WorldWideScience

Sample records for monte-carlo finite volume

  1. Monte Carlo Finite Volume Element Methods for the Convection-Diffusion Equation with a Random Diffusion Coefficient

    Directory of Open Access Journals (Sweden)

    Qian Zhang

    2014-01-01

    Full Text Available The paper presents a framework for the construction of Monte Carlo finite volume element method (MCFVEM for the convection-diffusion equation with a random diffusion coefficient, which is described as a random field. We first approximate the continuous stochastic field by a finite number of random variables via the Karhunen-Loève expansion and transform the initial stochastic problem into a deterministic one with a parameter in high dimensions. Then we generate independent identically distributed approximations of the solution by sampling the coefficient of the equation and employing finite volume element variational formulation. Finally the Monte Carlo (MC method is used to compute corresponding sample averages. Statistic error is estimated analytically and experimentally. A quasi-Monte Carlo (QMC technique with Sobol sequences is also used to accelerate convergence, and experiments indicate that it can improve the efficiency of the Monte Carlo method.

  2. A Monte Carlo method and finite volume method coupled optical simulation method for parabolic trough solar collectors

    International Nuclear Information System (INIS)

    Liang, Hongbo; Fan, Man; You, Shijun; Zheng, Wandong; Zhang, Huan; Ye, Tianzhen; Zheng, Xuejing

    2017-01-01

    Highlights: •Four optical models for parabolic trough solar collectors were compared in detail. •Characteristics of Monte Carlo Method and Finite Volume Method were discussed. •A novel method was presented combining advantages of different models. •The method was suited to optical analysis of collectors with different geometries. •A new kind of cavity receiver was simulated depending on the novel method. -- Abstract: The PTC (parabolic trough solar collector) is widely used for space heating, heat-driven refrigeration, solar power, etc. The concentrated solar radiation is the only energy source for a PTC, thus its optical performance significantly affects the collector efficiency. In this study, four different optical models were constructed, validated and compared in detail. On this basis, a novel coupled method was presented by combining advantages of these models, which was suited to carry out a mass of optical simulations of collectors with different geometrical parameters rapidly and accurately. Based on these simulation results, the optimal configuration of a collector with highest efficiency can be determined. Thus, this method was useful for collector optimization and design. In the four models, MCM (Monte Carlo Method) and FVM (Finite Volume Method) were used to initialize photons distribution, as well as CPEM (Change Photon Energy Method) and MCM were adopted to describe the process of reflecting, transmitting and absorbing. For simulating reflection, transmission and absorption, CPEM was more efficient than MCM, so it was utilized in the coupled method. For photons distribution initialization, FVM saved running time and computation effort, whereas it needed suitable grid configuration. MCM only required a total number of rays for simulation, whereas it needed higher computing cost and its results fluctuated in multiple runs. In the novel coupled method, the grid configuration for FVM was optimized according to the “true values” from MCM of

  3. Diagrammatic Monte Carlo simulations of staggered fermions at finite coupling

    CERN Document Server

    Vairinhos, Helvio

    2016-01-01

    Diagrammatic Monte Carlo has been a very fruitful tool for taming, and in some cases even solving, the sign problem in several lattice models. We have recently proposed a diagrammatic model for simulating lattice gauge theories with staggered fermions at arbitrary coupling, which extends earlier successful efforts to simulate lattice QCD at finite baryon density in the strong-coupling regime. Here we present the first numerical simulations of our model, using worm algorithms.

  4. Exponentially-convergent Monte Carlo via finite-element trial spaces

    International Nuclear Information System (INIS)

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

    2011-01-01

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

  5. 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.

  6. 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.

  7. Proton recoil spectra in spherical proportional counters calculated with finite element and Monte Carlo methods

    Energy Technology Data Exchange (ETDEWEB)

    Benmosbah, M. [Laboratoire de Chimie Physique et Rayonnement Alain Chambaudet, UMR CEA E4, Universite de Franche-Comte, 16 route de Gray, 25030 Besancon Cedex (France); Groetz, J.E. [Laboratoire de Chimie Physique et Rayonnement Alain Chambaudet, UMR CEA E4, Universite de Franche-Comte, 16 route de Gray, 25030 Besancon Cedex (France)], E-mail: jegroetz@univ-fcomte.fr; Crovisier, P. [Service de Protection contre les Rayonnements, CEA Valduc, 21120 Is/Tille (France); Asselineau, B. [Laboratoire de Metrologie et de Dosimetrie des Neutrons, IRSN, Cadarache BP3, 13115 St Paul-lez-Durance (France); Truffert, H.; Cadiou, A. [AREVA NC, Etablissement de la Hague, DQSSE/PR/E/D, 50444 Beaumont-Hague Cedex (France)

    2008-08-11

    Proton recoil spectra were calculated for various spherical proportional counters using Monte Carlo simulation combined with the finite element method. Electric field lines and strength were calculated by defining an appropriate mesh and solving the Laplace equation with the associated boundary conditions, taking into account the geometry of every counter. Thus, different regions were defined in the counter with various coefficients for the energy deposition in the Monte Carlo transport code MCNPX. Results from the calculations are in good agreement with measurements for three different gas pressures at various neutron energies.

  8. Monte Carlo particle simulation and finite-element techniques for tandem mirror transport

    International Nuclear Information System (INIS)

    Rognlien, T.D.; Cohen, B.I.; Matsuda, Y.; Stewart, J.J. Jr.

    1987-01-01

    A description is given of numerical methods used in the study of axial transport in tandem mirrors owing to Coulomb collisions and rf diffusion. The methods are Monte Carlo particle simulations and direct solution to the Fokker-Planck equations by finite-element expansion. (author)

  9. Test of some current ideas in quark confinement physics by Monte Carlo computations for finite lattices

    International Nuclear Information System (INIS)

    Mack, G.; Pietarinen, E.

    1980-06-01

    We present some new results of Monte Carlo computations for pure SU(2) Yang Mills theory on a finite lattice. They support consistency of asymptotic freedom with quark confinement, validity of a block cell picture, and ideas based on a vortex condensation picture of quark confinement. (orig.)

  10. Monte Carlo particle simulation and finite-element techniques for tandem mirror transport

    International Nuclear Information System (INIS)

    Rognlien, T.D.; Cohen, B.I.; Matsuda, Y.; Stewart, J.J. Jr.

    1985-12-01

    A description is given of numerical methods used in the study of axial transport in tandem mirrors owing to Coulomb collisions and rf diffusion. The methods are Monte Carlo particle simulations and direct solution to the Fokker-Planck equations by finite-element expansion. 11 refs

  11. 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.

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

    Directory of Open Access Journals (Sweden)

    Joko Siswantoro

    2014-01-01

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

  13. 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.

  14. Quantum Monte Carlo formulation of volume polarization in dielectric continuum theory

    NARCIS (Netherlands)

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

    2008-01-01

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

  15. 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.

  16. Variational Monte Carlo Technique

    Indian Academy of Sciences (India)

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

  17. Towards the elimination of Monte Carlo statistical fluctuation from dose volume histograms for radiotherapy treatment planning

    International Nuclear Information System (INIS)

    Sempau, J.; Bielajew, A.F.

    2000-01-01

    The Monte Carlo calculation of dose for radiotherapy treatment planning purposes introduces unavoidable statistical noise into the prediction of dose in a given volume element (voxel). When the doses in these voxels are summed to produce dose volume histograms (DVHs), this noise translates into a broadening of differential DVHs and correspondingly flatter DVHs. A brute force approach would entail calculating dose for long periods of time - enough to ensure that the DVHs had converged. In this paper we introduce an approach for deconvolving the statistical noise from DVHs, thereby obtaining estimates for converged DVHs obtained about 100 times faster than the brute force approach described above. There are two important implications of this work: (a) decisions based upon DVHs may be made much more economically using the new approach and (b) inverse treatment planning or optimization methods may employ Monte Carlo dose calculations at all stages of the iterative procedure since the prohibitive cost of Monte Carlo calculations at the intermediate calculation steps can be practically eliminated. (author)

  18. Monte Carlo Simulation Of The Portfolio-Balance Model Of Exchange Rates: Finite Sample Properties Of The GMM Estimator

    OpenAIRE

    Hong-Ghi Min

    2011-01-01

    Using Monte Carlo simulation of the Portfolio-balance model of the exchange rates, we report finite sample properties of the GMM estimator for testing over-identifying restrictions in the simultaneous equations model. F-form of Sargans statistic performs better than its chi-squared form while Hansens GMM statistic has the smallest bias.

  19. Response matrix of regular moderator volumes with 3He detector using Monte Carlo methods

    International Nuclear Information System (INIS)

    Baltazar R, A.; Vega C, H. R.; Ortiz R, J. M.; Solis S, L. O.; Castaneda M, R.; Soto B, T. G.; Medina C, D.

    2017-10-01

    In the last three decades the uses of Monte Carlo methods, for the estimation of physical phenomena associated with the interaction of radiation with matter, have increased considerably. The reason is due to the increase in computing capabilities and the reduction of computer prices. Monte Carlo methods allow modeling and simulating real systems before their construction, saving time and costs. The interaction mechanisms between neutrons and matter are diverse and range from elastic dispersion to nuclear fission; to facilitate the neutrons detection, is necessary to moderate them until reaching electronic equilibrium with the medium at standard conditions of pressure and temperature, in this state the total cross section of the 3 He is large. The objective of the present work was to estimate the response matrix of a proportional detector of 3 He using regular volumes of moderator through Monte Carlo methods. Neutron monoenergetic sources with energies of 10 -9 to 20 MeV and polyethylene moderators of different sizes were used. The calculations were made with the MCNP5 code; the number of stories for each detector-moderator combination was large enough to obtain errors less than 1.5%. We found that for small moderators the highest response is obtained for lower energy neutrons, when increasing the moderator dimension we observe that the response decreases for neutrons of lower energy and increases for higher energy neutrons. The total sum of the responses of each moderator allows obtaining a response close to a constant function. (Author)

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

    International Nuclear Information System (INIS)

    Olaya D, H.; Martinez O, S. A.; Sevilla M, A. C.; Vega C, H. R.

    2015-10-01

    Monte Carlo calculations were carried out where compounds with positron-emitters radionuclides, like FDG ( 18 F), Acetate ( 11 C), and Ammonium ( 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)

  1. Finite-Temperature Variational Monte Carlo Method for Strongly Correlated Electron Systems

    Science.gov (United States)

    Takai, Kensaku; Ido, Kota; Misawa, Takahiro; Yamaji, Youhei; Imada, Masatoshi

    2016-03-01

    A new computational method for finite-temperature properties of strongly correlated electrons is proposed by extending the variational Monte Carlo method originally developed for the ground state. The method is based on the path integral in the imaginary-time formulation, starting from the infinite-temperature state that is well approximated by a small number of certain random initial states. Lower temperatures are progressively reached by the imaginary-time evolution. The algorithm follows the framework of the quantum transfer matrix and finite-temperature Lanczos methods, but we extend them to treat much larger system sizes without the negative sign problem by optimizing the truncated Hilbert space on the basis of the time-dependent variational principle (TDVP). This optimization algorithm is equivalent to the stochastic reconfiguration (SR) method that has been frequently used for the ground state to optimally truncate the Hilbert space. The obtained finite-temperature states allow an interpretation based on the thermal pure quantum (TPQ) state instead of the conventional canonical-ensemble average. Our method is tested for the one- and two-dimensional Hubbard models and its accuracy and efficiency are demonstrated.

  2. 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

  3. Monte Carlo computations for lattice gauge theories with finite gauge groups

    International Nuclear Information System (INIS)

    Rabbi, G.

    1980-01-01

    Recourse to Monte Carlo simulations for obtaining numerical information about lattice gauge field theories is suggested by the fact that, after a Wick rotation of time to imaginary time, the weighted sum over all configurations used to define quantium expectation values becomes formally identical to a statistical sum of a four-dimensional system. Results obtained in a variety of Monte Carlo investigations are described

  4. 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)

  5. 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%.

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

    International Nuclear Information System (INIS)

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

    2015-01-01

    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%. (paper)

  7. Markov Chain Monte Carlo

    Indian Academy of Sciences (India)

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

  8. 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.

  9. Robust volume calculations for Constructive Solid Geometry (CSG) components in Monte Carlo transport calculations

    Energy Technology Data Exchange (ETDEWEB)

    Millman, D. L. [Dept. of Computer Science, Univ. of North Carolina at Chapel Hill (United States); Griesheimer, D. P.; Nease, B. R. [Bechtel Marine Propulsion Corporation, Bertis Atomic Power Laboratory (United States); Snoeyink, J. [Dept. of Computer Science, Univ. of North Carolina at Chapel Hill (United States)

    2012-07-01

    In this paper we consider a new generalized algorithm for the efficient calculation of component object volumes given their equivalent constructive solid geometry (CSG) definition. The new method relies on domain decomposition to recursively subdivide the original component into smaller pieces with volumes that can be computed analytically or stochastically, if needed. Unlike simpler brute-force approaches, the proposed decomposition scheme is guaranteed to be robust and accurate to within a user-defined tolerance. The new algorithm is also fully general and can handle any valid CSG component definition, without the need for additional input from the user. The new technique has been specifically optimized to calculate volumes of component definitions commonly found in models used for Monte Carlo particle transport simulations for criticality safety and reactor analysis applications. However, the algorithm can be easily extended to any application which uses CSG representations for component objects. The paper provides a complete description of the novel volume calculation algorithm, along with a discussion of the conjectured error bounds on volumes calculated within the method. In addition, numerical results comparing the new algorithm with a standard stochastic volume calculation algorithm are presented for a series of problems spanning a range of representative component sizes and complexities. (authors)

  10. Robust volume calculations for Constructive Solid Geometry (CSG) components in Monte Carlo transport calculations

    International Nuclear Information System (INIS)

    Millman, D. L.; Griesheimer, D. P.; Nease, B. R.; Snoeyink, J.

    2012-01-01

    In this paper we consider a new generalized algorithm for the efficient calculation of component object volumes given their equivalent constructive solid geometry (CSG) definition. The new method relies on domain decomposition to recursively subdivide the original component into smaller pieces with volumes that can be computed analytically or stochastically, if needed. Unlike simpler brute-force approaches, the proposed decomposition scheme is guaranteed to be robust and accurate to within a user-defined tolerance. The new algorithm is also fully general and can handle any valid CSG component definition, without the need for additional input from the user. The new technique has been specifically optimized to calculate volumes of component definitions commonly found in models used for Monte Carlo particle transport simulations for criticality safety and reactor analysis applications. However, the algorithm can be easily extended to any application which uses CSG representations for component objects. The paper provides a complete description of the novel volume calculation algorithm, along with a discussion of the conjectured error bounds on volumes calculated within the method. In addition, numerical results comparing the new algorithm with a standard stochastic volume calculation algorithm are presented for a series of problems spanning a range of representative component sizes and complexities. (authors)

  11. 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.

  12. Bayesian prediction of future ice sheet volume using local approximation Markov chain Monte Carlo methods

    Science.gov (United States)

    Davis, A. D.; Heimbach, P.; Marzouk, Y.

    2017-12-01

    We develop a Bayesian inverse modeling framework for predicting future ice sheet volume with associated formal uncertainty estimates. Marine ice sheets are drained by fast-flowing ice streams, which we simulate using a flowline model. Flowline models depend on geometric parameters (e.g., basal topography), parameterized physical processes (e.g., calving laws and basal sliding), and climate parameters (e.g., surface mass balance), most of which are unknown or uncertain. Given observations of ice surface velocity and thickness, we define a Bayesian posterior distribution over static parameters, such as basal topography. We also define a parameterized distribution over variable parameters, such as future surface mass balance, which we assume are not informed by the data. Hyperparameters are used to represent climate change scenarios, and sampling their distributions mimics internal variation. For example, a warming climate corresponds to increasing mean surface mass balance but an individual sample may have periods of increasing or decreasing surface mass balance. We characterize the predictive distribution of ice volume by evaluating the flowline model given samples from the posterior distribution and the distribution over variable parameters. Finally, we determine the effect of climate change on future ice sheet volume by investigating how changing the hyperparameters affects the predictive distribution. We use state-of-the-art Bayesian computation to address computational feasibility. Characterizing the posterior distribution (using Markov chain Monte Carlo), sampling the full range of variable parameters and evaluating the predictive model is prohibitively expensive. Furthermore, the required resolution of the inferred basal topography may be very high, which is often challenging for sampling methods. Instead, we leverage regularity in the predictive distribution to build a computationally cheaper surrogate over the low dimensional quantity of interest (future ice

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

    DEFF Research Database (Denmark)

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

    2000-01-01

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

  14. Monte Carlo method implemented in a finite element code with application to dynamic vacuum in particle accelerators

    CERN Document Server

    Garion, C

    2009-01-01

    Modern particle accelerators require UHV conditions during their operation. In the accelerating cavities, breakdowns can occur, releasing large amount of gas into the vacuum chamber. To determine the pressure profile along the cavity as a function of time, the time-dependent behaviour of the gas has to be simulated. To do that, it is useful to apply accurate three-dimensional method, such as Test Particles Monte Carlo. In this paper, a time-dependent Test Particles Monte Carlo is used. It has been implemented in a Finite Element code, CASTEM. The principle is to track a sample of molecules during time. The complex geometry of the cavities can be created either in the FE code or in a CAD software (CATIA in our case). The interface between the two softwares to export the geometry from CATIA to CASTEM is given. The algorithm of particle tracking for collisionless flow in the FE code is shown. Thermal outgassing, pumping surfaces and electron and/or ion stimulated desorption can all be generated as well as differ...

  15. A Monte-Carlo code for neutron efficiency calculations for large volume Gd-loaded liquid scintillation detectors

    Energy Technology Data Exchange (ETDEWEB)

    Trzcinski, A.; Zwieglinski, B. [Soltan Inst. for Nuclear Studies, Warsaw (Poland); Lynen, U. [Gesellschaft fuer Schwerionenforschung mbH, Darmstadt (Germany); Pochodzalla, J. [Max-Planck-Institut fuer Kernphysik, Heidelberg (Germany)

    1998-10-01

    This paper reports on a Monte-Carlo program, MSX, developed to evaluate the performance of large-volume, Gd-loaded liquid scintillation detectors used in neutron multiplicity measurements. The results of simulations are presented for the detector intended to count neutrons emitted by the excited target residue in coincidence with the charged products of the projectile fragmentation following relativistic heavy-ion collisions. The latter products could be detected with the ALADIN magnetic spectrometer at GSI-Darmstadt. (orig.) 61 refs.

  16. Bayesian Monte Carlo method

    International Nuclear Information System (INIS)

    Rajabalinejad, M.

    2010-01-01

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

  17. Geometric optimization of a solar cubic-cavity multi-tubular thermochemical reactor using a Monte Carlo-finite element radiative transfer model

    International Nuclear Information System (INIS)

    Valades-Pelayo, P.J.; Romero-Paredes, H.; Arancibia-Bulnes, C.A.; Villafán-Vidales, H.I.

    2016-01-01

    In the present study, the optimization of a multi-tubular solar thermochemical cavity reactor is carried out. The reactor consists of a cubic cavity made of woven graphite, housing nine 2.54 cm diameter tungsten tubes. A heat transfer model is developed and implemented considering high-temperature radiative transfer at steady state. The temperature distribution on the receiver tubes is determined by using a hybrid Monte Carlo-finite volume approach. The optimization aims at maximizing average tube temperature by varying tube locations. Optimal tube distributions are explored by using a custom-made stochastic, multi-parameter, global optimization algorithm. A considerable increase in average temperature as well as improvement on temperature uniformity is found in the optimized tube arrays. Patterns among the different optimal distributions are found, and general features are discussed.

  18. The unbiasedness of a generalized mirage boundary correction method for Monte Carlo integration estimators of volume

    Science.gov (United States)

    Thomas B. Lynch; Jeffrey H. Gove

    2014-01-01

    The typical "double counting" application of the mirage method of boundary correction cannot be applied to sampling systems such as critical height sampling (CHS) that are based on a Monte Carlo sample of a tree (or debris) attribute because the critical height (or other random attribute) sampled from a mirage point is generally not equal to the critical...

  19. Contributon Monte Carlo

    International Nuclear Information System (INIS)

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

    1979-05-01

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

  20. Response matrix of regular moderator volumes with {sup 3}He detector using Monte Carlo methods; Matriz respuesta de volumenes regulares de moderador con detector de {sup 3}He mediante metodos Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

    Baltazar R, A.; Vega C, H. R.; Ortiz R, J. M.; Solis S, L. O.; Castaneda M, R. [Universidad Autonoma de Zacatecas, Unidad Academica de Ingenieria Electrica, Programa de Doctorado en Ingenieria y Tecnologia Aplicada, Av. Lopez Velarde s/n, 98000 Zacatecas, Zac. (Mexico); Soto B, T. G.; Medina C, D., E-mail: raigosa.antonio@hotmail.com [Universidad Autonoma de Zacatecas, Unidad Academica de Estudios Nucleares, Programa de Doctorado en Ciencias Basicas (Ciencias Nucleares), Cipres No. 10, Fracc. La Penuela, 98060 Zacatecas, Zac. (Mexico)

    2017-10-15

    In the last three decades the uses of Monte Carlo methods, for the estimation of physical phenomena associated with the interaction of radiation with matter, have increased considerably. The reason is due to the increase in computing capabilities and the reduction of computer prices. Monte Carlo methods allow modeling and simulating real systems before their construction, saving time and costs. The interaction mechanisms between neutrons and matter are diverse and range from elastic dispersion to nuclear fission; to facilitate the neutrons detection, is necessary to moderate them until reaching electronic equilibrium with the medium at standard conditions of pressure and temperature, in this state the total cross section of the {sup 3}He is large. The objective of the present work was to estimate the response matrix of a proportional detector of {sup 3}He using regular volumes of moderator through Monte Carlo methods. Neutron monoenergetic sources with energies of 10{sup -9} to 20 MeV and polyethylene moderators of different sizes were used. The calculations were made with the MCNP5 code; the number of stories for each detector-moderator combination was large enough to obtain errors less than 1.5%. We found that for small moderators the highest response is obtained for lower energy neutrons, when increasing the moderator dimension we observe that the response decreases for neutrons of lower energy and increases for higher energy neutrons. The total sum of the responses of each moderator allows obtaining a response close to a constant function. (Author)

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

    KAUST Repository

    Hall, Eric; Haakon, Hoel; Sandberg, Mattias; Szepessy, Anders; Tempone, Raul

    2016-01-01

    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

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

    KAUST Repository

    Sandberg, Mattias

    2015-01-01

    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

  3. 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.

  4. Multilevel sequential Monte Carlo samplers

    KAUST Repository

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

    2016-01-01

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

  5. 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.

  6. 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.

  7. The SU(3) topological susceptibility at zero and finite temperature: A lattice Monte Carlo evaluation

    International Nuclear Information System (INIS)

    Teper, M.; Oxford Univ.

    1988-01-01

    We extend previous calculations of the zero-temperature topological susceptibility, Χ t , to larger lattices (up to 20 4 ) and smaller lattice spacings (up to β = 6.2). Using a new technique we are able to achieve a precise control of finite size corrections. We confirm, with much greater systematic and statistical precision, that the dimensionless ratio Χ t /K 2 is independent of β for β ≥ 5.7. This enables us to extract Χ t in physical units and we find Χ t = (179 ± 4 MeV) 4 - statistical error only - which is in striking agreement with the Witten-Veneziano calculation. We also investigate the previously observed fact that Χ t is suppressed as the temperature is raised through the deconfining transition. We find that Χ t is in fact discontinuous at the place transition and that its temperature dependence is otherwise weak as long as it remains in a single well-defined phase. (orig.)

  8. Improved method for estimating particle scattering probabilities to finite detectors for Monte Carlo simulation

    International Nuclear Information System (INIS)

    Mickael, M.; Gardner, R.P.; Verghese, K.

    1988-01-01

    An improved method for calculating the total probability of particle scattering within the solid angle subtended by finite detectors is developed, presented, and tested. The limiting polar and azimuthal angles subtended by the detector are measured from the direction that most simplifies their calculation rather than from the incident particle direction. A transformation of the particle scattering probability distribution function (pdf) is made to match the transformation of the direction from which the limiting angles are measured. The particle scattering probability to the detector is estimated by evaluating the integral of the transformed pdf over the range of the limiting angles measured from the preferred direction. A general formula for transforming the particle scattering pdf is derived from basic principles and applied to four important scattering pdf's; namely, isotropic scattering in the Lab system, isotropic neutron scattering in the center-of-mass system, thermal neutron scattering by the free gas model, and gamma-ray Klein-Nishina scattering. Some approximations have been made to these pdf's to enable analytical evaluations of the final integrals. These approximations are shown to be valid over a wide range of energies and for most elements. The particle scattering probability to spherical, planar circular, and right circular cylindrical detectors has been calculated using the new and previously reported direct approach. Results indicate that the new approach is valid and is computationally faster by orders of magnitude

  9. Simulation of variation of apparent resistivity in resistivity surveys using finite difference modelling with Monte Carlo analysis

    Science.gov (United States)

    Aguirre, E. E.; Karchewski, B.

    2017-12-01

    DC resistivity surveying is a geophysical method that quantifies the electrical properties of the subsurface of the earth by applying a source current between two electrodes and measuring potential differences between electrodes at known distances from the source. Analytical solutions for a homogeneous half-space and simple subsurface models are well known, as the former is used to define the concept of apparent resistivity. However, in situ properties are heterogeneous meaning that simple analytical models are only an approximation, and ignoring such heterogeneity can lead to misinterpretation of survey results costing time and money. The present study examines the extent to which random variations in electrical properties (i.e. electrical conductivity) affect potential difference readings and therefore apparent resistivities, relative to an assumed homogeneous subsurface model. We simulate the DC resistivity survey using a Finite Difference (FD) approximation of an appropriate simplification of Maxwell's equations implemented in Matlab. Electrical resistivity values at each node in the simulation were defined as random variables with a given mean and variance, and are assumed to follow a log-normal distribution. The Monte Carlo analysis for a given variance of electrical resistivity was performed until the mean and variance in potential difference measured at the surface converged. Finally, we used the simulation results to examine the relationship between variance in resistivity and variation in surface potential difference (or apparent resistivity) relative to a homogeneous half-space model. For relatively low values of standard deviation in the material properties (<10% of mean), we observed a linear correlation between variance of resistivity and variance in apparent resistivity.

  10. Capillary condensation in cylindrical pores: Monte Carlo study of the interplay of surface and finite size effects.

    Science.gov (United States)

    Winkler, A; Wilms, D; Virnau, P; Binder, K

    2010-10-28

    When a fluid that undergoes a vapor to liquid transition in the bulk is confined to a long cylindrical pore, the phase transition is shifted (mostly due to surface effects at the walls of the pore) and rounded (due to finite size effects). The nature of the phase coexistence at the transition depends on the length of the pore: for very long pores, the system is axially homogeneous at low temperatures. At the chemical potential where the transition takes place, fluctuations occur between vapor- and liquidlike states of the cylinder as a whole. At somewhat higher temperatures (but still far below bulk criticality), the system at phase coexistence is in an axially inhomogeneous multidomain state, where long cylindrical liquid- and vaporlike domains alternate. Using Monte Carlo simulations for the Ising/lattice gas model and the Asakura-Oosawa model of colloid-polymer mixtures, the transition between these two different scenarios is characterized. It is shown that the density distribution changes gradually from a double-peak structure to a triple-peak shape, and the correlation length in the axial direction (measuring the equilibrium domain length) becomes much smaller than the cylinder length. The (rounded) transition to the disordered phase of the fluid occurs when the axial correlation length has decreased to a value comparable to the cylinder diameter. It is also suggested that adsorption hysteresis vanishes when the transition from the simple domain state to the multidomain state of the cylindrical pore occurs. We predict that the difference between the pore critical temperature and the hysteresis critical temperature should increase logarithmically with the length of the pore.

  11. 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

  12. Monte Carlo methods

    Directory of Open Access Journals (Sweden)

    Bardenet Rémi

    2013-07-01

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

  13. Perturbative two- and three-loop coefficients from large b Monte Carlo

    International Nuclear Information System (INIS)

    Lepage, G.P.; Mackenzie, P.B.; Shakespeare, N.H.; Trottier, H.D.

    1999-01-01

    Perturbative coefficients for Wilson loops and the static quark self-energy are extracted from Monte Carlo simulations at large β 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

  14. Perturbative two- and three-loop coefficients from large β Monte Carlo

    International Nuclear Information System (INIS)

    Lepage, G.P.; Mackenzie, P.B.; 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 β 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. Perturbative two- and three-loop coefficients from large {beta} Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

    Lepage, G.P.; Mackenzie, P.B.; Shakespeare, N.H.; Trottier, H.D

    2000-03-01

    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{sub 3} tunneling.

  16. Perturbative two- and three-loop coefficients from large β Monte Carlo

    Science.gov (United States)

    Lepage, G. P.; Mackenzie, P. B.; Shakespeare, N. H.; Trottier, H. D.

    Perturbative coefficients for Wilson loops and the static quark self-energy are extracted from Monte Carlo simulations at large β 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 Z3 tunneling.

  17. Monte Carlo: Basics

    OpenAIRE

    Murthy, K. P. N.

    2001-01-01

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

  18. Monte Carlo numerical study of lattice field theories

    International Nuclear Information System (INIS)

    Gan Cheekwan; Kim Seyong; Ohta, Shigemi

    1997-01-01

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

  19. MORSE Monte Carlo code

    International Nuclear Information System (INIS)

    Cramer, S.N.

    1984-01-01

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

  20. 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.

  1. About the use of the Monte-Carlo code based tracing algorithm and the volume fraction method for S n full core calculations

    Energy Technology Data Exchange (ETDEWEB)

    Gurevich, M. I.; Oleynik, D. S. [RRC Kurchatov Inst., Kurchatov Sq., 1, 123182, Moscow (Russian Federation); Russkov, A. A.; Voloschenko, A. M. [Keldysh Inst. of Applied Mathematics, Miusskaya Sq., 4, 125047, Moscow (Russian Federation)

    2006-07-01

    The tracing algorithm that is implemented in the geometrical module of Monte-Carlo transport code MCU is applied to calculate the volume fractions of original materials by spatial cells of the mesh that overlays problem geometry. In this way the 3D combinatorial geometry presentation of the problem geometry, used by MCU code, is transformed to the user defined 2D or 3D bit-mapped ones. Next, these data are used in the volume fraction (VF) method to approximate problem geometry by introducing additional mixtures for spatial cells, where a few original materials are included. We have found that in solving realistic 2D and 3D core problems a sufficiently fast convergence of the VF method takes place if the spatial mesh is refined. Virtually, the proposed variant of implementation of the VF method seems as a suitable geometry interface between Monte-Carlo and S{sub n} transport codes. (authors)

  2. Uncertainty evaluation of the kerma in the air, related to the active volume in the ionization chamber of concentric cylinders, by Monte Carlo simulation

    International Nuclear Information System (INIS)

    Lo Bianco, A.S.; Oliveira, H.P.S.; Peixoto, J.G.P.

    2009-01-01

    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

  3. Monte Carlo codes and Monte Carlo simulator program

    International Nuclear Information System (INIS)

    Higuchi, Kenji; Asai, Kiyoshi; Suganuma, Masayuki.

    1990-03-01

    Four typical Monte Carlo codes KENO-IV, MORSE, MCNP and VIM have been vectorized on VP-100 at Computing Center, JAERI. The problems in vector processing of Monte Carlo codes on vector processors have become clear through the work. As the result, it is recognized that these are difficulties to obtain good performance in vector processing of Monte Carlo codes. A Monte Carlo computing machine, which processes the Monte Carlo codes with high performances is being developed at our Computing Center since 1987. The concept of Monte Carlo computing machine and its performance have been investigated and estimated by using a software simulator. In this report the problems in vectorization of Monte Carlo codes, Monte Carlo pipelines proposed to mitigate these difficulties and the results of the performance estimation of the Monte Carlo computing machine by the simulator are described. (author)

  4. 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).

  5. Vectorized Monte Carlo

    International Nuclear Information System (INIS)

    Brown, F.B.

    1981-01-01

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

  6. Monte Carlo and Quasi-Monte Carlo Sampling

    CERN Document Server

    Lemieux, Christiane

    2009-01-01

    Presents essential tools for using quasi-Monte Carlo sampling in practice. This book focuses on issues related to Monte Carlo methods - uniform and non-uniform random number generation, variance reduction techniques. It covers several aspects of quasi-Monte Carlo methods.

  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. Quantum statistical Monte Carlo methods and applications to spin systems

    International Nuclear Information System (INIS)

    Suzuki, M.

    1986-01-01

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

  9. Converging stereotactic radiotherapy using kilovoltage X-rays: experimental irradiation of normal rabbit lung and dose-volume analysis with Monte Carlo simulation.

    Science.gov (United States)

    Kawase, Takatsugu; Kunieda, Etsuo; Deloar, Hossain M; Tsunoo, Takanori; Seki, Satoshi; Oku, Yohei; Saitoh, Hidetoshi; Saito, Kimiaki; Ogawa, Eileen N; Ishizaka, Akitoshi; Kameyama, Kaori; Kubo, Atsushi

    2009-10-01

    To validate the feasibility of developing a radiotherapy unit with kilovoltage X-rays through actual irradiation of live rabbit lungs, and to explore the practical issues anticipated in future clinical application to humans through Monte Carlo dose simulation. A converging stereotactic irradiation unit was developed, consisting of a modified diagnostic computed tomography (CT) scanner. A tiny cylindrical volume in 13 normal rabbit lungs was individually irradiated with single fractional absorbed doses of 15, 30, 45, and 60 Gy. Observational CT scanning of the whole lung was performed every 2 weeks for 30 weeks after irradiation. After 30 weeks, histopathologic specimens of the lungs were examined. Dose distribution was simulated using the Monte Carlo method, and dose-volume histograms were calculated according to the data. A trial estimation of the effect of respiratory movement on dose distribution was made. A localized hypodense change and subsequent reticular opacity around the planning target volume (PTV) were observed in CT images of rabbit lungs. Dose-volume histograms of the PTVs and organs at risk showed a focused dose distribution to the target and sufficient dose lowering in the organs at risk. Our estimate of the dose distribution, taking respiratory movement into account, revealed dose reduction in the PTV. A converging stereotactic irradiation unit using kilovoltage X-rays was able to generate a focused radiobiologic reaction in rabbit lungs. Dose-volume histogram analysis and estimated sagittal dose distribution, considering respiratory movement, clarified the characteristics of the irradiation received from this type of unit.

  10. Monte Carlo principles and applications

    Energy Technology Data Exchange (ETDEWEB)

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

    1976-03-01

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

  11. Fundamentals of Monte Carlo

    International Nuclear Information System (INIS)

    Wollaber, Allan Benton

    2016-01-01

    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 @@), 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.

  12. Microcanonical Monte Carlo

    International Nuclear Information System (INIS)

    Creutz, M.

    1986-01-01

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

  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. Monte Carlo alpha calculation

    Energy Technology Data Exchange (ETDEWEB)

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

    1985-01-01

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

  15. 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

  16. Monte Carlo simulation of Markov unreliability models

    International Nuclear Information System (INIS)

    Lewis, E.E.; Boehm, F.

    1984-01-01

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

  17. Shell model the Monte Carlo way

    International Nuclear Information System (INIS)

    Ormand, W.E.

    1995-01-01

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

  18. 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.

  19. 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.

  20. A Monte Carlo study of the impact of the choice of rectum volume definition on estimates of equivalent uniform doses and the volume parameter

    International Nuclear Information System (INIS)

    Kvinnsland, Yngve; Muren, Ludvig Paul; Dahl, Olav

    2004-01-01

    Calculations of normal tissue complication probability (NTCP) values for the rectum are difficult because it is a hollow, non-rigid, organ. Finding the true cumulative dose distribution for a number of treatment fractions requires a CT scan before each treatment fraction. This is labour intensive, and several surrogate distributions have therefore been suggested, such as dose wall histograms, dose surface histograms and histograms for the solid rectum, with and without margins. In this study, a Monte Carlo method is used to investigate the relationships between the cumulative dose distributions based on all treatment fractions and the above-mentioned histograms that are based on one CT scan only, in terms of equivalent uniform dose. Furthermore, the effect of a specific choice of histogram on estimates of the volume parameter of the probit NTCP model was investigated. It was found that the solid rectum and the rectum wall histograms (without margins) gave equivalent uniform doses with an expected value close to the values calculated from the cumulative dose distributions in the rectum wall. With the number of patients available in this study the standard deviations of the estimates of the volume parameter were large, and it was not possible to decide which volume gave the best estimates of the volume parameter, but there were distinct differences in the mean values of the values obtained

  1. Finite-Geometry and Polarized Multiple-Scattering Corrections of Experimental Fast- Neutron Polarization Data by Means of Monte Carlo Methods

    Energy Technology Data Exchange (ETDEWEB)

    Aspelund, O; Gustafsson, B

    1967-05-15

    After an introductory discussion of various methods for correction of experimental left-right ratios for polarized multiple-scattering and finite-geometry effects necessary and sufficient formulas for consistent tracking of polarization effects in successive scattering orders are derived. The simplifying assumptions are then made that the scattering is purely elastic and nuclear, and that in the description of the kinematics of the arbitrary Scattering {mu}, only one triple-parameter - the so-called spin rotation parameter {beta}{sup ({mu})} - is required. Based upon these formulas a general discussion of the importance of the correct inclusion of polarization effects in any scattering order is presented. Special attention is then paid to the question of depolarization of an already polarized beam. Subsequently, the afore-mentioned formulas are incorporated in the comprehensive Monte Carlo program MULTPOL, which has been designed so as to correctly account for finite-geometry effects in the sense that both the scattering sample and the detectors (both having cylindrical shapes) are objects of finite dimensions located at finite distances from each other and from the source of polarized fast-neutrons. A special feature of MULTPOL is the application of the method of correlated sampling for reduction of the standard deviations .of the results of the simulated experiment. Typical data of performance of MULTPOL have been obtained by the application of this program to the correction of experimental polarization data observed in n + '{sup 12}C elastic scattering between 1 and 2 MeV. Finally, in the concluding remarks the possible modification of MULTPOL to other experimental geometries is briefly discussed.

  2. 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.

  3. Monte Carlo dose distributions for radiosurgery

    International Nuclear Information System (INIS)

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

    2001-01-01

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

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

    International Nuclear Information System (INIS)

    Paganetti, Harald

    2012-01-01

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

  5. Monte Carlo applications to radiation shielding problems

    International Nuclear Information System (INIS)

    Subbaiah, K.V.

    2009-01-01

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

  6. Converging Stereotactic Radiotherapy Using Kilovoltage X-Rays: Experimental Irradiation of Normal Rabbit Lung and Dose-Volume Analysis With Monte Carlo Simulation

    International Nuclear Information System (INIS)

    Kawase, Takatsugu; Kunieda, Etsuo; Deloar, Hossain M.; Tsunoo, Takanori; Seki, Satoshi; Oku, Yohei; Saitoh, Hidetoshi; Saito, Kimiaki; Ogawa, Eileen N.; Ishizaka, Akitoshi; Kameyama, Kaori; Kubo, Atsushi

    2009-01-01

    Purpose: To validate the feasibility of developing a radiotherapy unit with kilovoltage X-rays through actual irradiation of live rabbit lungs, and to explore the practical issues anticipated in future clinical application to humans through Monte Carlo dose simulation. Methods and Materials: A converging stereotactic irradiation unit was developed, consisting of a modified diagnostic computed tomography (CT) scanner. A tiny cylindrical volume in 13 normal rabbit lungs was individually irradiated with single fractional absorbed doses of 15, 30, 45, and 60 Gy. Observational CT scanning of the whole lung was performed every 2 weeks for 30 weeks after irradiation. After 30 weeks, histopathologic specimens of the lungs were examined. Dose distribution was simulated using the Monte Carlo method, and dose-volume histograms were calculated according to the data. A trial estimation of the effect of respiratory movement on dose distribution was made. Results: A localized hypodense change and subsequent reticular opacity around the planning target volume (PTV) were observed in CT images of rabbit lungs. Dose-volume histograms of the PTVs and organs at risk showed a focused dose distribution to the target and sufficient dose lowering in the organs at risk. Our estimate of the dose distribution, taking respiratory movement into account, revealed dose reduction in the PTV. Conclusions: A converging stereotactic irradiation unit using kilovoltage X-rays was able to generate a focused radiobiologic reaction in rabbit lungs. Dose-volume histogram analysis and estimated sagittal dose distribution, considering respiratory movement, clarified the characteristics of the irradiation received from this type of unit.

  7. 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.

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

    International Nuclear Information System (INIS)

    Praveen, E.; Satyanarayana, S. V. M.

    2014-01-01

    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. Dynamic bounds coupled with Monte Carlo simulations

    Energy Technology Data Exchange (ETDEWEB)

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

    2011-02-15

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

  10. Monte Carlo Methods in Physics

    International Nuclear Information System (INIS)

    Santoso, B.

    1997-01-01

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

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

    International Nuclear Information System (INIS)

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

    2014-01-01

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

  12. 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

  13. Advanced Multilevel Monte Carlo Methods

    KAUST Repository

    Jasra, Ajay; Law, Kody; Suciu, Carina

    2017-01-01

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

  14. Advanced Multilevel Monte Carlo Methods

    KAUST Repository

    Jasra, Ajay

    2017-04-24

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

  15. Monte Carlo simulation for IRRMA

    International Nuclear Information System (INIS)

    Gardner, R.P.; Liu Lianyan

    2000-01-01

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

  16. Dosimetric measurements and Monte Carlo simulation for achieving ...

    Indian Academy of Sciences (India)

    Research Articles Volume 74 Issue 3 March 2010 pp 457-468 ... Food irradiation; electron accelerator; Monte Carlo; dose uniformity. ... for radiation processing of food and medical products is being commissioned at our centre in Indore, India.

  17. Monte Carlo-based tail exponent estimator

    Science.gov (United States)

    Barunik, Jozef; Vacha, Lukas

    2010-11-01

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

  18. Adjoint electron Monte Carlo calculations

    International Nuclear Information System (INIS)

    Jordan, T.M.

    1986-01-01

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

  19. Monte Carlo theory and practice

    International Nuclear Information System (INIS)

    James, F.

    1987-01-01

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

  20. The Monte Carlo method the method of statistical trials

    CERN Document Server

    Shreider, YuA

    1966-01-01

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

  1. 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.

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

    International Nuclear Information System (INIS)

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

    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 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. (paper)

  3. Path-integral Monte Carlo study of phonons in the bcc phase of Helium-3

    OpenAIRE

    Sorkin, V.; Polturak, E.; Adler, Joan

    2006-01-01

    Using Path Integral Monte Carlo and the Maximum Entropy method, we calculate the dynamic structure factor of solid He-3 in the bcc phase at a finite temperature of T = 1.6 K and a molar volume of 21.5 cm^3. From the single phonon dynamic structure factor, we obtain both the longitudinal and transverse phonon branches along the main crystalline directions, [001], [011] and [111]. Our results are compared with other theoretical predictions and available experimental data.

  4. Determination of axial diffusion coefficients by the Monte-Carlo method

    International Nuclear Information System (INIS)

    Milgram, M.

    1994-01-01

    A simple method to calculate the homogenized diffusion coefficient for a lattice cell using Monte-Carlo techniques is demonstrated. The method relies on modelling a finite reactor volume to induce a curvature in the flux distribution, and then follows a large number of histories to obtain sufficient statistics for a meaningful result. The goal is to determine the diffusion coefficient with sufficient accuracy to test approximate methods built into deterministic lattice codes. Numerical results are given. (author). 4 refs., 8 figs

  5. 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.

  6. Monte Carlo calculations of the elastic moduli and pressure-volume-temperature equation of state for hexahydro-1,3,5-trinitro-1,3,5-triazine

    International Nuclear Information System (INIS)

    Sewell, Thomas D.; Bennett, Carl M.

    2000-01-01

    Isothermal-isobaric Monte Carlo calculations were used to obtain predictions of the elastic coefficients and derived engineering moduli and Poisson ratios for crystalline hexahydro-1,3,5-trinitro-1,3,5-triazine (RDX). The elastic coefficients were computed using the strain fluctuation formula due to Rahman and Parrinello [J. Chem. Phys. 76, 2662 (1982)]. Calculations were performed as a function of temperature (218 K≤T≤333 K) and hydrostatic pressure (0 GPa≤p≤4 GPa). The predicted values of the moduli and Poisson ratios under ambient conditions are in accord with general expectations for molecular crystals and with a very recent, unpublished determination for RDX. The moduli exhibit a sensitive pressure dependence whereas the Poisson ratios are relatively independent of pressure. The temperature dependence of the moduli is comparable to the precision of the results. However, the crystal does exhibit thermal softening for most pressures. An additional product of the calculations is information about the pressure-volume-temperature (pVT) equation of state. We obtain near-quantitative agreement with experiment for the case of hydrostatic compression and reasonable, but not quantitative, correspondence for thermal expansion. The results indicate a significant dependence of the thermal expansion coefficients on hydrostatic pressure. (c) 2000 American Institute of Physics

  7. 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...

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

    Science.gov (United States)

    Azadi, Sam; Kühne, T. D.

    2018-05-01

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

  9. Strategije drevesnega preiskovanja Monte Carlo

    OpenAIRE

    VODOPIVEC, TOM

    2018-01-01

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

  10. A non-perturbative analysis in finite volume gauge theory

    International Nuclear Information System (INIS)

    Koller, J.; State Univ. of New York, Stony Brook; Van Baal, P.; State Univ. of New York, Stony Brook

    1988-01-01

    We discuss SU(2) gauge theory on a three-torus using a finite volume expansion. Our discovery of natural coordinates allows us to obtain continuum results in a region where Monte Carlo data are also available. The obtained results agree well with the perturbative and semiclassical analysis for small volumes, and there is fair agreement with the Monte Carlo results in intermediate volumes. The simple picture which emerges for the approximate low energy dynamics is that of three interacting particles enclosed in a sphere, with zero total 'angular momentum'. The validity of an adiabatic approximation is investigated. The fundamentally new understanding gained, is that non-perturbative dynamics can be incorporated by imposing boundary conditions which arise through the nontrivial topology of configuration space. (orig.)

  11. Calculation of absorbed doses in sphere volumes around the Mammosite using the Monte Carlo simulation code MCNPX

    International Nuclear Information System (INIS)

    Rojas C, E. L.

    2008-01-01

    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)

  12. Is Monte Carlo embarrassingly parallel?

    Energy Technology Data Exchange (ETDEWEB)

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

    2012-07-01

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

  13. Is Monte Carlo embarrassingly parallel?

    International Nuclear Information System (INIS)

    Hoogenboom, J. E.

    2012-01-01

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

  14. Exact Monte Carlo for molecules

    International Nuclear Information System (INIS)

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

    1985-03-01

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

  15. Monte Carlo - Advances and Challenges

    International Nuclear Information System (INIS)

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

    2008-01-01

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

  16. Influence of thyroid volume reduction on absorbed dose in "1"3"1I therapy studied by using Geant4 Monte Carlo simulation

    International Nuclear Information System (INIS)

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

    2014-01-01

    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 "1"3"1I 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 cm"3 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 "1"3"1I radiotherapy of the thyroid. (authors)

  17. Two proposed convergence criteria for Monte Carlo solutions

    International Nuclear Information System (INIS)

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

    1992-01-01

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

  18. (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.

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

    Science.gov (United States)

    Trottier, H. D.; Shakespeare, N. H.; Lepage, G. P.; MacKenzie, P. B.

    2002-05-01

    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 34 to 164) and couplings (from β~9 to β~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.

  20. 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

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

    International Nuclear Information System (INIS)

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

    2012-01-01

    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 mm 2 microbeam array in each phantom, as well as a 16 × 16 mm 2 array in the 8 cm cat head, and a 32 × 32 mm 2 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

  2. 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...

  3. Isotopic depletion with Monte Carlo

    International Nuclear Information System (INIS)

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

    1996-06-01

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

  4. Monte Carlo Methods in ICF

    Science.gov (United States)

    Zimmerman, George B.

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

  5. Monte Carlo methods in ICF

    International Nuclear Information System (INIS)

    Zimmerman, G.B.

    1997-01-01

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

  6. Monte Carlo methods in ICF

    International Nuclear Information System (INIS)

    Zimmerman, George B.

    1997-01-01

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

  7. Shell model Monte Carlo methods

    International Nuclear Information System (INIS)

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

    1997-01-01

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

  8. A contribution Monte Carlo method

    International Nuclear Information System (INIS)

    Aboughantous, C.H.

    1994-01-01

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

  9. Shell model Monte Carlo methods

    International Nuclear Information System (INIS)

    Koonin, S.E.

    1996-01-01

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

  10. Parallel Monte Carlo reactor neutronics

    International Nuclear Information System (INIS)

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

    1994-01-01

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

  11. Elements of Monte Carlo techniques

    International Nuclear Information System (INIS)

    Nagarajan, P.S.

    2000-01-01

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

  12. Geometrical splitting in Monte Carlo

    International Nuclear Information System (INIS)

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

    1982-01-01

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

  13. Extending canonical Monte Carlo methods

    International Nuclear Information System (INIS)

    Velazquez, L; Curilef, S

    2010-01-01

    In this paper, we discuss the implications of a recently obtained equilibrium fluctuation-dissipation relation for the extension of the available Monte Carlo methods on the basis of the consideration of the Gibbs canonical ensemble to account for the existence of an anomalous regime with negative heat capacities C α with α≈0.2 for the particular case of the 2D ten-state Potts model

  14. Non statistical Monte-Carlo

    International Nuclear Information System (INIS)

    Mercier, B.

    1985-04-01

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

  15. BREM5 electroweak Monte Carlo

    International Nuclear Information System (INIS)

    Kennedy, D.C. II.

    1987-01-01

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

  16. Statistical implications in Monte Carlo depletions - 051

    International Nuclear Information System (INIS)

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

    2010-01-01

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

  17. Monte Carlo simulation in statistical physics an introduction

    CERN Document Server

    Binder, Kurt

    1992-01-01

    The Monte Carlo method is a computer simulation method which uses random numbers to simulate statistical fluctuations The method is used to model complex systems with many degrees of freedom Probability distributions for these systems are generated numerically and the method then yields numerically exact information on the models Such simulations may be used tosee how well a model system approximates a real one or to see how valid the assumptions are in an analyical theory A short and systematic theoretical introduction to the method forms the first part of this book The second part is a practical guide with plenty of examples and exercises for the student Problems treated by simple sampling (random and self-avoiding walks, percolation clusters, etc) are included, along with such topics as finite-size effects and guidelines for the analysis of Monte Carlo simulations The two parts together provide an excellent introduction to the theory and practice of Monte Carlo simulations

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

    International Nuclear Information System (INIS)

    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

  19. Fitting experimental data by using weighted Monte Carlo events

    International Nuclear Information System (INIS)

    Stojnev, S.

    2003-01-01

    A method for fitting experimental data using modified Monte Carlo (MC) sample is developed. It is intended to help when a single finite MC source has to fit experimental data looking for parameters in a certain underlying theory. The extraction of the searched parameters, the errors estimation and the goodness-of-fit testing is based on the binned maximum likelihood method

  20. Yet another Monte Carlo study of the Schwinger model

    International Nuclear Information System (INIS)

    Sogo, K.; Kimura, N.

    1986-01-01

    Some methodological improvements are introduced in the quantum Monte Carlo simulation of the 1 + 1 dimensional quantum electrodynamics (the Schwinger model). Properties at finite temperatures are investigated, concentrating on the existence of the chirality transition and of the deconfinement transition. (author)

  1. Yet another Monte Carlo study of the Schwinger model

    International Nuclear Information System (INIS)

    Sogo, K.; Kimura, N.

    1986-03-01

    Some methodological improvements are introduced in the quantum Monte Carlo simulation of the 1 + 1 dimensional quantum electrodynamics (the Schwinger model). Properties at finite temperatures are investigated, concentrating on the existence of the chirality transition and of the deconfinement transition. (author)

  2. 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)

  3. Monte Carlo Particle Lists: MCPL

    DEFF Research Database (Denmark)

    Kittelmann, Thomas; Klinkby, Esben Bryndt; Bergbäck Knudsen, Erik

    2017-01-01

    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. Program summary: Program Title: MCPL. Program Files doi: http://dx.doi.org/10.17632/cby92vsv5g.1 Licensing provisions: CC0 for core MCPL, see LICENSE file for details. Programming language: C and C++ External routines/libraries: Geant4, MCNP, McStas, McXtrace Nature of problem: Saving...

  4. MORET: Version 4.B. A multigroup Monte Carlo criticality code

    International Nuclear Information System (INIS)

    Jacquet, Olivier; Miss, Joachim; Courtois, Gerard

    2003-01-01

    MORET 4 is a three dimensional multigroup Monte Carlo code which calculates the effective multiplication factor (keff) of any configurations more or less complex as well as reaction rates in the different volumes of the geometry and the leakage out of the system. MORET 4 is the Monte Carlo code of the APOLLO2-MORET 4 standard route of CRISTAL, the French criticality package. It is the most commonly used Monte Carlo code for French criticality calculations. During the last four years, the MORET 4 team has developed or improved the following major points: modernization of the geometry, implementation of perturbation algorithms, source distribution convergence, statistical detection of stationarity, unbiased variance estimation and creation of pre-processing and post-processing tools. The purpose of this paper is not only to present the new features of MORET but also to detail clearly the physical models and the mathematical methods used in the code. (author)

  5. 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...

  6. Monte Carlo simulation and experimental verification of radiotherapy electron beams

    International Nuclear Information System (INIS)

    Griffin, J.; Deloar, H. M.

    2007-01-01

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

  7. Analysis of subgrid scale mixing using a hybrid LES-Monte-Carlo PDF method

    International Nuclear Information System (INIS)

    Olbricht, C.; Hahn, F.; Sadiki, A.; Janicka, J.

    2007-01-01

    This contribution introduces a hybrid LES-Monte-Carlo method for a coupled solution of the flow and the multi-dimensional scalar joint pdf in two complex mixing devices. For this purpose an Eulerian Monte-Carlo method is used. First, a complex mixing device (jet-in-crossflow, JIC) is presented in which the stochastic convergence and the coherency between the scalar field solution obtained via finite-volume methods and that from the stochastic solution of the pdf for the hybrid method are evaluated. Results are compared to experimental data. Secondly, an extensive investigation of the micromixing on the basis of assumed shape and transported SGS-pdfs in a configuration with practical relevance is carried out. This consists of a mixing chamber with two opposite rows of jets penetrating a crossflow (multi-jet-in-crossflow, MJIC). Some numerical results are compared to available experimental data and to RANS based results. It turns out that the hybrid LES-Monte-Carlo method could achieve a detailed analysis of the mixing at the subgrid level

  8. 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

  9. Geometric Monte Carlo and black Janus geometries

    Energy Technology Data Exchange (ETDEWEB)

    Bak, Dongsu, E-mail: dsbak@uos.ac.kr [Physics Department, University of Seoul, Seoul 02504 (Korea, Republic of); B.W. Lee Center for Fields, Gravity & Strings, Institute for Basic Sciences, Daejeon 34047 (Korea, Republic of); Kim, Chanju, E-mail: cjkim@ewha.ac.kr [Department of Physics, Ewha Womans University, Seoul 03760 (Korea, Republic of); Kim, Kyung Kiu, E-mail: kimkyungkiu@gmail.com [Department of Physics, Sejong University, Seoul 05006 (Korea, Republic of); Department of Physics, College of Science, Yonsei University, Seoul 03722 (Korea, Republic of); Min, Hyunsoo, E-mail: hsmin@uos.ac.kr [Physics Department, University of Seoul, Seoul 02504 (Korea, Republic of); Song, Jeong-Pil, E-mail: jeong_pil_song@brown.edu [Department of Chemistry, Brown University, Providence, RI 02912 (United States)

    2017-04-10

    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.

  10. Monte Carlo surface flux tallies

    International Nuclear Information System (INIS)

    Favorite, Jeffrey A.

    2010-01-01

    Particle fluxes on surfaces are difficult to calculate with Monte Carlo codes because the score requires a division by the surface-crossing angle cosine, and grazing angles lead to inaccuracies. We revisit the standard practice of dividing by half of a cosine 'cutoff' for particles whose surface-crossing cosines are below the cutoff. The theory behind this approximation is sound, but the application of the theory to all possible situations does not account for two implicit assumptions: (1) the grazing band must be symmetric about 0, and (2) a single linear expansion for the angular flux must be applied in the entire grazing band. These assumptions are violated in common circumstances; for example, for separate in-going and out-going flux tallies on internal surfaces, and for out-going flux tallies on external surfaces. In some situations, dividing by two-thirds of the cosine cutoff is more appropriate. If users were able to control both the cosine cutoff and the substitute value, they could use these parameters to make accurate surface flux tallies. The procedure is demonstrated in a test problem in which Monte Carlo surface fluxes in cosine bins are converted to angular fluxes and compared with the results of a discrete ordinates calculation.

  11. Monte Carlo simulations of neutron scattering instruments

    International Nuclear Information System (INIS)

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

    2001-01-01

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

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

    KAUST Repository

    Liang, Faming

    2009-01-01

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

  13. General Monte Carlo code MONK

    International Nuclear Information System (INIS)

    Moore, J.G.

    1974-01-01

    The Monte Carlo code MONK is a general program written to provide a high degree of flexibility to the user. MONK is distinguished by its detailed representation of nuclear data in point form i.e., the cross-section is tabulated at specific energies instead of the more usual group representation. The nuclear data are unadjusted in the point form but recently the code has been modified to accept adjusted group data as used in fast and thermal reactor applications. The various geometrical handling capabilities and importance sampling techniques are described. In addition to the nuclear data aspects, the following features are also described; geometrical handling routines, tracking cycles, neutron source and output facilities. 12 references. (U.S.)

  14. Monte Carlo lattice program KIM

    International Nuclear Information System (INIS)

    Cupini, E.; De Matteis, A.; Simonini, R.

    1980-01-01

    The Monte Carlo program KIM solves the steady-state linear neutron transport equation for a fixed-source problem or, by successive fixed-source runs, for the eigenvalue problem, in a two-dimensional thermal reactor lattice. Fluxes and reaction rates are the main quantities computed by the program, from which power distribution and few-group averaged cross sections are derived. The simulation ranges from 10 MeV to zero and includes anisotropic and inelastic scattering in the fast energy region, the epithermal Doppler broadening of the resonances of some nuclides, and the thermalization phenomenon by taking into account the thermal velocity distribution of some molecules. Besides the well known combinatorial geometry, the program allows complex configurations to be represented by a discrete set of points, an approach greatly improving calculation speed

  15. Monte Carlo simulation of experiments

    International Nuclear Information System (INIS)

    Opat, G.I.

    1977-07-01

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

  16. Global Monte Carlo Simulation with High Order Polynomial Expansions

    International Nuclear Information System (INIS)

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

    2007-01-01

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

  17. Advanced Computational Methods for Monte Carlo Calculations

    Energy Technology Data Exchange (ETDEWEB)

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

    2018-01-12

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

  18. Nested Sampling with Constrained Hamiltonian Monte Carlo

    OpenAIRE

    Betancourt, M. J.

    2010-01-01

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

  19. Probabilistic learning of nonlinear dynamical systems using sequential Monte Carlo

    Science.gov (United States)

    Schön, Thomas B.; Svensson, Andreas; Murray, Lawrence; Lindsten, Fredrik

    2018-05-01

    Probabilistic modeling provides the capability to represent and manipulate uncertainty in data, models, predictions and decisions. We are concerned with the problem of learning probabilistic models of dynamical systems from measured data. Specifically, we consider learning of probabilistic nonlinear state-space models. There is no closed-form solution available for this problem, implying that we are forced to use approximations. In this tutorial we will provide a self-contained introduction to one of the state-of-the-art methods-the particle Metropolis-Hastings algorithm-which has proven to offer a practical approximation. This is a Monte Carlo based method, where the particle filter is used to guide a Markov chain Monte Carlo method through the parameter space. One of the key merits of the particle Metropolis-Hastings algorithm is that it is guaranteed to converge to the "true solution" under mild assumptions, despite being based on a particle filter with only a finite number of particles. We will also provide a motivating numerical example illustrating the method using a modeling language tailored for sequential Monte Carlo methods. The intention of modeling languages of this kind is to open up the power of sophisticated Monte Carlo methods-including particle Metropolis-Hastings-to a large group of users without requiring them to know all the underlying mathematical details.

  20. Monte Carlo Treatment Planning for Advanced Radiotherapy

    DEFF Research Database (Denmark)

    Cronholm, Rickard

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

  1. The MC21 Monte Carlo Transport Code

    International Nuclear Information System (INIS)

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

    2007-01-01

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

  2. Monte Carlo simulation in nuclear medicine

    International Nuclear Information System (INIS)

    Morel, Ch.

    2007-01-01

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

  3. The hybrid Monte Carlo Algorithm and the chiral transition

    International Nuclear Information System (INIS)

    Gupta, R.

    1987-01-01

    In this talk the author describes tests of the Hybrid Monte Carlo Algorithm for QCD done in collaboration with Greg Kilcup and Stephen Sharpe. We find that the acceptance in the glubal Metropolis step for Staggered fermions can be tuned and kept large without having to make the step-size prohibitively small. We present results for the finite temperature transition on 4 4 and 4 x 6 3 lattices using this algorithm

  4. Importance iteration in MORSE Monte Carlo calculations

    International Nuclear Information System (INIS)

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

    1994-01-01

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

  5. Monte Carlo approaches to light nuclei

    International Nuclear Information System (INIS)

    Carlson, J.

    1990-01-01

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

  6. 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.

  7. Importance iteration in MORSE Monte Carlo calculations

    International Nuclear Information System (INIS)

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

    1994-02-01

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

  8. Monte Carlo Codes Invited Session

    International Nuclear Information System (INIS)

    Trama, J.C.; Malvagi, F.; Brown, F.

    2013-01-01

    This document lists 22 Monte Carlo codes used in radiation transport applications throughout the world. For each code the names of the organization and country and/or place are given. We have the following computer codes. 1) ARCHER, USA, RPI; 2) COG11, USA, LLNL; 3) DIANE, France, CEA/DAM Bruyeres; 4) FLUKA, Italy and CERN, INFN and CERN; 5) GEANT4, International GEANT4 collaboration; 6) KENO and MONACO (SCALE), USA, ORNL; 7) MC21, USA, KAPL and Bettis; 8) MCATK, USA, LANL; 9) MCCARD, South Korea, Seoul National University; 10) MCNP6, USA, LANL; 11) MCU, Russia, Kurchatov Institute; 12) MONK and MCBEND, United Kingdom, AMEC; 13) MORET5, France, IRSN Fontenay-aux-Roses; 14) MVP2, Japan, JAEA; 15) OPENMC, USA, MIT; 16) PENELOPE, Spain, Barcelona University; 17) PHITS, Japan, JAEA; 18) PRIZMA, Russia, VNIITF; 19) RMC, China, Tsinghua University; 20) SERPENT, Finland, VTT; 21) SUPERMONTECARLO, China, CAS INEST FDS Team Hefei; and 22) TRIPOLI-4, France, CEA Saclay

  9. Advanced computers and Monte Carlo

    International Nuclear Information System (INIS)

    Jordan, T.L.

    1979-01-01

    High-performance parallelism that is currently available is synchronous in nature. It is manifested in such architectures as Burroughs ILLIAC-IV, CDC STAR-100, TI ASC, CRI CRAY-1, ICL DAP, and many special-purpose array processors designed for signal processing. This form of parallelism has apparently not been of significant value to many important Monte Carlo calculations. Nevertheless, there is much asynchronous parallelism in many of these calculations. A model of a production code that requires up to 20 hours per problem on a CDC 7600 is studied for suitability on some asynchronous architectures that are on the drawing board. The code is described and some of its properties and resource requirements ae identified to compare with corresponding properties and resource requirements are identified to compare with corresponding properties and resource requirements are identified to compare with corresponding properties and resources of some asynchronous multiprocessor architectures. Arguments are made for programer aids and special syntax to identify and support important asynchronous parallelism. 2 figures, 5 tables

  10. Adaptive Markov Chain Monte Carlo

    KAUST Repository

    Jadoon, Khan

    2016-08-08

    A substantial interpretation of electromagnetic induction (EMI) measurements requires quantifying optimal model parameters and uncertainty of a nonlinear inverse problem. For this purpose, an adaptive Bayesian Markov chain Monte Carlo (MCMC) algorithm is used to assess multi-orientation and multi-offset EMI measurements in an agriculture field with non-saline and saline soil. In the MCMC simulations, posterior distribution was computed using Bayes rule. The electromagnetic forward model based on the full solution of Maxwell\\'s equations was used to simulate the apparent electrical conductivity measured with the configurations of EMI instrument, the CMD mini-Explorer. The model parameters and uncertainty for the three-layered earth model are investigated by using synthetic data. Our results show that in the scenario of non-saline soil, the parameters of layer thickness are not well estimated as compared to layers electrical conductivity because layer thicknesses in the model exhibits a low sensitivity to the EMI measurements, and is hence difficult to resolve. Application of the proposed MCMC based inversion to the field measurements in a drip irrigation system demonstrate that the parameters of the model can be well estimated for the saline soil as compared to the non-saline soil, and provide useful insight about parameter uncertainty for the assessment of the model outputs.

  11. Application of Monte Carlo method to solving boundary value problem of differential equations

    International Nuclear Information System (INIS)

    Zuo Yinghong; Wang Jianguo

    2012-01-01

    This paper introduces the foundation of the Monte Carlo method and the way how to generate the random numbers. Based on the basic thought of the Monte Carlo method and finite differential method, the stochastic model for solving the boundary value problem of differential equations is built. To investigate the application of the Monte Carlo method to solving the boundary value problem of differential equations, the model is used to solve Laplace's equations with the first boundary condition and the unsteady heat transfer equation with initial values and boundary conditions. The results show that the boundary value problem of differential equations can be effectively solved with the Monte Carlo method, and the differential equations with initial condition can also be calculated by using a stochastic probability model which is based on the time-domain finite differential equations. Both the simulation results and theoretical analyses show that the errors of numerical results are lowered as the number of simulation particles is increased. (authors)

  12. 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.)

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

    International Nuclear Information System (INIS)

    Korzec, T.

    2007-01-01

    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.)

  14. Diagrammatic Monte Carlo for the weak-coupling expansion of non-Abelian lattice field theories: Large-N U (N ) ×U (N ) principal chiral model

    Science.gov (United States)

    Buividovich, P. V.; Davody, A.

    2017-12-01

    We develop numerical tools for diagrammatic Monte Carlo simulations of non-Abelian lattice field theories in the t'Hooft large-N limit based on the weak-coupling expansion. First, we note that the path integral measure of such theories contributes a bare mass term in the effective action which is proportional to the bare coupling constant. This mass term renders the perturbative expansion infrared-finite and allows us to study it directly in the large-N and infinite-volume limits using the diagrammatic Monte Carlo approach. On the exactly solvable example of a large-N O (N ) sigma model in D =2 dimensions we show that this infrared-finite weak-coupling expansion contains, in addition to powers of bare coupling, also powers of its logarithm, reminiscent of resummed perturbation theory in thermal field theory and resurgent trans-series without exponential terms. We numerically demonstrate the convergence of these double series to the manifestly nonperturbative dynamical mass gap. We then develop a diagrammatic Monte Carlo algorithm for sampling planar diagrams in the large-N matrix field theory, and apply it to study this infrared-finite weak-coupling expansion for large-N U (N ) ×U (N ) nonlinear sigma model (principal chiral model) in D =2 . We sample up to 12 leading orders of the weak-coupling expansion, which is the practical limit set by the increasingly strong sign problem at high orders. Comparing diagrammatic Monte Carlo with conventional Monte Carlo simulations extrapolated to infinite N , we find a good agreement for the energy density as well as for the critical temperature of the "deconfinement" transition. Finally, we comment on the applicability of our approach to planar QCD at zero and finite density.

  15. Monte carlo feasibility study of an active neutron assay technique for full-volume UF{sub 6} cylinder assay using a correlated interrogation source

    Energy Technology Data Exchange (ETDEWEB)

    Miller, Karen A., E-mail: kamiller@lanl.gov [Los Alamos National Laboratory, Los Alamos, P.O. Box 1663 MS E540, NM 87545 (United States); Menlove, Howard O.; Swinhoe, Martyn T.; Marlow, Johnna B. [Los Alamos National Laboratory, Los Alamos, P.O. Box 1663 MS E540, NM 87545 (United States)

    2013-03-01

    Uranium cylinder assay plays an important role in the nuclear material accounting at gas centrifuge enrichment plants. The Passive Neutron Enrichment Meter (PNEM) was designed to determine uranium mass and enrichment in 30B and 48Y cylinders using total neutron and coincidence counting in the passive mode. 30B and 48Y cylinders are used to hold bulk UF{sub 6} feed, product, and tails at enrichment plants. In this paper, we report the results of a Monte-Carlo-based feasibility study for an active uranium cylinder assay system based on the PNEM design. There are many advantages of the active technique such as a shortened count time and a more direct measure of {sup 235}U content. The active system is based on a modified PNEM design and uses a {sup 252}Cf source as the correlated, active interrogation source. We show through comparison with a random AmLi source of equal strength how the use of a correlated driver significantly boosts the active signal and reduces the statistical uncertainty. We also discuss ways in which an active uranium cylinder assay system can be optimized to minimize background from {sup 238}U fast-neutron induced fission and direct counts from the interrogation source.

  16. 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.

  17. 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 ...

  18. Monte Carlo simulations for plasma physics

    International Nuclear Information System (INIS)

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

    2000-07-01

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

  19. Frontiers of quantum Monte Carlo workshop: preface

    International Nuclear Information System (INIS)

    Gubernatis, J.E.

    1985-01-01

    The introductory remarks, table of contents, and list of attendees are presented from the proceedings of the conference, Frontiers of Quantum Monte Carlo, which appeared in the Journal of Statistical Physics

  20. Monte Carlo code development in Los Alamos

    International Nuclear Information System (INIS)

    Carter, L.L.; Cashwell, E.D.; Everett, C.J.; Forest, C.A.; Schrandt, R.G.; Taylor, W.M.; Thompson, W.L.; Turner, G.D.

    1974-01-01

    The present status of Monte Carlo code development at Los Alamos Scientific Laboratory is discussed. A brief summary is given of several of the most important neutron, photon, and electron transport codes. 17 references. (U.S.)

  1. Experience with the Monte Carlo Method

    Energy Technology Data Exchange (ETDEWEB)

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

    2007-06-15

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

  2. Experience with the Monte Carlo Method

    International Nuclear Information System (INIS)

    Hussein, E.M.A.

    2007-01-01

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

  3. Monte Carlo Transport for Electron Thermal Transport

    Science.gov (United States)

    Chenhall, Jeffrey; Cao, Duc; Moses, Gregory

    2015-11-01

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

  4. A continuation multilevel Monte Carlo algorithm

    KAUST Repository

    Collier, Nathan; Haji Ali, Abdul Lateef; Nobile, Fabio; von Schwerin, Erik; Tempone, Raul

    2014-01-01

    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

  5. 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...

  6. Hybrid Monte Carlo methods in computational finance

    NARCIS (Netherlands)

    Leitao Rodriguez, A.

    2017-01-01

    Monte Carlo methods are highly appreciated and intensively employed in computational finance in the context of financial derivatives valuation or risk management. The method offers valuable advantages like flexibility, easy interpretation and straightforward implementation. Furthermore, the

  7. 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.

  8. Multilevel Monte Carlo in Approximate Bayesian Computation

    KAUST Repository

    Jasra, Ajay

    2017-02-13

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

  9. Monte Carlo method applied to medical physics

    International Nuclear Information System (INIS)

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

    2000-01-01

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

  10. 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.

  11. Molecular physics and chemistry applications of quantum Monte Carlo

    International Nuclear Information System (INIS)

    Reynolds, P.J.; Barnett, R.N.; Hammond, B.L.; Lester, W.A. Jr.

    1985-09-01

    We discuss recent work with the diffusion quantum Monte Carlo (QMC) method in its application to molecular systems. The formal correspondence of the imaginary time Schroedinger equation to a diffusion equation allows one to calculate quantum mechanical expectation values as Monte Carlo averages over an ensemble of random walks. We report work on atomic and molecular total energies, as well as properties including electron affinities, binding energies, reaction barriers, and moments of the electronic charge distribution. A brief discussion is given on how standard QMC must be modified for calculating properties. Calculated energies and properties are presented for a number of molecular systems, including He, F, F - , H 2 , N, and N 2 . Recent progress in extending the basic QMC approach to the calculation of ''analytic'' (as opposed to finite-difference) derivatives of the energy is presented, together with an H 2 potential-energy curve obtained using analytic derivatives. 39 refs., 1 fig., 2 tabs

  12. Monte Carlo Euler approximations of HJM term structure financial models

    KAUST Repository

    Bjö rk, Tomas; Szepessy, Anders; Tempone, Raul; Zouraris, Georgios E.

    2012-01-01

    We present Monte Carlo-Euler methods for a weak approximation problem related to the Heath-Jarrow-Morton (HJM) term structure model, based on Itô stochastic differential equations in infinite dimensional spaces, and prove strong and weak error convergence estimates. The weak error estimates are based on stochastic flows and discrete dual backward problems, and they can be used to identify different error contributions arising from time and maturity discretization as well as the classical statistical error due to finite sampling. Explicit formulas for efficient computation of sharp error approximation are included. Due to the structure of the HJM models considered here, the computational effort devoted to the error estimates is low compared to the work to compute Monte Carlo solutions to the HJM model. Numerical examples with known exact solution are included in order to show the behavior of the estimates. © 2012 Springer Science+Business Media Dordrecht.

  13. 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.

  14. Quantum Monte Carlo studies in Hamiltonian lattice gauge theory

    International Nuclear Information System (INIS)

    Hamer, C.J.; Samaras, M.; Bursill, R.J.

    2000-01-01

    Full text: The application of Monte Carlo methods to the 'Hamiltonian' formulation of lattice gauge theory has been somewhat neglected, and lags at least ten years behind the classical Monte Carlo simulations of Euclidean lattice gauge theory. We have applied a Green's Function Monte Carlo algorithm to lattice Yang-Mills theories in the Hamiltonian formulation, combined with a 'forward-walking' technique to estimate expectation values and correlation functions. In this approach, one represents the wave function in configuration space by a discrete ensemble of random walkers, and application of the time development operator is simulated by a diffusion and branching process. The approach has been used to estimate the ground-state energy and Wilson loop values in the U(1) theory in (2+1)D, and the SU(3) Yang-Mills theory in (3+1)D. The finite-size scaling behaviour has been explored, and agrees with the predictions of effective Lagrangian theory, and weak-coupling expansions. Crude estimates of the string tension are derived, which agree with previous results at intermediate couplings; but more accurate results for larger loops will be required to establish scaling behaviour at weak couplings. A drawback to this method is that it is necessary to introduce a 'trial' or 'guiding wave function' to guide the walkers towards the most probable regions of configuration space, in order to achieve convergence and accuracy. The 'forward-walking' estimates should be independent of this guidance, but in fact for the SU(3) case they turn out to be sensitive to the choice of trial wave function. It would be preferable to use some sort of Metropolis algorithm instead to produce a correct distribution of walkers: this may point in the direction of a Path Integral Monte Carlo approach

  15. Successful vectorization - reactor physics Monte Carlo code

    International Nuclear Information System (INIS)

    Martin, W.R.

    1989-01-01

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

  16. 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...

  17. Off-diagonal expansion quantum Monte Carlo.

    Science.gov (United States)

    Albash, Tameem; Wagenbreth, Gene; Hen, Itay

    2017-12-01

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

  18. Reflections on early Monte Carlo calculations

    International Nuclear Information System (INIS)

    Spanier, J.

    1992-01-01

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

  19. SPQR: a Monte Carlo reactor kinetics code

    International Nuclear Information System (INIS)

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

    1980-02-01

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

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

    International Nuclear Information System (INIS)

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

    2014-01-01

    Epidemiological studies show that inhalation of radon gas ( 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 222 Rn concentrations (Bq/m 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 int ) and alpha hit efficiency (η hit ). The η int depends upon only on the dimensions of the dosimeter and η 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 explains that how radon

  1. Current and future applications of Monte Carlo

    International Nuclear Information System (INIS)

    Zaidi, H.

    2003-01-01

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

  2. Monte Carlo method for array criticality calculations

    International Nuclear Information System (INIS)

    Dickinson, D.; Whitesides, G.E.

    1976-01-01

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

  3. Monte Carlo simulation applied to alpha spectrometry

    International Nuclear Information System (INIS)

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

    2007-01-01

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

  4. Simplified monte carlo simulation for Beijing spectrometer

    International Nuclear Information System (INIS)

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

    1986-01-01

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

  5. Self-learning Monte Carlo (dynamical biasing)

    International Nuclear Information System (INIS)

    Matthes, W.

    1981-01-01

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

  6. Burnup calculations using Monte Carlo method

    International Nuclear Information System (INIS)

    Ghosh, Biplab; Degweker, S.B.

    2009-01-01

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

  7. Improvements for Monte Carlo burnup calculation

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-07-01

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

  8. A keff calculation method by Monte Carlo

    International Nuclear Information System (INIS)

    Shen, H; Wang, K.

    2008-01-01

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

  9. Monte Carlo electron/photon transport

    International Nuclear Information System (INIS)

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

    1985-01-01

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

  10. Monte Carlo simulation of neutron scattering instruments

    International Nuclear Information System (INIS)

    Seeger, P.A.

    1995-01-01

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

  11. Simulation of transport equations with Monte Carlo

    International Nuclear Information System (INIS)

    Matthes, W.

    1975-09-01

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

  12. 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.

  13. 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

  14. Markov Chain Monte Carlo Methods

    Indian Academy of Sciences (India)

    levels. This is based on the famous Laws of Large Num- bers {LLN}: Let XI,X2,X3, ... of the volume of Ai nD to the volume of D (here volume ... This method depends on being able to generate' a sarnple ... casinos offering games of chance.

  15. Multi-Scale Coupling Between Monte Carlo Molecular Simulation and Darcy-Scale Flow in Porous Media

    KAUST Repository

    Saad, Ahmed Mohamed; Kadoura, Ahmad Salim; Sun, Shuyu

    2016-01-01

    In this work, an efficient coupling between Monte Carlo (MC) molecular simulation and Darcy-scale flow in porous media is presented. The cell centered finite difference method with non-uniform rectangular mesh were used to discretize the simulation

  16. Specialized Monte Carlo codes versus general-purpose Monte Carlo codes

    International Nuclear Information System (INIS)

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

    2002-01-01

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

  17. 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.

  18. Spot: a new Monte Carlo solver for fast alpha particles

    International Nuclear Information System (INIS)

    Schneider, M.; Eriksson, L.G.; Basiuk, V.; Imbeaux, F.

    2004-01-01

    The predictive transport code CRONOS has been augmented by an orbit following Monte Carlo code, SPOT (Simulation of Particle Orbits in a Tokamak). The SPOT code simulates the dynamics of nonthermal particles, and takes into account effects of finite orbit width and collisional transport of fast ions. Recent developments indicate that it might be difficult to avoid, at least transiently, current holes in a reactor. They occur already on existing tokamaks during advanced tokamak scenarios. The SPOT code has been used to study the alpha particle behaviour in the presence of current holes for both JET and ITER relevant parameters. (authors)

  19. Parallel processing Monte Carlo radiation transport codes

    International Nuclear Information System (INIS)

    McKinney, G.W.

    1994-01-01

    Issues related to distributed-memory multiprocessing as applied to Monte Carlo radiation transport are discussed. Measurements of communication overhead are presented for the radiation transport code MCNP which employs the communication software package PVM, and average efficiency curves are provided for a homogeneous virtual machine

  20. Monte Carlo determination of heteroepitaxial misfit structures

    DEFF Research Database (Denmark)

    Baker, J.; Lindgård, Per-Anker

    1996-01-01

    We use Monte Carlo simulations to determine the structure of KBr overlayers on a NaCl(001) substrate, a system with large (17%) heteroepitaxial misfit. The equilibrium relaxation structure is determined for films of 2-6 ML, for which extensive helium-atom scattering data exist for comparison...

  1. The Monte Carlo applied for calculation dose

    International Nuclear Information System (INIS)

    Peixoto, J.E.

    1988-01-01

    The Monte Carlo method is showed for the calculation of absorbed dose. The trajectory of the photon is traced simulating sucessive interaction between the photon and the substance that consist the human body simulator. The energy deposition in each interaction of the simulator organ or tissue per photon is also calculated. (C.G.C.) [pt

  2. Monte Carlo code for neutron radiography

    International Nuclear Information System (INIS)

    Milczarek, Jacek J.; Trzcinski, Andrzej; El-Ghany El Abd, Abd; Czachor, Andrzej

    2005-01-01

    The concise Monte Carlo code, MSX, for simulation of neutron radiography images of non-uniform objects is presented. The possibility of modeling the images of objects with continuous spatial distribution of specific isotopes is included. The code can be used for assessment of the scattered neutron component in neutron radiograms

  3. Monte Carlo code for neutron radiography

    Energy Technology Data Exchange (ETDEWEB)

    Milczarek, Jacek J. [Institute of Atomic Energy, Swierk, 05-400 Otwock (Poland)]. E-mail: jjmilcz@cyf.gov.pl; Trzcinski, Andrzej [Institute for Nuclear Studies, Swierk, 05-400 Otwock (Poland); El-Ghany El Abd, Abd [Institute of Atomic Energy, Swierk, 05-400 Otwock (Poland); Nuclear Research Center, PC 13759, Cairo (Egypt); Czachor, Andrzej [Institute of Atomic Energy, Swierk, 05-400 Otwock (Poland)

    2005-04-21

    The concise Monte Carlo code, MSX, for simulation of neutron radiography images of non-uniform objects is presented. The possibility of modeling the images of objects with continuous spatial distribution of specific isotopes is included. The code can be used for assessment of the scattered neutron component in neutron radiograms.

  4. Monte Carlo method in neutron activation analysis

    International Nuclear Information System (INIS)

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

    2009-01-01

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

  5. 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...... of local-move MC methods in combination with molecular dynamics simulations, for example, for studying multi-component lipid membranes containing cholesterol....

  6. Computer system for Monte Carlo experimentation

    International Nuclear Information System (INIS)

    Grier, D.A.

    1986-01-01

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

  7. 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.

  8. Monte Carlo methods beyond detailed balance

    NARCIS (Netherlands)

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

    2015-01-01

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

  9. Monte Carlo studies of ZEPLIN III

    CERN Document Server

    Dawson, J; Davidge, D C R; Gillespie, J R; Howard, A S; Jones, W G; Joshi, M; Lebedenko, V N; Sumner, T J; Quenby, J J

    2002-01-01

    A Monte Carlo simulation of a two-phase xenon dark matter detector, ZEPLIN III, has been achieved. Results from the analysis of a simulated data set are presented, showing primary and secondary signal distributions from low energy gamma ray events.

  10. Biases in Monte Carlo eigenvalue calculations

    Energy Technology Data Exchange (ETDEWEB)

    Gelbard, E.M.

    1992-12-01

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

  11. Biases in Monte Carlo eigenvalue calculations

    Energy Technology Data Exchange (ETDEWEB)

    Gelbard, E.M.

    1992-01-01

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

  12. Dynamic bounds coupled with Monte Carlo simulations

    NARCIS (Netherlands)

    Rajabali Nejad, Mohammadreza; Meester, L.E.; van Gelder, P.H.A.J.M.; Vrijling, J.K.

    2011-01-01

    For the reliability analysis of engineering structures a variety of methods is known, of which Monte Carlo (MC) simulation is widely considered to be among the most robust and most generally applicable. To reduce simulation cost of the MC method, variance reduction methods are applied. This paper

  13. Design and analysis of Monte Carlo experiments

    NARCIS (Netherlands)

    Kleijnen, Jack P.C.; Gentle, J.E.; Haerdle, W.; Mori, Y.

    2012-01-01

    By definition, computer simulation or Monte Carlo models are not solved by mathematical analysis (such as differential calculus), but are used for numerical experimentation. The goal of these experiments is to answer questions about the real world; i.e., the experimenters may use their models to

  14. Some problems on Monte Carlo method development

    International Nuclear Information System (INIS)

    Pei Lucheng

    1992-01-01

    This is a short paper on some problems of Monte Carlo method development. The content consists of deep-penetration problems, unbounded estimate problems, limitation of Mdtropolis' method, dependency problem in Metropolis' method, random error interference problems and random equations, intellectualisation and vectorization problems of general software

  15. Monte Carlo simulations in theoretical physic

    International Nuclear Information System (INIS)

    Billoire, A.

    1991-01-01

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

  16. Monte Carlo method for random surfaces

    International Nuclear Information System (INIS)

    Berg, B.

    1985-01-01

    Previously two of the authors proposed a Monte Carlo method for sampling statistical ensembles of random walks and surfaces with a Boltzmann probabilistic weight. In the present paper we work out the details for several models of random surfaces, defined on d-dimensional hypercubic lattices. (orig.)

  17. Monte Carlo simulation of the microcanonical ensemble

    International Nuclear Information System (INIS)

    Creutz, M.

    1984-01-01

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

  18. 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

  19. Coded aperture optimization using Monte Carlo simulations

    International Nuclear Information System (INIS)

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

    2010-01-01

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

  20. Biases in Monte Carlo eigenvalue calculations

    International Nuclear Information System (INIS)

    Gelbard, E.M.

    1992-01-01

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

  1. Monte Carlo studies of uranium calorimetry

    International Nuclear Information System (INIS)

    Brau, J.; Hargis, H.J.; Gabriel, T.A.; Bishop, B.L.

    1985-01-01

    Detailed Monte Carlo calculations of uranium calorimetry are presented which reveal a significant difference in the responses of liquid argon and plastic scintillator in uranium calorimeters. Due to saturation effects, neutrons from the uranium are found to contribute only weakly to the liquid argon signal. Electromagnetic sampling inefficiencies are significant and contribute substantially to compensation in both systems. 17 references

  2. Monte Carlo treatment planning with modulated electron radiotherapy: framework development and application

    Science.gov (United States)

    Alexander, Andrew William

    Within the field of medical physics, Monte Carlo radiation transport simulations are considered to be the most accurate method for the determination of dose distributions in patients. The McGill Monte Carlo treatment planning system (MMCTP), provides a flexible software environment to integrate Monte Carlo simulations with current and new treatment modalities. A developing treatment modality called energy and intensity modulated electron radiotherapy (MERT) is a promising modality, which has the fundamental capabilities to enhance the dosimetry of superficial targets. An objective of this work is to advance the research and development of MERT with the end goal of clinical use. To this end, we present the MMCTP system with an integrated toolkit for MERT planning and delivery of MERT fields. Delivery is achieved using an automated "few leaf electron collimator" (FLEC) and a controller. Aside from the MERT planning toolkit, the MMCTP system required numerous add-ons to perform the complex task of large-scale autonomous Monte Carlo simulations. The first was a DICOM import filter, followed by the implementation of DOSXYZnrc as a dose calculation engine and by logic methods for submitting and updating the status of Monte Carlo simulations. Within this work we validated the MMCTP system with a head and neck Monte Carlo recalculation study performed by a medical dosimetrist. The impact of MMCTP lies in the fact that it allows for systematic and platform independent large-scale Monte Carlo dose calculations for different treatment sites and treatment modalities. In addition to the MERT planning tools, various optimization algorithms were created external to MMCTP. The algorithms produced MERT treatment plans based on dose volume constraints that employ Monte Carlo pre-generated patient-specific kernels. The Monte Carlo kernels are generated from patient-specific Monte Carlo dose distributions within MMCTP. The structure of the MERT planning toolkit software and

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

    International Nuclear Information System (INIS)

    Trottier, H.D.; Shakespeare, N.H.; 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 β≅9 to β≅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

  4. Uncertainty analysis in Monte Carlo criticality computations

    International Nuclear Information System (INIS)

    Qi Ao

    2011-01-01

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

  5. Pore-scale uncertainty quantification with multilevel Monte Carlo

    KAUST Repository

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

    2014-01-01

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

  6. Prospect on general software of Monte Carlo method

    International Nuclear Information System (INIS)

    Pei Lucheng

    1992-01-01

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

  7. Bayesian phylogeny analysis via stochastic approximation Monte Carlo

    KAUST Repository

    Cheon, Sooyoung; Liang, Faming

    2009-01-01

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

  8. Adaptive Multilevel Monte Carlo Simulation

    KAUST Repository

    Hoel, H; von Schwerin, E; Szepessy, A; Tempone, Raul

    2011-01-01

    . 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

  9. Applications of Monte Carlo method in Medical Physics

    International Nuclear Information System (INIS)

    Diez Rios, A.; Labajos, M.

    1989-01-01

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

  10. 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...

  11. Monte Carlo computation in the applied research of nuclear technology

    International Nuclear Information System (INIS)

    Xu Shuyan; Liu Baojie; Li Qin

    2007-01-01

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

  12. 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.

  13. Monte Carlo calculations of fast effects in uranium graphite lattices

    International Nuclear Information System (INIS)

    Beardwood, J.E.; Tyror, J.G.

    1962-12-01

    Details are given of the results of a series of computations of fast neutron effects in natural uranium metal/graphite cells. The computations were performed using the Monte Carlo code SPEC. It is shown that neutron capture in U238 is conveniently discussed in terms of a capture escape probability ζ as well as the conventional probability p. The latter is associated with the slowing down flux and has the classical exponential dependence on fuel-to-moderator volume ratio whilst the former is identified with the component of neutron flux above 1/E. (author)

  14. Monte Carlo neutral density calculations for ELMO Bumpy Torus

    International Nuclear Information System (INIS)

    Davis, W.A.; Colchin, R.J.

    1986-11-01

    The steady-state nature of the ELMO Bumpy Torus (EBT) plasma implies that the neutral density at any point inside the plasma volume will determine the local particle confinement time. This paper describes a Monte Carlo calculation of three-dimensional atomic and molecular neutral density profiles in EBT. The calculation has been done using various models for neutral source points, for launching schemes, for plasma profiles, and for plasma densities and temperatures. Calculated results are compared with experimental observations - principally spectroscopic measurements - both for guidance in normalization and for overall consistency checks. Implications of the predicted neutral profiles for the fast-ion-decay measurement of neutral densities are also addressed

  15. Nonlinear Spatial Inversion Without Monte Carlo Sampling

    Science.gov (United States)

    Curtis, A.; Nawaz, A.

    2017-12-01

    High-dimensional, nonlinear inverse or inference problems usually have non-unique solutions. The distribution of solutions are described by probability distributions, and these are usually found using Monte Carlo (MC) sampling methods. These take pseudo-random samples of models in parameter space, calculate the probability of each sample given available data and other information, and thus map out high or low probability values of model parameters. However, such methods would converge to the solution only as the number of samples tends to infinity; in practice, MC is found to be slow to converge, convergence is not guaranteed to be achieved in finite time, and detection of convergence requires the use of subjective criteria. We propose a method for Bayesian inversion of categorical variables such as geological facies or rock types in spatial problems, which requires no sampling at all. The method uses a 2-D Hidden Markov Model over a grid of cells, where observations represent localized data constraining the model in each cell. The data in our example application are seismic properties such as P- and S-wave impedances or rock density; our model parameters are the hidden states and represent the geological rock types in each cell. The observations at each location are assumed to depend on the facies at that location only - an assumption referred to as `localized likelihoods'. However, the facies at a location cannot be determined solely by the observation at that location as it also depends on prior information concerning its correlation with the spatial distribution of facies elsewhere. Such prior information is included in the inversion in the form of a training image which represents a conceptual depiction of the distribution of local geologies that might be expected, but other forms of prior information can be used in the method as desired. The method provides direct (pseudo-analytic) estimates of posterior marginal probability distributions over each variable

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

    International Nuclear Information System (INIS)

    He, Tongming Tony

    2003-01-01

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

  17. No-compromise reptation quantum Monte Carlo

    International Nuclear Information System (INIS)

    Yuen, W K; Farrar, Thomas J; Rothstein, Stuart M

    2007-01-01

    Since its publication, the reptation quantum Monte Carlo algorithm of Baroni and Moroni (1999 Phys. Rev. Lett. 82 4745) has been applied to several important problems in physics, but its mathematical foundations are not well understood. We show that their algorithm is not of typical Metropolis-Hastings type, and we specify conditions required for the generated Markov chain to be stationary and to converge to the intended distribution. The time-step bias may add up, and in many applications it is only the middle of a reptile that is the most important. Therefore, we propose an alternative, 'no-compromise reptation quantum Monte Carlo' to stabilize the middle of the reptile. (fast track communication)

  18. Status of Monte Carlo at Los Alamos

    International Nuclear Information System (INIS)

    Thompson, W.L.; Cashwell, E.D.

    1980-01-01

    At Los Alamos the early work of Fermi, von Neumann, and Ulam has been developed and supplemented by many followers, notably Cashwell and Everett, and the main product today is the continuous-energy, general-purpose, generalized-geometry, time-dependent, coupled neutron-photon transport code called MCNP. The Los Alamos Monte Carlo research and development effort is concentrated in Group X-6. MCNP treats an arbitrary three-dimensional configuration of arbitrary materials in geometric cells bounded by first- and second-degree surfaces and some fourth-degree surfaces (elliptical tori). Monte Carlo has evolved into perhaps the main method for radiation transport calculations at Los Alamos. MCNP is used in every technical division at the Laboratory by over 130 users about 600 times a month accounting for nearly 200 hours of CDC-7600 time

  19. Monte Carlo simulations in skin radiotherapy

    International Nuclear Information System (INIS)

    Sarvari, A.; Jeraj, R.; Kron, T.

    2000-01-01

    The primary goal of this work was to develop a procedure for calculation the appropriate filter shape for a brachytherapy applicator used for skin radiotherapy. In the applicator a radioactive source is positioned close to the skin. Without a filter, the resultant dose distribution would be highly nonuniform.High uniformity is usually required however. This can be achieved using an appropriately shaped filter, which flattens the dose profile. Because of the complexity of the transport and geometry, Monte Carlo simulations had to be used. An 192 Ir high dose rate photon source was used. All necessary transport parameters were simulated with the MCNP4B Monte Carlo code. A highly efficient iterative procedure was developed, which enabled calculation of the optimal filter shape in only few iterations. The initially non-uniform dose distributions became uniform within a percent when applying the filter calculated by this procedure. (author)

  20. Coevolution Based Adaptive Monte Carlo Localization (CEAMCL

    Directory of Open Access Journals (Sweden)

    Luo Ronghua

    2008-11-01

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

  1. Multilevel sequential Monte-Carlo samplers

    KAUST Repository

    Jasra, Ajay

    2016-01-01

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

  2. Monte Carlo simulation of gas Cerenkov detectors

    International Nuclear Information System (INIS)

    Mack, J.M.; Jain, M.; Jordan, T.M.

    1984-01-01

    Theoretical study of selected gamma-ray and electron diagnostic necessitates coupling Cerenkov radiation to electron/photon cascades. A Cerenkov production model and its incorporation into a general geometry Monte Carlo coupled electron/photon transport code is discussed. A special optical photon ray-trace is implemented using bulk optical properties assigned to each Monte Carlo zone. Good agreement exists between experimental and calculated Cerenkov data in the case of a carbon-dioxide gas Cerenkov detector experiment. Cerenkov production and threshold data are presented for a typical carbon-dioxide gas detector that converts a 16.7 MeV photon source to Cerenkov light, which is collected by optics and detected by a photomultiplier

  3. Hypothesis testing of scientific Monte Carlo calculations

    Science.gov (United States)

    Wallerberger, Markus; Gull, Emanuel

    2017-11-01

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

  4. 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.

  5. 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...

  6. Status of Monte Carlo at Los Alamos

    International Nuclear Information System (INIS)

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

    1980-05-01

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

  7. Topological zero modes in Monte Carlo simulations

    International Nuclear Information System (INIS)

    Dilger, H.

    1994-08-01

    We present an improvement of global Metropolis updating steps, the instanton hits, used in a hybrid Monte Carlo simulation of the two-flavor Schwinger model with staggered fermions. These hits are designed to change the topological sector of the gauge field. In order to match these hits to an unquenched simulation with pseudofermions, the approximate zero mode structure of the lattice Dirac operator has to be considered explicitly. (orig.)

  8. 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.

  9. The lund Monte Carlo for jet fragmentation

    International Nuclear Information System (INIS)

    Sjoestrand, T.

    1982-03-01

    We present a Monte Carlo program based on the Lund model for jet fragmentation. Quark, gluon, diquark and hadron jets are considered. Special emphasis is put on the fragmentation of colour singlet jet systems, for which energy, momentum and flavour are conserved explicitly. The model for decays of unstable particles, in particular the weak decay of heavy hadrons, is described. The central part of the paper is a detailed description on how to use the FORTRAN 77 program. (Author)

  10. Monte Carlo methods for preference learning

    DEFF Research Database (Denmark)

    Viappiani, P.

    2012-01-01

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

  11. Monte Carlo methods for shield design calculations

    International Nuclear Information System (INIS)

    Grimstone, M.J.

    1974-01-01

    A suite of Monte Carlo codes is being developed for use on a routine basis in commercial reactor shield design. The methods adopted for this purpose include the modular construction of codes, simplified geometries, automatic variance reduction techniques, continuous energy treatment of cross section data, and albedo methods for streaming. Descriptions are given of the implementation of these methods and of their use in practical calculations. 26 references. (U.S.)

  12. General purpose code for Monte Carlo simulations

    International Nuclear Information System (INIS)

    Wilcke, W.W.

    1983-01-01

    A general-purpose computer called MONTHY has been written to perform Monte Carlo simulations of physical systems. To achieve a high degree of flexibility the code is organized like a general purpose computer, operating on a vector describing the time dependent state of the system under simulation. The instruction set of the computer is defined by the user and is therefore adaptable to the particular problem studied. The organization of MONTHY allows iterative and conditional execution of operations

  13. Autocorrelations in hybrid Monte Carlo simulations

    International Nuclear Information System (INIS)

    Schaefer, Stefan; Virotta, Francesco

    2010-11-01

    Simulations of QCD suffer from severe critical slowing down towards the continuum limit. This problem is known to be prominent in the topological charge, however, all observables are affected to various degree by these slow modes in the Monte Carlo evolution. We investigate the slowing down in high statistics simulations and propose a new error analysis method, which gives a realistic estimate of the contribution of the slow modes to the errors. (orig.)

  14. Introduction to the Monte Carlo methods

    International Nuclear Information System (INIS)

    Uzhinskij, V.V.

    1993-01-01

    Codes illustrating the use of Monte Carlo methods in high energy physics such as the inverse transformation method, the ejection method, the particle propagation through the nucleus, the particle interaction with the nucleus, etc. are presented. A set of useful algorithms of random number generators is given (the binomial distribution, the Poisson distribution, β-distribution, γ-distribution and normal distribution). 5 figs., 1 tab

  15. Sequential Monte Carlo with Highly Informative Observations

    OpenAIRE

    Del Moral, Pierre; Murray, Lawrence M.

    2014-01-01

    We propose sequential Monte Carlo (SMC) methods for sampling the posterior distribution of state-space models under highly informative observation regimes, a situation in which standard SMC methods can perform poorly. A special case is simulating bridges between given initial and final values. The basic idea is to introduce a schedule of intermediate weighting and resampling times between observation times, which guide particles towards the final state. This can always be done for continuous-...

  16. Monte Carlo codes use in neutron therapy

    International Nuclear Information System (INIS)

    Paquis, P.; Mokhtari, F.; Karamanoukian, D.; Pignol, J.P.; Cuendet, P.; Iborra, N.

    1998-01-01

    Monte Carlo calculation codes allow to study accurately all the parameters relevant to radiation effects, like the dose deposition or the type of microscopic interactions, through one by one particle transport simulation. These features are very useful for neutron irradiations, from device development up to dosimetry. This paper illustrates some applications of these codes in Neutron Capture Therapy and Neutron Capture Enhancement of fast neutrons irradiations. (authors)

  17. Quantum Monte Carlo calculations of light nuclei

    International Nuclear Information System (INIS)

    Pandharipande, V. R.

    1999-01-01

    Quantum Monte Carlo methods provide an essentially exact way to calculate various properties of nuclear bound, and low energy continuum states, from realistic models of nuclear interactions and currents. After a brief description of the methods and modern models of nuclear forces, we review the results obtained for all the bound, and some continuum states of up to eight nucleons. Various other applications of the methods are reviewed along with future prospects

  18. Monte-Carlo simulation of electromagnetic showers

    International Nuclear Information System (INIS)

    Amatuni, Ts.A.

    1984-01-01

    The universal ELSS-1 program for Monte Carlo simulation of high energy electromagnetic showers in homogeneous absorbers of arbitrary geometry is written. The major processes and effects of electron and photon interaction with matter, particularly the Landau-Pomeranchuk-Migdal effect, are taken into account in the simulation procedures. The simulation results are compared with experimental data. Some characteristics of shower detectors and electromagnetic showers for energies up 1 TeV are calculated

  19. Cost of splitting in Monte Carlo transport

    International Nuclear Information System (INIS)

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

    1978-03-01

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

  20. TRIPOLI I: energy-dependent three-dimensional Monte Carlo Program. Volume I. Conception and presentation of the TRIPOLI I System

    International Nuclear Information System (INIS)

    Katz, S.; Nimal, J.C.

    In its present version TRIPOLI/1/ is an energy dependent three-dimensional program which treats the slowing down and diffusion of neutrons for source problems. The version presented here is essentially oriented towards reactor shielding problems. It is written in FORTRAN for IBM (series 360) computer. This volume is devoted to a summary of the essential characteristics of the program as well as to a description of the constants required for the description of the chaining together of the work to be carried out

  1. Monte Carlo method for neutron transport problems

    International Nuclear Information System (INIS)

    Asaoka, Takumi

    1977-01-01

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

  2. Biased Monte Carlo optimization: the basic approach

    International Nuclear Information System (INIS)

    Campioni, Luca; Scardovelli, Ruben; Vestrucci, Paolo

    2005-01-01

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

  3. Quantum Monte Carlo for vibrating molecules

    International Nuclear Information System (INIS)

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

    1996-08-01

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

  4. Lattice gauge theories and Monte Carlo simulations

    International Nuclear Information System (INIS)

    Rebbi, C.

    1981-11-01

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

  5. Generalized hybrid Monte Carlo - CMFD methods for fission source convergence

    International Nuclear Information System (INIS)

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

    2011-01-01

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

  6. Monte Carlo methods and models in finance and insurance

    CERN Document Server

    Korn, Ralf; Kroisandt, Gerald

    2010-01-01

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

  7. Monte Carlo parametric importance sampling with particle tracks scaling

    International Nuclear Information System (INIS)

    Ragheb, M.M.H.

    1981-01-01

    A method for Monte Carlo importance sampling with parametric dependence is proposed. It depends upon obtaining over a single stage the overall functional dependence of the variance on the importance function parameter over a broad range of its values. Results corresponding to minimum variance are adopted and others rejected. The proposed method is applied to the finite slab penetration problem. When the exponential transformation is used, our method involves scaling of the generated particle tracks, and is a new application of Morton's method of similar trajectories. The method constitutes a generalization of Spanier's multistage importance sampling method, obtained by proper weighting over a single stage the curves he obtains over several stages, and preserves the statistical correlations between histories. It represents an extension of a theory by Frolov and Chentsov on Monte Carlo calculations of smooth curves to surfaces and to importance sampling calculations. By the proposed method, it seems possible to systematically arrive at minimum variance results and to avoid the infinite variances and effective biases sometimes observed in this type of calculation. (orig.) [de

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

    International Nuclear Information System (INIS)

    Densmore, Jeffery D.; Larsen, Edward W.

    2001-01-01

    . We present results from a class of criticality calculations. These problems consist of alternating arrays of fuel and moderator regions, each region being 3.0 cm thick. Forward Monte Carlo calculations were run with (a) traditional Monte Carlo using a track-length estimate of k and survival biasing (SB); (b) the new VVR method without the linear spatial term (VVR1); (c) the new VVR method without the linear spatial term, but with SB (VVR1/SB); (d) the new VVR method with the linear spatial term (VVR2); and (e) the new VVR method with the linear spatial term and with SB (VVR2/SB). The traditional Monte Carlo calculation was performed with SB since this resulted in a higher FOM than using analog Monte Carlo. We performed the adjoint calculation using a finite difference diffusion code with a fine-mesh size of Δx = 0.1 cm. The time required to perform the deterministic adjoint calculation was much less than the time required for the Monte Carlo calculation and evaluation of the variational functional and is not included in the FOM. For each problem, the new VVR method outperforms the traditional Monte Carlo method, and the VVR method with the linear spatial term performs slightly better. For the largest problem, the two VVR methods without survival biasing (SB) outperformed the traditional Monte Carlo method by a factor of 36. We note that the use of SB decreases the efficiency of the VVR method. This decrease in FOM is due to the extra cost per history of the VVR method and the longer history length incurred by using SB. However, the new VVR method still outperforms the traditional Monte Carlo calculation even when (non-optimally) used with SB. In conclusion, we have developed a new VVR method for Monte Carlo criticality calculations. This method employs (a) a variational functional that is more accurate than the standard direct functional, (b) a representation of the deterministically obtained adjoint flux that is especially accurate for optically thick problems with

  9. An update on the BQCD Hybrid Monte Carlo program

    Science.gov (United States)

    Haar, Taylor Ryan; Nakamura, Yoshifumi; Stüben, Hinnerk

    2018-03-01

    We present an update of BQCD, our Hybrid Monte Carlo program for simulating lattice QCD. BQCD is one of the main production codes of the QCDSF collaboration and is used by CSSM and in some Japanese finite temperature and finite density projects. Since the first publication of the code at Lattice 2010 the program has been extended in various ways. New features of the code include: dynamical QED, action modification in order to compute matrix elements by using Feynman-Hellman theory, more trace measurements (like Tr(D-n) for K, cSW and chemical potential reweighting), a more flexible integration scheme, polynomial filtering, term-splitting for RHMC, and a portable implementation of performance critical parts employing SIMD.

  10. An update on the BQCD Hybrid Monte Carlo program

    Directory of Open Access Journals (Sweden)

    Haar Taylor Ryan

    2018-01-01

    Full Text Available We present an update of BQCD, our Hybrid Monte Carlo program for simulating lattice QCD. BQCD is one of the main production codes of the QCDSF collaboration and is used by CSSM and in some Japanese finite temperature and finite density projects. Since the first publication of the code at Lattice 2010 the program has been extended in various ways. New features of the code include: dynamical QED, action modification in order to compute matrix elements by using Feynman-Hellman theory, more trace measurements (like Tr(D-n for K, cSW and chemical potential reweighting, a more flexible integration scheme, polynomial filtering, term-splitting for RHMC, and a portable implementation of performance critical parts employing SIMD.

  11. SU-F-I-38: Patient Organ Specific Dose Assessment in Coronary CT Angiograph Using Voxellaized Volume Dose Index in Monte Carlo Simulation

    Energy Technology Data Exchange (ETDEWEB)

    Fallal, Mohammadi Gh.; Riyahi, Alam N.; Graily, Gh. [Tehran University of Medical Scienced(TUMS), School of Medicine, Department of Nedical Physics and Biomedical Engineering, Tehran (Iran, Islamic Republic of); Paydar, R. [Iran University of Medical Sciences(IUMS), Allied Medicine Faculty, Department of radiation Sciences, Tehran (Iran, Islamic Republic of)

    2016-06-15

    Purpose: Clinical use of multi detector computed tomography(MDCT) in diagnosis of diseases due to high speed in data acquisition and high spatial resolution is significantly increased. Regarding to the high radiation dose in CT and necessity of patient specific radiation risk assessment, the adoption of new method in the calculation of organ dose is completely required and necessary. In this study by introducing a conversion factor, patient organ dose in thorax region based on CT image data using MC system was calculated. Methods: The geometry of x-ray tube, inherent filter, bow tie filter and collimator were designed using EGSnrc/BEAMnrc MC-system component modules according to GE-Light-speed 64-slices CT-scanner geometry. CT-scan image of patient thorax as a specific phantom was voxellised with 6.25mm3 in voxel and 64×64×20 matrix size. Dose to thorax organ include esophagus, lung, heart, breast, ribs, muscle, spine, spinal cord with imaging technical condition of prospectively-gated-coronary CT-Angiography(PGT) as a step and shoot method, were calculated. Irradiation of patient specific phantom was performed using a dedicated MC-code as DOSXYZnrc with PGT-irradiation model. The ratio of organ dose value calculated in MC-method to the volume CT dose index(CTDIvol) reported by CT-scanner machine according to PGT radiation technique has been introduced as conversion factor. Results: In PGT method, CTDIvol was 10.6mGy and Organ Dose/CTDIvol conversion factor for esophagus, lung, heart, breast, ribs, muscle, spine and spinal cord were obtained as; 0.96, 1.46, 1.2, 3.28. 6.68. 1.35, 3.41 and 0.93 respectively. Conclusion: The results showed while, underestimation of patient dose was found in dose calculation based on CTDIvol, also dose to breast is higher than the other studies. Therefore, the method in this study can be used to provide the actual patient organ dose in CT imaging based on CTDIvol in order to calculation of real effective dose(ED) based on organ dose

  12. 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.

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

    Energy Technology Data Exchange (ETDEWEB)

    Matthew Ellis; Derek Gaston; Benoit Forget; Kord Smith

    2011-07-01

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

  14. 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

  15. Statistical estimation Monte Carlo for unreliability evaluation of highly reliable system

    International Nuclear Information System (INIS)

    Xiao Gang; Su Guanghui; Jia Dounan; Li Tianduo

    2000-01-01

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

  16. Investigating the impossible: Monte Carlo simulations

    International Nuclear Information System (INIS)

    Kramer, Gary H.; Crowley, Paul; Burns, Linda C.

    2000-01-01

    Designing and testing new equipment can be an expensive and time consuming process or the desired performance characteristics may preclude its construction due to technological shortcomings. Cost may also prevent equipment being purchased for other scenarios to be tested. An alternative is to use Monte Carlo simulations to make the investigations. This presentation exemplifies how Monte Carlo code calculations can be used to fill the gap. An example is given for the investigation of two sizes of germanium detector (70 mm and 80 mm diameter) at four different crystal thicknesses (15, 20, 25, and 30 mm) and makes predictions on how the size affects the counting efficiency and the Minimum Detectable Activity (MDA). The Monte Carlo simulations have shown that detector efficiencies can be adequately modelled using photon transport if the data is used to investigate trends. The investigation of the effect of detector thickness on the counting efficiency has shown that thickness for a fixed diameter detector of either 70 mm or 80 mm is unimportant up to 60 keV. At higher photon energies, the counting efficiency begins to decrease as the thickness decreases as expected. The simulations predict that the MDA of either the 70 mm or 80 mm diameter detectors does not differ by more than a factor of 1.15 at 17 keV or 1.2 at 60 keV when comparing detectors of equivalent thicknesses. The MDA is slightly increased at 17 keV, and rises by about 52% at 660 keV, when the thickness is decreased from 30 mm to 15 mm. One could conclude from this information that the extra cost associated with the larger area Ge detectors may not be justified for the slight improvement predicted in the MDA. (author)

  17. Treatment planning for a small animal using Monte Carlo simulation

    International Nuclear Information System (INIS)

    Chow, James C. L.; Leung, Michael K. K.

    2007-01-01

    The development of a small animal model for radiotherapy research requires a complete setup of customized imaging equipment, irradiators, and planning software that matches the sizes of the subjects. The purpose of this study is to develop and demonstrate the use of a flexible in-house research environment for treatment planning on small animals. The software package, called DOSCTP, provides a user-friendly platform for DICOM computed tomography-based Monte Carlo dose calculation using the EGSnrcMP-based DOSXYZnrc code. Validation of the treatment planning was performed by comparing the dose distributions for simple photon beam geometries calculated through the Pinnacle3 treatment planning system and measurements. A treatment plan for a mouse based on a CT image set by a 360-deg photon arc is demonstrated. It is shown that it is possible to create 3D conformal treatment plans for small animals with consideration of inhomogeneities using small photon beam field sizes in the diameter range of 0.5-5 cm, with conformal dose covering the target volume while sparing the surrounding critical tissue. It is also found that Monte Carlo simulation is suitable to carry out treatment planning dose calculation for small animal anatomy with voxel size about one order of magnitude smaller than that of the human

  18. KAMCCO, a reactor physics Monte Carlo neutron transport code

    International Nuclear Information System (INIS)

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

    1976-06-01

    KAMCCO is a 3-dimensional reactor Monte Carlo code for fast neutron physics problems. Two options are available for the solution of 1) the inhomogeneous time-dependent neutron transport equation (census time scheme), and 2) the homogeneous static neutron transport equation (generation cycle scheme). The user defines the desired output, e.g. estimates of reaction rates or neutron flux integrated over specified volumes in phase space and time intervals. Such primary quantities can be arbitrarily combined, also ratios of these quantities can be estimated with their errors. The Monte Carlo techniques are mostly analogue (exceptions: Importance sampling for collision processes, ELP/MELP, Russian roulette and splitting). Estimates are obtained from the collision and track length estimators. Elastic scattering takes into account first order anisotropy in the center of mass system. Inelastic scattering is processed via the evaporation model or via the excitation of discrete levels. For the calculation of cross sections, the energy is treated as a continuous variable. They are computed by a) linear interpolation, b) from optionally Doppler broadened single level Breit-Wigner resonances or c) from probability tables (in the region of statistically distributed resonances). (orig.) [de

  19. Monte Carlo Simulation of an American Option

    Directory of Open Access Journals (Sweden)

    Gikiri Thuo

    2007-04-01

    Full Text Available We implement gradient estimation techniques for sensitivity analysis of option pricing which can be efficiently employed in Monte Carlo simulation. Using these techniques we can simultaneously obtain an estimate of the option value together with the estimates of sensitivities of the option value to various parameters of the model. After deriving the gradient estimates we incorporate them in an iterative stochastic approximation algorithm for pricing an option with early exercise features. We illustrate the procedure using an example of an American call option with a single dividend that is analytically tractable. In particular we incorporate estimates for the gradient with respect to the early exercise threshold level.

  20. Monte Carlo study of the multiquark systems

    International Nuclear Information System (INIS)

    Kerbikov, B.O.; Polikarpov, M.I.; Zamolodchikov, A.B.

    1986-01-01

    Random walks have been used to calculate the energies of the ground states in systems of N=3, 6, 9, 12 quarks. Multiquark states with N>3 are unstable with respect to the spontaneous dissociation into color singlet hadrons. The modified Green's function Monte Carlo algorithm which proved to be more simple and much accurate than the conventional few body methods have been employed. In contrast to other techniques, the same equations are used for any number of particles, while the computer time increases only linearly V, S the number of particles

  1. Monte Carlo eigenfunction strategies and uncertainties

    International Nuclear Information System (INIS)

    Gast, R.C.; Candelore, N.R.

    1974-01-01

    Comparisons of convergence rates for several possible eigenfunction source strategies led to the selection of the ''straight'' analog of the analytic power method as the source strategy for Monte Carlo eigenfunction calculations. To insure a fair game strategy, the number of histories per iteration increases with increasing iteration number. The estimate of eigenfunction uncertainty is obtained from a modification of a proposal by D. B. MacMillan and involves only estimates of the usual purely statistical component of uncertainty and a serial correlation coefficient of lag one. 14 references. (U.S.)

  2. ATLAS Monte Carlo tunes for MC09

    CERN Document Server

    The ATLAS collaboration

    2010-01-01

    This note describes the ATLAS tunes of underlying event and minimum bias description for the main Monte Carlo generators used in the MC09 production. For the main shower generators, pythia and herwig (with jimmy), the MRST LO* parton distribution functions (PDFs) were used for the first time in ATLAS. Special studies on the performance of these, conceptually new, PDFs for high pt physics processes at LHC energies are presented. In addition, a tune of jimmy for CTEQ6.6 is presented, for use with MC@NLO.

  3. Markov chains analytic and Monte Carlo computations

    CERN Document Server

    Graham, Carl

    2014-01-01

    Markov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov chains and provides explanations on how to characterize, simulate, and recognize them. Starting with basic notions, this book leads progressively to advanced and recent topics in the field, allowing the reader to master the main aspects of the classical theory. This book also features: Numerous exercises with solutions as well as extended case studies.A detailed and rigorous presentation of Markov chains with discrete time and state space.An appendix presenting probabilistic notions that are nec

  4. 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...... 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...

  5. Monte Carlo method in radiation transport problems

    International Nuclear Information System (INIS)

    Dejonghe, G.; Nimal, J.C.; Vergnaud, T.

    1986-11-01

    In neutral radiation transport problems (neutrons, photons), two values are important: the flux in the phase space and the density of particles. To solve the problem with Monte Carlo method leads to, among other things, build a statistical process (called the play) and to provide a numerical value to a variable x (this attribution is called score). Sampling techniques are presented. Play biasing necessity is proved. A biased simulation is made. At last, the current developments (rewriting of programs for instance) are presented due to several reasons: two of them are the vectorial calculation apparition and the photon and neutron transport in vacancy media [fr

  6. 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.)

  7. 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....

  8. Monte Carlo methods to calculate impact probabilities

    Science.gov (United States)

    Rickman, H.; Wiśniowski, T.; Wajer, P.; Gabryszewski, R.; Valsecchi, G. B.

    2014-09-01

    Context. Unraveling the events that took place in the solar system during the period known as the late heavy bombardment requires the interpretation of the cratered surfaces of the Moon and terrestrial planets. This, in turn, requires good estimates of the statistical impact probabilities for different source populations of projectiles, a subject that has received relatively little attention, since the works of Öpik (1951, Proc. R. Irish Acad. Sect. A, 54, 165) and Wetherill (1967, J. Geophys. Res., 72, 2429). Aims: We aim to work around the limitations of the Öpik and Wetherill formulae, which are caused by singularities due to zero denominators under special circumstances. Using modern computers, it is possible to make good estimates of impact probabilities by means of Monte Carlo simulations, and in this work, we explore the available options. Methods: We describe three basic methods to derive the average impact probability for a projectile with a given semi-major axis, eccentricity, and inclination with respect to a target planet on an elliptic orbit. One is a numerical averaging of the Wetherill formula; the next is a Monte Carlo super-sizing method using the target's Hill sphere. The third uses extensive minimum orbit intersection distance (MOID) calculations for a Monte Carlo sampling of potentially impacting orbits, along with calculations of the relevant interval for the timing of the encounter allowing collision. Numerical experiments are carried out for an intercomparison of the methods and to scrutinize their behavior near the singularities (zero relative inclination and equal perihelion distances). Results: We find an excellent agreement between all methods in the general case, while there appear large differences in the immediate vicinity of the singularities. With respect to the MOID method, which is the only one that does not involve simplifying assumptions and approximations, the Wetherill averaging impact probability departs by diverging toward

  9. MBR Monte Carlo Simulation in PYTHIA8

    Science.gov (United States)

    Ciesielski, R.

    We present the MBR (Minimum Bias Rockefeller) Monte Carlo simulation of (anti)proton-proton interactions and its implementation in the PYTHIA8 event generator. We discuss the total, elastic, and total-inelastic cross sections, and three contributions from diffraction dissociation processes that contribute to the latter: single diffraction, double diffraction, and central diffraction or double-Pomeron exchange. The event generation follows a renormalized-Regge-theory model, successfully tested using CDF data. Based on the MBR-enhanced PYTHIA8 simulation, we present cross-section predictions for the LHC and beyond, up to collision energies of 50 TeV.

  10. Spectral functions from Quantum Monte Carlo

    International Nuclear Information System (INIS)

    Silver, R.N.

    1989-01-01

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

  11. An analysis of Monte Carlo tree search

    CSIR Research Space (South Africa)

    James, S

    2017-02-01

    Full Text Available Tree Search Steven James∗, George Konidaris† & Benjamin Rosman∗‡ ∗University of the Witwatersrand, Johannesburg, South Africa †Brown University, Providence RI 02912, USA ‡Council for Scientific and Industrial Research, Pretoria, South Africa steven....james@students.wits.ac.za, gdk@cs.brown.edu, brosman@csir.co.za Abstract Monte Carlo Tree Search (MCTS) is a family of directed search algorithms that has gained widespread attention in re- cent years. Despite the vast amount of research into MCTS, the effect of modifications...

  12. 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.

  13. Monte Carlo simulation for the transport beamline

    International Nuclear Information System (INIS)

    Romano, F.; Cuttone, G.; Jia, S. B.; Varisano, A.; Attili, A.; Marchetto, F.; Russo, G.; Cirrone, G. A. P.; Schillaci, F.; Scuderi, V.; Carpinelli, M.; Tramontana, A.

    2013-01-01

    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

  14. Diffusion quantum Monte Carlo for molecules

    International Nuclear Information System (INIS)

    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 2 ) as a density of ''walks.'' The walks undergo an exponential birth and death as given by the rate term. 16 refs., 2 tabs

  15. Monte Carlo modelling for neutron guide losses

    International Nuclear Information System (INIS)

    Cser, L.; Rosta, L.; Toeroek, Gy.

    1989-09-01

    In modern research reactors, neutron guides are commonly used for beam conducting. The neutron guide is a well polished or equivalently smooth glass tube covered inside by sputtered or evaporated film of natural Ni or 58 Ni isotope where the neutrons are totally reflected. A Monte Carlo calculation was carried out to establish the real efficiency and the spectral as well as spatial distribution of the neutron beam at the end of a glass mirror guide. The losses caused by mechanical inaccuracy and mirror quality were considered and the effects due to the geometrical arrangement were analyzed. (author) 2 refs.; 2 figs

  16. Evaluation of tomographic-image based geometries with PENELOPE Monte Carlo

    International Nuclear Information System (INIS)

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

    2009-01-01

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

  17. Diffusion Monte Carlo approach versus adiabatic computation for local Hamiltonians

    Science.gov (United States)

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

    2018-02-01

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

  18. Monte Carlo learning/biasing experiment with intelligent random numbers

    International Nuclear Information System (INIS)

    Booth, T.E.

    1985-01-01

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

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

    International Nuclear Information System (INIS)

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

    2011-01-01

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

  20. Monte Carlo criticality analysis for dissolvers with neutron poison

    International Nuclear Information System (INIS)

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

    1987-01-01

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

  1. Temperature variance study in Monte-Carlo photon transport theory

    International Nuclear Information System (INIS)

    Giorla, J.

    1985-10-01

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

  2. Monte Carlo simulation of lower hybrid current drive in tokamaks

    International Nuclear Information System (INIS)

    Sipilae, S.K.; Heikkinen, J.A.

    1994-01-01

    In the report a method for noninductive current drive studies based on three-dimensional simulation of test particle orbits is presented. A Monte Carlo momentum diffusion operator is developed to model the wave-particle interaction. The scheme can be utilised in studies of current drive efficiency as well as in examining the current density profiles caused by waves with a finite parallel wave number spectrum and a nonuniform power deposition profile in a toroidal configuration space of arbitrary shape. Calculations performed with a uniform poorer deposition profile of lower hybrid waves for axisymmetric magnetic configurations having different aspect ratios and poloidal cross-section shape confirm the semianalytic estimates for the current drive efficiency based on the solutions of the flux surface averaged Fokker-Planck equation for configurations with circular poloidal cross section. The consequences of the combined effect of radial diffusion, magnetic trapping and radially nonhomogeneous power deposition and background plasma parameter profiles are investigated

  3. Monte Carlo reactor calculation with substantially reduced number of cycles

    International Nuclear Information System (INIS)

    Lee, M. J.; Joo, H. G.; Lee, D.; Smith, K.

    2012-01-01

    A new Monte Carlo (MC) eigenvalue calculation scheme that substantially reduces the number of cycles is introduced with the aid of coarse mesh finite difference (CMFD) formulation. First, it is confirmed in terms of pin power errors that using extremely many particles resulting in short active cycles is beneficial even in the conventional MC scheme although wasted operations in inactive cycles cannot be reduced with more particles. A CMFD-assisted MC scheme is introduced as an effort to reduce the number of inactive cycles and the fast convergence behavior and reduced inter-cycle effect of the CMFD assisted MC calculation is investigated in detail. As a practical means of providing a good initial fission source distribution, an assembly based few-group condensation and homogenization scheme is introduced and it is shown that efficient MC eigenvalue calculations with fewer than 20 total cycles (including inactive cycles) are possible for large power reactor problems. (authors)

  4. 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).

  5. Multi-Index Monte Carlo (MIMC)

    KAUST Repository

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

    2016-01-01

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

  6. Multi-Index Monte Carlo (MIMC)

    KAUST Repository

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

    2015-01-01

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

  7. Self-test Monte Carlo method

    International Nuclear Information System (INIS)

    Ohta, Shigemi

    1996-01-01

    The Self-Test Monte Carlo (STMC) method resolves the main problems in using algebraic pseudo-random numbers for Monte Carlo (MC) calculations: that they can interfere with MC algorithms and lead to erroneous results, and that such an error often cannot be detected without known exact solution. STMC is based on good randomness of about 10 10 bits available from physical noise or transcendental numbers like π = 3.14---. Various bit modifiers are available to get more bits for applications that demands more than 10 10 random bits such as lattice quantum chromodynamics (QCD). These modifiers are designed so that a) each of them gives a bit sequence comparable in randomness as the original if used separately from each other, and b) their mutual interference when used jointly in a single MC calculation is adjustable. Intermediate data of the MC calculation itself are used to quantitatively test and adjust the mutual interference of the modifiers in respect of the MC algorithm. STMC is free of systematic error and gives reliable statistical error. Also it can be easily implemented on vector and parallel supercomputers. (author)

  8. Algorithms for Monte Carlo calculations with fermions

    International Nuclear Information System (INIS)

    Weingarten, D.

    1985-01-01

    We describe a fermion Monte Carlo algorithm due to Petcher and the present author and another due to Fucito, Marinari, Parisi and Rebbi. For the first algorithm we estimate the number of arithmetic operations required to evaluate a vacuum expectation value grows as N 11 /msub(q) on an N 4 lattice with fixed periodicity in physical units and renormalized quark mass msub(q). For the second algorithm the rate of growth is estimated to be N 8 /msub(q) 2 . Numerical experiments are presented comparing the two algorithms on a lattice of size 2 4 . With a hopping constant K of 0.15 and β of 4.0 we find the number of operations for the second algorithm is about 2.7 times larger than for the first and about 13 000 times larger than for corresponding Monte Carlo calculations with a pure gauge theory. An estimate is given for the number of operations required for more realistic calculations by each algorithm on a larger lattice. (orig.)

  9. Quantum Monte Carlo for atoms and molecules

    International Nuclear Information System (INIS)

    Barnett, R.N.

    1989-11-01

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

  10. Monte Carlo simulation of grain growth

    Directory of Open Access Journals (Sweden)

    Paulo Blikstein

    1999-07-01

    Full Text Available Understanding and predicting grain growth in Metallurgy is meaningful. Monte Carlo methods have been used in computer simulations in many different fields of knowledge. Grain growth simulation using this method is especially attractive as the statistical behavior of the atoms is properly reproduced; microstructural evolution depends only on the real topology of the grains and not on any kind of geometric simplification. Computer simulation has the advantage of allowing the user to visualize graphically the procedures, even dynamically and in three dimensions. Single-phase alloy grain growth simulation was carried out by calculating the free energy of each atom in the lattice (with its present crystallographic orientation and comparing this value to another one calculated with a different random orientation. When the resulting free energy is lower or equal to the initial value, the new orientation replaces the former. The measure of time is the Monte Carlo Step (MCS, which involves a series of trials throughout the lattice. A very close relationship between experimental and theoretical values for the grain growth exponent (n was observed.

  11. 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.

  12. Parallel Monte Carlo Search for Hough Transform

    Science.gov (United States)

    Lopes, Raul H. C.; Franqueira, Virginia N. L.; Reid, Ivan D.; Hobson, Peter R.

    2017-10-01

    We investigate the problem of line detection in digital image processing and in special how state of the art algorithms behave in the presence of noise and whether CPU efficiency can be improved by the combination of a Monte Carlo Tree Search, hierarchical space decomposition, and parallel computing. The starting point of the investigation is the method introduced in 1962 by Paul Hough for detecting lines in binary images. Extended in the 1970s to the detection of space forms, what came to be known as Hough Transform (HT) has been proposed, for example, in the context of track fitting in the LHC ATLAS and CMS projects. The Hough Transform transfers the problem of line detection, for example, into one of optimization of the peak in a vote counting process for cells which contain the possible points of candidate lines. The detection algorithm can be computationally expensive both in the demands made upon the processor and on memory. Additionally, it can have a reduced effectiveness in detection in the presence of noise. Our first contribution consists in an evaluation of the use of a variation of the Radon Transform as a form of improving theeffectiveness of line detection in the presence of noise. Then, parallel algorithms for variations of the Hough Transform and the Radon Transform for line detection are introduced. An algorithm for Parallel Monte Carlo Search applied to line detection is also introduced. Their algorithmic complexities are discussed. Finally, implementations on multi-GPU and multicore architectures are discussed.

  13. Monte Carlo simulation for radiographic applications

    International Nuclear Information System (INIS)

    Tillack, G.R.; Bellon, C.

    2003-01-01

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

  14. Reactor perturbation calculations by Monte Carlo methods

    International Nuclear Information System (INIS)

    Gubbins, M.E.

    1965-09-01

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

  15. Odd-flavor Simulations by the Hybrid Monte Carlo

    CERN Document Server

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

    2001-01-01

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

  16. Wielandt acceleration for MCNP5 Monte Carlo eigenvalue calculations

    International Nuclear Information System (INIS)

    Brown, F.

    2007-01-01

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

  17. Monte Carlo shielding analyses using an automated biasing procedure

    International Nuclear Information System (INIS)

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

    1988-01-01

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

  18. Monte Carlo techniques for analyzing deep-penetration problems

    International Nuclear Information System (INIS)

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

    1986-01-01

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

  19. Igo - A Monte Carlo Code For Radiotherapy Planning

    International Nuclear Information System (INIS)

    Goldstein, M.; Regev, D.

    1999-01-01

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

  20. Variational Variance Reduction for Monte Carlo Criticality Calculations

    International Nuclear Information System (INIS)

    Densmore, Jeffery D.; Larsen, Edward W.

    2001-01-01

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

  1. Applications of the Monte Carlo method in radiation protection

    International Nuclear Information System (INIS)

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

    1999-01-01

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

  2. Estimation of ex-core detector responses by adjoint Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

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

    2006-07-01

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

  3. Monte Carlo dosimetry for synchrotron stereotactic radiotherapy of brain tumours

    International Nuclear Information System (INIS)

    Boudou, Caroline; Balosso, Jacques; Esteve, Francois; Elleaume, Helene

    2005-01-01

    A radiation dose enhancement can be obtained in brain tumours after infusion of an iodinated contrast agent and irradiation with kilovoltage x-rays in tomography mode. The aim of this study was to assess dosimetric properties of the synchrotron stereotactic radiotherapy technique applied to humans (SSR) for preparing clinical trials. We designed an interface for dose computation based on a Monte Carlo code (MCNPX). A patient head was constructed from computed tomography (CT) data and a tumour volume was modelled. Dose distributions were calculated in SSR configuration for various energy beam and iodine content in the target volume. From the calculations, it appears that the iodine-filled target (10 mg ml -1 ) can be efficiently irradiated by a monochromatic beam of energy ranging from 50 to 85 keV. This paper demonstrates the feasibility of stereotactic radiotherapy for treating deep-seated brain tumours with monoenergetic x-rays from a synchrotron

  4. Finite size scaling and lattice gauge theory

    International Nuclear Information System (INIS)

    Berg, B.A.

    1986-01-01

    Finite size (Fisher) scaling is investigated for four dimensional SU(2) and SU(3) lattice gauge theories without quarks. It allows to disentangle violations of (asymptotic) scaling and finite volume corrections. Mass spectrum, string tension, deconfinement temperature and lattice β-function are considered. For appropriate volumes, Monte Carlo investigations seem to be able to control the finite volume continuum limit. Contact is made with Luescher's small volume expansion and possibly also with the asymptotic large volume behavior. 41 refs., 19 figs

  5. Solvent effects on excited-state structures: A quantum Monte Carlo and density functional study

    NARCIS (Netherlands)

    Guareschi, R.; Floris, F.M.; Amovilli, C.; Filippi, Claudia

    2014-01-01

    We present the first application of quantum Monte Carlo (QMC) in its variational flavor combined with the polarizable continuum model (PCM) to perform excited-state geometry optimization in solution. Our implementation of the PCM model is based on a reaction field that includes both volume and

  6. Monte Carlo simulation of diblock copolymer microphases by means of a 'fast' off-lattice model

    DEFF Research Database (Denmark)

    Besold, Gerhard; Hassager, O.; Mouritsen, Ole G.

    1999-01-01

    We present a mesoscopic off-lattice model for the simulation of diblock copolymer melts by Monte Carlo techniques. A single copolymer molecule is modeled as a discrete Edwards chain consisting of two blocks with vertices of type A and B, respectively. The volume interaction is formulated in terms...

  7. A Monte Carlo simulation of scattering reduction in spectral x-ray computed tomography

    DEFF Research Database (Denmark)

    Busi, Matteo; Olsen, Ulrik Lund; Bergbäck Knudsen, Erik

    2017-01-01

    In X-ray computed tomography (CT), scattered radiation plays an important role in the accurate reconstruction of the inspected object, leading to a loss of contrast between the different materials in the reconstruction volume and cupping artifacts in the images. We present a Monte Carlo simulation...

  8. Selection of important Monte Carlo histories

    International Nuclear Information System (INIS)

    Egbert, Stephen D.

    1987-01-01

    The 1986 Dosimetry System (DS86) for Japanese A-bomb survivors uses information describing the behavior of individual radiation particles, simulated by Monte Carlo methods, to calculate the transmission of radiation into structures and, thence, into humans. However, there are practical constraints on the number of such particle 'histories' that may be used. First, the number must be sufficiently high to provide adequate statistical precision fir any calculated quantity of interest. For integral quantities, such as dose or kerma, statistical precision of approximately 5% (standard deviation) is required to ensure that statistical uncertainties are not a major contributor to the overall uncertainty of the transmitted value. For differential quantities, such as scalar fluence spectra, 10 to 15% standard deviation on individual energy groups is adequate. Second, the number of histories cannot be so large as to require an unacceptably large amount of computer time to process the entire survivor data base. Given that there are approx. 30,000 survivors, each having 13 or 14 organs of interest, the number of histories per organ must be constrained to less than several ten's of thousands at the very most. Selection and use of the most important Monte Carlo leakage histories from among all those calculated allows the creation of an efficient house and organ radiation transmission system for use at RERF. While attempts have been made during the adjoint Monte Carlo calculation to bias the histories toward an efficient dose estimate, this effort has been far from satisfactory. Many of the adjoint histories on a typical leakage tape are either starting in an energy group in which there is very little kerma or dose or leaking into an energy group with very little free-field couple with. By knowing the typical free-field fluence and the fluence-to-dose factors with which the leaking histories will be used, one can select histories rom a leakage tape that will contribute to dose

  9. SAM-CE, Time-Dependent 3-D Neutron Transport, Gamma Transport in Complex Geometry by Monte-Carlo

    International Nuclear Information System (INIS)

    2003-01-01

    1 - Nature of physical problem solved: The SAM-CE system comprises two Monte Carlo codes, SAM-F and SAM-A. SAM-F supersedes the forward Monte Carlo code, SAM-C. SAM-A is an adjoint Monte Carlo code designed to calculate the response due to fields of primary and secondary gamma radiation. The SAM-CE system is a FORTRAN Monte Carlo computer code designed to solve the time-dependent neutron and gamma-ray transport equations in complex three-dimensional geometries. SAM-CE is applicable for forward neutron calculations and for forward as well as adjoint primary gamma-ray calculations. In addition, SAM-CE is applicable for the gamma-ray stage of the coupled neutron-secondary gamma ray problem, which may be solved in either the forward or the adjoint mode. Time-dependent fluxes, and flux functionals such as dose, heating, count rates, etc., are calculated as functions of energy, time and position. Multiple scoring regions are permitted and these may be either finite volume regions or point detectors or both. Other scores of interest, e.g., collision and absorption densities, etc., are also made. 2 - Method of solution: A special feature of SAM-CE is its use of the 'combinatorial geometry' technique which affords the user geometric capabilities exceeding those available with other commonly used geometric packages. All nuclear interaction cross section data (derived from the ENDF for neutrons and from the UNC-format library for gamma-rays) are tabulated in point energy meshes. The energy meshes for neutrons are internally derived, based on built-in convergence criteria and user- supplied tolerances. Tabulated neutron data for each distinct nuclide are in unique and appropriate energy meshes. Both resolved and unresolved resonance parameters from ENDF data files are treated automatically, and extremely precise and detailed descriptions of cross section behaviour is permitted. Such treatment avoids the ambiguities usually associated with multi-group codes, which use flux

  10. Response decomposition with Monte Carlo correlated coupling

    International Nuclear Information System (INIS)

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

    2001-01-01

    Particle histories that contribute to a detector response are categorized according to whether they are fully confined inside a source-detector enclosure or cross and recross the same enclosure. The contribution from the confined histories is expressed using a forward problem with the external boundary condition on the source-detector enclosure. The contribution from the crossing and recrossing histories is expressed as the surface integral at the same enclosure of the product of the directional cosine and the fluxes in the foregoing forward problem and the adjoint problem for the whole spatial domain. The former contribution can be calculated by a standard forward Monte Carlo. The latter contribution can be calculated by correlated coupling of forward and adjoint histories independently of the former contribution. We briefly describe the computational method and discuss its application to perturbation analysis for localized material changes. (orig.)

  11. Response decomposition with Monte Carlo correlated coupling

    Energy Technology Data Exchange (ETDEWEB)

    Ueki, T.; Hoogenboom, J.E.; Kloosterman, J.L. [Delft Univ. of Technology (Netherlands). Interfaculty Reactor Inst.

    2001-07-01

    Particle histories that contribute to a detector response are categorized according to whether they are fully confined inside a source-detector enclosure or cross and recross the same enclosure. The contribution from the confined histories is expressed using a forward problem with the external boundary condition on the source-detector enclosure. The contribution from the crossing and recrossing histories is expressed as the surface integral at the same enclosure of the product of the directional cosine and the fluxes in the foregoing forward problem and the adjoint problem for the whole spatial domain. The former contribution can be calculated by a standard forward Monte Carlo. The latter contribution can be calculated by correlated coupling of forward and adjoint histories independently of the former contribution. We briefly describe the computational method and discuss its application to perturbation analysis for localized material changes. (orig.)

  12. Monte Carlo simulations of low background detectors

    International Nuclear Information System (INIS)

    Miley, H.S.; Brodzinski, R.L.; Hensley, W.K.; Reeves, J.H.

    1995-01-01

    An implementation of the Electron Gamma Shower 4 code (EGS4) has been developed to allow convenient simulation of typical gamma ray measurement systems. Coincidence gamma rays, beta spectra, and angular correlations have been added to adequately simulate a complete nuclear decay and provide corrections to experimentally determined detector efficiencies. This code has been used to strip certain low-background spectra for the purpose of extremely low-level assay. Monte Carlo calculations of this sort can be extremely successful since low background detectors are usually free of significant contributions from poorly localized radiation sources, such as cosmic muons, secondary cosmic neutrons, and radioactive construction or shielding materials. Previously, validation of this code has been obtained from a series of comparisons between measurements and blind calculations. An example of the application of this code to an exceedingly low background spectrum stripping will be presented. (author) 5 refs.; 3 figs.; 1 tab

  13. Homogenized group cross sections by Monte Carlo

    International Nuclear Information System (INIS)

    Van Der Marck, S. C.; Kuijper, J. C.; Oppe, J.

    2006-01-01

    Homogenized group cross sections play a large role in making reactor calculations efficient. Because of this significance, many codes exist that can calculate these cross sections based on certain assumptions. However, the application to the High Flux Reactor (HFR) in Petten, the Netherlands, the limitations of such codes imply that the core calculations would become less accurate when using homogenized group cross sections (HGCS). Therefore we developed a method to calculate HGCS based on a Monte Carlo program, for which we chose MCNP. The implementation involves an addition to MCNP, and a set of small executables to perform suitable averaging after the MCNP run(s) have completed. Here we briefly describe the details of the method, and we report on two tests we performed to show the accuracy of the method and its implementation. By now, this method is routinely used in preparation of the cycle to cycle core calculations for HFR. (authors)

  14. Nuclear reactions in Monte Carlo codes

    CERN Document Server

    Ferrari, Alfredo

    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. (43 refs) .

  15. Angular biasing in implicit Monte-Carlo

    International Nuclear Information System (INIS)

    Zimmerman, G.B.

    1994-01-01

    Calculations of indirect drive Inertial Confinement Fusion target experiments require an integrated approach in which laser irradiation and radiation transport in the hohlraum are solved simultaneously with the symmetry, implosion and burn of the fuel capsule. The Implicit Monte Carlo method has proved to be a valuable tool for the two dimensional radiation transport within the hohlraum, but the impact of statistical noise on the symmetric implosion of the small fuel capsule is difficult to overcome. We present an angular biasing technique in which an increased number of low weight photons are directed at the imploding capsule. For typical parameters this reduces the required computer time for an integrated calculation by a factor of 10. An additional factor of 5 can also be achieved by directing even smaller weight photons at the polar regions of the capsule where small mass zones are most sensitive to statistical noise

  16. An accurate nonlinear Monte Carlo collision operator

    International Nuclear Information System (INIS)

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

    1995-03-01

    A three dimensional nonlinear Monte Carlo collision model is developed based on Coulomb binary collisions with the emphasis both on the accuracy and implementation efficiency. The operator of simple form fulfills particle number, momentum and energy conservation laws, and is equivalent to exact Fokker-Planck operator by correctly reproducing the friction coefficient and diffusion tensor, in addition, can effectively assure small-angle collisions with a binary scattering angle distributed in a limited range near zero. Two highly vectorizable algorithms are designed for its fast implementation. Various test simulations regarding relaxation processes, electrical conductivity, etc. are carried out in velocity space. The test results, which is in good agreement with theory, and timing results on vector computers show that it is practically applicable. The operator may be used for accurately simulating collisional transport problems in magnetized and unmagnetized plasmas. (author)

  17. Computation cluster for Monte Carlo calculations

    International Nuclear Information System (INIS)

    Petriska, M.; Vitazek, K.; Farkas, G.; Stacho, M.; Michalek, S.

    2010-01-01

    Two computation clusters based on Rocks Clusters 5.1 Linux distribution with Intel Core Duo and Intel Core Quad based computers were made at the Department of the Nuclear Physics and Technology. Clusters were used for Monte Carlo calculations, specifically for MCNP calculations applied in Nuclear reactor core simulations. Optimization for computation speed was made on hardware and software basis. Hardware cluster parameters, such as size of the memory, network speed, CPU speed, number of processors per computation, number of processors in one computer were tested for shortening the calculation time. For software optimization, different Fortran compilers, MPI implementations and CPU multi-core libraries were tested. Finally computer cluster was used in finding the weighting functions of neutron ex-core detectors of VVER-440. (authors)

  18. Monte Carlo stratified source-sampling

    International Nuclear Information System (INIS)

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

    1997-01-01

    In 1995, at a conference on criticality safety, a special session was devoted to the Monte Carlo open-quotes eigenvalue of the worldclose quotes problem. Argonne presented a paper, at that session, in which the anomalies originally observed in that problem were reproduced in a much simplified model-problem configuration, and removed by a version of stratified source-sampling. The original test-problem was treated by a special code designed specifically for that purpose. Recently ANL started work on a method for dealing with more realistic eigenvalue of the world configurations, and has been incorporating this method into VIM. The original method has been modified to take into account real-world statistical noise sources not included in the model problem. This paper constitutes a status report on work still in progress

  19. Monte Carlo simulation of a CZT detector

    International Nuclear Information System (INIS)

    Chun, Sung Dae; Park, Se Hwan; Ha, Jang Ho; Kim, Han Soo; Cho, Yoon Ho; Kang, Sang Mook; Kim, Yong Kyun; Hong, Duk Geun

    2008-01-01

    CZT detector is one of the most promising radiation detectors for hard X-ray and γ-ray measurement. The energy spectrum of CZT detector has to be simulated to optimize the detector design. A CZT detector was fabricated with dimensions of 5x5x2 mm 3 . A Peltier cooler with a size of 40x40 mm 2 was installed below the fabricated CZT detector to reduce the operation temperature of the detector. Energy spectra of were measured with 59.5 keV γ-ray from 241 Am. A Monte Carlo code was developed to simulate the CZT energy spectrum, which was measured with a planar-type CZT detector, and the result was compared with the measured one. The simulation was extended to the CZT detector with strip electrodes. (author)

  20. Vectorization of Monte Carlo particle transport

    International Nuclear Information System (INIS)

    Burns, P.J.; Christon, M.; Schweitzer, R.; Lubeck, O.M.; Wasserman, H.J.; Simmons, M.L.; Pryor, D.V.

    1989-01-01

    This paper reports that fully vectorized versions of the Los Alamos National Laboratory benchmark code Gamteb, a Monte Carlo photon transport algorithm, were developed for the Cyber 205/ETA-10 and Cray X-MP/Y-MP architectures. Single-processor performance measurements of the vector and scalar implementations were modeled in a modified Amdahl's Law that accounts for additional data motion in the vector code. The performance and implementation strategy of the vector codes are related to architectural features of each machine. Speedups between fifteen and eighteen for Cyber 205/ETA-10 architectures, and about nine for CRAY X-MP/Y-MP architectures are observed. The best single processor execution time for the problem was 0.33 seconds on the ETA-10G, and 0.42 seconds on the CRAY Y-MP

  1. Computation cluster for Monte Carlo calculations

    Energy Technology Data Exchange (ETDEWEB)

    Petriska, M.; Vitazek, K.; Farkas, G.; Stacho, M.; Michalek, S. [Dep. Of Nuclear Physics and Technology, Faculty of Electrical Engineering and Information, Technology, Slovak Technical University, Ilkovicova 3, 81219 Bratislava (Slovakia)

    2010-07-01

    Two computation clusters based on Rocks Clusters 5.1 Linux distribution with Intel Core Duo and Intel Core Quad based computers were made at the Department of the Nuclear Physics and Technology. Clusters were used for Monte Carlo calculations, specifically for MCNP calculations applied in Nuclear reactor core simulations. Optimization for computation speed was made on hardware and software basis. Hardware cluster parameters, such as size of the memory, network speed, CPU speed, number of processors per computation, number of processors in one computer were tested for shortening the calculation time. For software optimization, different Fortran compilers, MPI implementations and CPU multi-core libraries were tested. Finally computer cluster was used in finding the weighting functions of neutron ex-core detectors of VVER-440. (authors)

  2. Monte Carlo calculations of channeling radiation

    International Nuclear Information System (INIS)

    Bloom, S.D.; Berman, B.L.; Hamilton, D.C.; Alguard, M.J.; Barrett, J.H.; Datz, S.; Pantell, R.H.; Swent, R.H.

    1981-01-01

    Results of classical Monte Carlo calculations are presented for the radiation produced by ultra-relativistic positrons incident in a direction parallel to the (110) plane of Si in the energy range 30 to 100 MeV. The results all show the characteristic CR(channeling radiation) peak in the energy range 20 keV to 100 keV. Plots of the centroid energies, widths, and total yields of the CR peaks as a function of energy show the power law dependences of γ 1 5 , γ 1 7 , and γ 2 5 respectively. Except for the centroid energies and power-law dependence is only approximate. Agreement with experimental data is good for the centroid energies and only rough for the widths. Adequate experimental data for verifying the yield dependence on γ does not yet exist

  3. Monte Carlo simulations on SIMD computer architectures

    International Nuclear Information System (INIS)

    Burmester, C.P.; Gronsky, R.; Wille, L.T.

    1992-01-01

    In this paper algorithmic considerations regarding the implementation of various materials science applications of the Monte Carlo technique to single instruction multiple data (SIMD) 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 Carl updates per second for the MasPar architecture are presented and compared to values reported in the literature from comparable studies on other architectures

  4. Monte Carlo simulation of neutron scattering instruments

    International Nuclear Information System (INIS)

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

    1998-01-01

    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

  5. Monte Carlo simulation of the ARGO

    International Nuclear Information System (INIS)

    Depaola, G.O.

    1997-01-01

    We use GEANT Monte Carlo code to design an outline of the geometry and simulate the performance of the Argentine gamma-ray observer (ARGO), a telescope based on silicon strip detector technlogy. The γ-ray direction is determined by geometrical means and the angular resolution is calculated for small variations of the basic design. The results show that the angular resolutions vary from a few degrees at low energies (∝50 MeV) to 0.2 , approximately, at high energies (>500 MeV). We also made simulations using as incoming γ-ray the energy spectrum of PKS0208-512 and PKS0528+134 quasars. Moreover, a method based on multiple scattering theory is also used to determine the incoming energy. We show that this method is applicable to energy spectrum. (orig.)

  6. Variational Monte Carlo study of pentaquark states

    Energy Technology Data Exchange (ETDEWEB)

    Mark W. Paris

    2005-07-01

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

  7. Radiation Modeling with Direct Simulation Monte Carlo

    Science.gov (United States)

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

    1991-01-01

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

  8. Monte Carlo work at Argonne National Laboratory

    International Nuclear Information System (INIS)

    Gelbard, E.M.; Prael, R.E.

    1974-01-01

    A simple model of the Monte Carlo process is described and a (nonlinear) recursion relation between fission sources in successive generations is developed. From the linearized form of these recursion relations, it is possible to derive expressions for the mean square coefficients of error modes in the iterates and for correlation coefficients between fluctuations in successive generations. First-order nonlinear terms in the recursion relation are analyzed. From these nonlinear terms an expression for the bias in the eigenvalue estimator is derived, and prescriptions for measuring the bias are formulated. Plans for the development of the VIM code are reviewed, and the proposed treatment of small sample perturbations in VIM is described. 6 references. (U.S.)

  9. Methods for Monte Carlo simulations of biomacromolecules.

    Science.gov (United States)

    Vitalis, Andreas; Pappu, Rohit V

    2009-01-01

    The state-of-the-art for Monte Carlo (MC) simulations of biomacromolecules is reviewed. Available methodologies for sampling conformational equilibria and associations of biomacromolecules in the canonical ensemble, given a continuum description of the solvent environment, are reviewed. Detailed sections are provided dealing with the choice of degrees of freedom, the efficiencies of MC algorithms and algorithmic peculiarities, as well as the optimization of simple movesets. The issue of introducing correlations into elementary MC moves, and the applicability of such methods to simulations of biomacromolecules is discussed. A brief discussion of multicanonical methods and an overview of recent simulation work highlighting the potential of MC methods are also provided. It is argued that MC simulations, while underutilized biomacromolecular simulation community, hold promise for simulations of complex systems and phenomena that span multiple length scales, especially when used in conjunction with implicit solvation models or other coarse graining strategies.

  10. Markov Chain Monte Carlo from Lagrangian Dynamics.

    Science.gov (United States)

    Lan, Shiwei; Stathopoulos, Vasileios; Shahbaba, Babak; Girolami, Mark

    2015-04-01

    Hamiltonian Monte Carlo (HMC) improves the computational e ciency of the Metropolis-Hastings algorithm by reducing its random walk behavior. Riemannian HMC (RHMC) further improves the performance of HMC by exploiting the geometric properties of the parameter space. However, the geometric integrator used for RHMC involves implicit equations that require fixed-point iterations. In some cases, the computational overhead for solving implicit equations undermines RHMC's benefits. In an attempt to circumvent this problem, we propose an explicit integrator that replaces the momentum variable in RHMC by velocity. We show that the resulting transformation is equivalent to transforming Riemannian Hamiltonian dynamics to Lagrangian dynamics. Experimental results suggests that our method improves RHMC's overall computational e ciency in the cases considered. All computer programs and data sets are available online (http://www.ics.uci.edu/~babaks/Site/Codes.html) in order to allow replication of the results reported in this paper.

  11. 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.

  12. A 3D particle Monte Carlo approach to studying nucleation

    DEFF Research Database (Denmark)

    Köhn, Christoph; Bødker Enghoff, Martin; Svensmark, Henrik

    2018-01-01

    The nucleation of sulphuric acid molecules plays a key role in the formation of aerosols. We here present a three dimensional particle Monte Carlo model to study the growth of sulphuric acid clusters as well as its dependence on the ambient temperature and the initial particle density. We initiate...... a swarm of sulphuric acid–water clusters with a size of 0.329 nm with densities between 107 and and 108 cm-3 at temperatures between 200 and 300 K and a relative humidity of 50%. After every time step, we update the position of particles as a function of size-dependent diffusion coefficients. If two...... particles encounter, we merge them and add their volumes and masses. Inversely, we check after every time step whether a polymer evaporates liberating a molecule. We present the spatial distribution as well as the size distribution calculated from individual clusters. We also calculate the nucleation rate...

  13. BOMAB phantom manufacturing quality assurance study using Monte Carlo computations

    International Nuclear Information System (INIS)

    Mallett, M.W.

    1994-01-01

    Monte Carlo calculations have been performed to assess the importance of and quantify quality assurance protocols in the manufacturing of the Bottle-Manikin-Absorption (BOMAB) phantom for calibrating in vivo measurement systems. The parameters characterizing the BOMAB phantom that were examined included height, fill volume, fill material density, wall thickness, and source concentration. Transport simulation was performed for monoenergetic photon sources of 0.200, 0.662, and 1,460 MeV. A linear response was observed in the photon current exiting the exterior surface of the BOMAB phantom due to variations in these parameters. Sensitivity studies were also performed for an in vivo system in operation at the Pacific Northwest Laboratories in Richland, WA. Variations in detector current for this in vivo system are reported for changes in the BOMAB phantom parameters studied here. Physical justifications for the observed results are also discussed

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

    International Nuclear Information System (INIS)

    Dinpajooh, Mohammadhasan; Bai, Peng; Allan, Douglas A.; Siepmann, J. Ilja

    2015-01-01

    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 c = 1.3128 ± 0.0016, ρ c = 0.316 ± 0.004, and p 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 t ≤ 0.336) agree to within the statistical uncertainties. For simulations with tail corrections, data obtained using r cut = 3.5σ yield T c and p c that are higher by 0.2% and 1.4% than simulations with r cut = 5 and 8σ but still with overlapping 95% confidence intervals. In contrast, GEMC simulations with a truncated and shifted potential show that r cut = 8σ is insufficient to obtain accurate results. Additional GEMC simulations for hard-core square-well particles with various

  15. 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.

  16. PEPSI: a Monte Carlo generator for polarized leptoproduction

    International Nuclear Information System (INIS)

    Mankiewicz, L.

    1992-01-01

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

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

    African Journals Online (AJOL)

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

  18. 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

  19. Exponential convergence on a continuous Monte Carlo transport problem

    International Nuclear Information System (INIS)

    Booth, T.E.

    1997-01-01

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

  20. Multiple histogram method and static Monte Carlo sampling

    NARCIS (Netherlands)

    Inda, M.A.; Frenkel, D.

    2004-01-01

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

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

    African Journals Online (AJOL)

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

  2. Forest canopy BRDF simulation using Monte Carlo method

    NARCIS (Netherlands)

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

    2006-01-01

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

  3. 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.

  4. A Monte Carlo algorithm for the Vavilov distribution

    International Nuclear Information System (INIS)

    Yi, Chul-Young; Han, Hyon-Soo

    1999-01-01

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

  5. Neutron point-flux calculation by Monte Carlo

    International Nuclear Information System (INIS)

    Eichhorn, M.

    1986-04-01

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

  6. Crop canopy BRDF simulation and analysis using Monte Carlo method

    NARCIS (Netherlands)

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

    2006-01-01

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

  7. Monte Carlo simulation of medical linear accelerator using primo code

    International Nuclear Information System (INIS)

    Omer, Mohamed Osman Mohamed Elhasan

    2014-12-01

    The use of monte Carlo simulation has become very important in the medical field and especially in calculation in radiotherapy. Various Monte Carlo codes were developed simulating interactions of particles and photons with matter. One of these codes is PRIMO that performs simulation of radiation transport from the primary electron source of a linac to estimate the absorbed dose in a water phantom or computerized tomography (CT). PRIMO is based on Penelope Monte Carlo code. Measurements of 6 MV photon beam PDD and profile were done for Elekta precise linear accelerator at Radiation and Isotopes Center Khartoum using computerized Blue water phantom and CC13 Ionization Chamber. accept Software was used to control the phantom to measure and verify dose distribution. Elektalinac from the list of available linacs in PRIMO was tuned to model Elekta precise linear accelerator. Beam parameter of 6.0 MeV initial electron energy, 0.20 MeV FWHM, and 0.20 cm focal spot FWHM were used, and an error of 4% between calculated and measured curves was found. The buildup region Z max was 1.40 cm and homogenous profile in cross line and in line were acquired. A number of studies were done to verily the model usability one of them is the effect of the number of histories on accuracy of the simulation and the resulted profile for the same beam parameters. The effect was noticeable and inaccuracies in the profile were reduced by increasing the number of histories. Another study was the effect of Side-step errors on the calculated dose which was compared with the measured dose for the same setting.It was in range of 2% for 5 cm shift, but it was higher in the calculated dose because of the small difference between the tuned model and measured dose curves. Future developments include simulating asymmetrical fields, calculating the dose distribution in computerized tomographic (CT) volume, studying the effect of beam modifiers on beam profile for both electron and photon beams.(Author)

  8. Monte Carlo model of diagnostic X-ray dosimetry

    International Nuclear Information System (INIS)

    Khrutchinsky, Arkady; Kutsen, Semion; Gatskevich, George

    2008-01-01

    Full text: A Monte Carlo simulation of absorbed dose distribution in patient's tissues is often used in a dosimetry assessment of X-ray examinations. The results of such simulations in Belarus are presented in the report based on an anthropomorphic tissue-equivalent Rando-like physical phantom. The phantom corresponds to an adult 173 cm high and of 73 kg and consists of a torso and a head made of tissue-equivalent plastics which model soft (muscular), bone, and lung tissues. It consists of 39 layers (each 25 mm thick), including 10 head and neck ones, 16 chest and 13 pelvis ones. A tomographic model of the phantom has been developed from its CT-scan images with a voxel size of 0.88 x 0.88 x 4 mm 3 . A necessary pixelization in Mathematics-based in-house program was carried out for the phantom to be used in the radiation transport code MCNP-4b. The final voxel size of 14.2 x 14.2 x 8 mm 3 was used for the reasonable computer consuming calculations of absorbed dose in tissues and organs in various diagnostic X-ray examinations. MCNP point detectors allocated through body slices obtained as a result of the pixelization were used to calculate the absorbed dose. X-ray spectra generated by the empirical TASMIP model were verified on the X-ray units MEVASIM and SIREGRAPH CF. Absorbed dose distributions in the phantom volume were determined by the corresponding Monte Carlo simulations with a set of point detectors. Doses in organs of the adult phantom computed from the absorbed dose distributions by another Mathematics-based in-house program were estimated for 22 standard organs for various standard X-ray examinations. The results of Monte Carlo simulations were compared with the results of direct measurements of the absorbed dose in the phantom on the X-ray unit SIREGRAPH CF with the calibrated thermo-luminescent dosimeter DTU-01. The measurements were carried out in specified locations of different layers in heart, lungs, liver, pancreas, and stomach at high voltage of

  9. Monte Carlo codes use in neutron therapy; Application de codes Monte Carlo en neutrontherapie

    Energy Technology Data Exchange (ETDEWEB)

    Paquis, P.; Mokhtari, F.; Karamanoukian, D. [Hopital Pasteur, 06 - Nice (France); Pignol, J.P. [Hopital du Hasenrain, 68 - Mulhouse (France); Cuendet, P. [CEA Centre d' Etudes de Saclay, 91 - Gif-sur-Yvette (France). Direction des Reacteurs Nucleaires; Fares, G.; Hachem, A. [Faculte des Sciences, 06 - Nice (France); Iborra, N. [Centre Antoine-Lacassagne, 06 - Nice (France)

    1998-04-01

    Monte Carlo calculation codes allow to study accurately all the parameters relevant to radiation effects, like the dose deposition or the type of microscopic interactions, through one by one particle transport simulation. These features are very useful for neutron irradiations, from device development up to dosimetry. This paper illustrates some applications of these codes in Neutron Capture Therapy and Neutron Capture Enhancement of fast neutrons irradiations. (authors)

  10. 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.

  11. Research on perturbation based Monte Carlo reactor criticality search

    International Nuclear Information System (INIS)

    Li Zeguang; Wang Kan; Li Yangliu; Deng Jingkang

    2013-01-01

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

  12. Statistics of Monte Carlo methods used in radiation transport calculation

    International Nuclear Information System (INIS)

    Datta, D.

    2009-01-01

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

  13. Reconstruction of Monte Carlo replicas from Hessian parton distributions

    Energy Technology Data Exchange (ETDEWEB)

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

    2017-03-20

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

  14. Monte Carlo Solutions for Blind Phase Noise Estimation

    Directory of Open Access Journals (Sweden)

    Çırpan Hakan

    2009-01-01

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

  15. Sampling from a polytope and hard-disk Monte Carlo

    International Nuclear Information System (INIS)

    Kapfer, Sebastian C; Krauth, Werner

    2013-01-01

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

  16. Linear filtering applied to Monte Carlo criticality calculations

    International Nuclear Information System (INIS)

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

    1975-01-01

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

  17. Problems in radiation shielding calculations with Monte Carlo methods

    International Nuclear Information System (INIS)

    Ueki, Kohtaro

    1985-01-01

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

  18. Cluster monte carlo method for nuclear criticality safety calculation

    International Nuclear Information System (INIS)

    Pei Lucheng

    1984-01-01

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

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

    International Nuclear Information System (INIS)

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

    1992-01-01

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

  20. Experimental and Monte Carlo simulation studies of open cylindrical radon monitoring device using CR-39 detector

    Energy Technology Data Exchange (ETDEWEB)

    Rehman, Fazal-ur- E-mail: fazalr@kfupm.edu.sa; Jamil, K.; Zakaullah, M.; Abu-Jarad, F.; Mujahid, S.A

    2003-07-01

    There are several methods of measuring radon concentrations but nuclear track detector cylindrical dosimeters are widely employed. In this investigation, the consequence of effective volumes of the dosimeters on the registration of alpha tracks in a CR-39 detector was studied. In a series of experiments an optimum radius for a CR-39-based open cylindrical radon dosimeter was found to be about 3 cm. Monte Carlo simulation techniques hav been employed to verify the experimental results. In this context, a computer code Monte Carlo simulation dosimetry (MOCSID) was developed. Monte Carlo simulation experiments gave the optimum radius of the dosimeters as 3.0 cm. The experimental results are in good agreement with those obtained by Monte Carlo design calculations. In addition to this, plate-out effects of radon progeny were also studied. It was observed that the contribution of radon progeny ({sup 218}Po and {sup 214}Po) plated-out on the wall of the dosimeters increases with an increase of dosimeter radii and then decrease to 0 at a radius of about 3 cm if a point detector has been installed at the center of the dosimeter base. In the code MOCSID different types of random number generators were employed. The results of this research are very useful for designing an optimum size of radon dosimeters.

  1. Experimental and Monte Carlo simulation studies of open cylindrical radon monitoring device using CR-39 detector

    International Nuclear Information System (INIS)

    Rehman, Fazal-ur-; Jamil, K.; Zakaullah, M.; Abu-Jarad, F.; Mujahid, S.A.

    2003-01-01

    There are several methods of measuring radon concentrations but nuclear track detector cylindrical dosimeters are widely employed. In this investigation, the consequence of effective volumes of the dosimeters on the registration of alpha tracks in a CR-39 detector was studied. In a series of experiments an optimum radius for a CR-39-based open cylindrical radon dosimeter was found to be about 3 cm. Monte Carlo simulation techniques hav been employed to verify the experimental results. In this context, a computer code Monte Carlo simulation dosimetry (MOCSID) was developed. Monte Carlo simulation experiments gave the optimum radius of the dosimeters as 3.0 cm. The experimental results are in good agreement with those obtained by Monte Carlo design calculations. In addition to this, plate-out effects of radon progeny were also studied. It was observed that the contribution of radon progeny ( 218 Po and 214 Po) plated-out on the wall of the dosimeters increases with an increase of dosimeter radii and then decrease to 0 at a radius of about 3 cm if a point detector has been installed at the center of the dosimeter base. In the code MOCSID different types of random number generators were employed. The results of this research are very useful for designing an optimum size of radon dosimeters

  2. Monte-Carlo simulation of dispersion fuel meat structure

    International Nuclear Information System (INIS)

    Xing Zhonghu; Ying Shihao

    2003-01-01

    Under the irradiation conditions in research reactors, the inter-diffusion occurs at the fuel particle and matrix interfaces of U 3 Si 2 -Al dispersion fuel. Because of the inter-diffusion reaction, the U 3 Al 7 Si 2 layer is formed around each U 3 Si 2 particle. The layer thickness grows up with irradiation duration and fission density. The formation of resultant layer causes the consumption of U 3 Si 2 fuel and aluminum matrix. This process leads to the evolution of geometrical structure of fuel meat. According to the stochastic locations of particles in dispersion, the authors developed a simulation method for the evolution of the fuel meat structure by utilizing Monte-Carlo method. Every particle is characterized by its diameter and location. The parameters of meat structure include particle size distribution, as-fabricated fuel volume fraction, resultant layer thickness, layer volume fraction, U 3 Si 2 fuel volume fraction, aluminum volume fraction, contiguity probability and inter-linkage fraction of particles. Particularly for the dispersion with as-fabricated fuel volume fraction of 43% and particle sizes in a well-defined normal distribution, more than 13000 sampling particles are simulated in the meat volume of 6 mm x 6 mm x 0.5 mm. The meat structure parameters are calculated as functions of layer thickness in the range from 0-16 μm. (authors)

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

    International Nuclear Information System (INIS)

    Urbatsch, T.J.

    1995-11-01

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

  4. 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.

  5. Hybrid SN/Monte Carlo research and results

    International Nuclear Information System (INIS)

    Baker, R.S.

    1993-01-01

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

  6. Monte Carlo based diffusion coefficients for LMFBR analysis

    International Nuclear Information System (INIS)

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

    2010-01-01

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

  7. Present status and future prospects of neutronics Monte Carlo

    International Nuclear Information System (INIS)

    Gelbard, E.M.

    1990-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2014-09-15

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

  9. Monte-Carlo validation of secondary sodium activation in a pool-type LMFBR

    International Nuclear Information System (INIS)

    Plamiotti, G.; Rado, V.; Salvatores, M.

    1980-09-01

    The secondary sodium activation in a pool-type LMFBR is the main parameter to be accurately evaluated in the shield design. In the present work a complete two dimensional description of the system, including core, shielding and sodium up to Heat Exchangers, is coupled to local Heat Exchanger Monte-Carlo calculations. This refined calculation is used to deduce a simplified method to take into account the coupling of radial propagation in the Heat Exchanger and its finite cylindrical structure

  10. A radiating shock evaluated using Implicit Monte Carlo Diffusion

    International Nuclear Information System (INIS)

    Cleveland, M.; Gentile, N.

    2013-01-01

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

  11. Recommender engine for continuous-time quantum Monte Carlo methods

    Science.gov (United States)

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

    2017-03-01

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

  12. Discrete Diffusion Monte Carlo for Electron Thermal Transport

    Science.gov (United States)

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

    2014-10-01

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

  13. Neutron flux calculation by means of Monte Carlo methods

    International Nuclear Information System (INIS)

    Barz, H.U.; Eichhorn, M.

    1988-01-01

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

  14. Uncertainty Propagation in Monte Carlo Depletion Analysis

    International Nuclear Information System (INIS)

    Shim, Hyung Jin; Kim, Yeong-il; Park, Ho Jin; Joo, Han Gyu; Kim, Chang Hyo

    2008-01-01

    A new formulation aimed at quantifying uncertainties of Monte Carlo (MC) tallies such as k eff and the microscopic reaction rates of nuclides and nuclide number densities in MC depletion analysis and examining their propagation behaviour as a function of depletion time step (DTS) is presented. It is shown that the variance of a given MC tally used as a measure of its uncertainty in this formulation arises from four sources; the statistical uncertainty of the MC tally, uncertainties of microscopic cross sections and nuclide number densities, and the cross correlations between them and the contribution of the latter three sources can be determined by computing the correlation coefficients between the uncertain variables. It is also shown that the variance of any given nuclide number density at the end of each DTS stems from uncertainties of the nuclide number densities (NND) and microscopic reaction rates (MRR) of nuclides at the beginning of each DTS and they are determined by computing correlation coefficients between these two uncertain variables. To test the viability of the formulation, we conducted MC depletion analysis for two sample depletion problems involving a simplified 7x7 fuel assembly (FA) and a 17x17 PWR FA, determined number densities of uranium and plutonium isotopes and their variances as well as k ∞ and its variance as a function of DTS, and demonstrated the applicability of the new formulation for uncertainty propagation analysis that need be followed in MC depletion computations. (authors)

  15. Pseudopotentials for quantum-Monte-Carlo-calculations

    International Nuclear Information System (INIS)

    Burkatzki, Mark Thomas

    2008-01-01

    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.)

  16. SERPENT Monte Carlo reactor physics code

    International Nuclear Information System (INIS)

    Leppaenen, J.

    2010-01-01

    SERPENT is a three-dimensional continuous-energy Monte Carlo reactor physics burnup calculation code, developed at VTT Technical Research Centre of Finland since 2004. The code is specialized in lattice physics applications, but the universe-based geometry description allows transport simulation to be carried out in complicated three-dimensional geometries as well. The suggested applications of SERPENT include generation of homogenized multi-group constants for deterministic reactor simulator calculations, fuel cycle studies involving detailed assembly-level burnup calculations, validation of deterministic lattice transport codes, research reactor applications, educational purposes and demonstration of reactor physics phenomena. The Serpent code has been publicly distributed by the OECD/NEA Data Bank since May 2009 and RSICC in the U. S. since March 2010. The code is being used in some 35 organizations in 20 countries around the world. This paper presents an overview of the methods and capabilities of the Serpent code, with examples in the modelling of WWER-440 reactor physics. (Author)

  17. 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.

  18. Radon counting statistics - a Monte Carlo investigation

    International Nuclear Information System (INIS)

    Scott, A.G.

    1996-01-01

    Radioactive decay is a Poisson process, and so the Coefficient of Variation (COV) of open-quotes nclose quotes counts of a single nuclide is usually estimated as 1/√n. This is only true if the count duration is much shorter than the half-life of the nuclide. At longer count durations, the COV is smaller than the Poisson estimate. Most radon measurement methods count the alpha decays of 222 Rn, plus the progeny 218 Po and 214 Po, and estimate the 222 Rn activity from the sum of the counts. At long count durations, the chain decay of these nuclides means that every 222 Rn decay must be followed by two other alpha decays. The total number of decays is open-quotes 3Nclose quotes, where N is the number of radon decays, and the true COV of the radon concentration estimate is 1/√(N), √3 larger than the Poisson total count estimate of 1/√3N. Most count periods are comparable to the half lives of the progeny, so the relationship between COV and count time is complex. A Monte-Carlo estimate of the ratio of true COV to Poisson estimate was carried out for a range of count periods from 1 min to 16 h and three common radon measurement methods: liquid scintillation, scintillation cell, and electrostatic precipitation of progeny. The Poisson approximation underestimates COV by less than 20% for count durations of less than 60 min

  19. 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.)

  20. The Monte Carlo calculation of gamma family

    International Nuclear Information System (INIS)

    Shibata, Makio

    1980-01-01

    The method of the Monte Carlo calculation for gamma family was investigated. The effects of the variation of values or terms of parameters on observed quantities were studied. The terms taken for the standard calculation are the scaling law for the model, simple proton spectrum for primary cosmic ray, a constant cross section of interaction, zero probability of neutral pion production, and the bending of the curve of primary energy spectrum. This is called S model. Calculations were made by changing one of above mentioned parameters. The chamber size, the mixing of gamma and hadrons, and the family size were fitted to the practical ECC data. When the model was changed from the scaling law to the CKP model, the energy spectrum of the family was able to be expressed by the CKP model better than the scaling law. The scaling law was better in the symmetry around the family center. It was denied that primary cosmic ray mostly consists of heavy particles. The increase of the interaction cross section was necessary in view of the frequency of the families. (Kato, T.)

  1. 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...

  2. 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.

  3. Monte Carlo benchmarking: Validation and progress

    International Nuclear Information System (INIS)

    Sala, P.

    2010-01-01

    Document available in abstract form only. Full text of publication follows: Calculational tools for radiation shielding at accelerators are faced with new challenges from the present and next generations of particle accelerators. All the details of particle production and transport play a role when dealing with huge power facilities, therapeutic ion beams, radioactive beams and so on. Besides the traditional calculations required for shielding, activation predictions have become an increasingly critical component. Comparison and benchmarking with experimental data is obviously mandatory in order to build up confidence in the computing tools, and to assess their reliability and limitations. Thin target particle production data are often the best tools for understanding the predictive power of individual interaction models and improving their performances. Complex benchmarks (e.g. thick target data, deep penetration, etc.) are invaluable in assessing the overall performances of calculational tools when all ingredients are put at work together. A review of the validation procedures of Monte Carlo tools will be presented with practical and real life examples. The interconnections among benchmarks, model development and impact on shielding calculations will be highlighted. (authors)

  4. 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. ...

  5. The GENIE neutrino Monte Carlo generator

    International Nuclear Information System (INIS)

    Andreopoulos, C.; Bell, A.; Bhattacharya, D.; Cavanna, F.; Dobson, J.; Dytman, S.; Gallagher, H.; Guzowski, P.; Hatcher, R.; Kehayias, P.; Meregaglia, A.; Naples, D.; Pearce, G.; Rubbia, A.; Whalley, M.; Yang, T.

    2010-01-01

    GENIE is a new neutrino event generator for the experimental neutrino physics community. The goal of the project is to develop a 'canonical' neutrino interaction physics Monte Carlo whose validity extends to all nuclear targets and neutrino flavors from MeV to PeV energy scales. Currently, emphasis is on the few-GeV energy range, the challenging boundary between the non-perturbative and perturbative regimes, which is relevant for the current and near future long-baseline precision neutrino experiments using accelerator-made beams. The design of the package addresses many challenges unique to neutrino simulations and supports the full life-cycle of simulation and generator-related analysis tasks. GENIE is a large-scale software system, consisting of ∼120000 lines of C++ code, featuring a modern object-oriented design and extensively validated physics content. The first official physics release of GENIE was made available in August 2007, and at the time of the writing of this article, the latest available version was v2.4.4.

  6. Monte Carlo study of one hole in a quantum antiferromagnet

    International Nuclear Information System (INIS)

    Sorella, S.

    1992-01-01

    Using the standard Quantum Monte Carlo technique for the Hubbard model, I present here a numerical investigation of the hole propagation in a Quantum Antiferromagnet. The calculation is very well stabilized, using selected sized systems and special use of the trial wavefunction that satisfy the close shell condition in presence of an arbitrarily weak Zeeman magnetic field, vanishing in the thermodynamic limit. In this paper the author investigates the question of vanishing or nonvanishing quasiparticle weight, in order to clarify whether the Mott insulator should behave just as conventional insulator with an upper and lower Hubbard band. By comparing the present finite size scaling with several techniques predicting a finite quasiparticle weight the data seem more consistent with a vanishing quasiparticle weight, i.e., as recently suggested by P.W. Anderson the Hubbard-Mott insulator should be characterized by non-trivial excitations which cannot be interpreted in a simple quasi-particle picture. However it cannot be excluded, based only on numerical grounds, that a very small but non vanishing quasiparticle weight should survive in the thermodynamic limit

  7. Monte Carlo calculations of kQ, the beam quality conversion factor

    International Nuclear Information System (INIS)

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

    2010-01-01

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

  8. Longitudinal functional principal component modelling via Stochastic Approximation Monte Carlo

    KAUST Repository

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

    2010-01-01

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

  9. Time step length versus efficiency of Monte Carlo burnup calculations

    International Nuclear Information System (INIS)

    Dufek, Jan; Valtavirta, Ville

    2014-01-01

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

  10. GE781: a Monte Carlo package for fixed target experiments

    Science.gov (United States)

    Davidenko, G.; Funk, M. A.; Kim, V.; Kuropatkin, N.; Kurshetsov, V.; Molchanov, V.; Rud, S.; Stutte, L.; Verebryusov, V.; Zukanovich Funchal, R.

    The Monte Carlo package for the fixed target experiment B781 at Fermilab, a third generation charmed baryon experiment, is described. This package is based on GEANT 3.21, ADAMO database and DAFT input/output routines.

  11. Bayesian phylogeny analysis via stochastic approximation Monte Carlo

    KAUST Repository

    Cheon, Sooyoung

    2009-11-01

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

  12. Optix: A Monte Carlo scintillation light transport code

    Energy Technology Data Exchange (ETDEWEB)

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

    2014-02-11

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

  13. Usefulness of the Monte Carlo method in reliability calculations

    International Nuclear Information System (INIS)

    Lanore, J.M.; Kalli, H.

    1977-01-01

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

  14. Monte Carlo techniques for analyzing deep penetration problems

    International Nuclear Information System (INIS)

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

    1985-01-01

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

  15. Suppression of the initial transient in Monte Carlo criticality simulations

    International Nuclear Information System (INIS)

    Richet, Y.

    2006-12-01

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

  16. Monte Carlo calculations of electron diffusion in materials

    International Nuclear Information System (INIS)

    Schroeder, U.G.

    1976-01-01

    By means of simulated experiments, various transport problems for 10 Mev electrons are investigated. For this purpose, a special Monte-Carlo programme is developed, and with this programme calculations are made for several material arrangements. (orig./LN) [de

  17. 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.

  18. Combinatorial geometry domain decomposition strategies for Monte Carlo simulations

    Energy Technology Data Exchange (ETDEWEB)

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

    2013-07-01

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

  19. Combinatorial geometry domain decomposition strategies for Monte Carlo simulations

    International Nuclear Information System (INIS)

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

    2013-01-01

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

  20. Calculation of toroidal fusion reactor blankets by Monte Carlo

    International Nuclear Information System (INIS)

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

    1977-01-01

    A brief description of the calculational method is given. The code calculates energy deposition in toroidal geometry, but is a continuous energy Monte Carlo code, treating the reaction cross sections as well as the angular scattering distributions in great detail

  1. The Monte Carlo simulation of the Ladon photon beam facility

    International Nuclear Information System (INIS)

    Strangio, C.

    1976-01-01

    The backward compton scattering of laser light against high energy electrons has been simulated with a Monte Carlo method. The main features of the produced photon beam are reported as well as a careful description of the numerical calculation

  2. Monte Carlo variance reduction approaches for non-Boltzmann tallies

    International Nuclear Information System (INIS)

    Booth, T.E.

    1992-12-01

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

  3. Monte Carlo techniques for analyzing deep penetration problems

    International Nuclear Information System (INIS)

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

    1985-01-01

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

  4. Combinatorial nuclear level density by a Monte Carlo method

    International Nuclear Information System (INIS)

    Cerf, N.

    1994-01-01

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

  5. Bayesian Optimal Experimental Design Using Multilevel Monte Carlo

    KAUST Repository

    Ben Issaid, Chaouki

    2015-01-01

    informative data about the model parameters. One of the major difficulties in evaluating the expected information gain is that it naturally involves nested integration over a possibly high dimensional domain. We use the Multilevel Monte Carlo (MLMC) method

  6. Studies of Monte Carlo Modelling of Jets at ATLAS

    CERN Document Server

    Kar, Deepak; The ATLAS collaboration

    2017-01-01

    The predictions of different Monte Carlo generators for QCD jet production, both in multijets and for jets produced in association with other objects, are presented. Recent improvements in showering Monte Carlos provide new tools for assessing systematic uncertainties associated with these jets.  Studies of the dependence of physical observables on the choice of shower tune parameters and new prescriptions for assessing systematic uncertainties associated with the choice of shower model and tune are presented.

  7. Herwig: The Evolution of a Monte Carlo Simulation

    CERN Multimedia

    CERN. Geneva

    2015-01-01

    Monte Carlo event generation has seen significant developments in the last 10 years starting with preparation for the LHC and then during the first LHC run. I will discuss the basic ideas behind Monte Carlo event generators and then go on to discuss these developments, focussing on the developments in Herwig(++) event generator. I will conclude by presenting the current status of event generation together with some results of the forthcoming new version of Herwig, Herwig 7.

  8. Clinical considerations of Monte Carlo for electron radiotherapy treatment planning

    International Nuclear Information System (INIS)

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

    1998-01-01

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

  9. 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.

  10. NUEN-618 Class Project: Actually Implicit Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

    Vega, R. M. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Brunner, T. A. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)

    2017-12-14

    This research describes a new method for the solution of the thermal radiative transfer (TRT) equations that is implicit in time which will be called Actually Implicit Monte Carlo (AIMC). This section aims to introduce the TRT equations, as well as the current workhorse method which is known as Implicit Monte Carlo (IMC). As the name of the method proposed here indicates, IMC is a misnomer in that it is only semi-implicit, which will be shown in this section as well.

  11. Monte Carlo methods and applications in nuclear physics

    International Nuclear Information System (INIS)

    Carlson, J.

    1990-01-01

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

  12. 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.

  13. 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.

  14. Modern analysis of ion channeling data by Monte Carlo simulations

    Energy Technology Data Exchange (ETDEWEB)

    Nowicki, Lech [Andrzej SoItan Institute for Nuclear Studies, ul. Hoza 69, 00-681 Warsaw (Poland)]. E-mail: lech.nowicki@fuw.edu.pl; Turos, Andrzej [Institute of Electronic Materials Technology, Wolczynska 133, 01-919 Warsaw (Poland); Ratajczak, Renata [Andrzej SoItan Institute for Nuclear Studies, ul. Hoza 69, 00-681 Warsaw (Poland); Stonert, Anna [Andrzej SoItan Institute for Nuclear Studies, ul. Hoza 69, 00-681 Warsaw (Poland); Garrido, Frederico [Centre de Spectrometrie Nucleaire et Spectrometrie de Masse, CNRS-IN2P3-Universite Paris-Sud, 91405 Orsay (France)

    2005-10-15

    Basic scheme of ion channeling spectra Monte Carlo simulation is reformulated in terms of statistical sampling. The McChasy simulation code is described and two examples of the code applications are presented. These are: calculation of projectile flux in uranium dioxide crystal and defect analysis for ion implanted InGaAsP/InP superlattice. Virtues and pitfalls of defect analysis using Monte Carlo simulations are discussed.

  15. Monte Carlos of the new generation: status and progress

    International Nuclear Information System (INIS)

    Frixione, Stefano

    2005-01-01

    Standard parton shower monte carlos are designed to give reliable descriptions of low-pT physics. In the very high-energy regime of modern colliders, this is may lead to largely incorrect predictions of the basic reaction processes. This motivated the recent theoretical efforts aimed at improving monte carlos through the inclusion of matrix elements computed beyond the leading order in QCD. I briefly review the progress made, and discuss bottom production at the Tevatron

  16. A general, three-dimensional Monte Carlo program: TRIPOLI-01

    International Nuclear Information System (INIS)

    Katz, Shlomo; Nimal, J.-C.

    1976-09-01

    TRIPOLI 01 is a general, three-dimensional Monte-Carlo program, which treats the slowing down and diffusion of neutrons in source problems. This version is essentially devoted to reactor shielding studies. The geometry is described as a combination of volumes, bounded by portions of first or second degree surfaces. The space orientation of these volumes is quite arbitrary. Geometries repeated by translation, symmetry, or rotation can be treated. The program can itself control the consistency of geometry data. The nuclear constants are presently represented in a multigroup mode, with a number of groups as large as necessary. Multigroup data are derived from a library tape (LINDA) containing point wise data taken from the UKNDL (73) library and completed by certain data from UNC (GENDA). The neutron energy is followed in a continuous way; the program takes into account: elastic collision with any anisotropy order, (n,n') and (n,2n) reactions, and absorption; in this version, thermal neutrons are treated as a single energy group. The program can solve deep penetration problems by utilizing variance reduction techniques based on exponential transform, and biasing of angular scattering laws. The distribution of sources can be any arbitrary function of space, energy and direction. The program calculates spectra and activities averaged in specified volumes or areas. Further exploitation of results is possible by using the FORTRI routine [fr

  17. Monte carlo sampling of fission multiplicity.

    Energy Technology Data Exchange (ETDEWEB)

    Hendricks, J. S. (John S.)

    2004-01-01

    Two new methods have been developed for fission multiplicity modeling in Monte Carlo calculations. The traditional method of sampling neutron multiplicity from fission is to sample the number of neutrons above or below the average. For example, if there are 2.7 neutrons per fission, three would be chosen 70% of the time and two would be chosen 30% of the time. For many applications, particularly {sup 3}He coincidence counting, a better estimate of the true number of neutrons per fission is required. Generally, this number is estimated by sampling a Gaussian distribution about the average. However, because the tail of the Gaussian distribution is negative and negative neutrons cannot be produced, a slight positive bias can be found in the average value. For criticality calculations, the result of rejecting the negative neutrons is an increase in k{sub eff} of 0.1% in some cases. For spontaneous fission, where the average number of neutrons emitted from fission is low, the error also can be unacceptably large. If the Gaussian width approaches the average number of fissions, 10% too many fission neutrons are produced by not treating the negative Gaussian tail adequately. The first method to treat the Gaussian tail is to determine a correction offset, which then is subtracted from all sampled values of the number of neutrons produced. This offset depends on the average value for any given fission at any energy and must be computed efficiently at each fission from the non-integrable error function. The second method is to determine a corrected zero point so that all neutrons sampled between zero and the corrected zero point are killed to compensate for the negative Gaussian tail bias. Again, the zero point must be computed efficiently at each fission. Both methods give excellent results with a negligible computing time penalty. It is now possible to include the full effects of fission multiplicity without the negative Gaussian tail bias.

  18. Dosimetry applications in GATE Monte Carlo toolkit.

    Science.gov (United States)

    Papadimitroulas, Panagiotis

    2017-09-01

    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.

  19. New model for mines and transportation tunnels external dose calculation using Monte Carlo simulation

    International Nuclear Information System (INIS)

    Allam, Kh. A.

    2017-01-01

    In this work, a new methodology is developed based on Monte Carlo simulation for tunnels and mines external dose calculation. Tunnels external dose evaluation model of a cylindrical shape of finite thickness with an entrance and with or without exit. A photon transportation model was applied for exposure dose calculations. A new software based on Monte Carlo solution was designed and programmed using Delphi programming language. The variation of external dose due to radioactive nuclei in a mine tunnel and the corresponding experimental data lies in the range 7.3 19.9%. The variation of specific external dose rate with position in, tunnel building material density and composition were studied. The given new model has more flexible for real external dose in any cylindrical tunnel structure calculations. (authors)

  20. Stabilizing canonical-ensemble calculations in the auxiliary-field Monte Carlo method

    Science.gov (United States)

    Gilbreth, C. N.; Alhassid, Y.

    2015-03-01

    Quantum Monte Carlo methods are powerful techniques for studying strongly interacting Fermi systems. However, implementing these methods on computers with finite-precision arithmetic requires careful attention to numerical stability. In the auxiliary-field Monte Carlo (AFMC) method, low-temperature or large-model-space calculations require numerically stabilized matrix multiplication. When adapting methods used in the grand-canonical ensemble to the canonical ensemble of fixed particle number, the numerical stabilization increases the number of required floating-point operations for computing observables by a factor of the size of the single-particle model space, and thus can greatly limit the systems that can be studied. We describe an improved method for stabilizing canonical-ensemble calculations in AFMC that exhibits better scaling, and present numerical tests that demonstrate the accuracy and improved performance of the method.

  1. A histogram-free multicanonical Monte Carlo algorithm for the construction of analytical density of states

    Energy Technology Data Exchange (ETDEWEB)

    Eisenbach, Markus [ORNL; Li, Ying Wai [ORNL

    2017-06-01

    We report a new multicanonical Monte Carlo (MC) algorithm to obtain the density of states (DOS) for physical systems with continuous state variables in statistical mechanics. Our algorithm is able to obtain an analytical form for the DOS expressed in a chosen basis set, instead of a numerical array of finite resolution as in previous variants of this class of MC methods such as the multicanonical (MUCA) sampling and Wang-Landau (WL) sampling. This is enabled by storing the visited states directly in a data set and avoiding the explicit collection of a histogram. This practice also has the advantage of avoiding undesirable artificial errors caused by the discretization and binning of continuous state variables. Our results show that this scheme is capable of obtaining converged results with a much reduced number of Monte Carlo steps, leading to a significant speedup over existing algorithms.

  2. 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.

  3. 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.

  4. Study on critical effect in lattice homogenization via Monte Carlo method

    International Nuclear Information System (INIS)

    Li Mancang; Wang Kan; Yao Dong

    2012-01-01

    In contrast to the traditional deterministic lattice codes, generating the homogenization multigroup constants via Monte Carlo method overcomes the difficulties in geometry and treats energy in continuum. thus provides more accuracy parameters. An infinite lattice of identical symmetric motives is usually assumed when performing the homogenization. However, the finite size of a reactor is reality and it should influence the lattice calculation. In practice of the homogenization with Monte Carlo method, B N theory is applied to take the leakage effect into account. The fundamental mode with the buckling B is used as a measure of the finite size. The critical spectrum in the solution of 0-dimensional fine-group B 1 equations is used to correct the weighted spectrum for homogenization. A PWR prototype core is examined to verify that the presented method indeed generates few group constants effectively. In addition, a zero power physical experiment verification is performed. The results show that B N theory is adequate for leakage correction in the multigroup constants generation via Monte Carlo method. (authors)

  5. Bayesian Optimal Experimental Design Using Multilevel Monte Carlo

    KAUST Repository

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

    2015-01-01

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

  6. Bayesian Optimal Experimental Design Using Multilevel Monte Carlo

    KAUST Repository

    Ben Issaid, Chaouki

    2015-01-07

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

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

    International Nuclear Information System (INIS)

    Pevey, Ronald E.

    2005-01-01

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

  8. Alternative implementations of the Monte Carlo power method

    International Nuclear Information System (INIS)

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

    2002-01-01

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

  9. 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

  10. Monte Carlo calculation of the cross-section of single event upset induced by 14MeV neutrons

    International Nuclear Information System (INIS)

    Li, H.; Deng, J.Y.; Chang, D.M.

    2005-01-01

    High-density static random access memory may experience single event upsets (SEU) in neutron environments. We present a new method to calculate the SEU cross-section. Our method is based on explicit generation and transport of the secondary reaction products and detailed accounting for energy loss by ionization. Instead of simulating the behavior of the circuit, we use the Monte Carlo method to simulate the process of energy deposition in sensitive volumes. Thus, we do not need to know details about the circuit. We only need a reasonable guess for the size of the sensitive volumes. In the Monte Carlo simulation, the cross-section of SEU induced by 14MeV neutrons is calculated. We can see that the Monte Carlo simulation not only can provide a new method to calculate SEU cross-section, but also can give a detailed description about random process of the SEU

  11. Towards overcoming the Monte Carlo sign problem with tensor networks

    Directory of Open Access Journals (Sweden)

    Bañuls Mari Carmen

    2017-01-01

    Full Text Available The study of lattice gauge theories with Monte Carlo simulations is hindered by the infamous sign problem that appears under certain circumstances, in particular at non-zero chemical potential. So far, there is no universal method to overcome this problem. However, recent years brought a new class of non-perturbative Hamiltonian techniques named tensor networks, where the sign problem is absent. In previous work, we have demonstrated that this approach, in particular matrix product states in 1+1 dimensions, can be used to perform precise calculations in a lattice gauge theory, the massless and massive Schwinger model. We have computed the mass spectrum of this theory, its thermal properties and real-time dynamics. In this work, we review these results and we extend our calculations to the case of two flavours and non-zero chemical potential. We are able to reliably reproduce known analytical results for this model, thus demonstrating that tensor networks can tackle the sign problem of a lattice gauge theory at finite density.

  12. Monte Carlo methods for flux expansion solutions of transport problems

    International Nuclear Information System (INIS)

    Spanier, J.

    1999-01-01

    Adaptive Monte Carlo methods, based on the use of either correlated sampling or importance sampling, to obtain global solutions to certain transport problems have recently been described. The resulting learning algorithms are capable of achieving geometric convergence when applied to the estimation of a finite number of coefficients in a flux expansion representation of the global solution. However, because of the nonphysical nature of the random walk simulations needed to perform importance sampling, conventional transport estimators and source sampling techniques require modification to be used successfully in conjunction with such flux expansion methods. It is shown how these problems can be overcome. First, the traditional path length estimators in wide use in particle transport simulations are generalized to include rather general detector functions (which, in this application, are the individual basis functions chosen for the flus expansion). Second, it is shown how to sample from the signed probabilities that arise as source density functions in these applications, without destroying the zero variance property needed to ensure geometric convergence to zero error

  13. Present status of transport code development based on Monte Carlo method

    International Nuclear Information System (INIS)

    Nakagawa, Masayuki

    1985-01-01

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

  14. Evaluation of IMRT plans of prostate carcinoma from four treatment planning systems based on Monte Carlo

    International Nuclear Information System (INIS)

    Chi Zifeng; Han Chun; Liu Dan; Cao Yankun; Li Runxiao

    2011-01-01

    Objective: With the Monte Carlo method to recalculate the IMRT dose distributions from four TPS to provide a platform for independent comparison and evaluation of the plan quality.These results will help make a clinical decision as which TPS will be used for prostate IMRT planning. Methods: Eleven prostate cancer cases were planned with the Corvus, Xio, Pinnacle and Eclipse TPS. The plans were recalculated by Monte Carlo using leaf sequences and MUs for individual plans. Dose-volume-histograms and isodose distributions were compared. Other quantities such as D min (the minimum dose received by 99% of CTV/PTV), D max (the maximum dose received by 1% of CTV/PTV), V 110% , V 105% , V 95% (the volume of CTV/PTV receiving 110%, 105%, 95% of the prescription dose), the volume of rectum and bladder receiving >65 Gy and >40 Gy, and the volume of femur receiving >50 Gy were evaluated. Total segments and MUs were also compared. Results: The Monte Carlo results agreed with the dose distributions from the TPS to within 3%/3 mm. The Xio, Pinnacle and Eclipse plans show less target dose heterogeneity and lower V 65 and V 40 for the rectum and bladder compared to the Corvus plans. The PTV D min is about 2 Gy lower for Xio plans than others while the Corvus plans have slightly lower female head V 50 (0.03% and 0.58%) than others. The Corvus plans require significantly most segments (187.8) and MUs (1264.7) to deliver and the Pinnacle plans require fewest segments (82.4) and MUs (703.6). Conclusions: We have tested an independent Monte Carlo dose calculation system for dose reconstruction and plan evaluation. This system provides a platform for the fair comparison and evaluation of treatment plans to facilitate clinical decision making in selecting a TPS and beam delivery system for particular treatment sites. (authors)

  15. 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

  16. Monte Carlo Techniques for Nuclear Systems - Theory Lectures

    International Nuclear Information System (INIS)

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

    2016-01-01

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

  17. 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

  18. Monte Carlo simulation of MOSFET dosimeter for electron backscatter using the GEANT4 code.

    Science.gov (United States)

    Chow, James C L; Leung, Michael K K

    2008-06-01

    The aim of this study is to investigate the influence of the body of the metal-oxide-semiconductor field effect transistor (MOSFET) dosimeter in measuring the electron backscatter from lead. The electron backscatter factor (EBF), which is defined as the ratio of dose at the tissue-lead interface to the dose at the same point without the presence of backscatter, was calculated by the Monte Carlo simulation using the GEANT4 code. Electron beams with energies of 4, 6, 9, and 12 MeV were used in the simulation. It was found that in the presence of the MOSFET body, the EBFs were underestimated by about 2%-0.9% for electron beam energies of 4-12 MeV, respectively. The trend of the decrease of EBF with an increase of electron energy can be explained by the small MOSFET dosimeter, mainly made of epoxy and silicon, not only attenuated the electron fluence of the electron beam from upstream, but also the electron backscatter generated by the lead underneath the dosimeter. However, this variation of the EBF underestimation is within the same order of the statistical uncertainties as the Monte Carlo simulations, which ranged from 1.3% to 0.8% for the electron energies of 4-12 MeV, due to the small dosimetric volume. Such small EBF deviation is therefore insignificant when the uncertainty of the Monte Carlo simulation is taken into account. Corresponding measurements were carried out and uncertainties compared to Monte Carlo results were within +/- 2%. Spectra of energy deposited by the backscattered electrons in dosimetric volumes with and without the lead and MOSFET were determined by Monte Carlo simulations. It was found that in both cases, when the MOSFET body is either present or absent in the simulation, deviations of electron energy spectra with and without the lead decrease with an increase of the electron beam energy. Moreover, the softer spectrum of the backscattered electron when lead is present can result in a reduction of the MOSFET response due to stronger

  19. COG10, Multiparticle Monte Carlo Code System for Shielding and Criticality Use

    International Nuclear Information System (INIS)

    2007-01-01

    1 - Description of program or function: COG is a modern, full-featured Monte Carlo radiation transport code which provides accurate answers to complex shielding, criticality, and activation problems. COG was written to be state-of-the-art and free of physics approximations and compromises found in earlier codes. COG is fully 3-D, uses point-wise cross sections and exact angular scattering, and allows a full range of biasing options to speed up solutions for deep penetration problems. Additionally, a criticality option is available for computing Keff for assemblies of fissile materials. ENDL or ENDFB cross section libraries may be used. COG home page: http://www-phys.llnl.gov/N_Div/COG/. Cross section libraries are included in the package. COG can use either the LLNL ENDL-90 cross section set or the ENDFB/VI set. Analytic surfaces are used to describe geometric boundaries. Parts (volumes) are described by a method of Constructive Solid Geometry. Surface types include surfaces of up to fourth order, and pseudo-surfaces such as boxes, finite cylinders, and figures of revolution. Repeated assemblies need be defined only once. Parts are visualized in cross-section and perspective picture views. Source and random-walk biasing techniques may be selected to improve solution statistics. These include source angular biasing, importance weighting, particle splitting and Russian roulette, path-length stretching, point detectors, scattered direction biasing, and forced collisions. Criticality - For a fissioning system, COG will compute Keff by transporting batches of neutrons through the system. Activation - COG can compute gamma-ray doses due to neutron-activated materials, starting with just a neutron source. Coupled Problems - COG can solve coupled problems involving neutrons, photons, and electrons. 2 - Methods:COG uses Monte Carlo methods to solve the Boltzmann transport equation for particles traveling through arbitrary 3-dimensional geometries. Neutrons, photons

  20. A residual Monte Carlo method for discrete thermal radiative diffusion

    International Nuclear Information System (INIS)

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

    2003-01-01

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

  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. 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.

  3. 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.

  4. AREVA Developments for an Efficient and Reliable use of Monte Carlo codes for Radiation Transport Applications

    Science.gov (United States)

    Chapoutier, Nicolas; Mollier, François; Nolin, Guillaume; Culioli, Matthieu; Mace, Jean-Reynald

    2017-09-01

    In the context of the rising of Monte Carlo transport calculations for any kind of application, AREVA recently improved its suite of engineering tools in order to produce efficient Monte Carlo workflow. Monte Carlo codes, such as MCNP or TRIPOLI, are recognized as reference codes to deal with a large range of radiation transport problems. However the inherent drawbacks of theses codes - laboring input file creation and long computation time - contrast with the maturity of the treatment of the physical phenomena. The goals of the recent AREVA developments were to reach similar efficiency as other mature engineering sciences such as finite elements analyses (e.g. structural or fluid dynamics). Among the main objectives, the creation of a graphical user interface offering CAD tools for geometry creation and other graphical features dedicated to the radiation field (source definition, tally definition) has been reached. The computations times are drastically reduced compared to few years ago thanks to the use of massive parallel runs, and above all, the implementation of hybrid variance reduction technics. From now engineering teams are capable to deliver much more prompt support to any nuclear projects dealing with reactors or fuel cycle facilities from conceptual phase to decommissioning.

  5. AREVA Developments for an Efficient and Reliable use of Monte Carlo codes for Radiation Transport Applications

    Directory of Open Access Journals (Sweden)

    Chapoutier Nicolas

    2017-01-01

    Full Text Available In the context of the rising of Monte Carlo transport calculations for any kind of application, AREVA recently improved its suite of engineering tools in order to produce efficient Monte Carlo workflow. Monte Carlo codes, such as MCNP or TRIPOLI, are recognized as reference codes to deal with a large range of radiation transport problems. However the inherent drawbacks of theses codes - laboring input file creation and long computation time - contrast with the maturity of the treatment of the physical phenomena. The goals of the recent AREVA developments were to reach similar efficiency as other mature engineering sciences such as finite elements analyses (e.g. structural or fluid dynamics. Among the main objectives, the creation of a graphical user interface offering CAD tools for geometry creation and other graphical features dedicated to the radiation field (source definition, tally definition has been reached. The computations times are drastically reduced compared to few years ago thanks to the use of massive parallel runs, and above all, the implementation of hybrid variance reduction technics. From now engineering teams are capable to deliver much more prompt support to any nuclear projects dealing with reactors or fuel cycle facilities from conceptual phase to decommissioning.

  6. Thermal conductivity of nanofluids and size distribution of nanoparticles by Monte Carlo simulations

    International Nuclear Information System (INIS)

    Feng Yongjin; Yu Boming; Feng Kaiming; Xu Peng; Zou Mingqing

    2008-01-01

    Nanofluids, a class of solid-liquid suspensions, have received an increasing attention and studied intensively because of their anomalously high thermal conductivites at low nanoparticle concentration. Based on the fractal character of nanoparticles in nanofluids, the probability model for nanoparticle's sizes and the effective thermal conductivity model are derived, in which the effect of the microconvection due to the Brownian motion of nanoparticles in the fluids is taken into account. The proposed model is expressed as a function of the thermal conductivities of the base fluid and the nanoparticles, the volume fraction, fractal dimension for particles, the size of nanoparticles, and the temperature, as well as random number. This model has the characters of both analytical and numerical solutions. The Monte Carlo simulations combined with the fractal geometry theory are performed. The predictions by the present Monte Carlo simulations are shown in good accord with the existing experimental data.

  7. Sink strength simulations using the Monte Carlo method: Applied to spherical traps

    Science.gov (United States)

    Ahlgren, T.; Bukonte, L.

    2017-12-01

    The sink strength is an important parameter for the mean-field rate equations to simulate temporal changes in the micro-structure of materials. However, there are noteworthy discrepancies between sink strengths obtained by the Monte Carlo and analytical methods. In this study, we show the reasons for these differences. We present the equations to estimate the statistical error for sink strength calculations and show the way to determine the sink strengths for multiple traps. We develop a novel, very fast Monte Carlo method to obtain sink strengths. The results show that, in addition to the well-known sink strength dependence of the trap concentration, trap radius and the total sink strength, the sink strength also depends on the defect diffusion jump length and the total trap volume fraction. Taking these factors into account, allows us to obtain a very accurate analytic expression for the sink strength of spherical traps.

  8. A 3D particle Monte Carlo approach to studying nucleation

    Science.gov (United States)

    Köhn, Christoph; Enghoff, Martin Bødker; Svensmark, Henrik

    2018-06-01

    The nucleation of sulphuric acid molecules plays a key role in the formation of aerosols. We here present a three dimensional particle Monte Carlo model to study the growth of sulphuric acid clusters as well as its dependence on the ambient temperature and the initial particle density. We initiate a swarm of sulphuric acid-water clusters with a size of 0.329 nm with densities between 107 and 108 cm-3 at temperatures between 200 and 300 K and a relative humidity of 50%. After every time step, we update the position of particles as a function of size-dependent diffusion coefficients. If two particles encounter, we merge them and add their volumes and masses. Inversely, we check after every time step whether a polymer evaporates liberating a molecule. We present the spatial distribution as well as the size distribution calculated from individual clusters. We also calculate the nucleation rate of clusters with a radius of 0.85 nm as a function of time, initial particle density and temperature. The nucleation rates obtained from the presented model agree well with experimentally obtained values and those of a numerical model which serves as a benchmark of our code. In contrast to previous nucleation models, we here present for the first time a code capable of tracing individual particles and thus of capturing the physics related to the discrete nature of particles.

  9. Monte Carlo simulations of lattice models for single polymer systems

    Science.gov (United States)

    Hsu, Hsiao-Ping

    2014-10-01

    Single linear polymer chains in dilute solutions under good solvent conditions are studied by Monte Carlo simulations with the pruned-enriched Rosenbluth method up to the chain length N ˜ O(10^4). Based on the standard simple cubic lattice model (SCLM) with fixed bond length and the bond fluctuation model (BFM) with bond lengths in a range between 2 and sqrt{10}, we investigate the conformations of polymer chains described by self-avoiding walks on the simple cubic lattice, and by random walks and non-reversible random walks in the absence of excluded volume interactions. In addition to flexible chains, we also extend our study to semiflexible chains for different stiffness controlled by a bending potential. The persistence lengths of chains extracted from the orientational correlations are estimated for all cases. We show that chains based on the BFM are more flexible than those based on the SCLM for a fixed bending energy. The microscopic differences between these two lattice models are discussed and the theoretical predictions of scaling laws given in the literature are checked and verified. Our simulations clarify that a different mapping ratio between the coarse-grained models and the atomistically realistic description of polymers is required in a coarse-graining approach due to the different crossovers to the asymptotic behavior.

  10. Monte Carlo simulations of lattice models for single polymer systems

    International Nuclear Information System (INIS)

    Hsu, Hsiao-Ping

    2014-01-01

    Single linear polymer chains in dilute solutions under good solvent conditions are studied by Monte Carlo simulations with the pruned-enriched Rosenbluth method up to the chain length N∼O(10 4 ). Based on the standard simple cubic lattice model (SCLM) with fixed bond length and the bond fluctuation model (BFM) with bond lengths in a range between 2 and √(10), we investigate the conformations of polymer chains described by self-avoiding walks on the simple cubic lattice, and by random walks and non-reversible random walks in the absence of excluded volume interactions. In addition to flexible chains, we also extend our study to semiflexible chains for different stiffness controlled by a bending potential. The persistence lengths of chains extracted from the orientational correlations are estimated for all cases. We show that chains based on the BFM are more flexible than those based on the SCLM for a fixed bending energy. The microscopic differences between these two lattice models are discussed and the theoretical predictions of scaling laws given in the literature are checked and verified. Our simulations clarify that a different mapping ratio between the coarse-grained models and the atomistically realistic description of polymers is required in a coarse-graining approach due to the different crossovers to the asymptotic behavior

  11. Monte Carlo Modeling the UCN τ Magneto-Gravitational Trap

    Science.gov (United States)

    Holley, A. T.; UCNτ Collaboration

    2016-09-01

    The current uncertainty in our knowledge of the free neutron lifetime is dominated by the nearly 4 σ discrepancy between complementary ``beam'' and ``bottle'' measurement techniques. An incomplete assessment of systematic effects is the most likely explanation for this difference and must be addressed in order to realize the potential of both approaches. The UCN τ collaboration has constructed a large-volume magneto-gravitational trap that eliminates the material interactions which complicated the interpretation of previous bottle experiments. This is accomplished using permanent NdFeB magnets in a bowl-shaped Halbach array to confine polarized UCN from the sides and below and the earth's gravitational field to trap them from above. New in situ detectors that count surviving UCN provide a means of empirically assessing residual systematic effects. The interpretation of that data, and its implication for experimental configurations with enhanced precision, can be bolstered by Monte Carlo models of the current experiment which provide the capability for stable tracking of trapped UCN and detailed modeling of their polarization. Work to develop such models and their comparison with data acquired during our first extensive set of systematics studies will be discussed.

  12. Monte Carlo dose calculation algorithm on a distributed system

    International Nuclear Information System (INIS)

    Chauvie, Stephane; Dominoni, Matteo; Marini, Piergiorgio; Stasi, Michele; Pia, Maria Grazia; Scielzo, Giuseppe

    2003-01-01

    The main goal of modern radiotherapy, such as 3D conformal radiotherapy and intensity-modulated radiotherapy is to deliver a high dose to the target volume sparing the surrounding healthy tissue. The accuracy of dose calculation in a treatment planning system is therefore a critical issue. Among many algorithms developed over the last years, those based on Monte Carlo proven to be very promising in terms of accuracy. The most severe obstacle in application to clinical practice is the high time necessary for calculations. We have studied a high performance network of Personal Computer as a realistic alternative to a high-costs dedicated parallel hardware to be used routinely as instruments of evaluation of treatment plans. We set-up a Beowulf Cluster, configured with 4 nodes connected with low-cost network and installed MC code Geant4 to describe our irradiation facility. The MC, once parallelised, was run on the Beowulf Cluster. The first run of the full simulation showed that the time required for calculation decreased linearly increasing the number of distributed processes. The good scalability trend allows both statistically significant accuracy and good time performances. The scalability of the Beowulf Cluster system offers a new instrument for dose calculation that could be applied in clinical practice. These would be a good support particularly in high challenging prescription that needs good calculation accuracy in zones of high dose gradient and great dishomogeneities

  13. Monte Carlo dose calculation of microbeam in a lung phantom

    International Nuclear Information System (INIS)

    Company, F.Z.; Mino, C.; Mino, F.

    1998-01-01

    Full text: Recent advances in synchrotron generated X-ray beams with high fluence rate permit investigation of the application of an array of closely spaced, parallel or converging microplanar beams in radiotherapy. The proposed techniques takes advantage of the hypothesised repair mechanism of capillary cells between alternate microbeam zones, which regenerates the lethally irradiated endothelial cells. The lateral and depth doses of 100 keV microplanar beams are investigated for different beam dimensions and spacings in a tissue, lung and tissue/lung/tissue phantom. The EGS4 Monte Carlo code is used to calculate dose profiles at different depth and bundles of beams (up to 20x20cm square cross section). The maximum dose on the beam axis (peak) and the minimum interbeam dose (valley) are compared at different depths, bundles, heights, widths and beam spacings. Relatively high peak to valley ratios are observed in the lung region, suggesting an ideal environment for microbeam radiotherapy. For a single field, the ratio at the tissue/lung interface will set the maximum dose to the target volume. However, in clinical application, several fields would be involved allowing much greater doses to be applied for the elimination of cancer cells. We conclude therefore that multifield microbeam therapy has the potential to achieve useful therapeutic ratios for the treatment of lung cancer

  14. 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.

  15. Efficient Geometry and Data Handling for Large-Scale Monte Carlo - Thermal-Hydraulics Coupling

    Science.gov (United States)

    Hoogenboom, J. Eduard

    2014-06-01

    Detailed coupling of thermal-hydraulics calculations to Monte Carlo reactor criticality calculations requires each axial layer of each fuel pin to be defined separately in the input to the Monte Carlo code in order to assign to each volume the temperature according to the result of the TH calculation, and if the volume contains coolant, also the density of the coolant. This leads to huge input files for even small systems. In this paper a methodology for dynamical assignment of temperatures with respect to cross section data is demonstrated to overcome this problem. The method is implemented in MCNP5. The method is verified for an infinite lattice with 3x3 BWR-type fuel pins with fuel, cladding and moderator/coolant explicitly modeled. For each pin 60 axial zones are considered with different temperatures and coolant densities. The results of the axial power distribution per fuel pin are compared to a standard MCNP5 run in which all 9x60 cells for fuel, cladding and coolant are explicitly defined and their respective temperatures determined from the TH calculation. Full agreement is obtained. For large-scale application the method is demonstrated for an infinite lattice with 17x17 PWR-type fuel assemblies with 25 rods replaced by guide tubes. Again all geometrical detailed is retained. The method was used in a procedure for coupled Monte Carlo and thermal-hydraulics iterations. Using an optimised iteration technique, convergence was obtained in 11 iteration steps.

  16. Monte Carlo studies of high-transverse-energy hadronic interactions

    International Nuclear Information System (INIS)

    Corcoran, M.D.

    1985-01-01

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

  17. Study on random number generator in Monte Carlo code

    International Nuclear Information System (INIS)

    Oya, Kentaro; Kitada, Takanori; Tanaka, Shinichi

    2011-01-01

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

  18. Parallel MCNP Monte Carlo transport calculations with MPI

    International Nuclear Information System (INIS)

    Wagner, J.C.; Haghighat, A.

    1996-01-01

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

  19. Monte Carlo methods for the reliability analysis of Markov systems

    International Nuclear Information System (INIS)

    Buslik, A.J.

    1985-01-01

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

  20. A general transform for variance reduction in Monte Carlo simulations

    International Nuclear Information System (INIS)

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

    2011-01-01

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