Carlo Simulation of Partially Confined Flexible Polymers

    NARCIS (Netherlands)

    Hermsen, G.F.; de Geeter, B.A.; van der Vegt, N.F.A.; Wessling, Matthias

    2002-01-01

    We have studied conformational properties of flexible polymers partially confined to narrow pores of different size using configurational biased Monte Carlo simulations under athermal conditions. The asphericity of the chain has been studied as a function of its center of mass position along the por

  10. Tackling the premature convergence problem in Monte-Carlo localization

    NARCIS (Netherlands)

    Kootstra, G.; de Boer, B.

    2009-01-01

    Monte-Carlo localization uses particle filtering to estimate the position of the robot. The method is known to suffer from the loss of potential positions when there is ambiguity present in the environment. Since many indoor environments are highly symmetric, this problem of premature convergence is

  11. Nonequilibrium Candidate Monte Carlo Simulations with Configurational Freezing Schemes.

    Science.gov (United States)

    Giovannelli, Edoardo; Gellini, Cristina; Pietraperzia, Giangaetano; Cardini, Gianni; Chelli, Riccardo

    2014-10-14

    Nonequilibrium Candidate Monte Carlo simulation [Nilmeier et al., Proc. Natl. Acad. Sci. U.S.A. 2011, 108, E1009-E1018] is a tool devised to design Monte Carlo moves with high acceptance probabilities that connect uncorrelated configurations. Such moves are generated through nonequilibrium driven dynamics, producing candidate configurations accepted with a Monte Carlo-like criterion that preserves the equilibrium distribution. The probability of accepting a candidate configuration as the next sample in the Markov chain basically depends on the work performed on the system during the nonequilibrium trajectory and increases with decreasing such a work. It is thus strategically relevant to find ways of producing nonequilibrium moves with low work, namely moves where dissipation is as low as possible. This is the goal of our methodology, in which we combine Nonequilibrium Candidate Monte Carlo with Configurational Freezing schemes developed by Nicolini et al. (J. Chem. Theory Comput. 2011, 7, 582-593). The idea is to limit the configurational sampling to particles of a well-established region of the simulation sample, namely the region where dissipation occurs, while leaving fixed the other particles. This allows to make the system relaxation faster around the region perturbed by the finite-time switching move and hence to reduce the dissipated work, eventually enhancing the probability of accepting the generated move. Our combined approach enhances significantly configurational sampling, as shown by the case of a bistable dimer immersed in a dense fluid.

  12. Monte Carlo simulation of magnetic nanostructured thin films

    Institute of Scientific and Technical Information of China (English)

    Guan Zhi-Qiang; Yutaka Abe; Jiang Dong-Hua; Lin Hai; Yoshitake Yamazakia; Wu Chen-Xu

    2004-01-01

    @@ Using Monte Carlo simulation, we have compared the magnetic properties between nanostructured thin films and two-dimensional crystalline solids. The dependence of nanostructured properties on the interaction between particles that constitute the nanostructured thin films is also studied. The result shows that the parameters in the interaction potential have an important effect on the properties of nanostructured thin films at the transition temperatures.

  13. Multi-microcomputer system for Monte-Carlo calculations

    CERN Document Server

    Berg, B; Krasemann, H

    1981-01-01

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

  14. Criticality benchmarks validation of the Monte Carlo code TRIPOLI-2

    Energy Technology Data Exchange (ETDEWEB)

    Maubert, L. (Commissariat a l' Energie Atomique, Inst. de Protection et de Surete Nucleaire, Service d' Etudes de Criticite, 92 - Fontenay-aux-Roses (France)); Nouri, A. (Commissariat a l' Energie Atomique, Inst. de Protection et de Surete Nucleaire, Service d' Etudes de Criticite, 92 - Fontenay-aux-Roses (France)); Vergnaud, T. (Commissariat a l' Energie Atomique, Direction des Reacteurs Nucleaires, Service d' Etudes des Reacteurs et de Mathematique Appliquees, 91 - Gif-sur-Yvette (France))

    1993-04-01

    The three-dimensional energy pointwise Monte-Carlo code TRIPOLI-2 includes metallic spheres of uranium and plutonium, nitrate plutonium solutions, square and triangular pitch assemblies of uranium oxide. Results show good agreements between experiments and calculations, and avoid a part of the code and its ENDF-B4 library validation. (orig./DG)

  15. Strain in the mesoscale kinetic Monte Carlo model for sintering

    DEFF Research Database (Denmark)

    Bjørk, Rasmus; Frandsen, Henrik Lund; Tikare, V.

    2014-01-01

    Shrinkage strains measured from microstructural simulations using the mesoscale kinetic Monte Carlo (kMC) model for solid state sintering are discussed. This model represents the microstructure using digitized discrete sites that are either grain or pore sites. The algorithm used to simulate...

  16. Monte Carlo estimation of the conditional Rasch model

    NARCIS (Netherlands)

    Akkermans, Wies M.W.

    1994-01-01

    In order to obtain conditional maximum likelihood estimates, the so-called conditioning estimates have to be calculated. In this paper a method is examined that does not calculate these constants exactly, but approximates them using Monte Carlo Markov Chains. As an example, the method is applied to

  17. Monte Carlo estimation of the conditional Rasch model

    NARCIS (Netherlands)

    Akkermans, W.

    1998-01-01

    In order to obtain conditional maximum likelihood estimates, the conditioning constants are needed. Geyer and Thompson (1992) proposed a Markov chain Monte Carlo method that can be used to approximate these constants when they are difficult to calculate exactly. In the present paper, their method is

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

    NARCIS (Netherlands)

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

    2013-01-01

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

  19. Quantum Monte Carlo simulation of topological phase transitions

    Science.gov (United States)

    Yamamoto, Arata; Kimura, Taro

    2016-12-01

    We study the electron-electron interaction effects on topological phase transitions by the ab initio quantum Monte Carlo simulation. We analyze two-dimensional class A topological insulators and three-dimensional Weyl semimetals with the long-range Coulomb interaction. The direct computation of the Chern number shows the electron-electron interaction modifies or extinguishes topological phase transitions.

  20. Calculating coherent pair production with Monte Carlo methods

    Energy Technology Data Exchange (ETDEWEB)

    Bottcher, C.; Strayer, M.R.

    1989-01-01

    We discuss calculations of the coherent electromagnetic pair production in ultra-relativistic hadron collisions. This type of production, in lowest order, is obtained from three diagrams which contain two virtual photons. We discuss simple Monte Carlo methods for evaluating these classes of diagrams without recourse to involved algebraic reduction schemes. 19 refs., 11 figs.

  1. A Monte Carlo Evaluation of Maximum Likelihood Multidimensional Scaling Methods

    NARCIS (Netherlands)

    Bijmolt, T.H.A.; Wedel, M.

    1996-01-01

    We compare three alternative Maximum Likelihood Multidimensional Scaling methods for pairwise dissimilarity ratings, namely MULTISCALE, MAXSCAL, and PROSCAL in a Monte Carlo study.The three MLMDS methods recover the true con gurations very well.The recovery of the true dimensionality depends on the

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

    NARCIS (Netherlands)

    Zweistra, H.J.A.; Besseling, N.A.M.

    2006-01-01

    A formalism to determine coexistence points by means of Monte Carlo simulations is presented. The general idea of the method is to perform a simulation simultaneously in several unconnected boxes which can exchange particles. At equilibrium, most of the boxes will be occupied by a homogeneous phase.

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

    Science.gov (United States)

    Todorov, V.; Dimov, I. T.

    2016-10-01

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

  4. Monte Carlo Simulation Optimizing Design of Grid Ionization Chamber

    Institute of Scientific and Technical Information of China (English)

    ZHENG; Yu-lai; WANG; Qiang; YANG; Lu

    2013-01-01

    The grid ionization chamber detector is often used for measuring charged particles.Based on Monte Carlo simulation method,the energy loss distribution and electron ion pairs of alpha particle with different energy have been calculated to determine suitable filling gas in the ionization chamber filled with

  5. Optimization of sequential decisions by least squares Monte Carlo method

    DEFF Research Database (Denmark)

    Nishijima, Kazuyoshi; Anders, Annett

    change adaptation measures, and evacuation of people and assets in the face of an emerging natural hazard event. Focusing on the last example, an efficient solution scheme is proposed by Anders and Nishijima (2011). The proposed solution scheme takes basis in the least squares Monte Carlo method, which...

  6. Testing Dependent Correlations with Nonoverlapping Variables: A Monte Carlo Simulation

    Science.gov (United States)

    Silver, N. Clayton; Hittner, James B.; May, Kim

    2004-01-01

    The authors conducted a Monte Carlo simulation of 4 test statistics or comparing dependent correlations with no variables in common. Empirical Type 1 error rates and power estimates were determined for K. Pearson and L. N. G. Filon's (1898) z, O. J. Dunn and V. A. Clark's (1969) z, J. H. Steiger's (1980) original modification of Dunn and Clark's…

  7. Bayesian Monte Carlo Method for Nuclear Data Evaluation

    Energy Technology Data Exchange (ETDEWEB)

    Koning, A.J., E-mail: koning@nrg.eu

    2015-01-15

    A Bayesian Monte Carlo method is outlined which allows a systematic evaluation of nuclear reactions using TALYS. The result will be either an EXFOR-weighted covariance matrix or a collection of random files, each accompanied by an experiment based weight.

  8. Auxiliary-field quantum Monte Carlo methods in nuclei

    CERN Document Server

    Alhassid, Y

    2016-01-01

    Auxiliary-field quantum Monte Carlo methods enable the calculation of thermal and ground state properties of correlated quantum many-body systems in model spaces that are many orders of magnitude larger than those that can be treated by conventional diagonalization methods. We review recent developments and applications of these methods in nuclei using the framework of the configuration-interaction shell model.

  9. Play It Again: Teaching Statistics with Monte Carlo Simulation

    Science.gov (United States)

    Sigal, Matthew J.; Chalmers, R. Philip

    2016-01-01

    Monte Carlo simulations (MCSs) provide important information about statistical phenomena that would be impossible to assess otherwise. This article introduces MCS methods and their applications to research and statistical pedagogy using a novel software package for the R Project for Statistical Computing constructed to lessen the often steep…

  10. 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.

  11. Monte Carlo method for magnetic impurities in metals

    Science.gov (United States)

    Hirsch, J. E.; Fye, R. M.

    1986-01-01

    The paper discusses a Monte Carlo algorithm to study properties of dilute magnetic alloys; the method can treat a small number of magnetic impurities interacting wiith the conduction electrons in a metal. Results for the susceptibility of a single Anderson impurity in the symmetric case show the expected universal behavior at low temperatures. Some results for two Anderson impurities are also discussed.

  12. Improved Monte Carlo model for multiple scattering calculations

    Institute of Scientific and Technical Information of China (English)

    Weiwei Cai; Lin Ma

    2012-01-01

    The coupling between the Monte Carlo (MC) method and geometrical optics to improve accuracy is investigated.The results obtained show improved agreement with previous experimental data,demonstrating that the MC method,when coupled with simple geometrical optics,can simulate multiple scattering with enhanced fidelity.

  13. Simulating Strongly Correlated Electron Systems with Hybrid Monte Carlo

    Institute of Scientific and Technical Information of China (English)

    LIU Chuan

    2000-01-01

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

  14. Research of Monte Carlo Simulation in Commercial Bank Risk Management

    Institute of Scientific and Technical Information of China (English)

    BeimingXiao

    2004-01-01

    Simulation method is an important-tool in financial risk management. It can simulate financial variable or economic wriable and deal with non-linear or non-nominal issue. This paper analyzes the usage of "Monte Carlo" approach in commercial bank risk management.

  15. Observations on variational and projector Monte Carlo methods.

    Science.gov (United States)

    Umrigar, C J

    2015-10-28

    Variational Monte Carlo and various projector Monte Carlo (PMC) methods are presented in a unified manner. Similarities and differences between the methods and choices made in designing the methods are discussed. Both methods where the Monte Carlo walk is performed in a discrete space and methods where it is performed in a continuous space are considered. It is pointed out that the usual prescription for importance sampling may not be advantageous depending on the particular quantum Monte Carlo method used and the observables of interest, so alternate prescriptions are presented. The nature of the sign problem is discussed for various versions of PMC methods. A prescription for an exact PMC method in real space, i.e., a method that does not make a fixed-node or similar approximation and does not have a finite basis error, is presented. This method is likely to be practical for systems with a small number of electrons. Approximate PMC methods that are applicable to larger systems and go beyond the fixed-node approximation are also discussed.

  16. Monte-carlo calculations for some problems of quantum mechanics

    Energy Technology Data Exchange (ETDEWEB)

    Novoselov, A. A., E-mail: novoselov@goa.bog.msu.ru; Pavlovsky, O. V.; Ulybyshev, M. V. [Moscow State University (Russian Federation)

    2012-09-15

    The Monte-Carlo technique for the calculations of functional integral in two one-dimensional quantum-mechanical problems had been applied. The energies of the bound states in some potential wells were obtained using this method. Also some peculiarities in the calculation of the kinetic energy in the ground state had been studied.

  17. Quantum Monte Carlo simulation of topological phase transitions

    CERN Document Server

    Yamamoto, Arata

    2016-01-01

    We study the electron-electron interaction effects on topological phase transitions by the ab-initio quantum Monte Carlo simulation. We analyze two-dimensional class A topological insulators and three-dimensional Weyl semimetals with the long-range Coulomb interaction. The direct computation of the Chern number shows the electron-electron interaction modifies or extinguishes topological phase transitions.

  18. 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…

  19. CMS Monte Carlo production operations in a distributed computing environment

    CERN Document Server

    Mohapatra, A; Khomich, A; Lazaridis, C; Hernández, J M; Caballero, J; Hof, C; Kalinin, S; Flossdorf, A; Abbrescia, M; De Filippis, N; Donvito, G; Maggi, G; My, S; Pompili, A; Sarkar, S; Maes, J; Van Mulders, P; Villella, I; De Weirdt, S; Hammad, G; Wakefield, S; Guan, W; Lajas, J A S; Elmer, P; Evans, D; Fanfani, A; Bacchi, W; Codispoti, G; Van Lingen, F; Kavka, C; Eulisse, G

    2008-01-01

    Monte Carlo production for the CMS experiment is carried out in a distributed computing environment; the goal of producing 30M simulated events per month in the first half of 2007 has been reached. A brief overview of the production operations and statistics is presented.

  20. A Variational Monte Carlo Approach to Atomic Structure

    Science.gov (United States)

    Davis, Stephen L.

    2007-01-01

    The practicality and usefulness of variational Monte Carlo calculations to atomic structure are demonstrated. It is found to succeed in quantitatively illustrating electron shielding, effective nuclear charge, l-dependence of the orbital energies, and singlet-tripetenergy splitting and ionization energy trends in atomic structure theory.

  1. Plasma physics code contribution to the Mont-Blanc project

    OpenAIRE

    Sáez, Xavier; Soba, Alejandro; Mantsinen, Mervi

    2015-01-01

    This work develops strategies for adapting a particle-in-cell code to heterogeneous computer architectures and, in particular, to an ARM-based prototype of the Mont-Blanc project using OmpSs programming model and the OpenMP and OpenCL languages.

  2. Monte Carlo Simulation on Glueball Search at BESⅢ

    Institute of Scientific and Technical Information of China (English)

    QIN Hu; SHEN Xiao-Yan

    2007-01-01

    The J/ψ radiative decays are suggested as promising modes for glueball search. A full Monte Carlo simulation of J/ψ→γηη and γηη', based on the design of BESⅢ detector, is performed to study the sensitivity of searching for a possible tensor glueball at BESⅢ.

  3. The Metropolis Monte Carlo Method in Statistical Physics

    Science.gov (United States)

    Landau, David P.

    2003-11-01

    A brief overview is given of some of the advances in statistical physics that have been made using the Metropolis Monte Carlo method. By complementing theory and experiment, these have increased our understanding of phase transitions and other phenomena in condensed matter systems. A brief description of a new method, commonly known as "Wang-Landau sampling," will also be presented.

  4. 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…

  5. An Overview of the Monte Carlo Methods, Codes, & Applications Group

    Energy Technology Data Exchange (ETDEWEB)

    Trahan, Travis John [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

    2016-08-30

    This report sketches the work of the Group to deliver first-principle Monte Carlo methods, production quality codes, and radiation transport-based computational and experimental assessments using the codes MCNP and MCATK for such applications as criticality safety, non-proliferation, nuclear energy, nuclear threat reduction and response, radiation detection and measurement, radiation health protection, and stockpile stewardship.

  6. Monte Carlo Simulation of Partially Confined Flexible Polymers

    NARCIS (Netherlands)

    Hermsen, G.F.; de Geeter, B.A.; van der Vegt, N.F.A.; Wessling, Matthias

    2002-01-01

    We have studied conformational properties of flexible polymers partially confined to narrow pores of different size using configurational biased Monte Carlo simulations under athermal conditions. The asphericity of the chain has been studied as a function of its center of mass position along the

  7. Direct Monte Carlo simulation of nanoscale mixed gas bearings

    Directory of Open Access Journals (Sweden)

    Kyaw Sett Myo

    2015-06-01

    Full Text Available The conception of sealed hard drives with helium gas mixture has been recently suggested over the current hard drives for achieving higher reliability and less position error. Therefore, it is important to understand the effects of different helium gas mixtures on the slider bearing characteristics in the head–disk interface. In this article, the helium/air and helium/argon gas mixtures are applied as the working fluids and their effects on the bearing characteristics are studied using the direct simulation Monte Carlo method. Based on direct simulation Monte Carlo simulations, the physical properties of these gas mixtures such as mean free path and dynamic viscosity are achieved and compared with those obtained from theoretical models. It is observed that both results are comparable. Using these gas mixture properties, the bearing pressure distributions are calculated under different fractions of helium with conventional molecular gas lubrication models. The outcomes reveal that the molecular gas lubrication results could have relatively good agreement with those of direct simulation Monte Carlo simulations, especially for pure air, helium, or argon gas cases. For gas mixtures, the bearing pressures predicted by molecular gas lubrication model are slightly larger than those from direct simulation Monte Carlo simulation.

  8. Monte Carlo: in the beginning and some great expectations

    Energy Technology Data Exchange (ETDEWEB)

    Metropolis, N.

    1985-01-01

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

  9. On a full Monte Carlo approach to quantum mechanics

    Science.gov (United States)

    Sellier, J. M.; Dimov, I.

    2016-12-01

    The Monte Carlo approach to numerical problems has shown to be remarkably efficient in performing very large computational tasks since it is an embarrassingly parallel technique. Additionally, Monte Carlo methods are well known to keep performance and accuracy with the increase of dimensionality of a given problem, a rather counterintuitive peculiarity not shared by any known deterministic method. Motivated by these very peculiar and desirable computational features, in this work we depict a full Monte Carlo approach to the problem of simulating single- and many-body quantum systems by means of signed particles. In particular we introduce a stochastic technique, based on the strategy known as importance sampling, for the computation of the Wigner kernel which, so far, has represented the main bottleneck of this method (it is equivalent to the calculation of a multi-dimensional integral, a problem in which complexity is known to grow exponentially with the dimensions of the problem). The introduction of this stochastic technique for the kernel is twofold: firstly it reduces the complexity of a quantum many-body simulation from non-linear to linear, secondly it introduces an embarassingly parallel approach to this very demanding problem. To conclude, we perform concise but indicative numerical experiments which clearly illustrate how a full Monte Carlo approach to many-body quantum systems is not only possible but also advantageous. This paves the way towards practical time-dependent, first-principle simulations of relatively large quantum systems by means of affordable computational resources.

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

    Data.gov (United States)

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

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

    Data.gov (United States)

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

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

    Data.gov (United States)

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

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

    Data.gov (United States)

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

  14. Aqueous Alteration at a Delta in Eastern Libya Montes

    Science.gov (United States)

    Bishop, Janice L.; Tirsch, Daniela; Tornabene, Livio L.; Seelos, Frank P.; Erkeling, Gino; Hiesinger, Harald; Jaumann, Ralf

    2015-04-01

    Libya Montes hosts ancient Noachian basalt altered by hydrothermal action from the Isidis impact, olivine- and pyroxene-bearing lavas from the Syrtis volcanic outflows, multiple craters that have excavated these geologic units, and numerous Hesperian-Amazonian-aged fluvial features that carved channels across the surface and may have transported material downward towards Isidis. Mineralogical analyses of a delta region in Eastern Libya Montes using recently available MTR3 CRISM images have revealed the presence of carbonate in additional to Al-, Fe-, and Mg-bearing phyllosilicates. We are investigating the origins of these aqueous components through stratigraphical and morphological analyses. We hypothesize that the carbonate and Fe/Mg-phyllosilicates are alteration products of the ancient basalt and that the Al-smectite formed as a result of the delta and more recent lacustrine or fluvial processes. The Al-smectite spectral features are most consistent with beidellite, which forms at elevated temperatures compared to montmorillonite. We seek to determine if the beidellite likely formed in warm delta waters or if it may have formed via burial diagenesis and was then excavated by the delta. Newly developed CRISM parameters are being utilized for analysis of the MTR3 versions of CRISM images FRT0000B0CB and FRT0001E2F2 in the fan and delta region of eastern Libya Montes. The MTR3 images feature joined short-wavelength and long-wavelength images and improved spectral signals through new atmospheric separation and noise removal techniques. This enables better detection of spectral signatures from small outcrops of aqueous components. We have placed these new CRISM mineral maps over HRSC stereo images to evaluate the stratigraphy of the aqueous components in relation to the ancient basalt and Syrtis lavas as in previous analyses of the central Libya Montes region. Coordinated CRISM-HiRISE views are expected to provide insights into the morphologies of the aqueous units

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

    Science.gov (United States)

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

    2006-10-01

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

  16. Global Monte Carlo Simulation with High Order Polynomial Expansions

    Energy Technology Data Exchange (ETDEWEB)

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

    2007-12-13

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

  17. Wet-based glaciation in Phlegra Montes, Mars.

    Science.gov (United States)

    Gallagher, Colman; Balme, Matt

    2016-04-01

    Eskers are sinuous landforms composed of sediments deposited from meltwaters in ice-contact glacial conduits. This presentation describes the first definitive identification of eskers on Mars still physically linked with their parent system (1), a Late Amazonian-age glacier (~150 Ma) in Phlegra Montes. Previously described Amazonian-age glaciers on Mars are generally considered to have been dry based, having moved by creep in the absence of subglacial water required for sliding, but our observations indicate significant sub-glacial meltwater routing. The confinement of the Phlegra Montes glacial system to a regionally extensive graben is evidence that the esker formed due to sub-glacial melting in response to an elevated, but spatially restricted, geothermal heat flux rather than climate-induced warming. Now, however, new observations reveal the presence of many assemblages of glacial abrasion forms and associated channels that could be evidence of more widespread wet-based glaciation in Phlegra Montes, including the collapse of several distinct ice domes. This landform assemblage has not been described in other glaciated, mid-latitude regions of the martian northern hemisphere. Moreover, Phlegra Montes are flanked by lowlands displaying evidence of extensive volcanism, including contact between plains lava and piedmont glacial ice. These observations provide a rationale for investigating non-climatic forcing of glacial melting and associated landscape development on Mars, and can build on insights from Earth into the importance of geothermally-induced destabilisation of glaciers as a key amplifier of climate change. (1) Gallagher, C. and Balme, M. (2015). Eskers in a complete, wet-based glacial system in the Phlegra Montes region, Mars, Earth and Planetary Science Letters, 431, 96-109.

  18. Multiple-time-stepping generalized hybrid Monte Carlo methods

    Energy Technology Data Exchange (ETDEWEB)

    Escribano, Bruno, E-mail: bescribano@bcamath.org [BCAM—Basque Center for Applied Mathematics, E-48009 Bilbao (Spain); Akhmatskaya, Elena [BCAM—Basque Center for Applied Mathematics, E-48009 Bilbao (Spain); IKERBASQUE, Basque Foundation for Science, E-48013 Bilbao (Spain); Reich, Sebastian [Universität Potsdam, Institut für Mathematik, D-14469 Potsdam (Germany); Azpiroz, Jon M. [Kimika Fakultatea, Euskal Herriko Unibertsitatea (UPV/EHU) and Donostia International Physics Center (DIPC), P.K. 1072, Donostia (Spain)

    2015-01-01

    Performance of the generalized shadow hybrid Monte Carlo (GSHMC) method [1], which proved to be superior in sampling efficiency over its predecessors [2–4], molecular dynamics and hybrid Monte Carlo, can be further improved by combining it with multi-time-stepping (MTS) and mollification of slow forces. We demonstrate that the comparatively simple modifications of the method not only lead to better performance of GSHMC itself but also allow for beating the best performed methods, which use the similar force splitting schemes. In addition we show that the same ideas can be successfully applied to the conventional generalized hybrid Monte Carlo method (GHMC). The resulting methods, MTS-GHMC and MTS-GSHMC, provide accurate reproduction of thermodynamic and dynamical properties, exact temperature control during simulation and computational robustness and efficiency. MTS-GHMC uses a generalized momentum update to achieve weak stochastic stabilization to the molecular dynamics (MD) integrator. MTS-GSHMC adds the use of a shadow (modified) Hamiltonian to filter the MD trajectories in the HMC scheme. We introduce a new shadow Hamiltonian formulation adapted to force-splitting methods. The use of such Hamiltonians improves the acceptance rate of trajectories and has a strong impact on the sampling efficiency of the method. Both methods were implemented in the open-source MD package ProtoMol and were tested on a water and a protein systems. Results were compared to those obtained using a Langevin Molly (LM) method [5] on the same systems. The test results demonstrate the superiority of the new methods over LM in terms of stability, accuracy and sampling efficiency. This suggests that putting the MTS approach in the framework of hybrid Monte Carlo and using the natural stochasticity offered by the generalized hybrid Monte Carlo lead to improving stability of MTS and allow for achieving larger step sizes in the simulation of complex systems.

  19. Monte Carlo方法及其应用

    Institute of Scientific and Technical Information of China (English)

    曲双石; 王会娟

    2009-01-01

    本文首先介绍了Monte Carlo方法的产生和发展。在第二部分给出了Monte Carlo方法对定积分进行近似计算的两种方法:随机投点法和样本平均值法,其中对样本平均值法,在借助于产生服从标准指数分布和标准正态分布随机数的基础上,将其推广到被积区间为无穷的情况分别加以讨论。上述两种方法分别给与实例,利用Matlab编程进行了求解和误差分析。第三部分本文进一步用Monte Carlo方法解决n维定积分问题,进行了误差分析。并给出实例。第四部分介绍了Monte Carlo方法在计算概率时的应用,对两个具体的例子用此方法在Matlab帮助下求解,并通过与用公式计算的精确结果,比较说明Monte Carlo方法在计算概率问题中的有效性。

  20. A simple new way to help speed up Monte Carlo convergence rates: Energy-scaled displacement Monte Carlo

    Science.gov (United States)

    Goldman, Saul

    1983-10-01

    A method we call energy-scaled displacement Monte Carlo (ESDMC) whose purpose is to improve sampling efficiency and thereby speed up convergence rates in Monte Carlo calculations is presented. The method involves scaling the maximum displacement a particle may make on a trial move to the particle's configurational energy. The scaling is such that on the average, the most stable particles make the smallest moves and the most energetic particles the largest moves. The method is compared to Metropolis Monte Carlo (MMC) and Force Bias Monte Carlo of (FBMC) by applying all three methods to a dense Lennard-Jones fluid at two temperatures, and to hot ST2 water. The functions monitored as the Markov chains developed were, for the Lennard-Jones case: melting, radial distribution functions, internal energies, and heat capacities. For hot ST2 water, we monitored energies and heat capacities. The results suggest that ESDMC samples configuration space more efficiently than either MMC or FBMC in these systems for the biasing parameters used here. The benefit from using ESDMC seemed greatest for the Lennard-Jones systems.

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

    Energy Technology Data Exchange (ETDEWEB)

    Both, J.P.; Lee, Y.K.; Mazzolo, A.; Peneliau, Y.; Petit, O.; Roesslinger, B. [CEA Saclay, Dir. de l' Energie Nucleaire (DEN), Service d' Etudes de Reacteurs et de Modelisation Avancee, 91 - Gif sur Yvette (France)

    2003-07-01

    Tripoli-4 is a three dimensional calculations code using the Monte Carlo method to simulate the transport of neutrons, photons, electrons and positrons. This code is used in four application fields: the protection studies, the criticality studies, the core studies and the instrumentation studies. Geometry, cross sections, description of sources, principle. (N.C.)

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

    CERN Document Server

    Kritzer, Peter; Pillichshammer, Friedrich; Winterhof, Arne

    2014-01-01

    The survey articles in this book focus on number theoretic point constructions, uniform distribution theory, and quasi-Monte Carlo methods. As deterministic versions of the Monte Carlo method, quasi-Monte Carlo rules enjoy increasing popularity, with many fruitful applications in mathematical practice, as for example in finance, computer graphics, and biology.

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

    CERN Document Server

    Pia, Maria Grazia; Bell, Zane W; Dressendorfer, Paul V

    2010-01-01

    A scientometric analysis of Monte Carlo simulation and Monte Carlo codes has been performed over a set of representative scholarly journals related to radiation physics. The results of this study are reported and discussed. They document and quantitatively appraise the role of Monte Carlo methods and codes in scientific research and engineering applications.

  4. Fast orthogonal transforms for multi-level quasi-Monte Carlo integration

    OpenAIRE

    Irrgeher, Christian; Leobacher, Gunther

    2015-01-01

    We combine a generic method for finding fast orthogonal transforms for a given quasi-Monte Carlo integration problem with the multilevel Monte Carlo method. It is shown by example that this combined method can vastly improve the efficiency of quasi-Monte Carlo.

  5. Montes Consolider Project : Spanish Mountains and Global Change: Threats and Opportunities; El proyecto Montes Consolider: los montes espanoles y el cambio global, amenazas y oportunidades

    Energy Technology Data Exchange (ETDEWEB)

    Doble-Miranda, E.; Bermejo, V.; Retana, J.; Alonso, R.

    2012-11-01

    Global change is a combination of environmental and biotic alterations that threaten many natural ecosystems and the services they provide. The Project MONTES for competitive, multi-disciplinary research, in which 13 national research centers, including CIEMAT, are participating, was launched for the purpose of directing forest management toward adaptation to occurring changes. It is organized into seven work modules that study the effects of atmospheric and climate changes, land use, fire patterns, the risk that invasive species pose to the maintenance of carbon and water flows and biodiversity, plus an eighth module to coordinate cross disciplinary matters. (Author) 12 refs.

  6. Artificial neural networks, a new alternative to Monte Carlo calculations for radiotherapy; Les Reseaux de Neurones Artificiels, une nouvelle alternative aux calculs Monte-Carlo pour la radiotherapie

    Energy Technology Data Exchange (ETDEWEB)

    Martin, E.; Gschwind, R.; Henriet, J.; Sauget, M.; Makovicka, L. [IRMA/Enisys/FEMTO-ST, Pole universitaire des Portes du Jura, place Tharradin, BP 71427, 2521 1 - Montbeliard cedex (France)

    2010-07-01

    In order to reduce the computing time needed by Monte Carlo codes in the field of irradiation physics, notably in dosimetry, the authors report the use of artificial neural networks in combination with preliminary Monte Carlo calculations. During the learning phase, Monte Carlo calculations are performed in homogeneous media to allow the building up of the neural network. Then, dosimetric calculations (in heterogeneous media, unknown by the network) can be performed by the so-learned network. Results with an equivalent precision can be obtained within less than one minute on a simple PC whereas several days are needed with a Monte Carlo calculation

  7. JEWEL - a Monte Carlo Model for Jet Quenching

    CERN Document Server

    Zapp, Korinna; Wiedemann, Urs Achim

    2009-01-01

    The Monte Carlo model JEWEL 1.0 (Jet Evolution With Energy Loss) simulates parton shower evolution in the presence of a dense QCD medium. In its current form medium interactions are modelled as elastic scattering based on perturbative matrix elements and a simple prescription for medium induced gluon radiation. The parton shower is interfaced with a hadronisation model. In the absence of medium effects JEWEL is shown to reproduce jet measurements at LEP. The collisional energy loss is consistent with analytic calculations, but with JEWEL we can go a step further and characterise also jet-induced modifications of the medium. Elastic and inelastic medium interactions are shown to lead to distinctive modifications of the jet fragmentation pattern, which should allow to experimentally distinguish between collisional and radiative energy loss mechanisms. In these proceedings the main JEWEL results are summarised and a Monte Carlo algorithm is outlined that allows to include the Landau-Pomerantschuk-Migdal effect i...

  8. Research on GPU Acceleration for Monte Carlo Criticality Calculation

    Science.gov (United States)

    Xu, Qi; Yu, Ganglin; Wang, Kan

    2014-06-01

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

  9. Applying polynomial filtering to mass preconditioned Hybrid Monte Carlo

    CERN Document Server

    Haar, Taylor; Zanotti, James; Nakamura, Yoshifumi

    2016-01-01

    The use of mass preconditioning or Hasenbusch filtering in modern Hybrid Monte Carlo simulations is common. At light quark masses, multiple filters (three or more) are typically used to reduce the cost of generating dynamical gauge fields; however, the task of tuning a large number of Hasenbusch mass terms is non-trivial. The use of short polynomial approximations to the inverse has been shown to provide an effective UV filter for HMC simulations. In this work we investigate the application of polynomial filtering to the mass preconditioned Hybrid Monte Carlo algorithm as a means of introducing many time scales into the molecular dynamics integration with a simplified parameter tuning process. A generalized multi-scale integration scheme that permits arbitrary step- sizes and can be applied to Omelyan-style integrators is also introduced. We find that polynomial-filtered mass-preconditioning (PF-MP) performs as well as or better than standard mass preconditioning, with significantly less fine tuning required.

  10. Monte Carlo uncertainty analyses for integral beryllium experiments

    CERN Document Server

    Fischer, U; Tsige-Tamirat, H

    2000-01-01

    The novel Monte Carlo technique for calculating point detector sensitivities has been applied to two representative beryllium transmission experiments with the objective to investigate the sensitivity of important responses such as the neutron multiplication and to assess the related uncertainties due to the underlying cross-section data uncertainties. As an important result, it has been revealed that the neutron multiplication power of beryllium can be predicted with good accuracy using state-of-the-art nuclear data evaluations. Severe discrepancies do exist for the spectral neutron flux distribution that would transmit into significant uncertainties of the calculated neutron spectra and of the nuclear blanket performance in blanket design calculations. With regard to this, it is suggested to re-analyse the secondary energy and angle distribution data of beryllium by means of Monte Carlo based sensitivity and uncertainty calculations. Related code development work is underway.

  11. A Monte Carlo algorithm for simulating fermions on Lefschetz thimbles

    CERN Document Server

    Alexandru, Andrei; Bedaque, Paulo

    2016-01-01

    A possible solution of the notorious sign problem preventing direct Monte Carlo calculations for systems with non-zero chemical potential is to deform the integration region in the complex plane to a Lefschetz thimble. We investigate this approach for a simple fermionic model. We introduce an easy to implement Monte Carlo algorithm to sample the dominant thimble. Our algorithm relies only on the integration of the gradient flow in the numerically stable direction, which gives it a distinct advantage over the other proposed algorithms. We demonstrate the stability and efficiency of the algorithm by applying it to an exactly solvable fermionic model and compare our results with the analytical ones. We report a very good agreement for a certain region in the parameter space where the dominant contribution comes from a single thimble, including a region where standard methods suffer from a severe sign problem. However, we find that there are also regions in the parameter space where the contribution from multiple...

  12. Monte Carlo Euler approximations of HJM term structure financial models

    KAUST Repository

    Björk, Tomas

    2012-11-22

    We present Monte Carlo-Euler methods for a weak approximation problem related to the Heath-Jarrow-Morton (HJM) term structure model, based on Itô stochastic differential equations in infinite dimensional spaces, and prove strong and weak error convergence estimates. The weak error estimates are based on stochastic flows and discrete dual backward problems, and they can be used to identify different error contributions arising from time and maturity discretization as well as the classical statistical error due to finite sampling. Explicit formulas for efficient computation of sharp error approximation are included. Due to the structure of the HJM models considered here, the computational effort devoted to the error estimates is low compared to the work to compute Monte Carlo solutions to the HJM model. Numerical examples with known exact solution are included in order to show the behavior of the estimates. © 2012 Springer Science+Business Media Dordrecht.

  13. Kinetic Monte Carlo Studies of Hydrogen Abstraction from Graphite

    CERN Document Server

    Cuppen, H M

    2008-01-01

    We present Monte Carlo simulations on Eley-Rideal abstraction reactions of atomic hydrogen chemisorbed on graphite. The results are obtained via a hybrid approach where energy barriers derived from density functional theory calculations are used as input to Monte Carlo simulations. By comparing with experimental data, we discriminate between contributions from different Eley-Rideal mechanisms. A combination of two different mechanisms yields good quantitative and qualitative agreement between the experimentally derived and the simulated Eley-Rideal abstraction cross sections and surface configurations. These two mechanisms include a direct Eley-Rideal reaction with fast diffusing H atoms and a dimer mediated Eley-Rideal mechanism with increased cross section at low coverage. Such a dimer mediated Eley-Rideal mechanism has not previously been proposed and serves as an alternative explanation to the steering behavior often given as the cause of the coverage dependence observed in Eley-Rideal reaction cross sect...

  14. Minimising biases in full configuration interaction quantum Monte Carlo

    Science.gov (United States)

    Vigor, W. A.; Spencer, J. S.; Bearpark, M. J.; Thom, A. J. W.

    2015-03-01

    We show that Full Configuration Interaction Quantum Monte Carlo (FCIQMC) is a Markov chain in its present form. We construct the Markov matrix of FCIQMC for a two determinant system and hence compute the stationary distribution. These solutions are used to quantify the dependence of the population dynamics on the parameters defining the Markov chain. Despite the simplicity of a system with only two determinants, it still reveals a population control bias inherent to the FCIQMC algorithm. We investigate the effect of simulation parameters on the population control bias for the neon atom and suggest simulation setups to, in general, minimise the bias. We show a reweight ing scheme to remove the bias caused by population control commonly used in diffusion Monte Carlo [Umrigar et al., J. Chem. Phys. 99, 2865 (1993)] is effective and recommend its use as a post processing step.

  15. Sign problem and Monte Carlo calculations beyond Lefschetz thimbles

    CERN Document Server

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

    2015-01-01

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

  16. Monte Carlo方法及其简单应用

    Institute of Scientific and Technical Information of China (English)

    王坤

    2010-01-01

    本文介绍了Monte Carlo方法的思想,主要从定积分计算方面介绍了随机投点法和平均值法,并将其推广到二重积分、三重积分和多重积分情形,最后以棋手分奖金问题介绍了Monte Carlo方法在古典概率问题中的应用,分析了误差,介绍了减少误差的方法,并给出这些方法的实例及其Mathematica实现程序.

  17. Photogeological Mapping of Ancient Aqueous Outcrops at Libya Montes, Mars

    Science.gov (United States)

    Tirsch, D.; Voigt, J.; Bishop, J. L.; Tournabene, L. L.; Jaumann, R.

    2014-04-01

    We have performed photogeological mapping of a geologically diverse region at the border of Libya Montes and Isidis Planitia. This study focuses on the central portion of Libya Montes and extends the analyses of the regional geological history completed recently [1]. The detailed investigation here includes higher resolution geologic mapping and more extensive mineralogy enabled by additional CRISM coverage. Erosion and removal of caprock via aeolian processes has led to the exposure of aqueous minerals that were largely formed by hydrothermal alteration of ancient basaltic bedrock triggered by the Isidis impact [1]. Coordinated analyses of mineralogy from CRISM images and surface features from HRSC images are allowing us to extend the geologic mapping in this region to a finer scale.

  18. Minimising biases in full configuration interaction quantum Monte Carlo.

    Science.gov (United States)

    Vigor, W A; Spencer, J S; Bearpark, M J; Thom, A J W

    2015-03-14

    We show that Full Configuration Interaction Quantum Monte Carlo (FCIQMC) is a Markov chain in its present form. We construct the Markov matrix of FCIQMC for a two determinant system and hence compute the stationary distribution. These solutions are used to quantify the dependence of the population dynamics on the parameters defining the Markov chain. Despite the simplicity of a system with only two determinants, it still reveals a population control bias inherent to the FCIQMC algorithm. We investigate the effect of simulation parameters on the population control bias for the neon atom and suggest simulation setups to, in general, minimise the bias. We show a reweight ing scheme to remove the bias caused by population control commonly used in diffusion Monte Carlo [Umrigar et al., J. Chem. Phys. 99, 2865 (1993)] is effective and recommend its use as a post processing step.

  19. Subtle Monte Carlo Updates in Dense Molecular Systems

    DEFF Research Database (Denmark)

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

    2012-01-01

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

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

    Science.gov (United States)

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

    2016-08-01

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