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Sample records for monte-carlo finite volume

  1. Quantum Monte Carlo calculations of two neutrons in finite volume

    CERN Document Server

    Klos, P; Tews, I; Gandolfi, S; Gezerlis, A; Hammer, H -W; Hoferichter, M; Schwenk, A

    2016-01-01

    Ab initio calculations provide direct access to the properties of pure neutron systems that are challenging to study experimentally. In addition to their importance for fundamental physics, their properties are required as input for effective field theories of the strong interaction. In this work, we perform auxiliary-field diffusion Monte Carlo calculations of the ground and first excited state of two neutrons in a finite box, considering a simple contact potential as well as chiral effective field theory interactions. We compare the results against exact diagonalizations and present a detailed analysis of the finite-volume effects, whose understanding is crucial for determining observables from the calculated energies. Using the L\\"uscher formula, we extract the low-energy S-wave scattering parameters from ground- and excited-state energies for different box sizes.

  2. Accuracy and convergence of coupled finite-volume/Monte Carlo codes for plasma edge simulations of nuclear fusion reactors

    Energy Technology Data Exchange (ETDEWEB)

    Ghoos, K., E-mail: kristel.ghoos@kuleuven.be [KU Leuven, Department of Mechanical Engineering, Celestijnenlaan 300A, 3001 Leuven (Belgium); Dekeyser, W. [KU Leuven, Department of Mechanical Engineering, Celestijnenlaan 300A, 3001 Leuven (Belgium); Samaey, G. [KU Leuven, Department of Computer Science, Celestijnenlaan 200A, 3001 Leuven (Belgium); Börner, P. [Institute of Energy and Climate Research (IEK-4), FZ Jülich GmbH, D-52425 Jülich (Germany); Baelmans, M. [KU Leuven, Department of Mechanical Engineering, Celestijnenlaan 300A, 3001 Leuven (Belgium)

    2016-10-01

    The plasma and neutral transport in the plasma edge of a nuclear fusion reactor is usually simulated using coupled finite volume (FV)/Monte Carlo (MC) codes. However, under conditions of future reactors like ITER and DEMO, convergence issues become apparent. This paper examines the convergence behaviour and the numerical error contributions with a simplified FV/MC model for three coupling techniques: Correlated Sampling, Random Noise and Robbins Monro. Also, practical procedures to estimate the errors in complex codes are proposed. Moreover, first results with more complex models show that an order of magnitude speedup can be achieved without any loss in accuracy by making use of averaging in the Random Noise coupling technique.

  3. Radiative transfer equation for predicting light propagation in biological media: comparison of a modified finite volume method, the Monte Carlo technique, and an exact analytical solution.

    Science.gov (United States)

    Asllanaj, Fatmir; Contassot-Vivier, Sylvain; Liemert, André; Kienle, Alwin

    2014-01-01

    We examine the accuracy of a modified finite volume method compared to analytical and Monte Carlo solutions for solving the radiative transfer equation. The model is used for predicting light propagation within a two-dimensional absorbing and highly forward-scattering medium such as biological tissue subjected to a collimated light beam. Numerical simulations for the spatially resolved reflectance and transmittance are presented considering refractive index mismatch with Fresnel reflection at the interface, homogeneous and two-layered media. Time-dependent as well as steady-state cases are considered. In the steady state, it is found that the modified finite volume method is in good agreement with the other two methods. The relative differences between the solutions are found to decrease with spatial mesh refinement applied for the modified finite volume method obtaining method is used for the time semi-discretization of the radiative transfer equation. An agreement among the modified finite volume method, Runge-Kutta method, and Monte Carlo solutions are shown, but with relative differences higher than in the steady state.

  4. Probing finite size effects in $(\\lambda \\Phi^{4})_4$ MonteCarlo calculations

    CERN Document Server

    Agodi, A

    1999-01-01

    The Constrained Effective Potential (CEP) is known to be equivalent to the usual Effective Potential (EP) in the infinite volume limit. We have carried out MonteCarlo calculations based on the two different definitions to get informations on finite size effects. We also compared these calculations with those based on an Improved CEP (ICEP) which takes into account the finite size of the lattice. It turns out that ICEP actually reduces the finite size effects which are more visible near the vanishing of the external source.

  5. Computable error estimates for Monte Carlo finite element approximation of elliptic PDE with lognormal diffusion coefficients

    KAUST Repository

    Hall, Eric

    2016-01-09

    The Monte Carlo (and Multi-level Monte Carlo) finite element method can be used to approximate observables of solutions to diffusion equations with lognormal distributed diffusion coefficients, e.g. modeling ground water flow. Typical models use lognormal diffusion coefficients with H´ older regularity of order up to 1/2 a.s. This low regularity implies that the high frequency finite element approximation error (i.e. the error from frequencies larger than the mesh frequency) is not negligible and can be larger than the computable low frequency error. We address how the total error can be estimated by the computable error.

  6. Computational error estimates for Monte Carlo finite element approximation with log normal diffusion coefficients

    KAUST Repository

    Sandberg, Mattias

    2015-01-07

    The Monte Carlo (and Multi-level Monte Carlo) finite element method can be used to approximate observables of solutions to diffusion equations with log normal distributed diffusion coefficients, e.g. modelling ground water flow. Typical models use log normal diffusion coefficients with H¨older regularity of order up to 1/2 a.s. This low regularity implies that the high frequency finite element approximation error (i.e. the error from frequencies larger than the mesh frequency) is not negligible and can be larger than the computable low frequency error. This talk will address how the total error can be estimated by the computable error.

  7. A Monte Carlo method for critical systems in infinite volume: the planar Ising model

    CERN Document Server

    Herdeiro, Victor

    2016-01-01

    In this paper we propose a Monte Carlo method for generating finite-domain marginals of critical distributions of statistical models in infinite volume. The algorithm corrects the problem of the long-range effects of boundaries associated to generating critical distributions on finite lattices. It uses the advantage of scale invariance combined with ideas of the renormalization group in order to construct a type of "holographic" boundary condition that encodes the presence of an infinite volume beyond it. We check the quality of the distribution obtained in the case of the planar Ising model by comparing various observables with their infinite-plane prediction. We accurately reproduce planar two-, three- and four-point functions of spin and energy operators. We also define a lattice stress-energy tensor, and numerically obtain the associated conformal Ward identities and the Ising central charge.

  8. Monte Carlo method for critical systems in infinite volume: The planar Ising model.

    Science.gov (United States)

    Herdeiro, Victor; Doyon, Benjamin

    2016-10-01

    In this paper we propose a Monte Carlo method for generating finite-domain marginals of critical distributions of statistical models in infinite volume. The algorithm corrects the problem of the long-range effects of boundaries associated to generating critical distributions on finite lattices. It uses the advantage of scale invariance combined with ideas of the renormalization group in order to construct a type of "holographic" boundary condition that encodes the presence of an infinite volume beyond it. We check the quality of the distribution obtained in the case of the planar Ising model by comparing various observables with their infinite-plane prediction. We accurately reproduce planar two-, three-, and four-point of spin and energy operators. We also define a lattice stress-energy tensor, and numerically obtain the associated conformal Ward identities and the Ising central charge.

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

    Science.gov (United States)

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

    2014-01-01

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

  10. Theory of Finite Size Effects for Electronic Quantum Monte Carlo Calculations of Liquids and Solids

    CERN Document Server

    Holzmann, Markus; Morales, Miguel A; Tubmann, Norm M; Ceperley, David M; Pierleoni, Carlo

    2016-01-01

    Concentrating on zero temperature Quantum Monte Carlo calculations of electronic systems, we give a general description of the theory of finite size extrapolations of energies to the thermodynamic limit based on one and two-body correlation functions. We introduce new effective procedures, such as using the potential and wavefunction split-up into long and short range functions to simplify the method and we discuss how to treat backflow wavefunctions. Then we explicitly test the accuracy of our method to correct finite size errors on example hydrogen and helium many-body systems and show that the finite size bias can be drastically reduced for even small systems.

  11. Quantum dynamics at finite temperature: Time-dependent quantum Monte Carlo study

    Energy Technology Data Exchange (ETDEWEB)

    Christov, Ivan P., E-mail: ivan.christov@phys.uni-sofia.bg

    2016-08-15

    In this work we investigate the ground state and the dissipative quantum dynamics of interacting charged particles in an external potential at finite temperature. The recently devised time-dependent quantum Monte Carlo (TDQMC) method allows a self-consistent treatment of the system of particles together with bath oscillators first for imaginary-time propagation of Schrödinger type of equations where both the system and the bath converge to their finite temperature ground state, and next for real time calculation where the dissipative dynamics is demonstrated. In that context the application of TDQMC appears as promising alternative to the path-integral related techniques where the real time propagation can be a challenge.

  12. Monte Carlo study of Lefschetz thimble structure in one-dimensional Thirring model at finite density

    CERN Document Server

    Fujii, Hirotsugu; Kikukawa, Yoshio

    2015-01-01

    We consider the one-dimensional massive Thirring model formulated on the lattice with staggered fermions and an auxiliary compact vector (link) field, which is exactly solvable and shows a phase transition with increasing the chemical potential of fermion number: the crossover at a finite temperature and the first order transition at zero temperature. We complexify its path-integration on Lefschetz thimbles and examine its phase transition by hybrid Monte Carlo simulations on the single dominant thimble. We observe a discrepancy between the numerical and exact results in the crossover region for small inverse coupling $\\beta$ and/or large lattice size $L$, while they are in good agreement at the lower and higher density regions. We also observe that the discrepancy persists in the continuum limit keeping the temperature finite and it becomes more significant toward the low-temperature limit. This numerical result is consistent with our analytical study of the model's thimble structure. And these results imply...

  13. Finite Size Effect in Path Integral Monte Carlo Simulations of 4He Systems

    Institute of Scientific and Technical Information of China (English)

    ZHAO Xing-Wen; CHENG Xin-Lu

    2008-01-01

    Path integral Monte Carlo (PIMC) simulations are a powerful computational method to study interacting quantum systems at finite temperatures. In this work, PIMC has been applied to study the finite size effect of the simulated systems of 4He. We determine the energy as a function of temperature at saturated-vapor-pressure (SVP) conditions in the temperature range of T ∈ [1.0 K,4.0 K], and the equation of state (EOS) in the ground state for systems consisted of 32, 64 and 128 4He atoms, respectively. We find that the energy at SVP is influenced significantly by the size of the simulated system in the temperature range of T ∈ [2.1 K, 3.0 K] and the larger the system is, the better results are obtained in comparison with the experimental values; while the EOS appeared to be unrelated to it.

  14. Molecular mobility with respect to accessible volume in Monte Carlo lattice model for polymers

    Science.gov (United States)

    Diani, J.; Gilormini, P.

    2017-02-01

    A three-dimensional cubic Monte Carlo lattice model is considered to test the impact of volume on the molecular mobility of amorphous polymers. Assuming classic polymer chain dynamics, the concept of locked volume limiting the accessible volume around the polymer chains is introduced. The polymer mobility is assessed by its ability to explore the entire lattice thanks to reptation motions. When recording the polymer mobility with respect to the lattice accessible volume, a sharp mobility transition is observed as witnessed during glass transition. The model ability to reproduce known actual trends in terms of glass transition with respect to material parameters, is also tested.

  15. Liquid crystal free energy relaxation by a theoretically informed Monte Carlo method using a finite element quadrature approach.

    Science.gov (United States)

    Armas-Pérez, Julio C; Hernández-Ortiz, Juan P; de Pablo, Juan J

    2015-12-28

    A theoretically informed Monte Carlo method is proposed for Monte Carlo simulation of liquid crystals on the basis of theoretical representations in terms of coarse-grained free energy functionals. The free energy functional is described in the framework of the Landau-de Gennes formalism. A piecewise finite element discretization is used to approximate the alignment field, thereby providing an excellent geometrical representation of curved interfaces and accurate integration of the free energy. The method is suitable for situations where the free energy functional includes highly non-linear terms, including chirality or high-order deformation modes. The validity of the method is established by comparing the results of Monte Carlo simulations to traditional Ginzburg-Landau minimizations of the free energy using a finite difference scheme, and its usefulness is demonstrated in the context of simulations of chiral liquid crystal droplets with and without nanoparticle inclusions.

  16. Monte Carlo simulation of finite mass nucleons interacting via a neutral, scalar boson field

    Science.gov (United States)

    Szybisz, L.; Zabolitzky, J. G.

    1987-03-01

    A recently proposed Monte Carlo method to solve the Schrödinger equation when expressed in Fock space is applied to the hamiltonian which describes the interaction of nucleons via a neutral, scalar boson field. The fact that a nucleon has finite mass is taken into account and a gaussian cut-off for the nucleon form factor is adopted. The problem is solved for systems with A = 1 and 2 sources (nucleons) in the three-dimensional continuous space. From the results for A = 1 a bare nucleon mass, mB c2 = 962.58 ± 0.06 MeV, is obtained. This value is used to determine the binding energy for an A = 2 system by means of this new algorithm. The result, B(2) = 2.14 ± 0.50 MeV, is consistent with the value corresponding to the static potential approximation.

  17. Monte Carlo simulation of finite mass nucleons interacting via a neutral, scalar boson field

    Energy Technology Data Exchange (ETDEWEB)

    Szybisz, L.; Zabolitzky, J.G.

    1987-03-23

    A recently proposed Monte Carlo method to solve the Schroedinger equation when expressed in Fock space is applied to the hamiltonian which describes the interaction of nucleons via a neutral, scalar boson field. The fact that a nucleon has finite mass is taken into account and a gaussian cut-off for the nucleon form factor is adopted. The problem is solved for systems with A=1 and 2 sources (nucleons) in the three-dimensional continuous space. From the results for A=1 a bare nucleon mass, m/sub B/c/sup 2/=962.58+-0.06 MeV, is obtained. This value is used to determine the binding energy for an A=2 system by means of this new algorithm. The result, B(2)=2.14+-0.50 MeV, is consistent with the value corresponding to the static potential approximation.

  18. Phase diagrams of a finite superlattice with two disordered interfaces: Monte Carlo simulation

    Science.gov (United States)

    Feraoun, A.; Zaim, A.; Kerouad, M.

    2015-11-01

    The phase diagrams and the magnetic properties of an Ising finite superlattice with two disordered interfaces are investigated using Monte Carlo simulations based on Metropolis algorithm. The superlattice consists of k unit cells, where the unit cell contains L layers of spin-1/2 (A atoms), L layers of spin-1 (B atoms), and a disordered interface, with two layers in between, which is characterized by a random arrangement of A and B atoms Ap B1-p A1-p Bp with a negative A-B coupling. The A-A and B-B exchange coupling are considered ferromagnetic. We have investigated the effects of the thickness of the film, the crystal field interactions and the surface exchanges coupling on the magnetic properties. The obtained results show that the number of compensation points and the number of first-order phase transition lines depend strongly on the thickness, the probability p and the exchange interactions in the surfaces.

  19. Hidden zero-temperature bicritical point in the two-dimensional anisotropic Heisenberg model: Monte Carlo simulations and proper finite-size scaling

    OpenAIRE

    Zhou, Chenggang; Landau, D. P.; Schulthess, Thomas C.

    2006-01-01

    By considering the appropriate finite-size effect, we explain the connection between Monte Carlo simulations of two-dimensional anisotropic Heisenberg antiferromagnet in a field and the early renormalization group calculation for the bicritical point in $2+\\epsilon$ dimensions. We found that the long length scale physics of the Monte Carlo simulations is indeed captured by the anisotropic nonlinear $\\sigma$ model. Our Monte Carlo data and analysis confirm that the bicritical point in two dime...

  20. Volume Dispersion of Point Sets and Quasi-Monte Carlo Methods

    Institute of Scientific and Technical Information of China (English)

    2000-01-01

    Measures of irregularity of a point set or sequence, such as discrepancy and dispersion, play a central role in quasi-Monte Carlo methods. In this paper, we introduce and study a new measure of irregularity, called volume dispersion. It is a measure of deviation of point sets from the uniform distribution. We then generalize the concept of volume dispersion to more general cases as measures of representation of point sets for general probability distributions. Various relations among these measures and the traditional discrepancy and dispersion are investigated.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-06-15

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

  2. Monte Carlo solution of the volume-integral equation of electromagnetic scattering

    Science.gov (United States)

    Peltoniemi, J.; Muinonen, K.

    2014-07-01

    Electromagnetic scattering is often the main physical process to be understood when interpreting the observations of asteroids, comets, and meteors. Modeling the scattering faces still many problems, and one needs to assess several different cases: multiple scattering and shadowing by the rough surface, multiple scattering inside a surface element, and single scattering by a small object. Our specific goal is to extend the electromagnetic techniques to larger and more complicated objects, and derive approximations taking into account the most important effects of waves. Here we experiment with Monte Carlo techniques: can they provide something new to solving the scattering problems? The electromagnetic wave equation in the presence of a scatterer of volume V and refractive index m, with an incident wave EE_0, including boundary conditions and the scattering condition at infinity, can be presented in the form of an integral equation EE(rr)(1+suski(rr) Q(ρ))-int_{V-V_ρ}ddrr' GG(rr-rr')suski(rr')EE(rr') =EE_0, where suski(rr)=m(rr)^2-1, Q(ρ)=-1/3+{cal O}(ρ^2)+{O'}(m^2ρ^2), {O}, and {O'} are some second- and higher-order corrections for the finite-size volume V_ρ of radius ρ around the singularity and GG is the dyadic Green's function of the form GG(RR)={exp(im kR)}/{4π R}[unittensor(1+{im}/{R}-{1}/{R^2})-RRRR(1+{3im}/{R}-{3}/{R^2})]. In general, this is solved by extending the internal field in terms of some simple basis functions, e.g., plane or spherical waves or a cubic grid, approximating the integrals in a clever way, and determining the goodness of the solution somehow, e.g., moments or least square. Whatever the choice, the solution usually converges nicely towards a correct enough solution when the scatterer is small and simple, and diverges when the scatterer becomes too complicated. With certain methods, one can reach larger scatterers faster, but the memory and CPU needs can be huge. Until today, all successful solutions are based on more or less

  3. Monte-Carlo finite elements gyrokinetic simulations of Alfven modes in tokamaks

    Science.gov (United States)

    Bottino, Alberto; Biancalani, Alessandro; Palermo, Francesco; Tronko, Natalia

    2016-10-01

    The global gyrokinetic code ORB5 can simultaneously include electromagnetic perturbations, general ideal MHD axisymmetric equilibria, zonal-flow preserving sources, collisions, and the ability to solve the full core plasma including the magnetic axis. In this work, a Monte Carlo Particle In Cell Finite Element model, starting from a gyrokinetic discrete Lagrangian, is derived and implemented into the ORB5 code. The variations of the Lagrangian are used to obtain the time continuous equations of motion for the particles and the Finite Element approximation of the field equations. The Noether theorem for the semi-discretised system, implies a certain number of conservation properties for the final set of equation. Linear and nonlinear results, concerning Alfvén instabilities, in the presence of an energetic particle population, and microinstabilities, such as electromagnetic ion temperature gradient (ITG) driven modes and kinetic ballooning modes (KBM), will be presented and discussed. Due to losses of energetic particles, Alfvén instabilities can not only affect plasma stability and damage the walls, but also strongly impact the heating efficiency of a fusion reactor and ultimately the possibility of reaching ignition.

  4. Monte Carlo analysis for finite-temperature magnetism of Nd2Fe14B permanent magnet

    Science.gov (United States)

    Toga, Yuta; Matsumoto, Munehisa; Miyashita, Seiji; Akai, Hisazumi; Doi, Shotaro; Miyake, Takashi; Sakuma, Akimasa

    2016-11-01

    We investigate the effects of magnetic inhomogeneities and thermal fluctuations on the magnetic properties of a rare-earth intermetallic compound, Nd2Fe14B . The constrained Monte Carlo method is applied to a Nd2Fe14B bulk system to realize the experimentally observed spin reorientation and magnetic anisotropy constants KmA(m =1 ,2 ,4 ) at finite temperatures. Subsequently, it is found that the temperature dependence of K1A deviates from the Callen-Callen law, K1A(T ) ∝M (T) 3 , even above room temperature, TR˜300 K , when the Fe (Nd) anisotropy terms are removed to leave only the Nd (Fe) anisotropy terms. This is because the exchange couplings between Nd moments and Fe spins are much smaller than those between Fe spins. It is also found that the exponent n in the external magnetic field Hext response of barrier height FB=FB0(1-Hext/H0) n is less than 2 in the low-temperature region below TR, whereas n approaches 2 when T >TR , indicating the presence of Stoner-Wohlfarth-type magnetization rotation. This reflects the fact that the magnetic anisotropy is mainly governed by the K1A term in the T >TR region.

  5. Logarithmic finite-size effects on interfacial free energies: Phenomenological theory and Monte Carlo studies

    Science.gov (United States)

    Schmitz, Fabian; Virnau, Peter; Binder, Kurt

    2014-07-01

    The computation of interfacial free energies between coexisting phases (e.g., saturated vapor and liquid) by computer simulation methods is still a challenging problem due to the difficulty of an atomistic identification of an interface and interfacial fluctuations on all length scales. The approach to estimate the interfacial tension from the free-energy excess of a system with interfaces relative to corresponding single-phase systems does not suffer from the first problem but still suffers from the latter. Considering d-dimensional systems with interfacial area Ld -1 and linear dimension Lz in the direction perpendicular to the interface, it is argued that the interfacial fluctuations cause logarithmic finite-size effects of order ln(L)/Ld -1 and order ln(Lz)/Ld -1, in addition to regular corrections (with leading-order const/Ld -1). A phenomenological theory predicts that the prefactors of the logarithmic terms are universal (but depend on the applied boundary conditions and the considered statistical ensemble). The physical origin of these corrections are the translational entropy of the interface as a whole, "domain breathing" (coupling of interfacial fluctuations to the bulk order parameter fluctuations of the coexisting domains), and capillary waves. Using a new variant of the ensemble switch method, interfacial tensions are found from Monte Carlo simulations of d =2 and d =3 Ising models and a Lennard-Jones fluid. The simulation results are fully consistent with the theoretical predictions.

  6. Monte Carlo simulation of different positron emitting radionuclides incorporated in a soft tissue volume

    Energy Technology Data Exchange (ETDEWEB)

    Olaya D, H.; Martinez O, S. A. [Universidad Pedagogica y Tecnologica de Colombia, Grupo de Fisica Nuclear Aplicada y Simulacion, Av. Central del Norte 39-115, 150003 Tunja, Boyaca (Colombia); Sevilla M, A. C. [Universidad Nacional de Colombia, Departamento de Fisica, Grupo CRYOMAG, 111321 Bogota D. C. (Colombia); Vega C, H. R., E-mail: grupo.finuas@uptc.edu.co [Universidad Autonoma de Zacatecas, Unidad Academica de Estudios Nucleares, Cipres No. 10, Fracc. La Penuela, 98060 Zacatecas, Zac. (Mexico)

    2015-10-15

    Monte Carlo calculations were carried out where compounds with positron-emitters radionuclides, like FDG ({sup 18}F), Acetate ({sup 11}C), and Ammonium ({sup 13}N), were incorporated into a soft tissue volume, in the aim to estimate the type of particles produced their energies, their mean free paths, and the absorbed dose at different distances with respect to the center of the volume. The volume was modeled with a radius larger than the maximum range of positrons in order to produce 0.511 keV annihilation gamma-ray photons. With the obtained results the equivalent dose, in various organs and tissues able to metabolize different radiopharmaceutical drugs, can be estimated. (Author)

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

    DEFF Research Database (Denmark)

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

    2000-01-01

    We present a systematic Monte Carlo study of the scattering function S(q) of semiflexible polyelectrolytes at infinite dilution, in solutions with different concentrations of added salt. In the spirit of a theoretical description of polyelectrolytes in terms of the equivalent parameters, namely...... outlined in the Odijk-Skolnick-Fixman theory, in which the behavior of charged polymers is described only in terms of increasing local rigidity and excluded volume effects. Moreover, the Monte Carlo data are found to be in very good agreement with experimental scattering measurements with equilibrium...

  8. Calculation of dose distribution in compressible breast tissues using finite element modeling, Monte Carlo simulation and thermoluminescence dosimeters

    Science.gov (United States)

    Mohammadyari, Parvin; Faghihi, Reza; Mosleh-Shirazi, Mohammad Amin; Lotfi, Mehrzad; Rahim Hematiyan, Mohammad; Koontz, Craig; Meigooni, Ali S.

    2015-12-01

    Compression is a technique to immobilize the target or improve the dose distribution within the treatment volume during different irradiation techniques such as AccuBoost® brachytherapy. However, there is no systematic method for determination of dose distribution for uncompressed tissue after irradiation under compression. In this study, the mechanical behavior of breast tissue between compressed and uncompressed states was investigated. With that, a novel method was developed to determine the dose distribution in uncompressed tissue after irradiation of compressed breast tissue. Dosimetry was performed using two different methods, namely, Monte Carlo simulations using the MCNP5 code and measurements using thermoluminescent dosimeters (TLD). The displacement of the breast elements was simulated using a finite element model and calculated using ABAQUS software. From these results, the 3D dose distribution in uncompressed tissue was determined. The geometry of the model was constructed from magnetic resonance images of six different women volunteers. The mechanical properties were modeled by using the Mooney-Rivlin hyperelastic material model. Experimental dosimetry was performed by placing the TLD chips into the polyvinyl alcohol breast equivalent phantom. The results determined that the nodal displacements, due to the gravitational force and the 60 Newton compression forces (with 43% contraction in the loading direction and 37% expansion in the orthogonal direction) were determined. Finally, a comparison of the experimental data and the simulated data showed agreement within 11.5%  ±  5.9%.

  9. Monte Carlo Investigation on the Effect of Heterogeneities on Strut Adjusted Volume Implant (SAVI) Dosimetry

    Science.gov (United States)

    Koontz, Craig

    Breast cancer is the most prevalent cancer for women with more than 225,000 new cases diagnosed in the United States in 2012 (ACS, 2012). With the high prevalence, comes an increased emphasis on researching new techniques to treat this disease. Accelerated partial breast irradiation (APBI) has been used as an alternative to whole breast irradiation (WBI) in order to treat occult disease after lumpectomy. Similar recurrence rates have been found using ABPI after lumpectomy as with mastectomy alone, but with the added benefit of improved cosmetic and psychological results. Intracavitary brachytherapy devices have been used to deliver the APBI prescription. However, inability to produce asymmetric dose distributions in order to avoid overdosing skin and chest wall has been an issue with these devices. Multi-lumen devices were introduced to overcome this problem. Of these, the Strut-Adjusted Volume Implant (SAVI) has demonstrated the greatest ability to produce an asymmetric dose distribution, which would have greater ability to avoid skin and chest wall dose, and thus allow more women to receive this type of treatment. However, SAVI treatments come with inherent heterogeneities including variable backscatter due to the proximity to the tissue-air and tissue-lung interfaces and variable contents within the cavity created by the SAVI. The dose calculation protocol based on TG-43 does not account for heterogeneities and thus will not produce accurate dosimetry; however Acuros, a model-based dose calculation algorithm manufactured by Varian Medical Systems, claims to accurately account for heterogeneities. Monte Carlo simulation can calculate the dosimetry with high accuracy. In this thesis, a model of the SAVI will be created for Monte Carlo, specifically using MCNP code, in order to explore the affects of heterogeneities on the dose distribution. This data will be compared to TG-43 and Acuros calculated dosimetry to explore their accuracy.

  10. Volume Measurement Algorithm for Food Product with Irregular Shape using Computer Vision based on Monte Carlo Method

    Directory of Open Access Journals (Sweden)

    Joko Siswantoro

    2014-11-01

    Full Text Available Volume is one of important issues in the production and processing of food product. Traditionally, volume measurement can be performed using water displacement method based on Archimedes’ principle. Water displacement method is inaccurate and considered as destructive method. Computer vision offers an accurate and nondestructive method in measuring volume of food product. This paper proposes algorithm for volume measurement of irregular shape food product using computer vision based on Monte Carlo method. Five images of object were acquired from five different views and then processed to obtain the silhouettes of object. From the silhouettes of object, Monte Carlo method was performed to approximate the volume of object. The simulation result shows that the algorithm produced high accuracy and precision for volume measurement.

  11. Modification of codes NUALGAM and BREMRAD. Volume 3: Statistical considerations of the Monte Carlo method

    Science.gov (United States)

    Firstenberg, H.

    1971-01-01

    The statistics are considered of the Monte Carlo method relative to the interpretation of the NUGAM2 and NUGAM3 computer code results. A numerical experiment using the NUGAM2 code is presented and the results are statistically interpreted.

  12. Parallel J-W Monte Carlo Simulations of Thermal Phase Changes in Finite-size Systems

    CERN Document Server

    Radev, R

    2002-01-01

    The thermodynamic properties of 59 TeF6 clusters that undergo temperature-driven phase transitions have been calculated with a canonical J-walking Monte Carlo technique. A parallel code for simulations has been developed and optimized on SUN3500 and CRAY-T3E computers. The Lindemann criterion shows that the clusters transform from liquid to solid and then from one solid structure to another in the temperature region 60-130 K.

  13. 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 ...

  14. Wang-Landau method for calculating Rényi entropies in finite-temperature quantum Monte Carlo simulations.

    Science.gov (United States)

    Inglis, Stephen; Melko, Roger G

    2013-01-01

    We implement a Wang-Landau sampling technique in quantum Monte Carlo (QMC) simulations for the purpose of calculating the Rényi entanglement entropies and associated mutual information. The algorithm converges an estimate for an analog to the density of states for stochastic series expansion QMC, allowing a direct calculation of Rényi entropies without explicit thermodynamic integration. We benchmark results for the mutual information on two-dimensional (2D) isotropic and anisotropic Heisenberg models, a 2D transverse field Ising model, and a three-dimensional Heisenberg model, confirming a critical scaling of the mutual information in cases with a finite-temperature transition. We discuss the benefits and limitations of broad sampling techniques compared to standard importance sampling methods.

  15. Thermodynamics of the quark-gluon plasma at finite chemical potential: color path integral Monte Carlo results

    Energy Technology Data Exchange (ETDEWEB)

    Filinov, V.S.; Fortov, V.E. [Joint Institute for High Temperatures, Russian Academy of Sciences, Izhorskaya 13, bd. 2, 125412 Moscow (Russian Federation); Bonitz, M. [Institute for Theoretical Physics and Astrophysics, Christian Albrechts University Kiel, Leibnizstrasse 15, D-24098 Kiel (Germany); Ivanov, Y.B. [National Research Center ' ' Kurchatov Institute' ' , Kurchatov Sq. 1, 123182 Moscow, Russia, National Research Nuclear University ' ' MEPhI' ' , Kashirskoe sh. 31, 115409 Moscow (Russian Federation); Ilgenfritz, E.M. [Joint Institute for Nuclear Reseach, Joliot-Curie str. 6, Dubna, 141980, Moscow Region (Russian Federation)

    2015-02-01

    Based on the constituent quasiparticle model of the quark-gluon plasma (QGP), color quantum path-integral Monte-Carlo (PIMC) calculations of the thermodynamic properties of the QGP are performed. We extend our previous zero chemical potential simulations to the QGP at finite baryon chemical potential. The results indicate that color PIMC can be applied not only above the QCD critical temperature T{sub c} but also below T{sub c}. Besides reproducing the lattice equation of state our approach yields also valuable additional insight into the internal structure of the QGP, via the pair distribution functions of the various quasiparticles. In particular, the pair distribution function of gluons reflects the existence of gluon-gluon bound states at low temperatures and μ = 175 MeV, i.e. glueballs, while meson-like bound states are not found. (copyright 2015 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim) (orig.)

  16. Monte Carlo simulations incorporating Mie calculations of light transport in tissue phantoms: Examination of photon sampling volumes for endoscopically compatible fiber optic probes

    Energy Technology Data Exchange (ETDEWEB)

    Mourant, J.R.; Hielscher, A.H.; Bigio, I.J.

    1996-04-01

    Details of the interaction of photons with tissue phantoms are elucidated using Monte Carlo simulations. In particular, photon sampling volumes and photon pathlengths are determined for a variety of scattering and absorption parameters. The Monte Carlo simulations are specifically designed to model light delivery and collection geometries relevant to clinical applications of optical biopsy techniques. The Monte Carlo simulations assume that light is delivered and collected by two, nearly-adjacent optical fibers and take into account the numerical aperture of the fibers as well as reflectance and refraction at interfaces between different media. To determine the validity of the Monte Carlo simulations for modeling the interactions between the photons and the tissue phantom in these geometries, the simulations were compared to measurements of aqueous suspensions of polystyrene microspheres in the wavelength range 450-750 nm.

  17. Multi-Resolution Markov-Chain-Monte-Carlo Approach for System Identification with an Application to Finite-Element Models

    Energy Technology Data Exchange (ETDEWEB)

    Johannesson, G; Glaser, R E; Lee, C L; Nitao, J J; Hanley, W G

    2005-02-07

    Estimating unknown system configurations/parameters by combining system knowledge gained from a computer simulation model on one hand and from observed data on the other hand is challenging. An example of such inverse problem is detecting and localizing potential flaws or changes in a structure by using a finite-element model and measured vibration/displacement data. We propose a probabilistic approach based on Bayesian methodology. This approach does not only yield a single best-guess solution, but a posterior probability distribution over the parameter space. In addition, the Bayesian approach provides a natural framework to accommodate prior knowledge. A Markov chain Monte Carlo (MCMC) procedure is proposed to generate samples from the posterior distribution (an ensemble of likely system configurations given the data). The MCMC procedure proposed explores the parameter space at different resolutions (scales), resulting in a more robust and efficient procedure. The large-scale exploration steps are carried out using coarser-resolution finite-element models, yielding a considerable decrease in computational time, which can be a crucial for large finite-element models. An application is given using synthetic displacement data from a simple cantilever beam with MCMC exploration carried out at three different resolutions.

  18. 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...

  19. Monte Carlo simulation of the resolution volume for the SEQUOIA spectrometer

    Directory of Open Access Journals (Sweden)

    Granroth G.E.

    2015-01-01

    Full Text Available Monte Carlo ray tracing simulations, of direct geometry spectrometers, have been particularly useful in instrument design and characterization. However, these tools can also be useful for experiment planning and analysis. To this end, the McStas Monte Carlo ray tracing model of SEQUOIA, the fine resolution fermi chopper spectrometer at the Spallation Neutron Source (SNS of Oak Ridge National Laboratory (ORNL, has been modified to include the time of flight resolution sample and detector components. With these components, the resolution ellipsoid can be calculated for any detector pixel and energy bin of the instrument. The simulation is split in two pieces. First, the incident beamline up to the sample is simulated for 1 × 1011 neutron packets (4 days on 30 cores. This provides a virtual source for the backend that includes the resolution sample and monitor components. Next, a series of detector and energy pixels are computed in parallel. It takes on the order of 30 s to calculate a single resolution ellipsoid on a single core. Python scripts have been written to transform the ellipsoid into the space of an oriented single crystal, and to characterize the ellipsoid in various ways. Though this tool is under development as a planning tool, we have successfully used it to provide the resolution function for convolution with theoretical models. Specifically, theoretical calculations of the spin waves in YFeO3 were compared to measurements taken on SEQUOIA. Though the overall features of the spectra can be explained while neglecting resolution effects, the variation in intensity of the modes is well described once the resolution is included. As this was a single sharp mode, the simulated half intensity value of the resolution ellipsoid was used to provide the resolution width. A description of the simulation, its use, and paths forward for this technique will be discussed.

  20. Monte Carlo simulation of the resolution volume for the SEQUOIA spectrometer

    Science.gov (United States)

    Granroth, G. E.; Hahn, S. E.

    2015-01-01

    Monte Carlo ray tracing simulations, of direct geometry spectrometers, have been particularly useful in instrument design and characterization. However, these tools can also be useful for experiment planning and analysis. To this end, the McStas Monte Carlo ray tracing model of SEQUOIA, the fine resolution fermi chopper spectrometer at the Spallation Neutron Source (SNS) of Oak Ridge National Laboratory (ORNL), has been modified to include the time of flight resolution sample and detector components. With these components, the resolution ellipsoid can be calculated for any detector pixel and energy bin of the instrument. The simulation is split in two pieces. First, the incident beamline up to the sample is simulated for 1 × 1011 neutron packets (4 days on 30 cores). This provides a virtual source for the backend that includes the resolution sample and monitor components. Next, a series of detector and energy pixels are computed in parallel. It takes on the order of 30 s to calculate a single resolution ellipsoid on a single core. Python scripts have been written to transform the ellipsoid into the space of an oriented single crystal, and to characterize the ellipsoid in various ways. Though this tool is under development as a planning tool, we have successfully used it to provide the resolution function for convolution with theoretical models. Specifically, theoretical calculations of the spin waves in YFeO3 were compared to measurements taken on SEQUOIA. Though the overall features of the spectra can be explained while neglecting resolution effects, the variation in intensity of the modes is well described once the resolution is included. As this was a single sharp mode, the simulated half intensity value of the resolution ellipsoid was used to provide the resolution width. A description of the simulation, its use, and paths forward for this technique will be discussed.

  1. 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.

  2. Dynamic Monte Carlo simulation on behavior of phase transition of a random magnetic system in finite observation time

    Energy Technology Data Exchange (ETDEWEB)

    Kitazaki, Tamotsu; Kato, Tomohiko, E-mail: katou@fit.ac.jp

    2014-03-15

    Random magnets generally exhibit gradual phase transitions more or less. The origin of the phenomena has been controversial for a long time: intrinsic phenomena of disordered magnets or non-equilibrium effect due to finite observation time. We now support the latter, but there have not been clear evidences experimentally and theoretically. We show that the behavior of phase transition of a simple random magnetic system differs in the observation time by using a dynamic Monte Carlo simulation. The target of the simulation is experiments of the line width of NMR spin-echo spectra, a type of the order parameter, on Mn{sub x}Cd{sub 1−x} (HCOO){sub 2}·2(NH{sub 2})2CO. The calculated results indicate that, as the averaging time becomes shorter, the phase transition becomes more gradual. This tendency is most pronounced around the percolation concentration. The calculated results coincide well with the characteristic features of the experimental results. This coincidence supports that the smearing behavior of the order parameter is a non-equilibrium effect, though Ising model employed in the simulation is different with Heisenberg system of the target substance.

  3. Scaling/LER study of Si GAA nanowire FET using 3D finite element Monte Carlo simulations

    Science.gov (United States)

    Elmessary, Muhammad A.; Nagy, Daniel; Aldegunde, Manuel; Seoane, Natalia; Indalecio, Guillermo; Lindberg, Jari; Dettmer, Wulf; Perić, Djordje; García-Loureiro, Antonio J.; Kalna, Karol

    2017-02-01

    3D Finite Element (FE) Monte Carlo (MC) simulation toolbox incorporating 2D Schrödinger equation quantum corrections is employed to simulate ID-VG characteristics of a 22 nm gate length gate-all-around (GAA) Si nanowire (NW) FET demonstrating an excellent agreement against experimental data at both low and high drain biases. We then scale the Si GAA NW according to the ITRS specifications to a gate length of 10 nm predicting that the NW FET will deliver the required on-current of above 1 mA/ μ m and a superior electrostatic integrity with a nearly ideal sub-threshold slope of 68 mV/dec and a DIBL of 39 mV/V. In addition, we use a calibrated 3D FE quantum corrected drift-diffusion (DD) toolbox to investigate the effects of NW line-edge roughness (LER) induced variability on the sub-threshold characteristics (threshold voltage (VT), OFF-current (IOFF), sub-threshold slope (SS) and drain-induced-barrier-lowering (DIBL)) for the 22 nm and 10 nm gate length GAA NW FETs at low and high drain biases. We simulate variability with two LER correlation lengths (CL = 20 nm and 10 nm) and three root mean square values (RMS = 0.6, 0.7 and 0.85 nm).

  4. Modeling the impact of prostate edema on LDR brachytherapy: a Monte Carlo dosimetry study based on a 3D biphasic finite element biomechanical model.

    Science.gov (United States)

    Mountris, K A; Bert, J; Noailly, J; Aguilera, A Rodriguez; Valeri, A; Pradier, O; Schick, U; Promayon, E; Ballester, M A Gonzalez; Troccaz, J; Visvikis, D

    2017-03-21

    Prostate volume changes due to edema occurrence during transperineal permanent brachytherapy should be taken under consideration to ensure optimal dose delivery. Available edema models, based on prostate volume observations, face several limitations. Therefore, patient-specific models need to be developed to accurately account for the impact of edema. In this study we present a biomechanical model developed to reproduce edema resolution patterns documented in the literature. Using the biphasic mixture theory and finite element analysis, the proposed model takes into consideration the mechanical properties of the pubic area tissues in the evolution of prostate edema. The model's computed deformations are incorporated in a Monte Carlo simulation to investigate their effect on post-operative dosimetry. The comparison of Day1 and Day30 dosimetry results demonstrates the capability of the proposed model for patient-specific dosimetry improvements, considering the edema dynamics. The proposed model shows excellent ability to reproduce previously described edema resolution patterns and was validated based on previous findings. According to our results, for a prostate volume increase of 10-20% the Day30 urethra D10 dose metric is higher by 4.2%-10.5% compared to the Day1 value. The introduction of the edema dynamics in Day30 dosimetry shows a significant global dose overestimation identified on the conventional static Day30 dosimetry. In conclusion, the proposed edema biomechanical model can improve the treatment planning of transperineal permanent brachytherapy accounting for post-implant dose alterations during the planning procedure.

  5. Modeling the impact of prostate edema on LDR brachytherapy: a Monte Carlo dosimetry study based on a 3D biphasic finite element biomechanical model

    Science.gov (United States)

    Mountris, K. A.; Bert, J.; Noailly, J.; Rodriguez Aguilera, A.; Valeri, A.; Pradier, O.; Schick, U.; Promayon, E.; Gonzalez Ballester, M. A.; Troccaz, J.; Visvikis, D.

    2017-03-01

    Prostate volume changes due to edema occurrence during transperineal permanent brachytherapy should be taken under consideration to ensure optimal dose delivery. Available edema models, based on prostate volume observations, face several limitations. Therefore, patient-specific models need to be developed to accurately account for the impact of edema. In this study we present a biomechanical model developed to reproduce edema resolution patterns documented in the literature. Using the biphasic mixture theory and finite element analysis, the proposed model takes into consideration the mechanical properties of the pubic area tissues in the evolution of prostate edema. The model’s computed deformations are incorporated in a Monte Carlo simulation to investigate their effect on post-operative dosimetry. The comparison of Day1 and Day30 dosimetry results demonstrates the capability of the proposed model for patient-specific dosimetry improvements, considering the edema dynamics. The proposed model shows excellent ability to reproduce previously described edema resolution patterns and was validated based on previous findings. According to our results, for a prostate volume increase of 10–20% the Day30 urethra D10 dose metric is higher by 4.2%–10.5% compared to the Day1 value. The introduction of the edema dynamics in Day30 dosimetry shows a significant global dose overestimation identified on the conventional static Day30 dosimetry. In conclusion, the proposed edema biomechanical model can improve the treatment planning of transperineal permanent brachytherapy accounting for post-implant dose alterations during the planning procedure.

  6. Interface localization-delocalization transition in a symmetric polymer blend: A finite-size scaling Monte Carlo study

    Science.gov (United States)

    Müller, M.; Binder, K.

    2001-02-01

    Using extensive Monte Carlo simulations, we study the phase diagram of a symmetric binary (AB) polymer blend confined into a thin film as a function of the film thickness D. The monomer-wall interactions are short ranged and antisymmetric, i.e., the left wall attracts the A component of the mixture with the same strength as the right wall does the B component, and this gives rise to a first order wetting transition in a semi-infinite geometry. The phase diagram and the crossover between different critical behaviors is explored. For large film thicknesses we find a first order interface localization-delocalization transition, and the phase diagram comprises two critical points, which are the finite film width analogies of the prewetting critical point. Using finite-size scaling techniques we locate these critical points, and present evidence of a two-dimensional Ising critical behavior. When we reduce the film width the two critical points approach the symmetry axis φ=1/2 of the phase diagram, and for D~2Rg we encounter a tricritical point. For an even smaller film thickness the interface localization-delocalization transition is second order, and we find a single critical point at φ=1/2. Measuring the probability distribution of the interface position, we determine the effective interaction between the wall and the interface. This effective interface potential depends on the lateral system size even away from the critical points. Its system size dependence stems from the large but finite correlation length of capillary waves. This finding gives direct evidence of a renormalization of the interface potential by capillary waves in the framework of a microscopic model.

  7. Interface localization-delocalization transition in a symmetric polymer blend: a finite-size scaling Monte Carlo study.

    Science.gov (United States)

    Müller, M; Binder, K

    2001-02-01

    Using extensive Monte Carlo simulations, we study the phase diagram of a symmetric binary (AB) polymer blend confined into a thin film as a function of the film thickness D. The monomer-wall interactions are short ranged and antisymmetric, i.e., the left wall attracts the A component of the mixture with the same strength as the right wall does the B component, and this gives rise to a first order wetting transition in a semi-infinite geometry. The phase diagram and the crossover between different critical behaviors is explored. For large film thicknesses we find a first order interface localization-delocalization transition, and the phase diagram comprises two critical points, which are the finite film width analogies of the prewetting critical point. Using finite-size scaling techniques we locate these critical points, and present evidence of a two-dimensional Ising critical behavior. When we reduce the film width the two critical points approach the symmetry axis straight phi=1/2 of the phase diagram, and for D approximately 2R(g) we encounter a tricritical point. For an even smaller film thickness the interface localization-delocalization transition is second order, and we find a single critical point at straight phi=1/2. Measuring the probability distribution of the interface position, we determine the effective interaction between the wall and the interface. This effective interface potential depends on the lateral system size even away from the critical points. Its system size dependence stems from the large but finite correlation length of capillary waves. This finding gives direct evidence of a renormalization of the interface potential by capillary waves in the framework of a microscopic model.

  8. 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.

  9. 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...

  10. 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

  11. Fermion-dimer scattering using an impurity lattice Monte Carlo approach and the adiabatic projection method

    Science.gov (United States)

    Elhatisari, Serdar; Lee, Dean

    2014-12-01

    We present lattice Monte Carlo calculations of fermion-dimer scattering in the limit of zero-range interactions using the adiabatic projection method. The adiabatic projection method uses a set of initial cluster states and Euclidean time projection to give a systematically improvable description of the low-lying scattering cluster states in a finite volume. We use Lüscher's finite-volume relations to determine the s -wave, p -wave, and d -wave phase shifts. For comparison, we also compute exact lattice results using Lanczos iteration and continuum results using the Skorniakov-Ter-Martirosian equation. For our Monte Carlo calculations we use a new lattice algorithm called impurity lattice Monte Carlo. This algorithm can be viewed as a hybrid technique which incorporates elements of both worldline and auxiliary-field Monte Carlo simulations.

  12. Fermion-Dimer Scattering using Impurity Lattice Monte Carlo and the Adiabatic Projection Method

    CERN Document Server

    Elhatisari, Serdar

    2014-01-01

    We present lattice Monte Carlo calculations of fermion-dimer scattering in the limit of zero-range interactions using the adiabatic projection method. The adiabatic projection method uses a set of initial cluster states and Euclidean time projection to give a systematically improvable description of the low-lying scattering cluster states in a finite volume. We use L\\"uscher's finite-volume relations to determine the $s$-wave, $p$-wave, and $d$-wave phase shifts. For comparison, we also compute exact lattice results using Lanczos iteration and continuum results using the Skorniakov-Ter-Martirosian equation. For our Monte Carlo calculations we use a new lattice algorithm called impurity lattice Monte Carlo. This algorithm can be viewed as a hybrid technique which incorporates elements of both worldline and auxiliary-field Monte Carlo simulations.

  13. Comparison of diffusion approximation and Monte Carlo based finite element models for simulating thermal responses to laser irradiation in discrete vessels.

    Science.gov (United States)

    Zhang, Rong; Verkruysse, Wim; Aguilar, Guillermo; Nelson, J Stuart

    2005-09-07

    Both diffusion approximation (DA) and Monte Carlo (MC) models have been used to simulate light distribution in multilayered human skin with or without discrete blood vessels. However, no detailed comparison of the light distribution, heat generation and induced thermal damage between these two models has been done for discrete vessels. Three models were constructed: (1) MC-based finite element method (FEM) model, referred to as MC-FEM; (2) DA-based FEM with simple scaling factors according to chromophore concentrations (SFCC) in the epidermis and vessels, referred to as DA-FEM-SFCC; and (3) DA-FEM with improved scaling factors (ISF) obtained by equalizing the total light energy depositions that are solved from the DA and MC models in the epidermis and vessels, respectively, referred to as DA-FEM-ISF. The results show that DA-FEM-SFCC underestimates the light energy deposition in the epidermis and vessels when compared to MC-FEM. The difference is nonlinearly dependent on wavelength, dermal blood volume fraction, vessel size and depth, etc. Thus, the temperature and damage profiles are also dramatically different. DA-FEM-ISF achieves much better results in calculating heat generation and induced thermal damage when compared to MC-FEM, and has the advantages of both calculation speed and accuracy. The disadvantage is that a multidimensional ISF table is needed for DA-FEM-ISF to be a practical modelling tool.

  14. Perturbative two- and three-loop coefficients from large $\\beta$ Monte Carlo

    CERN Document Server

    Lepage, G P; Shakespeare, N H; Trottier, H D

    2000-01-01

    Perturbative coefficients for Wilson loops and the static quark self-energy are extracted from Monte Carlo simulations at large beta on finite volumes, where all the lattice momenta are large. The Monte Carlo results are in excellent agreement with perturbation theory through second order. New results for third order coefficients are reported. Twisted boundary conditions are used to eliminate zero modes and to suppress Z_3 tunneling.

  15. Effects of volume corrections and resonance decays on cumulants of net-charge distributions in a Monte Carlo hadron resonance gas model

    Science.gov (United States)

    Xu, Hao-jie

    2017-02-01

    The effects of volume corrections and resonance decays (the resulting correlations between positive charges and negative charges) on cumulants of net-proton distributions and net-charge distributions are investigated by using a Monte Carlo hadron resonance gas (MCHRG) model. The required volume distributions are generated by a Monte Carlo Glauber (MC-Glb) model. Except the variances of net-charge distributions, the MCHRG model with more realistic simulations of volume corrections, resonance decays and acceptance cuts can reasonably explain the data of cumulants of net-proton distributions and net-charge distributions reported by the STAR collaboration. The MCHRG calculations indicate that both the volume corrections and resonance decays make the cumulant products of net-charge distributions deviate from the Skellam expectations: the deviations of Sσ and κσ2 are dominated by the former effect while the deviations of ω are dominated by the latter one.

  16. 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.

  17. Influence of thyroid volume reduction on absorbed dose in 131I therapy studied by using Geant4 Monte Carlo simulation

    Science.gov (United States)

    Ziaur, Rahman; Sikander, M. Mirza; Waheed, Arshed; Nasir, M. Mirza; Waheed, Ahmed

    2014-05-01

    A simulation study has been performed to quantify the effect of volume reduction on the thyroid absorbed dose per decay and to investigate the variation of energy deposition per decay due to β- and γ-activity of 131I with volume/mass of thyroid, for water, ICRP- and ICRU-soft tissue taken as thyroid material. A Monte Carlo model of the thyroid, in the Geant4 radiation transport simulation toolkit was constructed to compute the β- and γ-absorbed dose in the simulated thyroid phantom for various values of its volume. The effect of the size and shape of the thyroid on energy deposition per decay has also been studied by using spherical, ellipsoidal and cylindrical models for the thyroid and varying its volume in 1-25 cm3 range. The relative differences of Geant4 results for different models with each other and MCNP results lie well below 1.870%. The maximum relative difference among the Geant4 estimated results for water with ICRP and ICRU soft tissues is not more than 0.225%. S-values for ellipsoidal, spherical and cylindrical thyroid models were estimated and the relative difference with published results lies within 3.095%. The absorbed fraction values for beta particles show a good agreement with published values within 2.105% deviation. The Geant4 based simulation results of absorbed fractions for gammas again show a good agreement with the corresponding MCNP and EGS4 results (±6.667%) but have 29.032% higher values than that of MIRD calculated values. Consistent with previous studies, the reduction of the thyroid volume is found to have a substantial effect on the absorbed dose. Geant4 simulations confirm dose dependence on the volume/mass of thyroid in agreement with MCNP and EGS4 computed values but are substantially different from MIRD8 data. Therefore, inclusion of size/mass dependence is indicated for 131I radiotherapy of the thyroid.

  18. Calculation of the heat deposition and temperature distribution of the target bombarded by high-energy protons using Monte Carlo simulation and finite element method

    Institute of Scientific and Technical Information of China (English)

    殷雯; 张国锋; 杜建红; 梁九卿

    2003-01-01

    The Monte Carlo simulation and the finite element methods have been used to calculate the heat deposition and temperature distribution in tungsten plate target when the target is bombarded by high-energy protons from the accelerator with nuclear power of 100 kW. The results show that the heat deposition in the target, reflector and shield will be 48 kW, 15 kW and 11 kW, respectively, and the highest temperature in the target plates will be lower than 100 ℃when the surfaces of plates are cooled by water.

  19. 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...

  20. 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...

  1. 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.

  2. 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.

  3. A Monte Carlo study of excluded volume effects in wormlike micelles and semiflexible polymers

    DEFF Research Database (Denmark)

    Pedersen, J.S.; Laso, M.; Schurtenberger, P.

    1996-01-01

    An off-lattice pseudocontinuous model for semiflexible polymerlike micelles with excluded volume interactions is presented. Expansion factors are determined for the radius of gyration squared and for three different characteristic point-point distances squared. They are found to scale with an exp...

  4. Would increasing centre volumes improve patient outcomes in peritoneal dialysis? A registry-based cohort and Monte Carlo simulation study

    Science.gov (United States)

    Evans, David; Lobbedez, Thierry; Verger, Christian; Flahault, Antoine

    2013-01-01

    Objective To estimate the association between centre volume and patient outcomes in peritoneal dialysis, explore robustness to residual confounding and predict the impact of policies to increase centre volumes. Design Registry-based cohort study with probabilistic sensitivity analysis and Monte Carlo simulation of (hypothetical) intervention effects. Setting 112 secondary-care centres in France. Participants 9602 adult patients initiating peritoneal dialysis. Main outcome measures Technique failure (ie, permanent transfer to haemodialysis), renal transplantation and death while on peritoneal dialysis within 5 years of initiating treatment. Associations with underlying risk measured by cause-specific HRs (cs-HRs) and with cumulative incidence by subdistribution HRs (sd-HRs). Intervention effects measured by predicted mean change in cumulative incidences. Results Higher volume centres had more patients with diabetes and were more frequently academic centres or associative groupings of private physicians. Patients in higher volume centres had a reduced risk of technique failure (>60 patients vs 0–10 patients: adjusted cs-HR 0.46; 95% CI 0.43 to 0.69), with no changed risk of death or transplantation. Sensitivity analyses mitigated the cs-HRs without changing the findings. In higher volume centres, the cumulative incidence was reduced for technique failure (>60 patients vs 0–10 patients: adjusted sd-HR 0.49; 95% CI 0.29 to 0.85) but was increased for transplantation and death (>60 patients vs 0–10 patients: transplantation—adjusted sd-HR 1.53; 95% CI 1.04 to 2.24; death—adjusted sd-HR 1.28; 95% CI 1.00 to 1.63). The predicted reduction in cumulative incidence of technique failure was largest under a scenario of shifting all patients to the two highest volume centre groups (0.091 reduction) but lower for three more realistic interventions (around 0.06 reduction). Conclusions Patients initiating peritoneal dialysis in high-volume centres had a considerably

  5. 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).

  6. 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.

  7. Monte-Carlo model development for evaluation of current clinical target volume definition for heterogeneous and hypoxic glioblastoma.

    Science.gov (United States)

    Moghaddasi, L; Bezak, E; Harriss-Phillips, W

    2016-05-07

    Clinical target volume (CTV) determination may be complex and subjective. In this work a microscopic-scale tumour model was developed to evaluate current CTV practices in glioblastoma multiforme (GBM) external radiotherapy. Previously, a Geant4 cell-based dosimetry model was developed to calculate the dose deposited in individual GBM cells. Microscopic extension probability (MEP) models were then developed using Matlab-2012a. The results of the cell-based dosimetry model and MEP models were combined to calculate survival fractions (SF) for CTV margins of 2.0 and 2.5 cm. In the current work, oxygenation and heterogeneous radiosensitivity profiles were incorporated into the GBM model. The genetic heterogeneity was modelled using a range of α/β values (linear-quadratic model parameters) associated with different GBM cell lines. These values were distributed among the cells randomly, taken from a Gaussian-weighted sample of α/β values. Cellular oxygen pressure was distributed randomly taken from a sample weighted to profiles obtained from literature. Three types of GBM models were analysed: homogeneous-normoxic, heterogeneous-normoxic, and heterogeneous-hypoxic. The SF in different regions of the tumour model and the effect of the CTV margin extension from 2.0-2.5 cm on SFs were investigated for three MEP models. The SF within the beam was increased by up to three and two orders of magnitude following incorporation of heterogeneous radiosensitivities and hypoxia, respectively, in the GBM model. However, the total SF was shown to be overdominated by the presence of tumour cells in the penumbra region and to a lesser extent by genetic heterogeneity and hypoxia. CTV extension by 0.5 cm reduced the SF by a maximum of 78.6  ±  3.3%, 78.5  ±  3.3%, and 77.7  ±  3.1% for homogeneous and heterogeneous-normoxic, and heterogeneous hypoxic GBMs, respectively. Monte-Carlo model was developed to quantitatively evaluate SF for genetically

  8. Monte-Carlo model development for evaluation of current clinical target volume definition for heterogeneous and hypoxic glioblastoma

    Science.gov (United States)

    Moghaddasi, L.; Bezak, E.; Harriss-Phillips, W.

    2016-05-01

    Clinical target volume (CTV) determination may be complex and subjective. In this work a microscopic-scale tumour model was developed to evaluate current CTV practices in glioblastoma multiforme (GBM) external radiotherapy. Previously, a Geant4 cell-based dosimetry model was developed to calculate the dose deposited in individual GBM cells. Microscopic extension probability (MEP) models were then developed using Matlab-2012a. The results of the cell-based dosimetry model and MEP models were combined to calculate survival fractions (SF) for CTV margins of 2.0 and 2.5 cm. In the current work, oxygenation and heterogeneous radiosensitivity profiles were incorporated into the GBM model. The genetic heterogeneity was modelled using a range of α/β values (linear-quadratic model parameters) associated with different GBM cell lines. These values were distributed among the cells randomly, taken from a Gaussian-weighted sample of α/β values. Cellular oxygen pressure was distributed randomly taken from a sample weighted to profiles obtained from literature. Three types of GBM models were analysed: homogeneous-normoxic, heterogeneous-normoxic, and heterogeneous-hypoxic. The SF in different regions of the tumour model and the effect of the CTV margin extension from 2.0-2.5 cm on SFs were investigated for three MEP models. The SF within the beam was increased by up to three and two orders of magnitude following incorporation of heterogeneous radiosensitivities and hypoxia, respectively, in the GBM model. However, the total SF was shown to be overdominated by the presence of tumour cells in the penumbra region and to a lesser extent by genetic heterogeneity and hypoxia. CTV extension by 0.5 cm reduced the SF by a maximum of 78.6  ±  3.3%, 78.5  ±  3.3%, and 77.7  ±  3.1% for homogeneous and heterogeneous-normoxic, and heterogeneous hypoxic GBMs, respectively. Monte-Carlo model was developed to quantitatively evaluate SF for genetically

  9. Protein-ion binding process on finite macromolecular concentration. A Poisson-Boltzmann and Monte Carlo study.

    Science.gov (United States)

    de Carvalho, Sidney Jurado; Fenley, Márcia O; da Silva, Fernando Luís Barroso

    2008-12-25

    Electrostatic interactions are one of the key driving forces for protein-ligands complexation. Different levels for the theoretical modeling of such processes are available on the literature. Most of the studies on the Molecular Biology field are performed within numerical solutions of the Poisson-Boltzmann Equation and the dielectric continuum models framework. In such dielectric continuum models, there are two pivotal questions: (a) how the protein dielectric medium should be modeled, and (b) what protocol should be used when solving this effective Hamiltonian. By means of Monte Carlo (MC) and Poisson-Boltzmann (PB) calculations, we define the applicability of the PB approach with linear and nonlinear responses for macromolecular electrostatic interactions in electrolyte solution, revealing some physical mechanisms and limitations behind it especially due the raise of both macromolecular charge and concentration out of the strong coupling regime. A discrepancy between PB and MC for binding constant shifts is shown and explained in terms of the manner PB approximates the excess chemical potentials of the ligand, and not as a consequence of the nonlinear thermal treatment and/or explicit ion-ion interactions as it could be argued. Our findings also show that the nonlinear PB predictions with a low dielectric response well reproduce the pK shifts calculations carried out with an uniform dielectric model. This confirms and completes previous results obtained by both MC and linear PB calculations.

  10. 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.

  11. 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...

  12. Uncertainty evaluation of the kerma in the air, related to the active volume in the ionization chamber of concentric cylinders, by Monte Carlo simulation; Avaliacao de incerteza no kerma no ar, em relacao ao volume ativo da camara de ionizacao de cilindros concentricos, por simulacao de Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

    Lo Bianco, A.S.; Oliveira, H.P.S.; Peixoto, J.G.P., E-mail: abianco@ird.gov.b [Instituto de Radioprotecao e Dosimetria (IRD/CNEN-RJ), Rio de Janeiro, RJ (Brazil). Lab. Nacional de Metrologia das Radiacoes Ionizantes (LNMRI)

    2009-07-01

    To implant the primary standard of the magnitude kerma in the air for X-ray between 10 - 50 keV, the National Metrology Laboratory of Ionizing Radiations (LNMRI) must evaluate all the uncertainties of measurement related with Victtoren chamber. So, it was evaluated the uncertainty of the kerma in the air consequent of the inaccuracy in the active volume of the chamber using the calculation of Monte Carlo as a tool through the Penelope software

  13. 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.

  14. 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

  15. 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.

  16. 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.

  17. 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.

  18. Monte Carlo Radiation Hydrodynamics: Methods, Tests and Application to Supernova Type Ia Ejecta

    CERN Document Server

    Noebauer, U M; Kromer, M; Röpke, F K; Hillebrandt, W

    2012-01-01

    In astrophysical systems, radiation-matter interactions are important in transferring energy and momentum between the radiation field and the surrounding material. This coupling often makes it necessary to consider the role of radiation when modelling the dynamics of astrophysical fluids. During the last few years, there have been rapid developments in the use of Monte Carlo methods for numerical radiative transfer simulations. Here, we present an approach to radiation hydrodynamics that is based on coupling Monte Carlo radiative transfer techniques with finite-volume hydrodynamical methods in an operator-split manner. In particular, we adopt an indivisible packet formalism to discretize the radiation field into an ensemble of Monte Carlo packets and employ volume-based estimators to reconstruct the radiation field characteristics. In this paper the numerical tools of this method are presented and their accuracy is verified in a series of test calculations. Finally, as a practical example, we use our approach...

  19. 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.

  20. 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).

  1. COMPARISONS OF THE FINITE-ELEMENT-WITH-DISCONTIGUOUS-SUPPORT METHOD TO CONTINUOUS-ENERGY MONTE CARLO FOR PIN-CELL PROBLEMS

    Energy Technology Data Exchange (ETDEWEB)

    A. T. Till; M. Hanuš; J. Lou; J. E. Morel; M. L. Adams

    2016-05-01

    The standard multigroup (MG) method for energy discretization of the transport equation can be sensitive to approximations in the weighting spectrum chosen for cross-section averaging. As a result, MG often inaccurately treats important phenomena such as self-shielding variations across a material. From a finite-element viewpoint, MG uses a single fixed basis function (the pre-selected spectrum) within each group, with no mechanism to adapt to local solution behavior. In this work, we introduce the Finite-Element-with-Discontiguous-Support (FEDS) method, whose only approximation with respect to energy is that the angular flux is a linear combination of unknowns multiplied by basis functions. A basis function is non-zero only in the discontiguous set of energy intervals associated with its energy element. Discontiguous energy elements are generalizations of bands and are determined by minimizing a norm of the difference between snapshot spectra and their averages over the energy elements. We begin by presenting the theory of the FEDS method. We then compare to continuous-energy Monte Carlo for one-dimensional slab and two-dimensional pin-cell problem. We find FEDS to be accurate and efficient at producing quantities of interest such as reaction rates and eigenvalues. Results show that FEDS converges at a rate that is approximately first-order in the number of energy elements and that FEDS is less sensitive to weighting spectrum than standard MG.

  2. 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.)

  3. 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 ...

  4. Water quality model parameter identification of an open channel in a long distance water transfer project based on finite difference, difference evolution and Monte Carlo.

    Science.gov (United States)

    Shao, Dongguo; Yang, Haidong; Xiao, Yi; Liu, Biyu

    2014-01-01

    A new method is proposed based on the finite difference method (FDM), differential evolution algorithm and Markov Chain Monte Carlo (MCMC) simulation to identify water quality model parameters of an open channel in a long distance water transfer project. Firstly, this parameter identification problem is considered as a Bayesian estimation problem and the forward numerical model is solved by FDM, and the posterior probability density function of the parameters is deduced. Then these parameters are estimated using a sampling method with differential evolution algorithm and MCMC simulation. Finally this proposed method is compared with FDM-MCMC by a twin experiment. The results show that the proposed method can be used to identify water quality model parameters of an open channel in a long distance water transfer project under different scenarios better with fewer iterations, higher reliability and anti-noise capability compared with FDM-MCMC. Therefore, it provides a new idea and method to solve the traceability problem in sudden water pollution accidents.

  5. Quantum Monte Carlo using a Stochastic Poisson Solver

    Energy Technology Data Exchange (ETDEWEB)

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

    2005-05-06

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

  6. 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.

  7. SciDAC Center for Simulation of Wave-Plasma Interactions - Iterated Finite-Orbit Monte Carlo Simulations with Full-Wave Fields for Modeling Tokamak ICRF Wave Heating Experiments - Final Report

    Energy Technology Data Exchange (ETDEWEB)

    Choi, Myunghee [Retired; Chan, Vincent S. [General Atomics

    2014-02-28

    This final report describes the work performed under U.S. Department of Energy Cooperative Agreement DE-FC02-08ER54954 for the period April 1, 2011 through March 31, 2013. The goal of this project was to perform iterated finite-orbit Monte Carlo simulations with full-wall fields for modeling tokamak ICRF wave heating experiments. In year 1, the finite-orbit Monte-Carlo code ORBIT-RF and its iteration algorithms with the full-wave code AORSA were improved to enable systematical study of the factors responsible for the discrepancy in the simulated and the measured fast-ion FIDA signals in the DIII-D and NSTX ICRF fast-wave (FW) experiments. In year 2, ORBIT-RF was coupled to the TORIC full-wave code for a comparative study of ORBIT-RF/TORIC and ORBIT-RF/AORSA results in FW experiments.

  8. Inflection points of microcanonical entropy: Monte Carlo simulation of q state Potts model on a finite square lattice

    Energy Technology Data Exchange (ETDEWEB)

    Praveen, E., E-mail: svmstaya@gmail.com; Satyanarayana, S. V. M., E-mail: svmstaya@gmail.com [Department of Physics, Pondicherry University, Puducherry-605014 (India)

    2014-04-24

    Traditional definition of phase transition involves an infinitely large system in thermodynamic limit. Finite systems such as biological proteins exhibit cooperative behavior similar to phase transitions. We employ recently discovered analysis of inflection points of microcanonical entropy to estimate the transition temperature of the phase transition in q state Potts model on a finite two dimensional square lattice for q=3 (second order) and q=8 (first order). The difference of energy density of states (DOS) Δ ln g(E) = ln g(E+ ΔE) −ln g(E) exhibits a point of inflexion at a value corresponding to inverse transition temperature. This feature is common to systems exhibiting both first as well as second order transitions. While the difference of DOS registers a monotonic variation around the point of inflexion for systems exhibiting second order transition, it has an S-shape with a minimum and maximum around the point of inflexion for the case of first order transition.

  9. 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, ...

  10. 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

  11. 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...

  12. 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

  13. Dosimetric accuracy of a treatment planning system for actively scanned proton beams and small target volumes: Monte Carlo and experimental validation

    Science.gov (United States)

    Magro, G.; Molinelli, S.; Mairani, A.; Mirandola, A.; Panizza, D.; Russo, S.; Ferrari, A.; Valvo, F.; Fossati, P.; Ciocca, M.

    2015-09-01

    This study was performed to evaluate the accuracy of a commercial treatment planning system (TPS), in optimising proton pencil beam dose distributions for small targets of different sizes (5-30 mm side) located at increasing depths in water. The TPS analytical algorithm was benchmarked against experimental data and the FLUKA Monte Carlo (MC) code, previously validated for the selected beam-line. We tested the Siemens syngo® TPS plan optimisation module for water cubes fixing the configurable parameters at clinical standards, with homogeneous target coverage to a 2 Gy (RBE) dose prescription as unique goal. Plans were delivered and the dose at each volume centre was measured in water with a calibrated PTW Advanced Markus® chamber. An EBT3® film was also positioned at the phantom entrance window for the acquisition of 2D dose maps. Discrepancies between TPS calculated and MC simulated values were mainly due to the different lateral spread modeling and resulted in being related to the field-to-spot size ratio. The accuracy of the TPS was proved to be clinically acceptable in all cases but very small and shallow volumes. In this contest, the use of MC to validate TPS results proved to be a reliable procedure for pre-treatment plan verification.

  14. 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.

  15. Monte Carlo simulation for kinetic chemotaxis model: An application to the traveling population wave

    Science.gov (United States)

    Yasuda, Shugo

    2017-02-01

    A Monte Carlo simulation of chemotactic bacteria is developed on the basis of the kinetic model and is applied to a one-dimensional traveling population wave in a microchannel. In this simulation, the Monte Carlo method, which calculates the run-and-tumble motions of bacteria, is coupled with a finite volume method to calculate the macroscopic transport of the chemical cues in the environment. The simulation method can successfully reproduce the traveling population wave of bacteria that was observed experimentally and reveal the microscopic dynamics of bacterium coupled with the macroscopic transports of the chemical cues and bacteria population density. The results obtained by the Monte Carlo method are also compared with the asymptotic solution derived from the kinetic chemotaxis equation in the continuum limit, where the Knudsen number, which is defined by the ratio of the mean free path of bacterium to the characteristic length of the system, vanishes. The validity of the Monte Carlo method in the asymptotic behaviors for small Knudsen numbers is numerically verified.

  16. Dosimetric accuracy of a treatment planning system for actively scanned proton beams and small target volumes: Monte Carlo and experimental validation

    CERN Document Server

    Magro, G; Mairani, A; Mirandola, A; Panizza, D; Russo, S; Ferrari, A; Valvo, F; Fossati, P; Ciocca, M

    2015-01-01

    This study was performed to evaluate the accuracy of a commercial treatment planning system (TPS), in optimising proton pencil beam dose distributions for small targets of different sizes (5–30 mm side) located at increasing depths in water. The TPS analytical algorithm was benchmarked against experimental data and the FLUKA Monte Carlo (MC) code, previously validated for the selected beam-line. We tested the Siemens syngo® TPS plan optimisation module for water cubes fixing the configurable parameters at clinical standards, with homogeneous target coverage to a 2 Gy (RBE) dose prescription as unique goal. Plans were delivered and the dose at each volume centre was measured in water with a calibrated PTW Advanced Markus® chamber. An EBT3® film was also positioned at the phantom entrance window for the acquisition of 2D dose maps. Discrepancies between TPS calculated and MC simulated values were mainly due to the different lateral spread modeling and resulted in being related to the field-to-spot size r...

  17. Influence of 320-detector-row volume scanning and AAPM report 111 CT dosimetry metrics on size-specific dose estimate: a Monte Carlo study.

    Science.gov (United States)

    Haba, Tomonobu; Koyama, Shuji; Kinomura, Yutaka; Ida, Yoshihiro; Kobayashi, Masanao

    2016-09-01

    The American Association of Physicists in Medicine (AAPM) task group 204 has recommended the use of size-dependent conversion factors to calculate size-specific dose estimate (SSDE) values from volume computed tomography dose index (CTDIvol) values. However, these conversion factors do not consider the effects of 320-detector-row volume computed tomography (CT) examinations or the new CT dosimetry metrics proposed by AAPM task group 111. This study aims to investigate the influence of these examinations and metrics on the conversion factors reported by AAPM task group 204, using Monte Carlo simulations. Simulations were performed modelling a Toshiba Aquilion ONE CT scanner, in order to compute dose values in water for cylindrical phantoms with 8-40-cm diameters at 2-cm intervals for each scanning parameter (tube voltage, bow-tie filter, longitudinal beam width). Then, the conversion factors were obtained by applying exponential regression analysis between the dose values for a given phantom diameter and the phantom diameter combined with various scanning parameters. The conversion factors for each scanning method (helical, axial, or volume scanning) and CT dosimetry method (i.e., the CTDI100 method or the AAPM task group 111 method) were in agreement with those reported by AAPM task group 204, within a percentage error of 14.2 % for phantom diameters ≥11.2 cm. The results obtained in this study indicate that the conversion factors previously presented by AAPM task group 204 can be used to provide appropriate SSDE values for 320-detector-row volume CT examinations and the CT dosimetry metrics proposed by the AAPM task group 111.

  18. 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].

  19. 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.

  20. 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.

  1. A transient, HEX-Z nodal code corrected by discontinuity factors. Volume 2, Monte Carlo determination of discontinuity factors

    Energy Technology Data Exchange (ETDEWEB)

    Mohamed, A.S.G.; Henry, A.F.

    1993-12-31

    This document constitutes Volume 2 of the Final Report of a three- year study supported by the special Research Grant Program for Nuclear Energy Research set up by the US Department of Energy. Since the material content is entirely distinct from that of Volume 1, the present report is written as a stand-along document. The original motivation for the overall research effort was to provide a fast and accurate computer program for the analysis of transients in heavy water or graphite-moderated reactors being considered as candidates for the New Production Reactor.

  2. Error propagation in the computation of volumes in 3D city models with the Monte Carlo method

    NARCIS (Netherlands)

    Biljecki, F.; Ledoux, H.; Stoter, J.

    2014-01-01

    This paper describes the analysis of the propagation of positional uncertainty in 3D city models to the uncertainty in the computation of their volumes. Current work related to error propagation in GIS is limited to 2D data and 2D GIS operations, especially of rasters. In this research we have (1) d

  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. Evaluation of dose-volume metrics for microbeam radiation therapy dose distributions in head phantoms of various sizes using Monte Carlo simulations

    Science.gov (United States)

    Anderson, Danielle; Siegbahn, E. Albert; Fallone, B. Gino; Serduc, Raphael; Warkentin, Brad

    2012-05-01

    This work evaluates four dose-volume metrics applied to microbeam radiation therapy (MRT) using simulated dosimetric data as input. We seek to improve upon the most frequently used MRT metric, the peak-to-valley dose ratio (PVDR), by analyzing MRT dose distributions from a more volumetric perspective. Monte Carlo simulations were used to calculate dose distributions in three cubic head phantoms: a 2 cm mouse head, an 8 cm cat head and a 16 cm dog head. The dose distribution was calculated for a 4 × 4 mm2 microbeam array in each phantom, as well as a 16 × 16 mm2 array in the 8 cm cat head, and a 32 × 32 mm2 array in the 16 cm dog head. Microbeam widths of 25, 50 and 75 µm and center-to-center spacings of 100, 200 and 400 µm were considered. The metrics calculated for each simulation were the conventional PVDR, the peak-to-mean valley dose ratio (PMVDR), the mean dose and the percentage volume below a threshold dose. The PVDR ranged between 3 and 230 for the 2 cm mouse phantom, and between 2 and 186 for the 16 cm dog phantom depending on geometry. The corresponding ranges for the PMVDR were much smaller, being 2-49 (mouse) and 2-46 (dog), and showed a slightly weaker dependence on phantom size and array size. The ratio of the PMVDR to the PVDR varied from 0.21 to 0.79 for the different collimation configurations, indicating a difference between the geometric dependence on outcome that would be predicted by these two metrics. For unidirectional irradiation, the mean lesion dose was 102%, 79% and 42% of the mean skin dose for the 2 cm mouse, 8 cm cat and 16 cm dog head phantoms, respectively. However, the mean lesion dose recovered to 83% of the mean skin dose in the 16 cm dog phantom in intersecting cross-firing regions. The percentage volume below a 10% dose threshold was highly dependent on geometry, with ranges for the different collimation configurations of 2-87% and 33-96% for the 2 cm mouse and 16 cm dog heads, respectively. The results of this study

  6. (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.

  7. 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.

  8. A Monte Carlo simulation for kinetic chemotaxis models: an application to the traveling population wave

    CERN Document Server

    Yasuda, Shugo

    2015-01-01

    A Monte Carlo simulation for the chemotactic bacteria is developed on the basis of the kinetic modeling, i.e., the Boltzmann transport equation, and applied to the one-dimensional traveling population wave in a micro channel.In this method, the Monte Carlo method, which calculates the run-and-tumble motions of bacteria, is coupled with a finite volume method to solve the macroscopic transport of the chemical cues in the field. The simulation method can successfully reproduce the traveling population wave of bacteria which was observed experimentally. The microscopic dynamics of bacteria, e.g., the velocity autocorrelation function and velocity distribution function of bacteria, are also investigated. It is found that the bacteria which form the traveling population wave create quasi-periodic motions as well as a migratory movement along with the traveling population wave. Simulations are also performed with changing the sensitivity and modulation parameters in the response function of bacteria. It is found th...

  9. Novel imaging and quality assurance techniques for ion beam therapy a Monte Carlo study

    CERN Document Server

    Rinaldi, I; Jäkel, O; Mairani, A; Parodi, K

    2010-01-01

    Ion beams exhibit a finite and well defined range in matter together with an “inverted” depth-dose profile, the so-called Bragg peak. These favourable physical properties may enable superior tumour-dose conformality for high precision radiation therapy. On the other hand, they introduce the issue of sensitivity to range uncertainties in ion beam therapy. Although these uncertainties are typically taken into account when planning the treatment, correct delivery of the intended ion beam range has to be assured to prevent undesired underdosage of the tumour or overdosage of critical structures outside the target volume. Therefore, it is necessary to define dedicated Quality Assurance procedures to enable in-vivo range verification before or during therapeutic irradiation. For these purposes, Monte Carlo transport codes are very useful tools to support the development of novel imaging modalities for ion beam therapy. In the present work, we present calculations performed with the FLUKA Monte Carlo code and pr...

  10. 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 ...

  11. Efficient chain moves for Monte Carlo simulations of a wormlike DNA model: excluded volume, supercoils, site juxtapositions, knots, and comparisons with random-flight and lattice models.

    Science.gov (United States)

    Liu, Zhirong; Chan, Hue Sun

    2008-04-14

    We develop two classes of Monte Carlo moves for efficient sampling of wormlike DNA chains that can have significant degrees of supercoiling, a conformational feature that is key to many aspects of biological function including replication, transcription, and recombination. One class of moves entails reversing the coordinates of a segment of the chain along one, two, or three axes of an appropriately chosen local frame of reference. These transformations may be viewed as a generalization, to the continuum, of the Madras-Orlitsky-Shepp algorithm for cubic lattices. Another class of moves, termed T+/-2, allows for interconversions between chains with different lengths by adding or subtracting two beads (monomer units) to or from the chain. Length-changing moves are generally useful for conformational sampling with a given site juxtaposition, as has been shown in previous lattice studies. Here, the continuum T+/-2 moves are designed to enhance their acceptance rate in supercoiled conformations. We apply these moves to a wormlike model in which excluded volume is accounted for by a bond-bond repulsion term. The computed autocorrelation functions for the relaxation of bond length, bond angle, writhe, and branch number indicate that the new moves lead to significantly more efficient sampling than conventional bead displacements and crankshaft rotations. A close correspondence is found in the equilibrium ensemble between the map of writhe computed for pair of chain segments and the map of site juxtapositions or self-contacts. To evaluate the more coarse-grained freely jointed chain (random-flight) and cubic lattice models that are commonly used in DNA investigations, twisting (torsional) potentials are introduced into these models. Conformational properties for a given superhelical density sigma may then be sampled by computing the writhe and using White's formula to relate the degree of twisting to writhe and sigma. Extensive comparisons of contact patterns and knot

  12. 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...

  13. 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.

  14. Calculation of absorbed doses in sphere volumes around the Mammosite using the Monte Carlo simulation code MCNPX; Calculo de dosis absorbida en volumenes esfericos alrededor del Mammosite utilizando el codigo de simulacion Monte Carlo MCNPX

    Energy Technology Data Exchange (ETDEWEB)

    Rojas C, E. L. [ININ, Carretera Mexico-Toluca s/n, Ocoyoacac 52750, Estado de Mexico (Mexico)

    2008-07-01

    The objective of this study is to investigate the changes observed in the absorbed doses in mammary gland tissue when irradiated with a equipment of high dose rate known as Mammosite and introducing material resources contrary to the tissue that constitutes the mammary gland. The modeling study is performed with the code MCNPX, 2005 version, the equipment and the mammary gland and calculating the absorbed doses in tissue when introduced small volumes of air or calcium in the system. (Author)

  15. 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.

  16. Lattice Monte-Carlo study of pre-conformal dynamics in strongly flavoured QCD in the light of the chiral phase transition at finite temperature

    CERN Document Server

    Miura, Kohtaroh

    2012-01-01

    We study the thermal phase transition in colour SU(3) Quantum Chromodynamics (QCD) with a variable number of fermions in the fundamental representation by using lattice Monte-Carlo simulations. We collect the (pseudo) critical couplings for N_f=(0, 4, 6,8), and we investigate the pre-conformal dynamics associated with the infra-red fixed point in terms of the N_f dependence of the transition temperature. We propose three independent estimates of the number of flavour N_f^* where the conformal phase would emerge, which give consistent results within the largish errors. We consider lines of fixed N_t in the space of (N_f, bare lattice coupling), and locate the vanishing of the step scaling function for N_f^*\\sim 11.1\\pm 1.6. We define a typical interaction strength (g_TC) at the scale of critical temperature T_c, and we find that g_TC meets the zero temperature critical couplings estimated by the two-loop Schwinger Dyson equation or the IRFP coupling in the four-loop beta-function at N_f^*\\sim 12.5\\pm 0.7. Furt...

  17. 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.)

  18. 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...

  19. Exploring fluctuations and phase equilibria in fluid mixtures via Monte Carlo simulation

    Science.gov (United States)

    Denton, Alan R.; Schmidt, Michael P.

    2013-03-01

    Monte Carlo simulation provides a powerful tool for understanding and exploring thermodynamic phase equilibria in many-particle interacting systems. Among the most physically intuitive simulation methods is Gibbs ensemble Monte Carlo (GEMC), which allows direct computation of phase coexistence curves of model fluids by assigning each phase to its own simulation cell. When one or both of the phases can be modelled virtually via an analytic free energy function (Mehta and Kofke 1993 Mol. Phys. 79 39), the GEMC method takes on new pedagogical significance as an efficient means of analysing fluctuations and illuminating the statistical foundation of phase behaviour in finite systems. Here we extend this virtual GEMC method to binary fluid mixtures and demonstrate its implementation and instructional value with two applications: (1) a lattice model of simple mixtures and polymer blends and (2) a free-volume model of a complex mixture of colloids and polymers. We present algorithms for performing Monte Carlo trial moves in the virtual Gibbs ensemble, validate the method by computing fluid demixing phase diagrams, and analyse the dependence of fluctuations on system size. Our open-source simulation programs, coded in the platform-independent Java language, are suitable for use in classroom, tutorial, or computational laboratory settings.

  20. 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...

  1. 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

  2. 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...

  3. 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.

  4. 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...

  5. 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.

  6. Evaluation of sampling plans for in-service inspection of steam generator tubes. Volume 2, Comprehensive analytical and Monte Carlo simulation results for several sampling plans

    Energy Technology Data Exchange (ETDEWEB)

    Kurtz, R.J.; Heasler, P.G.; Baird, D.B. [Pacific Northwest Lab., Richland, WA (United States)

    1994-02-01

    This report summarizes the results of three previous studies to evaluate and compare the effectiveness of sampling plans for steam generator tube inspections. An analytical evaluation and Monte Carlo simulation techniques were the methods used to evaluate sampling plan performance. To test the performance of candidate sampling plans under a variety of conditions, ranges of inspection system reliability were considered along with different distributions of tube degradation. Results from the eddy current reliability studies performed with the retired-from-service Surry 2A steam generator were utilized to guide the selection of appropriate probability of detection and flaw sizing models for use in the analysis. Different distributions of tube degradation were selected to span the range of conditions that might exist in operating steam generators. The principal means of evaluating sampling performance was to determine the effectiveness of the sampling plan for detecting and plugging defective tubes. A summary of key results from the eddy current reliability studies is presented. The analytical and Monte Carlo simulation analyses are discussed along with a synopsis of key results and conclusions.

  7. 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...

  8. Novel Quantum Monte Carlo Approaches for Quantum Liquids

    Science.gov (United States)

    Rubenstein, Brenda M.

    the eventual hope is to apply this algorithm to the exploration of yet unidentified high-pressure, low-temperature phases of hydrogen, I employ this algorithm to determine whether or not quantum hard spheres can form a low-temperature bcc solid if exchange is not taken into account. In the final chapter of this thesis, I use Path Integral Monte Carlo once again to explore whether glassy para-hydrogen exhibits superfluidity. Physicists have long searched for ways to coax hydrogen into becoming a superfluid. I present evidence that, while glassy hydrogen does not crystallize at the temperatures at which hydrogen might become a superfluid, it nevertheless does not exhibit superfluidity. This is because the average binding energy per p-H2 molecule poses a severe barrier to exchange regardless of whether the system is crystalline. All in all, this work extends the reach of Quantum Monte Carlo methods to new systems and brings the power of existing methods to bear on new problems. Portions of this work have been published in Rubenstein, PRE (2010) and Rubenstein, PRA (2012) [167;169]. Other papers not discussed here published during my Ph.D. include Rubenstein, BPJ (2008) and Rubenstein, PRL (2012) [166;168]. The work in Chapters 6 and 7 is currently unpublished. [166] Brenda M. Rubenstein, Ivan Coluzza, and Mark A. Miller. Controlling the folding and substrate-binding of proteins using polymer brushes. Physical Review Letters, 108(20):208104, May 2012. [167] Brenda M. Rubenstein, J.E. Gubernatis, and J.D. Doll. Comparative monte carlo efficiency by monte carlo analysis. Physical Review E, 82(3):036701, September 2010. [168] Brenda M. Rubenstein and Laura J. Kaufman. The role of extracellular matrix in glioma invasion: A cellular potts model approach. Biophysical Journal, 95(12):5661-- 5680, December 2008. [169] Brenda M. Rubenstein, Shiwei Zhang, and David R. Reichman. Finite-temperature auxiliary-field quantum monte carlo for bose-fermi mixtures. Physical Review A, 86

  9. 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

  10. 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

  11. 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

  12. 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

  13. 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.

  14. 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.

  15. 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.

  16. 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.

  17. 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

  18. An Introduction to Monte Carlo Simulation of Statistical physics Problem

    OpenAIRE

    Murthy, K. P. N.

    2001-01-01

    A brief introduction to the technique of Monte Carlo simulations in statistical physics is presented. The topics covered include statistical ensembles random and pseudo random numbers, random sampling techniques, importance sampling, Markov chain, Metropolis algorithm, continuous phase transition, statistical errors from correlated and uncorrelated data, finite size scaling, n-fold way, critical slowing down, blocking technique,percolation, cluster algorithms, cluster counting, histogram tech...

  19. 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.

  20. 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.

  1. 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.

  2. 3D visualisation of the stochastic patterns of the radial dose in nano-volumes by a Monte Carlo simulation of HZE ion track structure.

    Science.gov (United States)

    Plante, Ianik; Ponomarev, Artem; Cucinotta, Francis A

    2011-02-01

    The description of energy deposition by high charge and energy (HZE) nuclei is of importance for space radiation risk assessment and due to their use in hadrontherapy. Such ions deposit a large fraction of their energy within the so-called core of the track and a smaller proportion in the penumbra (or track periphery). We study the stochastic patterns of the radial dependence of energy deposition using Monte Carlo track structure codes RITRACKS and RETRACKS, that were used to simulate HZE tracks and calculate energy deposition in voxels of 40 nm. The simulation of a (56)Fe(26+) ion of 1 GeV u(-1) revealed zones of high-energy deposition which maybe found as far as a few millimetres away from the track core in some simulations. The calculation also showed that ∼43 % of the energy was deposited in the penumbra. These 3D stochastic simulations combined with a visualisation interface are a powerful tool for biophysicists which may be used to study radiation-induced biological effects such as double strand breaks and oxidative damage and the subsequent cellular and tissue damage processing and signalling.

  3. 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.

  4. 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...

  5. 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)

  6. 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.

  7. 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.

  8. 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 ...

  9. 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...

  10. 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 ...

  11. Precise determination of universal finite volume observables in the Gross-Neveu model

    Energy Technology Data Exchange (ETDEWEB)

    Korzec, T.

    2007-01-26

    The Gross-Neveu model is a quantum field theory in two space time dimensions that shares many features with quantum chromo dynamics. In this thesis the continuum model and its discretized versions are reviewed and a finite volume renormalization scheme is introduced and tested. Calculations in the limit of infinitely many fermion flavors as well as perturbative computations are carried out. In extensive Monte-Carlo simulations of the one flavor and the four flavor lattice models with Wilson fermions a set of universal finite volume observables is calculated to a high precision. In the one flavor model which is equivalent to the massless Thirring model the continuum extrapolated Monte-Carlo results are confronted with an exact solution of the model. (orig.)

  12. 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.

  13. 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...

  14. 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.

  15. 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.

  16. 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.

  17. 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.

  18. 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.

  19. Application of Monte Carlo Simulations to Improve Basketball Shooting Strategy

    CERN Document Server

    Min, Byeong June

    2016-01-01

    The underlying physics of basketball shooting seems to be a straightforward example of the Newtonian mechanics that can easily be traced by numerical methods. However, a human basketball player does not make use of all the possible basketball trajectories. Instead, a basketball player will build up a database of successful shots and select the trajectory that has the greatest tolerance to small variations of the real world. We simulate the basketball player's shooting training as a Monte Carlo sequence to build optimal shooting strategies, such as the launch speed and angle of the basketball, and whether to take a direct shot or a bank shot, as a function of the player's court positions and height. The phase space volume that belongs to the successful launch velocities generated by Monte Carlo simulations are then used as the criterion to optimize a shooting strategy that incorporates not only mechanical, but human factors as well.

  20. 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.

  1. 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.

  2. 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.

  3. Monte Carlo simulations of a supersymmetric matrix model of dynamical compactification in non perturbative string theory

    CERN Document Server

    Anagnostopoulos, Konstantinos N; Nishimura, Jun

    2012-01-01

    The IKKT or IIB matrix model has been postulated to be a non perturbative definition of superstring theory. It has the attractive feature that spacetime is dynamically generated, which makes possible the scenario of dynamical compactification of extra dimensions, which in the Euclidean model manifests by spontaneously breaking the SO(10) rotational invariance (SSB). In this work we study using Monte Carlo simulations the 6 dimensional version of the Euclidean IIB matrix model. Simulations are found to be plagued by a strong complex action problem and the factorization method is used for effective sampling and computing expectation values of the extent of spacetime in various dimensions. Our results are consistent with calculations using the Gaussian Expansion method which predict SSB to SO(3) symmetric vacua, a finite universal extent of the compactified dimensions and finite spacetime volume.

  4. 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.

  5. 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.

  6. 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.

  7. 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.

  8. 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.

  9. 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.

  10. 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 .

  11. 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.

  12. 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...

  13. 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.

  14. 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.

  15. 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.

  16. 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.

  17. 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.

  18. 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.

  19. 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.

  20. Monte Carlo Simulations of Coupled Diffusion and Surface Reactions during the Aqueous Corrosion of Borosilicate Glasses

    Energy Technology Data Exchange (ETDEWEB)

    Kerisit, Sebastien N.; Pierce, Eric M.; Ryan, Joseph V.

    2015-01-01

    Borosilicate nuclear waste glasses develop complex altered layers as a result of coupled processes such as hydrolysis of network species, condensation of Si species, and diffusion. However, diffusion has often been overlooked in Monte Carlo models of the aqueous corrosion of borosilicate glasses. Therefore, three different models for dissolved Si diffusion in the altered layer were implemented in a Monte Carlo model and evaluated for glasses in the compositional range (75-x) mol% SiO2 (12.5+x/2) mol% B2O3 and (12.5+x/2) mol% Na2O, where 0 ≤ x ≤ 20%, and corroded in static conditions at a surface-to-volume ratio of 1000 m-1. The three models considered instantaneous homogenization (M1), linear concentration gradients (M2), and concentration profiles determined by solving Fick’s 2nd law using a finite difference method (M3). Model M3 revealed that concentration profiles in the altered layer are not linear and show changes in shape and magnitude as corrosion progresses, unlike those assumed in model M2. Furthermore, model M3 showed that, for borosilicate glasses with a high forward dissolution rate compared to the diffusion rate, the gradual polymerization and densification of the altered layer is significantly delayed compared to models M1 and M2. Models M1 and M2 were found to be appropriate models only for glasses with high release rates such as simple borosilicate glasses with low ZrO2 content.

  1. 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

  2. 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.

  3. 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

  4. 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)

  5. 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.

  6. Bond-updating mechanism in cluster Monte Carlo calculations

    Science.gov (United States)

    Heringa, J. R.; Blöte, H. W. J.

    1994-03-01

    We study a cluster Monte Carlo method with an adjustable parameter: the number of energy levels of a demon mediating the exchange of bond energy with the heat bath. The efficiency of the algorithm in the case of the three-dimensional Ising model is studied as a function of the number of such levels. The optimum is found in the limit of an infinite number of levels, where the method reproduces the Wolff or the Swendsen-Wang algorithm. In this limit the size distribution of flipped clusters approximates a power law more closely than that for a finite number of energy levels.

  7. Probabilistic Assessments of the Plate Using Monte Carlo Simulation

    Energy Technology Data Exchange (ETDEWEB)

    Ismail, A E [Department of Mechanical Engineering, Faculty of Mechanical and Manufacturing Engineering, Universiti Tun Hussein Onn Malaysia, Batu Pahat, 86400 Johor (Malaysia); Ariffin, A K; Abdullah, S; Ghazali, M J, E-mail: kamal@eng.ukm.my, E-mail: shahrum@eng.ukm.my, E-mail: maryam@eng.ukm.my, E-mail: emran@uthm.edu.my [Department of Mechanical and Materials Engineering, Faculty of Engineering and Built Environment, Universiti Kebangsaan Malaysia, Universiti Kebangsaan Malaysia, 43600 Bangi, Selangor (Malaysia)

    2011-02-15

    This paper presents the probabilistic analysis of the plate with a hole using several multiaxial high cycle fatigue criteria (MHFC). Dang Van, Sines, Crossland criteria were used and von Mises criterion was also considered for comparison purpose. Parametric finite element model of the plate was developed and several important random variable parameters were selected and Latin Hypercube Sampling Monte-Carlo Simulation (LHS-MCS) was used for probabilistic analysis tool. It was found that, different structural reliability and sensitivity factors were obtained using different failure criteria. According to the results multiaxial fatigue criteria are the most significant criteria need to be considered in assessing all the structural behavior especially under complex loadings.

  8. Probabilistic Assessments of the Plate Using Monte Carlo Simulation

    Science.gov (United States)

    Ismail, A. E.; Ariffin, A. K.; Abdullah, S.; Ghazali, M. J.

    2011-02-01

    This paper presents the probabilistic analysis of the plate with a hole using several multiaxial high cycle fatigue criteria (MHFC). Dang Van, Sines, Crossland criteria were used and von Mises criterion was also considered for comparison purpose. Parametric finite element model of the plate was developed and several important random variable parameters were selected and Latin Hypercube Sampling Monte-Carlo Simulation (LHS-MCS) was used for probabilistic analysis tool. It was found that, different structural reliability and sensitivity factors were obtained using different failure criteria. According to the results multiaxial fatigue criteria are the most significant criteria need to be considered in assessing all the structural behavior especially under complex loadings.

  9. 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.

  10. 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.

  11. 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)

  12. Variance Reduction Techniques in Monte Carlo Methods

    NARCIS (Netherlands)

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

    2010-01-01

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

  13. 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.

  14. 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

  15. 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

  16. 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...

  17. 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…

  18. Perturbative expansions from Monte Carlo simulations at weak coupling Wilson loops and the static-quark self-energy

    CERN Document Server

    Trottier, H D; Lepage, G P; MacKenzie, P B

    2002-01-01

    Perturbative coefficients for Wilson loops and the static-quark self-energy are extracted from Monte Carlo simulations at weak coupling. The lattice volumes and couplings are chosen to ensure that the lattice momenta are all perturbative. Twisted boundary conditions are used to eliminate the effects of lattice zero modes and to suppress nonperturbative finite-volume effects due to Z(3) phases. Simulations of the Wilson gluon action are done with both periodic and twisted boundary conditions, and over a wide range of lattice volumes (from $3^4$ to $16^4$) and couplings (from $\\beta \\approx 9$ to $\\beta \\approx 60$). A high precision comparison is made between the simulation data and results from finite-volume lattice perturbation theory. The Monte Carlo results are shown to be in excellent agreement with perturbation theory through second order. New results for third-order coefficients for a number of Wilson loops and the static-quark self-energy are reported.

  19. 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...

  20. A Monte Carlo simulation model for stationary non-Gaussian processes

    DEFF Research Database (Denmark)

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

    2003-01-01

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

  1. Validation and simulation of a regulated survey system through Monte Carlo techniques

    Directory of Open Access Journals (Sweden)

    Asier Lacasta Soto

    2015-07-01

    Full Text Available Channel flow covers long distances and obeys to variable temporal behaviour. It is usually regulated by hydraulic elements as lateralgates to provide a correct of water supply. The dynamics of this kind of flow is governed by a partial differential equations systemnamed shallow water model. They have to be complemented with a simplified formulation for the gates. All the set of equations forma non-linear system that can only be solved numerically. Here, an explicit upwind numerical scheme in finite volumes able to solveall type of flow regimes is used. Hydraulic structures (lateral gates formulation introduces parameters with some uncertainty. Hence,these parameters will be calibrated with a Monte Carlo algorithm obtaining associated coefficients to each gate. Then, they will bechecked, using real cases provided by the monitorizing equipment of the Pina de Ebro channel located in Zaragoza.

  2. Fourier Monte Carlo renormalization-group approach to crystalline membranes.

    Science.gov (United States)

    Tröster, A

    2015-02-01

    The computation of the critical exponent η characterizing the universal elastic behavior of crystalline membranes in the flat phase continues to represent challenges to theorists as well as computer simulators that manifest themselves in a considerable spread of numerical results for η published in the literature. We present additional insight into this problem that results from combining Wilson's momentum shell renormalization-group method with the power of modern computer simulations based on the Fourier Monte Carlo algorithm. After discussing the ideas and difficulties underlying this combined scheme, we present a calculation of the renormalization-group flow of the effective two-dimensional Young modulus for momentum shells of different thickness. Extrapolation to infinite shell thickness allows us to produce results in reasonable agreement with those obtained by functional renormalization group or by Fourier Monte Carlo simulations in combination with finite-size scaling. Moreover, our method allows us to obtain a decent estimate for the value of the Wegner exponent ω that determines the leading correction to scaling, which in turn allows us to refine our numerical estimate for η previously obtained from precise finite-size scaling data.

  3. 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.

  4. 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.

  5. 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.

  6. 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...

  7. 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.

  8. 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...

  9. 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.

  10. Inhomogeneous Monte Carlo simulations of dermoscopic spectroscopy

    Science.gov (United States)

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

    2012-03-01

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

  11. Handbook of Markov chain Monte Carlo

    CERN Document Server

    Brooks, Steve

    2011-01-01

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

  12. Accelerated Monte Carlo by Embedded Cluster Dynamics

    Science.gov (United States)

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

    1991-07-01

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

  13. An introduction to Monte Carlo methods

    Science.gov (United States)

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

    2015-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2014-06-15

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

  15. Monte Carlo simulations of dense gas flow and heat transfer in micro- and nano-channels

    Institute of Scientific and Technical Information of China (English)

    WANG Moran; LI Zhixin

    2005-01-01

    The dense gas flow and heat transfer in micro- and nano-channels was simulated using the Enskog simulation Monte Carlo (ESMC) method. The results were compared with those from the direct simulation Monte Carlo (DSMC) method and from the consistent Boltzmann algorithm (CBA). The dense gas flow and heat transfer characteristics were thus analyzed. The results showed that when the gas density was large enough, the finite gas density effect on the flow and heat transfer cannot be ignored, which decreased the skin friction coefficient and changed the heat transfer characteristics on the channel wall surfaces.

  16. Combination of Monte Carlo and transfer matrix methods to study 2D and 3D percolation

    Energy Technology Data Exchange (ETDEWEB)

    Saleur, H.; Derrida, B.

    1985-07-01

    In this paper we develop a method which combines the transfer matrix and the Monte Carlo methods to study the problem of site percolation in 2 and 3 dimensions. We use this method to calculate the properties of strips (2D) and bars (3D). Using a finite size scaling analysis, we obtain estimates of the threshold and of the exponents wich confirm values already known. We discuss the advantages and the limitations of our method by comparing it with usual Monte Carlo calculations.

  17. Z_3 Polyakov Loop Models and Inverse Monte-Carlo Methods

    CERN Document Server

    Wozar, Christian; Uhlmann, Sebastian; Wipf, Andreas; Heinzl, Thomas

    2007-01-01

    We study effective Polyakov loop models for SU(3) Yang-Mills theory at finite temperature. A comprehensive mean field analysis of the phase diagram is carried out and compared to the results obtained from Monte-Carlo simulations. We find a rich phase structure including ferromagnetic and antiferromagnetic phases. Due to the presence of a tricritical point the mean field approximation agrees very well with the numerical data. Critical exponents associated with second-order transitions coincide with those of the Z_3 Potts model. Finally, we employ inverse Monte-Carlo methods to determine the effective couplings in order to match the effective models to Yang-Mills theory.

  18. A pure-sampling quantum Monte Carlo algorithm.

    Science.gov (United States)

    Ospadov, Egor; Rothstein, Stuart M

    2015-01-14

    The objective of pure-sampling quantum Monte Carlo is to calculate physical properties that are independent of the importance sampling function being employed in the calculation, save for the mismatch of its nodal hypersurface with that of the exact wave function. To achieve this objective, we report a pure-sampling algorithm that combines features of forward walking methods of pure-sampling and reptation quantum Monte Carlo (RQMC). The new algorithm accurately samples properties from the mixed and pure distributions simultaneously in runs performed at a single set of time-steps, over which extrapolation to zero time-step is performed. In a detailed comparison, we found RQMC to be less efficient. It requires different sets of time-steps to accurately determine the energy and other properties, such as the dipole moment. We implement our algorithm by systematically increasing an algorithmic parameter until the properties converge to statistically equivalent values. As a proof in principle, we calculated the fixed-node energy, static α polarizability, and other one-electron expectation values for the ground-states of LiH and water molecules. These quantities are free from importance sampling bias, population control bias, time-step bias, extrapolation-model bias, and the finite-field approximation. We found excellent agreement with the accepted values for the energy and a variety of other properties for those systems.

  19. Quantum Monte Carlo of ThO2

    Science.gov (United States)

    Hu, Shuming; Mitas, Lubos

    2012-02-01

    Thorium dioxide solid is a unique optical and heat-resistant actinide material with large gap and cohesion. It is a diamagnet, unlike a number of other similar actinide oxides. We investigate the electronic structure of ThO2 using Density Functional Theory (DFT) and quantum Monte Carlo (QMC) methods. We adopt Stuttgart RLC and RSC effective core potentials (pseudopotentials) for the Th atom. In the DFT calculations, some of the properties are verified in all-electron calculations using the FLAPW techniques. Using the fixed-node diffusion Monte Carlo we calculate the ground state and several excited states from which we estimate the cohesion and the band gap. Simulation cells of several sizes are used to estimate/reduce the finite size effects. We compare the QMC results with recent DFT calculations with several types of functionals which include hybrids such as PBE0 and HSE. Insights from QMC calculations give us understanding of the correlations beyond the DFT approaches and pave the way for accurate electronic structure calculations of other actinide materials.

  20. Monte Carlo simulation of classical spin models with chaotic billiards.

    Science.gov (United States)

    Suzuki, Hideyuki

    2013-11-01

    It has recently been shown that the computing abilities of Boltzmann machines, or Ising spin-glass models, can be implemented by chaotic billiard dynamics without any use of random numbers. In this paper, we further numerically investigate the capabilities of the chaotic billiard dynamics as a deterministic alternative to random Monte Carlo methods by applying it to classical spin models in statistical physics. First, we verify that the billiard dynamics can yield samples that converge to the true distribution of the Ising model on a small lattice, and we show that it appears to have the same convergence rate as random Monte Carlo sampling. Second, we apply the billiard dynamics to finite-size scaling analysis of the critical behavior of the Ising model and show that the phase-transition point and the critical exponents are correctly obtained. Third, we extend the billiard dynamics to spins that take more than two states and show that it can be applied successfully to the Potts model. We also discuss the possibility of extensions to continuous-valued models such as the XY model.

  1. Infinite variance in fermion quantum Monte Carlo calculations.

    Science.gov (United States)

    Shi, Hao; Zhang, Shiwei

    2016-03-01

    For important classes of many-fermion problems, quantum Monte Carlo (QMC) methods allow exact calculations of ground-state and finite-temperature properties without the sign problem. The list spans condensed matter, nuclear physics, and high-energy physics, including the half-filled repulsive Hubbard model, the spin-balanced atomic Fermi gas, and lattice quantum chromodynamics calculations at zero density with Wilson Fermions, and is growing rapidly as a number of problems have been discovered recently to be free of the sign problem. In these situations, QMC calculations are relied on to provide definitive answers. Their results are instrumental to our ability to understand and compute properties in fundamental models important to multiple subareas in quantum physics. It is shown, however, that the most commonly employed algorithms in such situations have an infinite variance problem. A diverging variance causes the estimated Monte Carlo statistical error bar to be incorrect, which can render the results of the calculation unreliable or meaningless. We discuss how to identify the infinite variance problem. An approach is then proposed to solve the problem. The solution does not require major modifications to standard algorithms, adding a "bridge link" to the imaginary-time path integral. The general idea is applicable to a variety of situations where the infinite variance problem may be present. Illustrative results are presented for the ground state of the Hubbard model at half-filling.

  2. Infinite Variance in Fermion Quantum Monte Carlo Calculations

    CERN Document Server

    Shi, Hao

    2015-01-01

    For important classes of many-fermion problems, quantum Monte Carlo (QMC) methods allow exact calculations of ground-state and finite-temperature properties, without the sign problem. The list spans condensed matter, nuclear physics, and high-energy physics, including the half-filled repulsive Hubbard model, the spin-balanced atomic Fermi gas, lattice QCD calculations at zero density with Wilson Fermions, and is growing rapidly as a number of problems have been discovered recently to be free of the sign problem. In these situations, QMC calculations are relied upon to provide definitive answers. Their results are instrumental to our ability to understand and compute properties in fundamental models important to multiple sub-areas in quantum physics. It is shown, however, that the most commonly employed algorithms in such situations turn out to have an infinite variance problem. A diverging variance causes the estimated Monte Carlo statistical error bar to be incorrect, which can render the results of the calc...

  3. Infinite variance in fermion quantum Monte Carlo calculations

    Science.gov (United States)

    Shi, Hao; Zhang, Shiwei

    2016-03-01

    For important classes of many-fermion problems, quantum Monte Carlo (QMC) methods allow exact calculations of ground-state and finite-temperature properties without the sign problem. The list spans condensed matter, nuclear physics, and high-energy physics, including the half-filled repulsive Hubbard model, the spin-balanced atomic Fermi gas, and lattice quantum chromodynamics calculations at zero density with Wilson Fermions, and is growing rapidly as a number of problems have been discovered recently to be free of the sign problem. In these situations, QMC calculations are relied on to provide definitive answers. Their results are instrumental to our ability to understand and compute properties in fundamental models important to multiple subareas in quantum physics. It is shown, however, that the most commonly employed algorithms in such situations have an infinite variance problem. A diverging variance causes the estimated Monte Carlo statistical error bar to be incorrect, which can render the results of the calculation unreliable or meaningless. We discuss how to identify the infinite variance problem. An approach is then proposed to solve the problem. The solution does not require major modifications to standard algorithms, adding a "bridge link" to the imaginary-time path integral. The general idea is applicable to a variety of situations where the infinite variance problem may be present. Illustrative results are presented for the ground state of the Hubbard model at half-filling.

  4. The static dipole polarizabilities of helium and molecular hydrogen by differential diffusion Monte Carlo

    NARCIS (Netherlands)

    Huiszoon, C.; Briels, W.J.

    1993-01-01

    The differential diffusion Monte Carlo method, involving correlated random walks, is used to calculate the static polarizabilities of molecular hydrogen and helium by application of a finite electrostatic field. The results are for molecular hydrogen (alpha)=4.60(3) au; (alpha)|=6.38(5) au; for heli

  5. A study of the XY model by the Monte Carlo method

    Science.gov (United States)

    Suranyi, Peter; Harten, Paul

    1987-01-01

    The massively parallel processor is used to perform Monte Carlo simulations for the two dimensional XY model on lattices of sizes up to 128 x 128. A parallel random number generator was constructed, finite size effects were studied, and run times were compared with those on a CRAY X-MP supercomputer.

  6. Monte Carlo simulation experiments on box-type radon dosimeter

    Science.gov (United States)

    Jamil, Khalid; Kamran, Muhammad; Illahi, Ahsan; Manzoor, Shahid

    2014-11-01

    Epidemiological studies show that inhalation of radon gas (222Rn) may be carcinogenic especially to mine workers, people living in closed indoor energy conserved environments and underground dwellers. It is, therefore, of paramount importance to measure the 222Rn concentrations (Bq/m3) in indoors environments. For this purpose, box-type passive radon dosimeters employing ion track detector like CR-39 are widely used. Fraction of the number of radon alphas emitted in the volume of the box type dosimeter resulting in latent track formation on CR-39 is the latent track registration efficiency. Latent track registration efficiency is ultimately required to evaluate the radon concentration which consequently determines the effective dose and the radiological hazards. In this research, Monte Carlo simulation experiments were carried out to study the alpha latent track registration efficiency for box type radon dosimeter as a function of dosimeter's dimensions and range of alpha particles in air. Two different self developed Monte Carlo simulation techniques were employed namely: (a) Surface ratio (SURA) method and (b) Ray hitting (RAHI) method. Monte Carlo simulation experiments revealed that there are two types of efficiencies i.e. intrinsic efficiency (ηint) and alpha hit efficiency (ηhit). The ηint depends upon only on the dimensions of the dosimeter and ηhit depends both upon dimensions of the dosimeter and range of the alpha particles. The total latent track registration efficiency is the product of both intrinsic and hit efficiencies. It has been concluded that if diagonal length of box type dosimeter is kept smaller than the range of alpha particle then hit efficiency is achieved as 100%. Nevertheless the intrinsic efficiency keeps playing its role. The Monte Carlo simulation experimental results have been found helpful to understand the intricate track registration mechanisms in the box type dosimeter. This paper explains that how radon concentration from the

  7. Monte Carlo simulation experiments on box-type radon dosimeter

    Energy Technology Data Exchange (ETDEWEB)

    Jamil, Khalid, E-mail: kjamil@comsats.edu.pk; Kamran, Muhammad; Illahi, Ahsan; Manzoor, Shahid

    2014-11-11

    Epidemiological studies show that inhalation of radon gas ({sup 222}Rn) may be carcinogenic especially to mine workers, people living in closed indoor energy conserved environments and underground dwellers. It is, therefore, of paramount importance to measure the {sup 222}Rn concentrations (Bq/m{sup 3}) in indoors environments. For this purpose, box-type passive radon dosimeters employing ion track detector like CR-39 are widely used. Fraction of the number of radon alphas emitted in the volume of the box type dosimeter resulting in latent track formation on CR-39 is the latent track registration efficiency. Latent track registration efficiency is ultimately required to evaluate the radon concentration which consequently determines the effective dose and the radiological hazards. In this research, Monte Carlo simulation experiments were carried out to study the alpha latent track registration efficiency for box type radon dosimeter as a function of dosimeter’s dimensions and range of alpha particles in air. Two different self developed Monte Carlo simulation techniques were employed namely: (a) Surface ratio (SURA) method and (b) Ray hitting (RAHI) method. Monte Carlo simulation experiments revealed that there are two types of efficiencies i.e. intrinsic efficiency (η{sub int}) and alpha hit efficiency (η{sub hit}). The η{sub int} depends upon only on the dimensions of the dosimeter and η{sub hit} depends both upon dimensions of the dosimeter and range of the alpha particles. The total latent track registration efficiency is the product of both intrinsic and hit efficiencies. It has been concluded that if diagonal length of box type dosimeter is kept smaller than the range of alpha particle then hit efficiency is achieved as 100%. Nevertheless the intrinsic efficiency keeps playing its role. The Monte Carlo simulation experimental results have been found helpful to understand the intricate track registration mechanisms in the box type dosimeter. This paper

  8. 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.

  9. 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.

  10. Monte Carlo simulation for simultaneous particle coagulation and deposition

    Institute of Scientific and Technical Information of China (English)

    ZHAO; Haibo; ZHENG; Chuguang

    2006-01-01

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

  11. Monte Carlo study of Siemens PRIMUS photoneutron production

    Science.gov (United States)

    Pena, J.; Franco, L.; Gómez, F.; Iglesias, A.; Pardo, J.; Pombar, M.

    2005-12-01

    Neutron production in radiotherapy facilities has been studied from the early days of modern linacs. Detailed studies are now possible using photoneutron capabilities of general-purpose Monte Carlo codes at energies of interest in medical physics. The present work studies the effects of modelling different accelerator head and room geometries on the neutron fluence and spectra predicted via Monte Carlo. The results from the simulation of a 15 MV Siemens PRIMUS linac show an 80% increase in the fluence scored at the isocentre when, besides modelling the components neccessary for electron/photon simulations, other massive accelerator head components are included. Neutron fluence dependence on inner treatment room volume is analysed showing that thermal neutrons have a 'gaseous' behaviour and then a 1/V dependence. Neutron fluence maps for three energy ranges, fast (E > 0.1 MeV), epithermal (1 eV < E < 0.1 MeV) and thermal (E < 1 eV), are also presented and the influence of the head components on them is discussed.

  12. 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.

  13. 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.

  14. 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

  15. 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.

  16. 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....

  17. 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.

  18. 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.

  19. 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.

  20. Monte Carlo simulation for the transport beamline

    Energy Technology Data Exchange (ETDEWEB)

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

    2013-07-26

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

  1. 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.)

  2. 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.

  3. 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.

  4. 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.

  5. 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

  6. 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.

  7. 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.

  8. 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.

  9. Bold diagrammatic Monte Carlo method applied to fermionized frustrated spins.

    Science.gov (United States)

    Kulagin, S A; Prokof'ev, N; Starykh, O A; Svistunov, B; Varney, C N

    2013-02-15

    We demonstrate, by considering the triangular lattice spin-1/2 Heisenberg model, that Monte Carlo sampling of skeleton Feynman diagrams within the fermionization framework offers a universal first-principles tool for strongly correlated lattice quantum systems. We observe the fermionic sign blessing--cancellation of higher order diagrams leading to a finite convergence radius of the series. We calculate the magnetic susceptibility of the triangular-lattice quantum antiferromagnet in the correlated paramagnet regime and reveal a surprisingly accurate microscopic correspondence with its classical counterpart at all accessible temperatures. The extrapolation of the observed relation to zero temperature suggests the absence of the magnetic order in the ground state. We critically examine the implications of this unusual scenario.

  10. Markov chain Monte Carlo simulation for Bayesian Hidden Markov Models

    Science.gov (United States)

    Chan, Lay Guat; Ibrahim, Adriana Irawati Nur Binti

    2016-10-01

    A hidden Markov model (HMM) is a mixture model which has a Markov chain with finite states as its mixing distribution. HMMs have been applied to a variety of fields, such as speech and face recognitions. The main purpose of this study is to investigate the Bayesian approach to HMMs. Using this approach, we can simulate from the parameters' posterior distribution using some Markov chain Monte Carlo (MCMC) sampling methods. HMMs seem to be useful, but there are some limitations. Therefore, by using the Mixture of Dirichlet processes Hidden Markov Model (MDPHMM) based on Yau et. al (2011), we hope to overcome these limitations. We shall conduct a simulation study using MCMC methods to investigate the performance of this model.

  11. Particle acceleration at shocks - A Monte Carlo method

    Science.gov (United States)

    Kirk, J. G.; Schneider, P.

    1987-01-01

    A Monte Carlo method is presented for the problem of acceleration of test particles at relativistic shocks. The particles are assumed to diffuse in pitch angle as a result of scattering off magnetic irregularities frozen into the fluid. Several tests are performed using the analytic results available for both relativistic and nonrelativistic shock speeds. The acceleration at relativistic shocks under the influence of radiation losses is investigated, including the effects of a momentum dependence in the diffusion coefficient. The results demonstrate the usefulness of the technique in those situations in which the diffusion approximation cannot be employed, such as when relativistic bulk motion is considered, when particles are permitted to escape at the boundaries, and when the effects of the finite length of the particle mean free path are important.

  12. 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...

  13. 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.

  14. 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.

  15. 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.

  16. 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).

  17. 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.

  18. 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...

  19. Universality of the Ising and the S=1 model on Archimedean lattices: A Monte Carlo determination

    Science.gov (United States)

    Malakis, A.; Gulpinar, G.; Karaaslan, Y.; Papakonstantinou, T.; Aslan, G.

    2012-03-01

    The Ising models S=1/2 and S=1 are studied by efficient Monte Carlo schemes on the (3,4,6,4) and the (3,3,3,3,6) Archimedean lattices. The algorithms used, a hybrid Metropolis-Wolff algorithm and a parallel tempering protocol, are briefly described and compared with the simple Metropolis algorithm. Accurate Monte Carlo data are produced at the exact critical temperatures of the Ising model for these lattices. Their finite-size analysis provide, with high accuracy, all critical exponents which, as expected, are the same with the well-known 2D Ising model exact values. A detailed finite-size scaling analysis of our Monte Carlo data for the S=1 model on the same lattices provides very clear evidence that this model obeys, also very well, the 2D Ising model critical exponents. As a result, we find that recent Monte Carlo simulations and attempts to define effective dimensionality for the S=1 model on these lattices are misleading. Accurate estimates are obtained for the critical amplitudes of the logarithmic expansions of the specific heat for both models on the two Archimedean lattices.

  20. 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

  1. Complete Monte Carlo Simulation of Neutron Scattering Experiments

    Science.gov (United States)

    Drosg, M.

    2011-12-01

    In the far past, it was not possible to accurately correct for the finite geometry and the finite sample size of a neutron scattering set-up. The limited calculation power of the ancient computers as well as the lack of powerful Monte Carlo codes and the limitation in the data base available then prevented a complete simulation of the actual experiment. Using e.g. the Monte Carlo neutron transport code MCNPX [1], neutron scattering experiments can be simulated almost completely with a high degree of precision using a modern PC, which has a computing power that is ten thousand times that of a super computer of the early 1970s. Thus, (better) corrections can also be obtained easily for previous published data provided that these experiments are sufficiently well documented. Better knowledge of reference data (e.g. atomic mass, relativistic correction, and monitor cross sections) further contributes to data improvement. Elastic neutron scattering experiments from liquid samples of the helium isotopes performed around 1970 at LANL happen to be very well documented. Considering that the cryogenic targets are expensive and complicated, it is certainly worthwhile to improve these data by correcting them using this comparatively straightforward method. As two thirds of all differential scattering cross section data of 3He(n,n)3He are connected to the LANL data, it became necessary to correct the dependent data measured in Karlsruhe, Germany, as well. A thorough simulation of both the LANL experiments and the Karlsruhe experiment is presented, starting from the neutron production, followed by the interaction in the air, the interaction with the cryostat structure, and finally the scattering medium itself. In addition, scattering from the hydrogen reference sample was simulated. For the LANL data, the multiple scattering corrections are smaller by a factor of five at least, making this work relevant. Even more important are the corrections to the Karlsruhe data due to the

  2. LASER-DOPPLER VELOCIMETRY AND MONTE-CARLO SIMULATIONS ON MODELS FOR BLOOD PERFUSION IN TISSUE

    NARCIS (Netherlands)

    DEMUL, FFM; KOELINK, MH; KOK, ML; HARMSMA, PJ; GREVE, J; GRAAFF, R; AARNOUDSE, JG

    1995-01-01

    Laser Doppler flow measurements and Monte Carlo simulations on small blood perfusion flow models at 780 nm are presented and compared. The dimensions of the optical sample volume are investigated as functions of the distance of the laser to the detector and as functions of the angle of penetration o

  3. Dynamic Monte Carlo simulation of chain growth polymerization and its concentration effect

    Institute of Scientific and Technical Information of China (English)

    LüWenqi

    2005-01-01

    Simul., 2000, 9: 188-195.[12]Xu, G., Ding, J., Yang, Y., Monte Carlo simulation of self-avoid- ing lattice chains subject to simple shear flow, 1. Model and simulation algorithm, J. Chem. Phys., 1997, 107(10): 4070-4084.[13]Xu, G., Ding, J., Yang, Y., Anisotropic and enhanced self-diffusion of a macromolecular chain under simple shear flow as revealed by Monte Carlo simulation on lattices, Macromol. Theory Simul., 1998, 7: 129-140.[14]Chen, Y., Zhang, Q., Ding, J., A coarse-grained model and associ- ated lattice Monte Carlo simulation of coil-helix transition of a homopolypeptide, J. Chem. Phys., 2004, 120(7): 3467-3474.[15]Yang, Y., Zhang, H., Monte Carlo Method in Polymer Science (in Chinese), Shanghai: Fudan Univ. Press, 1993, 65-75, 266-269.[16]de Gennes, P. G., Scaling Concepts in Polymer Physics, New York, Ithaca: Cornell Univ. Press, 1979, Chapter 2.[17]Carmesin, I., Kremer, K., The bond fluctuation method: A new effective algorithm for the dynamics of polymers in all spatial dimensions, Macromolecules, 1988, 21: 2819-2823.[18]Paul, W., Binder, K., Heermann, D. et al., Dynamics of polymer solutions and melts, Reptation predictions and scaling of relaxation times, J. Chem. Phys., 1991, 95: 7726-7740.[19]Flory, P. J., Principles of Polymer Chemistry, New York, Ithaca: Cornell Univ. Press, 1953, 317-345.[20]Xu, G., Ding, J., Yang, Y., Static scaling law of two-dimensional macromolecular chains with excluded volume, J. Fudan Univ., Natural Sci. (in Chinese), 1997, 36(4): 361-369.

  4. Self-consistent modelling of line-driven hot-star winds with Monte Carlo radiation hydrodynamics

    CERN Document Server

    Noebauer, U M

    2015-01-01

    Radiative pressure exerted by line interactions is a prominent driver of outflows in astrophysical systems, being at work in the outflows emerging from hot stars or from the accretion discs of cataclysmic variables, massive young stars and active galactic nuclei. In this work, a new radiation hydrodynamical approach to model line-driven hot-star winds is presented. By coupling a Monte Carlo radiative transfer scheme with a finite-volume fluid dynamical method, line-driven mass outflows may be modelled self-consistently, benefiting from the advantages of Monte Carlo techniques in treating multi-line effects, such as multiple scatterings, and in dealing with arbitrary multidimensional configurations. In this work, we introduce our approach in detail by highlighting the key numerical techniques and verifying their operation in a number of simplified applications, specifically in a series of self-consistent, one-dimensional, Sobolev-type, hot-star wind calculations. The utility and accuracy of our approach is dem...

  5. Infrared fixed point of the 12-fermion SU(3) gauge model based on 2-lattice Monte Carlo renomalization-group matching.

    Science.gov (United States)

    Hasenfratz, Anna

    2012-02-10

    I investigate an SU(3) gauge model with 12 fundamental fermions. The physically interesting region of this strongly coupled system can be influenced by an ultraviolet fixed point due to lattice artifacts. I suggest to use a gauge action with an additional negative adjoint plaquette term that lessens this problem. I also introduce a new analysis method for the 2-lattice matching Monte Carlo renormalization group technique that significantly reduces finite volume effects. The combination of these two improvements allows me to measure the bare step scaling function in a region of the gauge coupling where it is clearly negative, indicating a positive renormalization group β function and infrared conformality.

  6. Replica exchange Monte Carlo applied to hard spheres.

    Science.gov (United States)

    Odriozola, Gerardo

    2009-10-14

    In this work a replica exchange Monte Carlo scheme which considers an extended isobaric-isothermal ensemble with respect to pressure is applied to study hard spheres (HSs). The idea behind the proposal is expanding volume instead of increasing temperature to let crowded systems characterized by dominant repulsive interactions to unblock, and so, to produce sampling from disjoint configurations. The method produces, in a single parallel run, the complete HS equation of state. Thus, the first order fluid-solid transition is captured. The obtained results well agree with previous calculations. This approach seems particularly useful to treat purely entropy-driven systems such as hard body and nonadditive hard mixtures, where temperature plays a trivial role.

  7. 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)

  8. 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.

  9. 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.

  10. 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...

  11. 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.

  12. 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].

  13. 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.

  14. 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)

  15. 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.

  16. 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...

  17. 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...

  18. 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.

  19. 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.

  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. 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.

  2. 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.

  3. 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.

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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…

  11. 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.

  12. 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.

  13. 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.

  14. 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.

  15. 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

  16. 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.

  17. Hybrid Multilevel Monte Carlo Simulation of Stochastic Reaction Networks

    KAUST Repository

    Moraes, Alvaro

    2015-01-07

    Stochastic reaction networks (SRNs) is a class of continuous-time Markov chains intended to describe, from the kinetic point of view, the time-evolution of chemical systems in which molecules of different chemical species undergo a finite set of reaction channels. This talk is based on articles [4, 5, 6], where we are interested in the following problem: given a SRN, X, defined though its set of reaction channels, and its initial state, x0, estimate E (g(X(T))); that is, the expected value of a scalar observable, g, of the process, X, at a fixed time, T. This problem lead us to define a series of Monte Carlo estimators, M, such that, with high probability can produce values close to the quantity of interest, E (g(X(T))). More specifically, given a user-selected tolerance, TOL, and a small confidence level, η, find an estimator, M, based on approximate sampled paths of X, such that, P (|E (g(X(T))) − M| ≤ TOL) ≥ 1 − η; even more, we want to achieve this objective with near optimal computational work. We first introduce a hybrid path-simulation scheme based on the well-known stochastic simulation algorithm (SSA)[3] and the tau-leap method [2]. Then, we introduce a Multilevel Monte Carlo strategy that allows us to achieve a computational complexity of order O(T OL−2), this is the same computational complexity as in an exact method but with a smaller constant. We provide numerical examples to show our results.

  18. On the Assessment of Monte Carlo Error in Simulation-Based Statistical Analyses.

    Science.gov (United States)

    Koehler, Elizabeth; Brown, Elizabeth; Haneuse, Sebastien J-P A

    2009-05-01

    Statistical experiments, more commonly referred to as Monte Carlo or simulation studies, are used to study the behavior of statistical methods and measures under controlled situations. Whereas recent computing and methodological advances have permitted increased efficiency in the simulation process, known as variance reduction, such experiments remain limited by their finite nature and hence are subject to uncertainty; when a simulation is run more than once, different results are obtained. However, virtually no emphasis has been placed on reporting the uncertainty, referred to here as Monte Carlo error, associated with simulation results in the published literature, or on justifying the number of replications used. These deserve broader consideration. Here we present a series of simple and practical methods for estimating Monte Carlo error as well as determining the number of replications required to achieve a desired level of accuracy. The issues and methods are demonstrated with two simple examples, one evaluating operating characteristics of the maximum likelihood estimator for the parameters in logistic regression and the other in the context of using the bootstrap to obtain 95% confidence intervals. The results suggest that in many settings, Monte Carlo error may be more substantial than traditionally thought.

  19. Experimental Validation of Monte Carlo Simulations Based on a Virtual Source Model for TomoTherapy in a RANDO Phantom.

    Science.gov (United States)

    Yuan, Jiankui; Zheng, Yiran; Wessels, Barry; Lo, Simon S; Ellis, Rodney; Machtay, Mitchell; Yao, Min

    2016-12-01

    A virtual source model for Monte Carlo simulations of helical TomoTherapy has been developed previously by the authors. The purpose of this work is to perform experiments in an anthropomorphic (RANDO) phantom with the same order of complexity as in clinical treatments to validate the virtual source model to be used for quality assurance secondary check on TomoTherapy patient planning dose. Helical TomoTherapy involves complex delivery pattern with irregular beam apertures and couch movement during irradiation. Monte Carlo simulation, as the most accurate dose algorithm, is desirable in radiation dosimetry. Current Monte Carlo simulations for helical TomoTherapy adopt the full Monte Carlo model, which includes detailed modeling of individual machine component, and thus, large phase space files are required at different scoring planes. As an alternative approach, we developed a virtual source model without using the large phase space files for the patient dose calculations previously. In this work, we apply the simulation system to recompute the patient doses, which were generated by the treatment planning system in an anthropomorphic phantom to mimic the real patient treatments. We performed thermoluminescence dosimeter point dose and film measurements to compare with Monte Carlo results. Thermoluminescence dosimeter measurements show that the relative difference in both Monte Carlo and treatment planning system is within 3%, with the largest difference less than 5% for both the test plans. The film measurements demonstrated 85.7% and 98.4% passing rate using the 3 mm/3% acceptance criterion for the head and neck and lung cases, respectively. Over 95% passing rate is achieved if 4 mm/4% criterion is applied. For the dose-volume histograms, very good agreement is obtained between the Monte Carlo and treatment planning system method for both cases. The experimental results demonstrate that the virtual source model Monte Carlo system can be a viable option for the

  20. 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

  1. 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.

  2. Accelerated GPU based SPECT Monte Carlo simulations.

    Science.gov (United States)

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

    2016-06-07

    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

  3. 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.

  4. Accurate and precise determination of critical properties from Gibbs ensemble Monte Carlo simulations

    Energy Technology Data Exchange (ETDEWEB)

    Dinpajooh, Mohammadhasan [Department of Chemistry and Chemical Theory Center, University of Minnesota, 207 Pleasant Street SE, Minneapolis, Minnesota 55455 (United States); Bai, Peng; Allan, Douglas A. [Department of Chemical Engineering and Materials Science, University of Minnesota, 421 Washington Avenue SE, Minneapolis, Minnesota 55455 (United States); Siepmann, J. Ilja, E-mail: siepmann@umn.edu [Department of Chemistry and Chemical Theory Center, University of Minnesota, 207 Pleasant Street SE, Minneapolis, Minnesota 55455 (United States); Department of Chemical Engineering and Materials Science, University of Minnesota, 421 Washington Avenue SE, Minneapolis, Minnesota 55455 (United States)

    2015-09-21

    Since the seminal paper by Panagiotopoulos [Mol. Phys. 61, 813 (1997)], the Gibbs ensemble Monte Carlo (GEMC) method has been the most popular particle-based simulation approach for the computation of vapor–liquid phase equilibria. However, the validity of GEMC simulations in the near-critical region has been questioned because rigorous finite-size scaling approaches cannot be applied to simulations with fluctuating volume. Valleau [Mol. Simul. 29, 627 (2003)] has argued that GEMC simulations would lead to a spurious overestimation of the critical temperature. More recently, Patel et al. [J. Chem. Phys. 134, 024101 (2011)] opined that the use of analytical tail corrections would be problematic in the near-critical region. To address these issues, we perform extensive GEMC simulations for Lennard-Jones particles in the near-critical region varying the system size, the overall system density, and the cutoff distance. For a system with N = 5500 particles, potential truncation at 8σ and analytical tail corrections, an extrapolation of GEMC simulation data at temperatures in the range from 1.27 to 1.305 yields T{sub c} = 1.3128 ± 0.0016, ρ{sub c} = 0.316 ± 0.004, and p{sub c} = 0.1274 ± 0.0013 in excellent agreement with the thermodynamic limit determined by Potoff and Panagiotopoulos [J. Chem. Phys. 109, 10914 (1998)] using grand canonical Monte Carlo simulations and finite-size scaling. Critical properties estimated using GEMC simulations with different overall system densities (0.296 ≤ ρ{sub t} ≤ 0.336) agree to within the statistical uncertainties. For simulations with tail corrections, data obtained using r{sub cut} = 3.5σ yield T{sub c} and p{sub c} that are higher by 0.2% and 1.4% than simulations with r{sub cut} = 5 and 8σ but still with overlapping 95% confidence intervals. In contrast, GEMC simulations with a truncated and shifted potential show that r{sub cut} = 8σ is insufficient to obtain accurate results. Additional GEMC simulations for hard

  5. 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

  6. 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.

  7. 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.

  8. Calibration coefficient of reference brachytherapy ionization chamber using analytical and Monte Carlo methods.

    Science.gov (United States)

    Kumar, Sudhir; Srinivasan, P; Sharma, S D

    2010-06-01

    A cylindrical graphite ionization chamber of sensitive volume 1002.4 cm(3) was designed and fabricated at Bhabha Atomic Research Centre (BARC) for use as a reference dosimeter to measure the strength of high dose rate (HDR) (192)Ir brachytherapy sources. The air kerma calibration coefficient (N(K)) of this ionization chamber was estimated analytically using Burlin general cavity theory and by the Monte Carlo method. In the analytical method, calibration coefficients were calculated for each spectral line of an HDR (192)Ir source and the weighted mean was taken as N(K). In the Monte Carlo method, the geometry of the measurement setup and physics related input data of the HDR (192)Ir source and the surrounding material were simulated using the Monte Carlo N-particle code. The total photon energy fluence was used to arrive at the reference air kerma rate (RAKR) using mass energy absorption coefficients. The energy deposition rates were used to simulate the value of charge rate in the ionization chamber and N(K) was determined. The Monte Carlo calculated N(K) agreed within 1.77 % of that obtained using the analytical method. The experimentally determined RAKR of HDR (192)Ir sources, using this reference ionization chamber by applying the analytically estimated N(K), was found to be in agreement with the vendor quoted RAKR within 1.43%.

  9. Clustering and heterogeneous dynamics in a kinetic Monte Carlo model of self-propelled hard disks.

    Science.gov (United States)

    Levis, Demian; Berthier, Ludovic

    2014-06-01

    We introduce a kinetic Monte Carlo model for self-propelled hard disks to capture with minimal ingredients the interplay between thermal fluctuations, excluded volume, and self-propulsion in large assemblies of active particles. We analyze in detail the resulting (density, self-propulsion) nonequilibrium phase diagram over a broad range of parameters. We find that purely repulsive hard disks spontaneously aggregate into fractal clusters as self-propulsion is increased and rationalize the evolution of the average cluster size by developing a kinetic model of reversible aggregation. As density is increased, the nonequilibrium clusters percolate to form a ramified structure reminiscent of a physical gel. We show that the addition of a finite amount of noise is needed to trigger a nonequilibrium phase separation, showing that demixing in active Brownian particles results from a delicate balance between noise, interparticle interactions, and self-propulsion. We show that self-propulsion has a profound influence on the dynamics of the active fluid. We find that the diffusion constant has a nonmonotonic behavior as self-propulsion is increased at finite density and that activity produces strong deviations from Fickian diffusion that persist over large time scales and length scales, suggesting that systems of active particles generically behave as dynamically heterogeneous systems.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2013-11-15

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

  11. Monte Carlo Simulation of the Potts Model on a Dodecagonal Quasiperiodic Structure

    Institute of Scientific and Technical Information of China (English)

    WEN Zhang-Bin; HOU Zhi-Lin; FU Xiu-Jun

    2011-01-01

    By means of a Monte Carlo simulation, we study the three-state Potts model on a two-dimensional quasiperiodic structure based on a dodecagonal cluster covering pattern. The critical temperature and exponents are obtained from finite-size scaling analysis. It is shown that the Potts model on the quasiperiodic lattice belongs to the same universal class as those on periodic ones.%@@ By means of a Monte Carlo simulation, we study the three-state Potts model on a two-dimensional quasiperiodic structure based on a dodecagonal cluster covering pattern.The critical temperature and exponents are obtained from finite-size scaling analysis.It is shown that the Potts model on the quasiperiodic lattice belongs to the same universal class as those on periodic ones.

  12. 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.

  13. Progress and status of the OpenMC Monte Carlo code

    Energy Technology Data Exchange (ETDEWEB)

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

    2013-07-01

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

  14. Critical Exponents of the Classical 3D Heisenberg Model A Single-Cluster Monte Carlo Study

    CERN Document Server

    Holm, C; Holm, Christian; Janke, Wolfhard

    1993-01-01

    We have simulated the three-dimensional Heisenberg model on simple cubic lattices, using the single-cluster Monte Carlo update algorithm. The expected pronounced reduction of critical slowing down at the phase transition is verified. This allows simulations on significantly larger lattices than in previous studies and consequently a better control over systematic errors. In one set of simulations we employ the usual finite-size scaling methods to compute the critical exponents $\

  15. Monte Carlo Study of the Anisotropic Heisenberg Antiferromagnet on the Triangular Lattice

    OpenAIRE

    Stephan, W.; Southern, B. W.

    1999-01-01

    We report a Monte Carlo study of the classical antiferromagnetic Heisenberg model with easy axis anisotropy on the triangular lattice. Both the free energy cost for long wavelength spin waves as well as for the formation of free vortices are obtained from the spin stiffness and vorticity modulus respectively. Evidence for two distinct Kosterlitz-Thouless types of defect-mediated phase transitions at finite temperatures is presented.

  16. Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients

    OpenAIRE

    Teckentrup, A. L.; Scheichl, R.; Giles, M. B.; Ullmann, E

    2012-01-01

    We consider the application of multilevel Monte Carlo methods to elliptic PDEs with random coefficients. We focus on models of the random coefficient that lack uniform ellipticity and boundedness with respect to the random parameter, and that only have limited spatial regularity. We extend the finite element error analysis for this type of equation, carried out recently by Charrier, Scheichl and Teckentrup, to more difficult problems, posed on non--smooth domains and with discontinuities in t...

  17. Single-cluster-update Monte Carlo method for the random anisotropy model

    Science.gov (United States)

    Rößler, U. K.

    1999-06-01

    A Wolff-type cluster Monte Carlo algorithm for random magnetic models is presented. The algorithm is demonstrated to reduce significantly the critical slowing down for planar random anisotropy models with weak anisotropy strength. Dynamic exponents zcluster algorithms are estimated for models with ratio of anisotropy to exchange constant D/J=1.0 on cubic lattices in three dimensions. For these models, critical exponents are derived from a finite-size scaling analysis.

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

    Science.gov (United States)

    Mitrović, Božidar; Przedborski, Michelle A.

    2014-09-01

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

  19. Quantum Monte Carlo simulation of a two-dimensional Majorana lattice model

    Science.gov (United States)

    Hayata, Tomoya; Yamamoto, Arata

    2017-07-01

    We study interacting Majorana fermions in two dimensions as a low-energy effective model of a vortex lattice in two-dimensional time-reversal-invariant topological superconductors. For that purpose, we implement ab initio quantum Monte Carlo simulation to the Majorana fermion system in which the path-integral measure is given by a semipositive Pfaffian. We discuss spontaneous breaking of time-reversal symmetry at finite temperatures.

  20. Monte Carlo Study of Topological Defects in the 3D Heisenberg Model

    CERN Document Server

    Holm, C; Holm, Christian; Janke, Wolfhard

    1994-01-01

    We use single-cluster Monte Carlo simulations to study the role of topological defects in the three-dimensional classical Heisenberg model on simple cubic lattices of size up to $80^3$. By applying reweighting techniques to time series generated in the vicinity of the approximate infinite volume transition point $K_c$, we obtain clear evidence that the temperature derivative of the average defect density $d\\langle n \\rangle/dT$ behaves qualitatively like the specific heat, i.e., both observables are finite in the infinite volume limit. This is in contrast to results by Lau and Dasgupta [{\\em Phys. Rev.\\/} {\\bf B39} (1989) 7212] who extrapolated a divergent behavior of $d\\langle n \\rangle/dT$ at $K_c$ from simulations on lattices of size up to $16^3$. We obtain weak evidence that $d\\langle n \\rangle/dT$ scales with the same critical exponent as the specific heat.As a byproduct of our simulations, we obtain a very accurate estimate for the ratio $\\alpha/\

  1. 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.

  2. 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.)

  3. 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. ...

  4. 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.

  5. 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...

  6. 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...

  7. 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.

  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. 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...

  15. 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...

  16. 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.

  17. 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...

  18. SU-E-T-761: TOMOMC, A Monte Carlo-Based Planning VerificationTool for Helical Tomotherapy

    Energy Technology Data Exchange (ETDEWEB)

    Chibani, O; Ma, C [Fox Chase Cancer Center, Philadelphia, PA (United States)

    2015-06-15

    Purpose: Present a new Monte Carlo code (TOMOMC) to calculate 3D dose distributions for patients undergoing helical tomotherapy treatments. TOMOMC performs CT-based dose calculations using the actual dynamic variables of the machine (couch motion, gantry rotation, and MLC sequences). Methods: TOMOMC is based on the GEPTS (Gama Electron and Positron Transport System) general-purpose Monte Carlo system (Chibani and Li, Med. Phys. 29, 2002, 835). First, beam models for the Hi-Art Tomotherpy machine were developed for the different beam widths (1, 2.5 and 5 cm). The beam model accounts for the exact geometry and composition of the different components of the linac head (target, primary collimator, jaws and MLCs). The beams models were benchmarked by comparing calculated Pdds and lateral/transversal dose profiles with ionization chamber measurements in water. See figures 1–3. The MLC model was tuned in such a way that tongue and groove effect, inter-leaf and intra-leaf transmission are modeled correctly. See figure 4. Results: By simulating the exact patient anatomy and the actual treatment delivery conditions (couch motion, gantry rotation and MLC sinogram), TOMOMC is able to calculate the 3D patient dose distribution which is in principal more accurate than the one from the treatment planning system (TPS) since it relies on the Monte Carlo method (gold standard). Dose volume parameters based on the Monte Carlo dose distribution can also be compared to those produced by the TPS. Attached figures show isodose lines for a H&N patient calculated by TOMOMC (transverse and sagittal views). Analysis of differences between TOMOMC and TPS is an ongoing work for different anatomic sites. Conclusion: A new Monte Carlo code (TOMOMC) was developed for Tomotherapy patient-specific QA. The next step in this project is implementing GPU computing to speed up Monte Carlo simulation and make Monte Carlo-based treatment verification a practical solution.

  19. 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.

  20. 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.

  1. 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.

  2. 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.

  3. 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.

  4. 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.

  5. 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.

  6. 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.

  7. 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 ...

  8. 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.

  9. 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 ...

  10. 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.

  11. 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.

  12. Confirmation using Monte Carlo ground-state energies of the instability of free planar films of liquid 4He at T=0 K

    Science.gov (United States)

    Szybisz, Leszek

    1998-07-01

    The stability of free slabs of liquid 4He at T=0 K is studied by examining ground-state energies computed with Monte Carlo techniques. A stability condition derived by imposing a positive areal isothermal compressibility is applied. It is shown that Monte Carlo data clearly indicate that all finite films are unstable supporting the finding of previous investigations based on the analysis of values obtained from self-consistent microscopic calculations.

  13. 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.

  14. 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.

  15. 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 ...

  16. 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...

  17. 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.

  18. 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.

  19. 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.

  20. 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.

  1. 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.

  2. 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.

  3. 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.

  4. 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...

  5. 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.

  6. 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...

  7. 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.

  8. 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

  9. Diffusion Quantum Monte Carlo Study of Martensitic Phase Transition: The Case of Phosphorene

    CERN Document Server

    Reeves, Kyle G; Kanai, Yosuke

    2016-01-01

    Recent technical advances in dealing with finite-size errors make quantum Monte Carlo methods quite appealing for treating extended systems in electronic structure calculations, especially when commonly-used density functional theory (DFT) methods might not be satisfactory. We present a theoretical study of martensitic phase transition of a two-dimensional phosphorene by employing diffusion Monte Carlo (DMC) approach to investigate the energetics of this phase transition. The DMC calculation supports DFT prediction of having a rather diffusive barrier that is characterized by having two transition states, in addition to confirming that the so-called black and blue phases of phosphorene are essentially degenerate. At the same time, the calculation shows the importance of treating correlation energy accurately for describing the energy changes in the martensitic phase transition, as is already widely appreciated for chemical bond formation/dissociation. Building on the atomistic characterization of the phase tr...

  10. Canonical Least-Squares Monte Carlo Valuation of American Options: Convergence and Empirical Pricing Analysis

    Directory of Open Access Journals (Sweden)

    Xisheng Yu

    2014-01-01

    Full Text Available The paper by Liu (2010 introduces a method termed the canonical least-squares Monte Carlo (CLM which combines a martingale-constrained entropy model and a least-squares Monte Carlo algorithm to price American options. In this paper, we first provide the convergence results of CLM and numerically examine the convergence properties. Then, the comparative analysis is empirically conducted using a large sample of the S&P 100 Index (OEX puts and IBM puts. The results on the convergence show that choosing the shifted Legendre polynomials with four regressors is more appropriate considering the pricing accuracy and the computational cost. With this choice, CLM method is empirically demonstrated to be superior to the benchmark methods of binominal tree and finite difference with historical volatilities.

  11. Monte Carlo simulations of an Ising bilayer with non-equivalent planes

    Science.gov (United States)

    Diaz, I. J. L.; Branco, N. S.

    2017-02-01

    We study the thermodynamic and magnetic properties of an Ising bilayer ferrimagnet. The system is composed of two interacting non-equivalent planes in which the intralayer couplings are ferromagnetic while the interlayer interactions are antiferromagnetic. Moreover, one of the planes is randomly diluted. The study is carried out within a Monte Carlo approach employing the multiple histogram reweighting method and finite-size scaling tools. The occurrence of a compensation phenomenon is verified and the compensation temperature, as well as the critical temperature for the model, are obtained as functions of the Hamiltonian parameters. We present a detailed discussion of the regions of the parameter space where the compensation effect is present or absent. Our results are then compared to a mean-field-like approximation applied to the same model by Balcerzak and Szałowski (2014). Although the Monte Carlo and mean-field results agree qualitatively, our quantitative results are significantly different.

  12. Study of nuclear pairing with Configuration-Space Monte-Carlo approach

    CERN Document Server

    Lingle, Mark

    2015-01-01

    Pairing correlations in nuclei play a decisive role in determining nuclear drip-lines, binding energies, and many collective properties. In this work a new Configuration-Space Monte-Carlo (CSMC) method for treating nuclear pairing correlations is developed, implemented, and demonstrated. In CSMC the Hamiltonian matrix is stochastically generated in Krylov subspace, resulting in the Monte-Carlo version of Lanczos-like diagonalization. The advantages of this approach over other techniques are discussed; the absence of the fermionic sign problem, probabilistic interpretation of quantum-mechanical amplitudes, and ability to handle truly large-scale problems with defined precision and error control, are noteworthy merits of CSMC. The features of our CSMC approach are shown using models and realistic examples. Special attention is given to difficult limits: situations with non-constant pairing strengths, cases with nearly degenerate excited states, limits when pairing correlations in finite systems are weak, and pr...

  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. 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.

  16. Forward and adjoint radiance Monte Carlo models for quantitative photoacoustic imaging

    Science.gov (United States)

    Hochuli, Roman; Powell, Samuel; Arridge, Simon; Cox, Ben

    2015-03-01

    In quantitative photoacoustic imaging, the aim is to recover physiologically relevant tissue parameters such as chromophore concentrations or oxygen saturation. Obtaining accurate estimates is challenging due to the non-linear relationship between the concentrations and the photoacoustic images. Nonlinear least squares inversions designed to tackle this problem require a model of light transport, the most accurate of which is the radiative transfer equation. This paper presents a highly scalable Monte Carlo model of light transport that computes the radiance in 2D using a Fourier basis to discretise in angle. The model was validated against a 2D finite element model of the radiative transfer equation, and was used to compute gradients of an error functional with respect to the absorption and scattering coefficient. It was found that adjoint-based gradient calculations were much more robust to inherent Monte Carlo noise than a finite difference approach. Furthermore, the Fourier angular discretisation allowed very efficient gradient calculations as sums of Fourier coefficients. These advantages, along with the high parallelisability of Monte Carlo models, makes this approach an attractive candidate as a light model for quantitative inversion in photoacoustic imaging.

  17. Nonequilibrium candidate Monte Carlo is an efficient tool for equilibrium simulation

    Energy Technology Data Exchange (ETDEWEB)

    Nilmeier, J. P.; Crooks, G. E.; Minh, D. D. L.; Chodera, J. D.

    2011-10-24

    Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also rapidly sample uncorrelated configurations. Here, we introduce a new class of moves based on nonequilibrium dynamics: candidate configurations are generated through a finite-time process in which a system is actively driven out of equilibrium, and accepted with criteria that preserve the equilibrium distribution. The acceptance rule is similar to the Metropolis acceptance probability, but related to the nonequilibrium work rather than the instantaneous energy difference. Our method is applicable to sampling from both a single thermodynamic state or a mixture of thermodynamic states, and allows both coordinates and thermodynamic parameters to be driven in nonequilibrium proposals. While generating finite-time switching trajectories incurs an additional cost, driving some degrees of freedom while allowing others to evolve naturally can lead to large enhancements in acceptance probabilities, greatly reducing structural correlation times. Using nonequilibrium driven processes vastly expands the repertoire of useful Monte Carlo proposals in simulations of dense solvated systems.

  18. 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.

  19. 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.

  20. 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.

  1. 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.

  2. The effect of a number of selective points in modeling of polymerization reacting Monte Carlo method: studying the initiation reaction

    CERN Document Server

    Sadi, M; Dabir, B

    2003-01-01

    Monte Carlo Method is one of the most powerful techniques to model different processes, such as polymerization reactions. By this method, without any need to solve moment equations, a very detailed information on the structure and properties of polymers are obtained. The number of algorithm repetitions (selected volumes of reactor for modelling which represent the number of initial molecules) is very important in this method. In Monte Carlo method calculations are based on the random number of generations and reaction probability determinations. so the number of algorithm repetition is very important. In this paper, the initiation reaction was considered alone and the importance of number of initiator molecules on the result were studied. It can be concluded that Monte Carlo method will not give accurate results if the number of molecules is not satisfied to be big enough, because in that case , selected volume would not be representative of the whole system.

  3. A molecular scale perspective: Monte Carlo simulation for rupturing of ultra thin polymer film melts

    Science.gov (United States)

    Singh, Satya Pal

    2017-04-01

    Monte Carlo simulation has been performed to study the rupturing process of thin polymer film under strong confinement. The change in mean square displacement; pair correlation function; density distribution; average bond length and microscopic viscosity are sampled by varying the molecular interaction parameters such as the strength and the equilibrium positions of the bonding, non-bonding potentials and the sizes of the beads. The variation in mean square angular displacement χθ = [ - 2 ] fits very well to a function of type y (t) = A + B *e-t/τ. This may help to study the viscous properties of the films and its dependence on different parameters. The ultra thin film annealed at high temperature gets ruptured and holes are created in the film mimicking spinodal dewetting. The pair correlation function and density profile reveal rich information about the equilibrium structure of the film. The strength and equilibrium bond length of finite extensible non-linear elastic potential (FENE) and non-bonding Morse potential have clear impact on microscopic rupturing of the film. The beads show Rouse or repetition motion forming rim like structures near the holes created inside the film. The higher order interaction as dipole-quadrupole may get prominence under strong confinement. The enhanced excluded volume interaction under strong confinement may overlap with the molecular dispersion forces. It can work to reorganize the molecules at the bottom of the scale and can imprint its signature in complex patterns evolved.

  4. Non-Local effective SU(2) Polyakov-loop models from inverse Monte-Carlo methods

    CERN Document Server

    Bahrampour, Bardiya; von Smekal, Lorenz

    2016-01-01

    The strong-coupling expansion of the lattice gauge action leads to Polyakov-loop models that effectively describe gluodynamics at low temperatures, and together with the hopping expansion of the fermion determinant provides insight into the QCD phase diagram at finite density and low temperatures, although for rather heavy quarks. At higher temperatures the strong-coupling expansion breaks down and it is expected that the interactions between Polyakov loops become non-local. Here, we therefore test how well pure SU(2) gluodynamics can be mapped onto different non-local Polyakov models with inverse Monte-Carlo methods. We take into account Polyakov loops in higher representations and gradually add interaction terms at larger distances. We are particularly interested in extrapolating the range of non-local terms in sufficiently large volumes and higher representations. We study the characteristic fall-off in strength of the non-local couplings with the interaction distance, and its dependence on the gauge coupl...

  5. A Monte Carlo Event Generator for W Off-shell Pair Production including Higher Order Electromagnetic Radiative Corrections

    CERN Document Server

    Anlauf, H; Manakos, P; Mannel, T

    1994-01-01

    We present the Monte Carlo event generator {\\tt WOPPER} for pair production of $W$'s and their decays at high energy $e^+e^-$ colliders. {\\tt WOPPER} includes the effects from finite $W$ width and focusses on the calculation of higher order electromagnetic corrections in the leading log approximation including soft photon exponentiation and explicit generation of exclusive hard photons.

  6. A Monte-Carlo study for the critical exponents of the three-dimensional O(6) model

    Science.gov (United States)

    Loison, D.

    1999-09-01

    Using Wolff's single-cluster Monte-Carlo update algorithm, the three-dimensional O(6)-Heisenberg model on a simple cubic lattice is simulated. With the help of finite size scaling we compute the critical exponents ν, β, γ and η. Our results agree with the field-theory predictions but not so well with the prediction of the series expansions.

  7. Quantum Monte Carlo calculations with chiral effective field theory interactions

    Energy Technology Data Exchange (ETDEWEB)

    Tews, Ingo

    2015-10-12

    The neutron-matter equation of state connects several physical systems over a wide density range, from cold atomic gases in the unitary limit at low densities, to neutron-rich nuclei at intermediate densities, up to neutron stars which reach supranuclear densities in their core. An accurate description of the neutron-matter equation of state is therefore crucial to describe these systems. To calculate the neutron-matter equation of state reliably, precise many-body methods in combination with a systematic theory for nuclear forces are needed. Chiral effective field theory (EFT) is such a theory. It provides a systematic framework for the description of low-energy hadronic interactions and enables calculations with controlled theoretical uncertainties. Chiral EFT makes use of a momentum-space expansion of nuclear forces based on the symmetries of Quantum Chromodynamics, which is the fundamental theory of strong interactions. In chiral EFT, the description of nuclear forces can be systematically improved by going to higher orders in the chiral expansion. On the other hand, continuum Quantum Monte Carlo (QMC) methods are among the most precise many-body methods available to study strongly interacting systems at finite densities. They treat the Schroedinger equation as a diffusion equation in imaginary time and project out the ground-state wave function of the system starting from a trial wave function by propagating the system in imaginary time. To perform this propagation, continuum QMC methods require as input local interactions. However, chiral EFT, which is naturally formulated in momentum space, contains several sources of nonlocality. In this Thesis, we show how to construct local chiral two-nucleon (NN) and three-nucleon (3N) interactions and discuss results of first QMC calculations for pure neutron systems. We have performed systematic auxiliary-field diffusion Monte Carlo (AFDMC) calculations for neutron matter using local chiral NN interactions. By

  8. Chain conformations of ring polymers under theta conditions studied by Monte Carlo simulation.

    Science.gov (United States)

    Suzuki, Jiro; Takano, Atsushi; Matsushita, Yushu

    2013-11-14

    We studied equilibrium conformations of trivial-, 31-knot, and 51-knot ring polymers with finite chain length at their θ-conditions using a Monte Carlo simulation. The polymer chains treated in this study were composed of beads and bonds on a face-centered-cubic lattice respecting the excluded volume. The Flory's critical exponent ν in Rg ~ N(ν) relationship was obtained from the dependence of the radius of gyration, Rg, on the segment number of polymers, N. In this study, the temperatures at which ν equal 1∕2 are defined as θ-temperatures of several ring molecules. The θ-temperatures for trivial-, 31-knot, and 51-knot ring polymers are lower than that for a linear polymer in N ≤ 4096, where their topologies are fixed by their excluded volumes. The radial distribution functions of the segments in each molecule are obtained at their θ-temperatures. The functions of linear- and trivial-ring polymers have been found to be expressed by those of Gaussian and closed-Gaussian chains, respectively. At the θ-conditions, the excluded volumes of chains and the topological-constraints of trivial-ring polymers can be apparently screened by the attractive force between segments, and the values for trivial ring polymers are larger than the half of those for linear polymers. In the finite N region the topological-constraints of 31- and 51-knot rings are stronger than that of trivial-ring, and trajectories of the knotted ring polymers cannot be described as a closed Gaussian even though they are under θ-conditions.

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

    Science.gov (United States)

    Zweistra, Henk J A; Besseling, N A M

    2006-07-01

    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. The compositions of these boxes yield coexisting points on the binodal. However, since the overall composition is fixed, at least one of the boxes will contain an interface. We show that this does not affect the results, provided that the interface has no net curvature. We coin the name "Helmholtz-ensemble method," because the method is related to the well-known Gibbs-ensemble method, but the volume of the boxes is constant. Since the box volumes are constant, we expect that this method will be particularly useful for lattice models. The accuracy of the Helmholtz-ensemble method is benchmarked against known coexistence curves of the three-dimensional Ising model with excellent results.

  10. Monte Carlo systems used for treatment planning and dose verification

    Energy Technology Data Exchange (ETDEWEB)

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

    2017-04-15

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

  11. 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

  12. Exact special twist method for quantum Monte Carlo simulations

    Science.gov (United States)

    Dagrada, Mario; Karakuzu, Seher; Vildosola, Verónica Laura; Casula, Michele; Sorella, Sandro

    2016-12-01

    We present a systematic investigation of the special twist method introduced by Rajagopal et al. [Phys. Rev. B 51, 10591 (1995), 10.1103/PhysRevB.51.10591] for reducing finite-size effects in correlated calculations of periodic extended systems with Coulomb interactions and Fermi statistics. We propose a procedure for finding special twist values which, at variance with previous applications of this method, reproduce the energy of the mean-field infinite-size limit solution within an adjustable (arbitrarily small) numerical error. This choice of the special twist is shown to be the most accurate single-twist solution for curing one-body finite-size effects in correlated calculations. For these reasons we dubbed our procedure "exact special twist" (EST). EST only needs a fully converged independent-particles or mean-field calculation within the primitive cell and a simple fit to find the special twist along a specific direction in the Brillouin zone. We first assess the performances of EST in a simple correlated model such as the three-dimensional electron gas. Afterwards, we test its efficiency within ab initio quantum Monte Carlo simulations of metallic elements of increasing complexity. We show that EST displays an overall good performance in reducing finite-size errors comparable to the widely used twist average technique but at a much lower computational cost since it involves the evaluation of just one wave function. We also demonstrate that the EST method shows similar performances in the calculation of correlation functions, such as the ionic forces for structural relaxation and the pair radial distribution function in liquid hydrogen. Our conclusions point to the usefulness of EST for correlated supercell calculations; our method will be particularly relevant when the physical problem under consideration requires large periodic cells.

  13. 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...

  14. 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.

  15. 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

  16. Uncertainties in Monte Carlo-based absorbed dose calculations for an experimental benchmark.

    Science.gov (United States)

    Renner, F; Wulff, J; Kapsch, R-P; Zink, K

    2015-10-01

    There is a need to verify the accuracy of general purpose Monte Carlo codes like EGSnrc, which are commonly employed for investigations of dosimetric problems in radiation therapy. A number of experimental benchmarks have been published to compare calculated values of absorbed dose to experimentally determined values. However, there is a lack of absolute benchmarks, i.e. benchmarks without involved normalization which may cause some quantities to be cancelled. Therefore, at the Physikalisch-Technische Bundesanstalt a benchmark experiment was performed, which aimed at the absolute verification of radiation transport calculations for dosimetry in radiation therapy. A thimble-type ionization chamber in a solid phantom was irradiated by high-energy bremsstrahlung and the mean absorbed dose in the sensitive volume was measured per incident electron of the target. The characteristics of the accelerator and experimental setup were precisely determined and the results of a corresponding Monte Carlo simulation with EGSnrc are presented within this study. For a meaningful comparison, an analysis of the uncertainty of the Monte Carlo simulation is necessary. In this study uncertainties with regard to the simulation geometry, the radiation source, transport options of the Monte Carlo code and specific interaction cross sections are investigated, applying the general methodology of the Guide to the expression of uncertainty in measurement. Besides studying the general influence of changes in transport options of the EGSnrc code, uncertainties are analyzed by estimating the sensitivity coefficients of various input quantities in a first step. Secondly, standard uncertainties are assigned to each quantity which are known from the experiment, e.g. uncertainties for geometric dimensions. Data for more fundamental quantities such as photon cross sections and the I-value of electron stopping powers are taken from literature. The significant uncertainty contributions are identified as

  17. Effects of CT based Voxel Phantoms on Dose Distribution Calculated with Monte Carlo Method

    Institute of Scientific and Technical Information of China (English)

    Chen Chaobin; Huang Qunying; Wu Yican

    2005-01-01

    A few CT-based voxel phantoms were produced to investigate the sensitivity of Monte Carlo simulations of X-ray beam and electron beam to the proportions of elements and the mass densities of the materials used to express the patient's anatomical structure. The human body can be well outlined by air, lung, adipose, muscle, soft bone and hard bone to calculate the dose distribution with Monte Carlo method. The effects of the calibration curves established by using various CT scanners are not clinically significant based on our investigation. The deviation from the values of cumulative dose volume histogram derived from CT-based voxel phantoms is less than 1% for the given target.

  18. Simulation model based on Monte Carlo method for traffic assignment in local area road network

    Institute of Scientific and Technical Information of China (English)

    Yuchuan DU; Yuanjing GENG; Lijun SUN

    2009-01-01

    For a local area road network, the available traffic data of traveling are the flow volumes in the key intersections, not the complete OD matrix. Considering the circumstance characteristic and the data availability of a local area road network, a new model for traffic assignment based on Monte Carlo simulation of intersection turning movement is provided in this paper. For good stability in temporal sequence, turning ratio is adopted as the important parameter of this model. The formulation for local area road network assignment problems is proposed on the assumption of random turning behavior. The traffic assignment model based on the Monte Carlo method has been used in traffic analysis for an actual urban road network. The results comparing surveying traffic flow data and determining flow data by the previous model verify the applicability and validity of the proposed methodology.

  19. CPMC-Lab: A MATLAB package for Constrained Path Monte Carlo calculations

    Science.gov (United States)

    Nguyen, Huy; Shi, Hao; Xu, Jie; Zhang, Shiwei

    2014-12-01

    We describe CPMC-Lab, a MATLAB program for the constrained-path and phaseless auxiliary-field Monte Carlo methods. These methods have allowed applications ranging from the study of strongly correlated models, such as the Hubbard model, to ab initio calculations in molecules and solids. The present package implements the full ground-state constrained-path Monte Carlo (CPMC) method in MATLAB with a graphical interface, using the Hubbard model as an example. The package can perform calculations in finite supercells in any dimensions, under periodic or twist boundary conditions. Importance sampling and all other algorithmic details of a total energy calculation are included and illustrated. This open-source tool allows users to experiment with various model and run parameters and visualize the results. It provides a direct and interactive environment to learn the method and study the code with minimal overhead for setup. Furthermore, the package can be easily generalized for auxiliary-field quantum Monte Carlo (AFQMC) calculations in many other models for correlated electron systems, and can serve as a template for developing a production code for AFQMC total energy calculations in real materials. Several illustrative studies are carried out in one- and two-dimensional lattices on total energy, kinetic energy, potential energy, and charge- and spin-gaps.

  20. Theoretically informed Monte Carlo simulation of liquid crystals by sampling of alignment-tensor fields.

    Energy Technology Data Exchange (ETDEWEB)

    Armas-Perez, Julio C.; Londono-Hurtado, Alejandro; Guzman, Orlando; Hernandez-Ortiz, Juan P.; de Pablo, Juan J.

    2015-07-27

    A theoretically informed coarse-grained Monte Carlo method is proposed for studying liquid crystals. The free energy functional of the system is described in the framework of the Landau-de Gennes formalism. The alignment field and its gradients are approximated by finite differences, and the free energy is minimized through a stochastic sampling technique. The validity of the proposed method is established by comparing the results of the proposed approach to those of traditional free energy minimization techniques. Its usefulness is illustrated in the context of three systems, namely, a nematic liquid crystal confined in a slit channel, a nematic liquid crystal droplet, and a chiral liquid crystal in the bulk. It is found that for systems that exhibit multiple metastable morphologies, the proposed Monte Carlo method is generally able to identify lower free energy states that are often missed by traditional approaches. Importantly, the Monte Carlo method identifies such states from random initial configurations, thereby obviating the need for educated initial guesses that can be difficult to formulate.

  1. Theoretically informed Monte Carlo simulation of liquid crystals by sampling of alignment-tensor fields

    Energy Technology Data Exchange (ETDEWEB)

    Armas-Pérez, Julio C.; Londono-Hurtado, Alejandro [Institute for Molecular Engineering, University of Chicago, Chicago, Illinois 60637 (United States); Guzmán, Orlando [Departamento de Física, Universidad Autónoma Metropolitana, Iztapalapa, DF 09340, México (Mexico); Hernández-Ortiz, Juan P. [Departamento de Materiales y Minerales, Universidad Nacional de Colombia, Sede Medellín, Medellín (Colombia); Institute for Molecular Engineering, University of Chicago, Chicago, Illinois 60637 (United States); Pablo, Juan J. de, E-mail: depablo@uchicago.edu [Institute for Molecular Engineering, University of Chicago, Chicago, Illinois 60637 (United States); Materials Science Division, Argonne National Laboratory, Argonne, Illinois 60439 (United States)

    2015-07-28

    A theoretically informed coarse-grained Monte Carlo method is proposed for studying liquid crystals. The free energy functional of the system is described in the framework of the Landau-de Gennes formalism. The alignment field and its gradients are approximated by finite differences, and the free energy is minimized through a stochastic sampling technique. The validity of the proposed method is established by comparing the results of the proposed approach to those of traditional free energy minimization techniques. Its usefulness is illustrated in the context of three systems, namely, a nematic liquid crystal confined in a slit channel, a nematic liquid crystal droplet, and a chiral liquid crystal in the bulk. It is found that for systems that exhibit multiple metastable morphologies, the proposed Monte Carlo method is generally able to identify lower free energy states that are often missed by traditional approaches. Importantly, the Monte Carlo method identifies such states from random initial configurations, thereby obviating the need for educated initial guesses that can be difficult to formulate.

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

    KAUST Repository

    Haji-Ali, Abdul-Lateef

    2017-09-12

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

  3. Monte Carlo model for electron degradation in xenon gas

    CERN Document Server

    Mukundan, Vrinda

    2016-01-01

    We have developed a Monte Carlo model for studying the local degradation of electrons in the energy range 9-10000 eV in xenon gas. Analytically fitted form of electron impact cross sections for elastic and various inelastic processes are fed as input data to the model. Two dimensional numerical yield spectrum, which gives information on the number of energy loss events occurring in a particular energy interval, is obtained as output of the model. Numerical yield spectrum is fitted analytically, thus obtaining analytical yield spectrum. The analytical yield spectrum can be used to calculate electron fluxes, which can be further employed for the calculation of volume production rates. Using yield spectrum, mean energy per ion pair and efficiencies of inelastic processes are calculated. The value for mean energy per ion pair for Xe is 22 eV at 10 keV. Ionization dominates for incident energies greater than 50 eV and is found to have an efficiency of 65% at 10 keV. The efficiency for the excitation process is 30%...

  4. Gas Swing Options: Introduction and Pricing using Monte Carlo Methods

    Directory of Open Access Journals (Sweden)

    Václavík Tomáš

    2016-02-01

    Full Text Available Motivated by the changing nature of the natural gas industry in the European Union, driven by the liberalisation process, we focus on the introduction and pricing of gas swing options. These options are embedded in typical gas sales agreements in the form of offtake flexibility concerning volume and time. The gas swing option is actually a set of several American puts on a spread between prices of two or more energy commodities. This fact, together with the fact that the energy markets are fundamentally different from traditional financial security markets, is important for our choice of valuation technique. Due to the specific features of the energy markets, the existing analytic approximations for spread option pricing are hardly applicable to our framework. That is why we employ Monte Carlo methods to model the spot price dynamics of the underlying commodities. The price of an arbitrarily chosen gas swing option is then computed in accordance with the concept of risk-neutral expectations. Finally, our result is compared with the real payoff from the option realised at the time of the option execution and the maximum ex-post payoff that the buyer could generate in case he knew the future, discounted to the original time of the option pricing.

  5. Monte Carlo dose calculation in dental amalgam phantom.

    Science.gov (United States)

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

    2015-01-01

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

  6. Monte carlo dose calculation in dental amalgam phantom

    Directory of Open Access Journals (Sweden)

    Mohd Zahri Abdul Aziz

    2015-01-01

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

  7. Multilevel markov chain monte carlo method for high-contrast single-phase flow problems

    KAUST Repository

    Efendiev, Yalchin R.

    2014-12-19

    In this paper we propose a general framework for the uncertainty quantification of quantities of interest for high-contrast single-phase flow problems. It is based on the generalized multiscale finite element method (GMsFEM) and multilevel Monte Carlo (MLMC) methods. The former provides a hierarchy of approximations of different resolution, whereas the latter gives an efficient way to estimate quantities of interest using samples on different levels. The number of basis functions in the online GMsFEM stage can be varied to determine the solution resolution and the computational cost, and to efficiently generate samples at different levels. In particular, it is cheap to generate samples on coarse grids but with low resolution, and it is expensive to generate samples on fine grids with high accuracy. By suitably choosing the number of samples at different levels, one can leverage the expensive computation in larger fine-grid spaces toward smaller coarse-grid spaces, while retaining the accuracy of the final Monte Carlo estimate. Further, we describe a multilevel Markov chain Monte Carlo method, which sequentially screens the proposal with different levels of approximations and reduces the number of evaluations required on fine grids, while combining the samples at different levels to arrive at an accurate estimate. The framework seamlessly integrates the multiscale features of the GMsFEM with the multilevel feature of the MLMC methods following the work in [26], and our numerical experiments illustrate its efficiency and accuracy in comparison with standard Monte Carlo estimates. © Global Science Press Limited 2015.

  8. 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.)

  9. 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...

  10. 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)

  11. Quasi-Monte Carlo methods for lattice systems: A first look

    Science.gov (United States)

    Jansen, K.; Leovey, H.; Ammon, A.; Griewank, A.; Müller-Preussker, M.

    2014-03-01

    We investigate the applicability of quasi-Monte Carlo methods to Euclidean lattice systems for quantum mechanics in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an observable calculated by averaging over random observations generated from an ordinary Markov chain Monte Carlo simulation behaves like N, where N is the number of observations. By means of quasi-Monte Carlo methods it is possible to improve this behavior 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. Catalogue identifier: AERJ_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AERJ_v1_0.html Program obtainable from: CPC Program Library, Queen’s University, Belfast, N. Ireland Licensing provisions: GNU General Public Licence version 3 No. of lines in distributed program, including test data, etc.: 67759 No. of bytes in distributed program, including test data, etc.: 2165365 Distribution format: tar.gz Programming language: C and C++. Computer: PC. Operating system: Tested on GNU/Linux, should be portable to other operating systems with minimal efforts. Has the code been vectorized or parallelized?: No RAM: The memory usage directly scales with the number of samples and dimensions: Bytes used = “number of samples” × “number of dimensions” × 8 Bytes (double precision). Classification: 4.13, 11.5, 23. External routines: FFTW 3 library (http://www.fftw.org) Nature of problem: Certain physical models formulated as a quantum field theory through the Feynman path integral, such as quantum chromodynamics, require a non-perturbative treatment of the path integral. The only known approach that achieves this is the lattice regularization. In this formulation the path integral is discretized to a finite, but very high dimensional integral. So far only Monte

  12. 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...

  13. 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.

  14. 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 ...

  15. 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.

  16. 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.

  17. 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.

  18. 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.

  19. 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.

  20. 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...

  1. 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.

  2. 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.

  3. 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.

  4. 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...

  5. 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.

  6. 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 ...

  7. 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.

  8. 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...

  9. Monte Carlo Molecular Simulation with Isobaric-Isothermal and Gibbs-NPT Ensembles

    KAUST Repository

    Du, Shouhong

    2012-05-01

    This thesis presents Monte Carlo methods for simulations of phase behaviors of Lennard-Jones fluids. The isobaric-isothermal (NPT) ensemble and Gibbs-NPT ensemble are introduced in detail. NPT ensemble is employed to determine the phase diagram of pure component. The reduced simulation results are verified by comparison with the equation of state by by Johnson et al. and results with L-J parameters of methane agree considerably with the experiment measurements. We adopt the blocking method for variance estimation and error analysis of the simulation results. The relationship between variance and number of Monte Carlo cycles, error propagation and Random Number Generator performance are also investigated. We review the Gibbs-NPT ensemble employed for phase equilibrium of binary mixture. The phase equilibrium is achieved by performing three types of trial move: particle displacement, volume rearrangement and particle transfer. The simulation models and the simulation details are introduced. The simulation results of phase coexistence for methane and ethane are reported with comparison of the experimental data. Good agreement is found for a wide range of pressures. The contribution of this thesis work lies in the study of the error analysis with respect to the Monte Carlo cycles and number of particles in some interesting aspects.

  10. Dose perturbation in the presence of metallic implants: treatment planning system versus Monte Carlo simulations

    Science.gov (United States)

    Wieslander, Elinore; Knöös, Tommy

    2003-10-01

    An increasing number of patients receiving radiation therapy have metallic implants such as hip prostheses. Therefore, beams are normally set up to avoid irradiation through the implant; however, this cannot always be accomplished. In such situations, knowledge of the accuracy of the used treatment planning system (TPS) is required. Two algorithms, the pencil beam (PB) and the collapsed cone (CC), are implemented in the studied TPS. Comparisons are made with Monte Carlo simulations for 6 and 18 MV. The studied materials are steel, CoCrMo, Orthinox® (a stainless steel alloy and registered trademark of Stryker Corporation), TiAlV and Ti. Monte Carlo simulated depth dose curves and dose profiles are compared to CC and PB calculated data. The CC algorithm shows overall a better agreement with Monte Carlo than the PB algorithm. Thus, it is recommended to use the CC algorithm to get the most accurate dose calculation both for the planning target volume and for tissues adjacent to the implants when beams are set up to pass through implants.

  11. A highly heterogeneous 3D PWR core benchmark: deterministic and Monte Carlo method comparison

    Science.gov (United States)

    Jaboulay, J.-C.; Damian, F.; Douce, S.; Lopez, F.; Guenaut, C.; Aggery, A.; Poinot-Salanon, C.

    2014-06-01

    Physical analyses of the LWR potential performances with regards to the fuel utilization require an important part of the work dedicated to the validation of the deterministic models used for theses analyses. Advances in both codes and computer technology give the opportunity to perform the validation of these models on complex 3D core configurations closed to the physical situations encountered (both steady-state and transient configurations). In this paper, we used the Monte Carlo Transport code TRIPOLI-4®; to describe a whole 3D large-scale and highly-heterogeneous LWR core. The aim of this study is to validate the deterministic CRONOS2 code to Monte Carlo code TRIPOLI-4®; in a relevant PWR core configuration. As a consequence, a 3D pin by pin model with a consistent number of volumes (4.3 millions) and media (around 23,000) is established to precisely characterize the core at equilibrium cycle, namely using a refined burn-up and moderator density maps. The configuration selected for this analysis is a very heterogeneous PWR high conversion core with fissile (MOX fuel) and fertile zones (depleted uranium). Furthermore, a tight pitch lattice is selcted (to increase conversion of 238U in 239Pu) that leads to harder neutron spectrum compared to standard PWR assembly. In these conditions two main subjects will be discussed: the Monte Carlo variance calculation and the assessment of the diffusion operator with two energy groups for the core calculation.

  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. 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.

  8. 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.

  9. 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.

  10. 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.

  11. Regression without truth with Markov chain Monte-Carlo

    Science.gov (United States)

    Madan, Hennadii; Pernuš, Franjo; Likar, Boštjan; Å piclin, Žiga

    2017-03-01

    Regression without truth (RWT) is a statistical technique for estimating error model parameters of each method in a group of methods used for measurement of a certain quantity. A very attractive aspect of RWT is that it does not rely on a reference method or "gold standard" data, which is otherwise difficult RWT was used for a reference-free performance comparison of several methods for measuring left ventricular ejection fraction (EF), i.e. a percentage of blood leaving the ventricle each time the heart contracts, and has since been applied for various other quantitative imaging biomarkerss (QIBs). Herein, we show how Markov chain Monte-Carlo (MCMC), a computational technique for drawing samples from a statistical distribution with probability density function known only up to a normalizing coefficient, can be used to augment RWT to gain a number of important benefits compared to the original approach based on iterative optimization. For instance, the proposed MCMC-based RWT enables the estimation of joint posterior distribution of the parameters of the error model, straightforward quantification of uncertainty of the estimates, estimation of true value of the measurand and corresponding credible intervals (CIs), does not require a finite support for prior distribution of the measureand generally has a much improved robustness against convergence to non-global maxima. The proposed approach is validated using synthetic data that emulate the EF data for 45 patients measured with 8 different methods. The obtained results show that 90% CI of the corresponding parameter estimates contain the true values of all error model parameters and the measurand. A potential real-world application is to take measurements of a certain QIB several different methods and then use the proposed framework to compute the estimates of the true values and their uncertainty, a vital information for diagnosis based on QIB.

  12. 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.)

  13. 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.)

  14. Large-cell Monte Carlo renormalization group for percolation

    Science.gov (United States)

    Reynolds, Peter J.; Stanley, H. Eugene; Klein, W.

    1980-02-01

    We obtain the critical parameters for the site-percolation problem on the square lattice to a high degree of accuracy (comparable to that of series expansions) by using a Monte Carlo position-space renormalization-group procedure directly on the site-occupation probability. Our method involves calculating recursion relations using progressively larger lattice rescalings, b. We find smooth sequences for the value of the critical percolation concentration pc(b) and for the scaling powers yp(b) and yh(b). Extrapolating these sequences to the limit b-->∞ leads to quite accurate numerical predictions. Further, by considering other weight functions or "rules" which also embody the essential connectivity feature of percolation, we find that the numerical results in the infinite-cell limit are in fact "rule independent." However, the actual fashion in which this limit is approached does depend upon the rule chosen. A connection between extrapolation of our renormalization-group results and finite-size scaling is made. Furthermore, the usual finite-size scaling arguments lead to independent estimates of pc and yp. Combining both the large-cell approach and the finite-size scaling results, we obtain yp=0.7385+/-0.0080 and yh=1.898+/-0.003. Thus we find αp=-0.708+/-0.030, βp=0.138(+0.006,-0.005), γp=2.432+/-0.035, δp=18.6+/-0.6, νp=1.354+/-0.015, and 2-ηp=1.796+/-0.006. The site-percolation threshold is found for the square lattice at pc=0.5931+/-0.0006. We note that our calculated value of νp is in considerably better agreement with the proposal of Klein et al. that νp=ln3ln(32)≅1.3548, than with den Nijs' recent conjecture, which predicts νp=43. However, our results cannot entirely rule out the latter possibility.

  15. Monte Carlo simulation of secondary electron images for real sample structures in scanning electron microscopy.

    Science.gov (United States)

    Zhang, P; Wang, H Y; Li, Y G; Mao, S F; Ding, Z J

    2012-01-01

    Monte Carlo simulation methods for the study of electron beam interaction with solids have been mostly concerned with specimens of simple geometry. In this article, we propose a simulation algorithm for treating arbitrary complex structures in a real sample. The method is based on a finite element triangular mesh modeling of sample geometry and a space subdivision for accelerating simulation. Simulation of secondary electron image in scanning electron microscopy has been performed for gold particles on a carbon substrate. Comparison of the simulation result with an experiment image confirms that this method is effective to model complex morphology of a real sample.

  16. Monte Carlo renormalization-group investigation of the two-dimensional O(4) sigma model

    Science.gov (United States)

    Heller, Urs M.

    1988-01-01

    An improved Monte Carlo renormalization-group method is used to determine the beta function of the two-dimensional O(4) sigma model. While for (inverse) couplings beta = greater than about 2.2 agreement is obtained with asymptotic scaling according to asymptotic freedom, deviations from it are obtained at smaller couplings. They are, however, consistent with the behavior of the correlation length, indicating 'scaling' according to the full beta function. These results contradict recent claims that the model has a critical point at finite coupling.

  17. Testing Homogeneity of Mixture of Skew-normal Distributions Via Markov Chain Monte Carlo Simulation

    Directory of Open Access Journals (Sweden)

    Rahman Farnoosh Morteza Ebrahimi

    2015-05-01

    Full Text Available The main purpose of this study is to intoduce an optimal penalty function for testing homogeneity of finite mixture of skew-normal distribution based on Markov Chain Monte Carlo (MCMC simulation. In the present study the penalty function is considered as a parametric function in term of parameter of mixture models and a Baysian approach is employed to estimating the parameters of model. In order to examine the efficiency of the present study in comparison with the previous approaches, some simulation studies are presented.

  18. Variational Monte Carlo study of magnetic states in the periodic Anderson model

    Science.gov (United States)

    Kubo, Katsunori

    2015-03-01

    We study the magnetic states of the periodic Anderson model with a finite Coulomb interaction between f electrons on a square lattice by applying variational Monte Carlo method. We consider Gutzwiller wavefunctions for the paramagnetic, antiferromagnetic, ferromagnetic, and charge density wave states. We find an antiferromagnetic phase around half-filling. There is a phase transition accompanying change in the Fermi-surface topology in this antiferromagnetic phase. We also study a case away from half-filling, and find a ferromagnetic state as the ground state there.

  19. Monte Carlo renormalization-group investigation of the two-dimensional O(4) sigma model

    Science.gov (United States)

    Heller, Urs M.

    1988-01-01

    An improved Monte Carlo renormalization-group method is used to determine the beta function of the two-dimensional O(4) sigma model. While for (inverse) couplings beta = greater than about 2.2 agreement is obtained with asymptotic scaling according to asymptotic freedom, deviations from it are obtained at smaller couplings. They are, however, consistent with the behavior of the correlation length, indicating 'scaling' according to the full beta function. These results contradict recent claims that the model has a critical point at finite coupling.

  20. 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

  1. 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

  2. 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.

  3. 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.

  4. 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.

  5. 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.

  6. 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).

  7. 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)

  8. 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

  9. 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

  10. 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.

  11. 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

  12. 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

  13. 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.

  14. 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.

  15. 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)

  16. 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...

  17. 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

  18. 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

  19. 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

  20. 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.

  1. 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.

  2. 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

  3. 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.

  4. 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.

  5. 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

  6. 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...

  7. 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…

  8. 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.

  9. 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.

  10. 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…

  11. 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.

  12. 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.

  13. 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.

  14. 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.

  15. 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.

  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.