#### Sample records for monte-carlo simulation methods

1. 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...

2. 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.

3. 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.

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. 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.

6. Particle-transport simulation with the Monte Carlo method

International Nuclear Information System (INIS)

Carter, L.L.; Cashwell, E.D.

1975-01-01

Attention is focused on the application of the Monte Carlo method to particle transport problems, with emphasis on neutron and photon transport. Topics covered include sampling methods, mathematical prescriptions for simulating particle transport, mechanics of simulating particle transport, neutron transport, and photon transport. A literature survey of 204 references is included. (GMT)

7. 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

8. Reliability analysis of neutron transport simulation using Monte Carlo method

International Nuclear Information System (INIS)

Souza, Bismarck A. de; Borges, Jose C.

1995-01-01

This work presents a statistical and reliability analysis covering data obtained by computer simulation of neutron transport process, using the Monte Carlo method. A general description of the method and its applications is presented. Several simulations, corresponding to slowing down and shielding problems have been accomplished. The influence of the physical dimensions of the materials and of the sample size on the reliability level of results was investigated. The objective was to optimize the sample size, in order to obtain reliable results, optimizing computation time. (author). 5 refs, 8 figs

9. Simulation of quantum systems by the tomography Monte Carlo method

International Nuclear Information System (INIS)

Bogdanov, Yu I

2007-01-01

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

10. 'Odontologic dosimetric card' experiments and simulations using Monte Carlo methods

International Nuclear Information System (INIS)

Menezes, C.J.M.; Lima, R. de A.; Peixoto, J.E.; Vieira, J.W.

2008-01-01

The techniques for data processing, combined with the development of fast and more powerful computers, makes the Monte Carlo methods one of the most widely used tools in the radiation transport simulation. For applications in diagnostic radiology, this method generally uses anthropomorphic phantoms to evaluate the absorbed dose to patients during exposure. In this paper, some Monte Carlo techniques were used to simulation of a testing device designed for intra-oral X-ray equipment performance evaluation called Odontologic Dosimetric Card (CDO of 'Cartao Dosimetrico Odontologico' in Portuguese) for different thermoluminescent detectors. This paper used two computational models of exposition RXD/EGS4 and CDO/EGS4. In the first model, the simulation results are compared with experimental data obtained in the similar conditions. The second model, it presents the same characteristics of the testing device studied (CDO). For the irradiations, the X-ray spectra were generated by the IPEM report number 78, spectrum processor. The attenuated spectrum was obtained for IEC 61267 qualities and various additional filters for a Pantak 320 X-ray industrial equipment. The results obtained for the study of the copper filters used in the determination of the kVp were compared with experimental data, validating the model proposed for the characterization of the CDO. The results shower of the CDO will be utilized in quality assurance programs in order to guarantee that the equipment fulfill the requirements of the Norm SVS No. 453/98 MS (Brazil) 'Directives of Radiation Protection in Medical and Dental Radiodiagnostic'. We conclude that the EGS4 is a suitable code Monte Carlo to simulate thermoluminescent dosimeters and experimental procedures employed in the routine of the quality control laboratory in diagnostic radiology. (author)

11. Bayesian Monte Carlo method

International Nuclear Information System (INIS)

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.

12. 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

13. 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.

14. Research on Monte Carlo simulation method of industry CT system

International Nuclear Information System (INIS)

Li Junli; Zeng Zhi; Qui Rui; Wu Zhen; Li Chunyan

2010-01-01

There are a series of radiation physical problems in the design and production of industry CT system (ICTS), including limit quality index analysis; the effect of scattering, efficiency of detectors and crosstalk to the system. Usually the Monte Carlo (MC) Method is applied to resolve these problems. Most of them are of little probability, so direct simulation is very difficult, and existing MC methods and programs can't meet the needs. To resolve these difficulties, particle flux point auto-important sampling (PFPAIS) is given on the basis of auto-important sampling. Then, on the basis of PFPAIS, a particular ICTS simulation method: MCCT is realized. Compared with existing MC methods, MCCT is proved to be able to simulate the ICTS more exactly and effectively. Furthermore, the effects of all kinds of disturbances of ICTS are simulated and analyzed by MCCT. To some extent, MCCT can guide the research of the radiation physical problems in ICTS. (author)

15. Lectures on Monte Carlo methods

CERN Document Server

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

16. The Monte Carlo Simulation Method for System Reliability and Risk Analysis

CERN Document Server

Zio, Enrico

2013-01-01

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

17. 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)

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

International Nuclear Information System (INIS)

Yamamoto, Toshihiro

2014-01-01

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

19. Study of the quantitative analysis approach of maintenance by the Monte Carlo simulation method

International Nuclear Information System (INIS)

Shimizu, Takashi

2007-01-01

This study is examination of the quantitative valuation by Monte Carlo simulation method of maintenance activities of a nuclear power plant. Therefore, the concept of the quantitative valuation of maintenance that examination was advanced in the Japan Society of Maintenology and International Institute of Universality (IUU) was arranged. Basis examination for quantitative valuation of maintenance was carried out at simple feed water system, by Monte Carlo simulation method. (author)

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

International Nuclear Information System (INIS)

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

2012-01-01

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

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

International Nuclear Information System (INIS)

Lu Yuzhao; Xie Qilin; Song Lingli; Liu Hangang

2012-01-01

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

2. 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

3. 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)

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

Energy Technology Data Exchange (ETDEWEB)

Morillon, B.

1996-12-31

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

5. External individual monitoring: experiments and simulations using Monte Carlo Method

International Nuclear Information System (INIS)

Guimaraes, Carla da Costa

2005-01-01

In this work, we have evaluated the possibility of applying the Monte Carlo simulation technique in photon dosimetry of external individual monitoring. The GEANT4 toolkit was employed to simulate experiments with radiation monitors containing TLD-100 and CaF 2 :NaCl thermoluminescent detectors. As a first step, X ray spectra were generated impinging electrons on a tungsten target. Then, the produced photon beam was filtered in a beryllium window and additional filters to obtain the radiation with desired qualities. This procedure, used to simulate radiation fields produced by a X ray tube, was validated by comparing characteristics such as half value layer, which was also experimentally measured, mean photon energy and the spectral resolution of simulated spectra with that of reference spectra established by international standards. In the construction of thermoluminescent dosimeter, two approaches for improvements have. been introduced. The first one was the inclusion of 6% of air in the composition of the CaF 2 :NaCl detector due to the difference between measured and calculated values of its density. Also, comparison between simulated and experimental results showed that the self-attenuation of emitted light in the readout process of the fluorite dosimeter must be taken into account. Then, in the second approach, the light attenuation coefficient of CaF 2 :NaCl compound estimated by simulation to be 2,20(25) mm -1 was introduced. Conversion coefficients C p from air kerma to personal dose equivalent were calculated using a slab water phantom with polymethyl-metacrilate (PMMA) walls, for reference narrow and wide X ray spectrum series [ISO 4037-1], and also for the wide spectra implanted and used in routine at Laboratorio de Dosimetria. Simulations of backscattered radiations by PMMA slab water phantom and slab phantom of ICRU tissue-equivalent material produced very similar results. Therefore, the PMMA slab water phantom that can be easily constructed with low

6. 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.

7. 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

8. 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

9. 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

10. Atmosphere Re-Entry Simulation Using Direct Simulation Monte Carlo (DSMC Method

Directory of Open Access Journals (Sweden)

Francesco Pellicani

2016-05-01

Full Text Available Hypersonic re-entry vehicles aerothermodynamic investigations provide fundamental information to other important disciplines like materials and structures, assisting the development of thermal protection systems (TPS efficient and with a low weight. In the transitional flow regime, where thermal and chemical equilibrium is almost absent, a new numerical method for such studies has been introduced, the direct simulation Monte Carlo (DSMC numerical technique. The acceptance and applicability of the DSMC method have increased significantly in the 50 years since its invention thanks to the increase in computer speed and to the parallel computing. Anyway, further verification and validation efforts are needed to lead to its greater acceptance. In this study, the Monte Carlo simulator OpenFOAM and Sparta have been studied and benchmarked against numerical and theoretical data for inert and chemically reactive flows and the same will be done against experimental data in the near future. The results show the validity of the data found with the DSMC. The best setting of the fundamental parameters used by a DSMC simulator are presented for each software and they are compared with the guidelines deriving from the theory behind the Monte Carlo method. In particular, the number of particles per cell was found to be the most relevant parameter to achieve valid and optimized results. It is shown how a simulation with a mean value of one particle per cell gives sufficiently good results with very low computational resources. This achievement aims to reconsider the correct investigation method in the transitional regime where both the direct simulation Monte Carlo (DSMC and the computational fluid-dynamics (CFD can work, but with a different computational effort.

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

International Nuclear Information System (INIS)

Densmore, Jeffery D.

2006-01-01

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

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

International Nuclear Information System (INIS)

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

2007-01-01

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

13. 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

14. 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

15. A hybrid multiscale kinetic Monte Carlo method for simulation of copper electrodeposition

International Nuclear Information System (INIS)

Zheng Zheming; Stephens, Ryan M.; Braatz, Richard D.; Alkire, Richard C.; Petzold, Linda R.

2008-01-01

A hybrid multiscale kinetic Monte Carlo (HMKMC) method for speeding up the simulation of copper electrodeposition is presented. The fast diffusion events are simulated deterministically with a heterogeneous diffusion model which considers site-blocking effects of additives. Chemical reactions are simulated by an accelerated (tau-leaping) method for discrete stochastic simulation which adaptively selects exact discrete stochastic simulation for the appropriate reaction whenever that is necessary. The HMKMC method is seen to be accurate and highly efficient

16. A micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations

DEFF Research Database (Denmark)

Debrabant, Kristian; Samaey, Giovanni; Zieliński, Przemysław

2017-01-01

We present and analyse a micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations with separation between the (fast) time-scale of individual trajectories and the (slow) time-scale of the macroscopic function of interest. The algorithm combines short...

17. 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.

18. Optimal Spatial Subdivision method for improving geometry navigation performance in Monte Carlo particle transport simulation

International Nuclear Information System (INIS)

Chen, Zhenping; Song, Jing; Zheng, Huaqing; Wu, Bin; Hu, Liqin

2015-01-01

Highlights: • The subdivision combines both advantages of uniform and non-uniform schemes. • The grid models were proved to be more efficient than traditional CSG models. • Monte Carlo simulation performance was enhanced by Optimal Spatial Subdivision. • Efficiency gains were obtained for realistic whole reactor core models. - Abstract: Geometry navigation is one of the key aspects of dominating Monte Carlo particle transport simulation performance for large-scale whole reactor models. In such cases, spatial subdivision is an easily-established and high-potential method to improve the run-time performance. In this study, a dedicated method, named Optimal Spatial Subdivision, is proposed for generating numerically optimal spatial grid models, which are demonstrated to be more efficient for geometry navigation than traditional Constructive Solid Geometry (CSG) models. The method uses a recursive subdivision algorithm to subdivide a CSG model into non-overlapping grids, which are labeled as totally or partially occupied, or not occupied at all, by CSG objects. The most important point is that, at each stage of subdivision, a conception of quality factor based on a cost estimation function is derived to evaluate the qualities of the subdivision schemes. Only the scheme with optimal quality factor will be chosen as the final subdivision strategy for generating the grid model. Eventually, the model built with the optimal quality factor will be efficient for Monte Carlo particle transport simulation. The method has been implemented and integrated into the Super Monte Carlo program SuperMC developed by FDS Team. Testing cases were used to highlight the performance gains that could be achieved. Results showed that Monte Carlo simulation runtime could be reduced significantly when using the new method, even as cases reached whole reactor core model sizes

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

International Nuclear Information System (INIS)

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

1996-03-01

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

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

International Nuclear Information System (INIS)

Diamantis, Nikolaos G.; Manousakis, Efstratios

2016-01-01

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

1. MONTE CARLO METHOD AND APPLICATION IN @RISK SIMULATION SYSTEM

Directory of Open Access Journals (Sweden)

Gabriela Ižaríková

2015-12-01

Full Text Available The article is an example of using the software simulation @Risk designed for simulation in Microsoft Excel spread sheet, demonstrated the possibility of its usage in order to show a universal method of solving problems. The simulation is experimenting with computer models based on the real production process in order to optimize the production processes or the system. The simulation model allows performing a number of experiments, analysing them, evaluating, optimizing and afterwards applying the results to the real system. A simulation model in general is presenting modelling system by using mathematical formulations and logical relations. In the model is possible to distinguish controlled inputs (for instance investment costs and random outputs (for instance demand, which are by using a model transformed into outputs (for instance mean value of profit. In case of a simulation experiment at the beginning are chosen controlled inputs and random (stochastic outputs are generated randomly. Simulations belong into quantitative tools, which can be used as a support for a decision making.

2. Investigation of Compton scattering correction methods in cardiac SPECT by Monte Carlo simulations

International Nuclear Information System (INIS)

Silva, A.M. Marques da; Furlan, A.M.; Robilotta, C.C.

2001-01-01

The goal of this work was the use of Monte Carlo simulations to investigate the effects of two scattering correction methods: dual energy window (DEW) and dual photopeak window (DPW), in quantitative cardiac SPECT reconstruction. MCAT torso-cardiac phantom, with 99m Tc and non-uniform attenuation map was simulated. Two different photopeak windows were evaluated in DEW method: 15% and 20%. Two 10% wide subwindows centered symmetrically within the photopeak were used in DPW method. Iterative ML-EM reconstruction with modified projector-backprojector for attenuation correction was applied. Results indicated that the choice of the scattering and photopeak windows determines the correction accuracy. For the 15% window, fitted scatter fraction gives better results than k = 0.5. For the 20% window, DPW is the best method, but it requires parameters estimation using Monte Carlo simulations. (author)

3. Detailed balance method for chemical potential determination in Monte Carlo and molecular dynamics simulations

International Nuclear Information System (INIS)

Fay, P.J.; Ray, J.R.; Wolf, R.J.

1994-01-01

We present a new, nondestructive, method for determining chemical potentials in Monte Carlo and molecular dynamics simulations. The method estimates a value for the chemical potential such that one has a balance between fictitious successful creation and destruction trials in which the Monte Carlo method is used to determine success or failure of the creation/destruction attempts; we thus call the method a detailed balance method. The method allows one to obtain estimates of the chemical potential for a given species in any closed ensemble simulation; the closed ensemble is paired with a ''natural'' open ensemble for the purpose of obtaining creation and destruction probabilities. We present results for the Lennard-Jones system and also for an embedded atom model of liquid palladium, and compare to previous results in the literature for these two systems. We are able to obtain an accurate estimate of the chemical potential for the Lennard-Jones system at higher densities than reported in the literature

4. 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.

5. 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.

6. BRAND program complex for neutron-physical experiment simulation by the Monte-Carlo method

International Nuclear Information System (INIS)

Androsenko, A.A.; Androsenko, P.A.

1984-01-01

Possibilities of the BRAND program complex for neutron and γ-radiation transport simulation by the Monte-Carlo method are described in short. The complex includes the following modules: geometric module, source module, detector module, modules of simulation of a vector of particle motion direction after interaction and a free path. The complex is written in the FORTRAN langauage and realized by the BESM-6 computer

7. Application of Macro Response Monte Carlo method for electron spectrum simulation

International Nuclear Information System (INIS)

Perles, L.A.; Almeida, A. de

2007-01-01

During the past years several variance reduction techniques for Monte Carlo electron transport have been developed in order to reduce the electron computation time transport for absorbed dose distribution. We have implemented the Macro Response Monte Carlo (MRMC) method to evaluate the electron spectrum which can be used as a phase space input for others simulation programs. Such technique uses probability distributions for electron histories previously simulated in spheres (called kugels). These probabilities are used to sample the primary electron final state, as well as the creation secondary electrons and photons. We have compared the MRMC electron spectra simulated in homogeneous phantom against the Geant4 spectra. The results showed an agreement better than 6% in the spectra peak energies and that MRMC code is up to 12 time faster than Geant4 simulations

8. Analysis of Monte Carlo methods for the simulation of photon transport

International Nuclear Information System (INIS)

Carlsson, G.A.; Kusoffsky, L.

1975-01-01

In connection with the transport of low-energy photons (30 - 140 keV) through layers of water of different thicknesses, various aspects of Monte Carlo methods are examined in order to improve their effectivity (to produce statistically more reliable results with shorter computer times) and to bridge the gap between more physical methods and more mathematical ones. The calculations are compared with results of experiments involving the simulation of photon transport, using direct methods and collision density ones (J.S.)

9. 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)

10. 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.

11. 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

12. 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.

13. Multilevel Monte Carlo methods using ensemble level mixed MsFEM for two-phase flow and transport simulations

KAUST Repository

Efendiev, Yalchin R.; Iliev, Oleg; Kronsbein, C.

2013-01-01

In this paper, we propose multilevel Monte Carlo (MLMC) methods that use ensemble level mixed multiscale methods in the simulations of multiphase flow and transport. The contribution of this paper is twofold: (1) a design of ensemble level mixed

14. Research of Monte Carlo method used in simulation of different maintenance processes

International Nuclear Information System (INIS)

Zhao Siqiao; Liu Jingquan

2011-01-01

The paper introduces two kinds of Monte Carlo methods used in equipment life process simulation under the least maintenance: condition: method of producing the interval of lifetime, method of time scale conversion. The paper also analyzes the characteristics and the using scope of the two methods. By using the conception of service age reduction factor, the model of equipment's life process under incomplete maintenance condition is established, and also the life process simulation method applicable to this situation is invented. (authors)

15. Reliability Assessment of Active Distribution System Using Monte Carlo Simulation Method

Directory of Open Access Journals (Sweden)

Shaoyun Ge

2014-01-01

Full Text Available In this paper we have treated the reliability assessment problem of low and high DG penetration level of active distribution system using the Monte Carlo simulation method. The problem is formulated as a two-case program, the program of low penetration simulation and the program of high penetration simulation. The load shedding strategy and the simulation process were introduced in detail during each FMEA process. Results indicate that the integration of DG can improve the reliability of the system if the system was operated actively.

16. 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.

17. Dynamic bounds coupled with Monte Carlo simulations

NARCIS (Netherlands)

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

18. Gamma ray energy loss spectra simulation in NaI detectors with the Monte Carlo method

International Nuclear Information System (INIS)

Vieira, W.J.

1982-01-01

With the aim of studying and applying the Monte Carlo method, a computer code was developed to calculate the pulse height spectra and detector efficiencies for gamma rays incident on NaI (Tl) crystals. The basic detector processes in NaI (Tl) detectors are given together with an outline of Monte Carlo methods and a general review of relevant published works. A detailed description of the application of Monte Carlo methods to ν-ray detection in NaI (Tl) detectors is given. Comparisons are made with published, calculated and experimental, data. (Author) [pt

19. A virtual source method for Monte Carlo simulation of Gamma Knife Model C

Energy Technology Data Exchange (ETDEWEB)

Kim, Tae Hoon; Kim, Yong Kyun [Hanyang University, Seoul (Korea, Republic of); Chung, Hyun Tai [Seoul National University College of Medicine, Seoul (Korea, Republic of)

2016-05-15

The Monte Carlo simulation method has been used for dosimetry of radiation treatment. Monte Carlo simulation is the method that determines paths and dosimetry of particles using random number. Recently, owing to the ability of fast processing of the computers, it is possible to treat a patient more precisely. However, it is necessary to increase the simulation time to improve the efficiency of accuracy uncertainty. When generating the particles from the cobalt source in a simulation, there are many particles cut off. So it takes time to simulate more accurately. For the efficiency, we generated the virtual source that has the phase space distribution which acquired a single gamma knife channel. We performed the simulation using the virtual sources on the 201 channel and compared the measurement with the simulation using virtual sources and real sources. A virtual source file was generated to reduce the simulation time of a Gamma Knife Model C. Simulations with a virtual source executed about 50 times faster than the original source code and there was no statistically significant difference in simulated results.

20. A virtual source method for Monte Carlo simulation of Gamma Knife Model C

International Nuclear Information System (INIS)

Kim, Tae Hoon; Kim, Yong Kyun; Chung, Hyun Tai

2016-01-01

The Monte Carlo simulation method has been used for dosimetry of radiation treatment. Monte Carlo simulation is the method that determines paths and dosimetry of particles using random number. Recently, owing to the ability of fast processing of the computers, it is possible to treat a patient more precisely. However, it is necessary to increase the simulation time to improve the efficiency of accuracy uncertainty. When generating the particles from the cobalt source in a simulation, there are many particles cut off. So it takes time to simulate more accurately. For the efficiency, we generated the virtual source that has the phase space distribution which acquired a single gamma knife channel. We performed the simulation using the virtual sources on the 201 channel and compared the measurement with the simulation using virtual sources and real sources. A virtual source file was generated to reduce the simulation time of a Gamma Knife Model C. Simulations with a virtual source executed about 50 times faster than the original source code and there was no statistically significant difference in simulated results

1. The adaptation method in the Monte Carlo simulation for computed tomography

Energy Technology Data Exchange (ETDEWEB)

Lee, Hyoung Gun; Yoon, Chang Yeon; Lee, Won Ho [Dept. of Bio-convergence Engineering, Korea University, Seoul (Korea, Republic of); Cho, Seung Ryong [Dept. of Nuclear and Quantum Engineering, Korea Advanced Institute of Science and Technology, Daejeon (Korea, Republic of); Park, Sung Ho [Dept. of Neurosurgery, Ulsan University Hospital, Ulsan (Korea, Republic of)

2015-06-15

2. Application of direct simulation Monte Carlo method for analysis of AVLIS evaporation process

International Nuclear Information System (INIS)

Nishimura, Akihiko

1995-01-01

The computation code of the direct simulation Monte Carlo (DSMC) method was developed in order to analyze the atomic vapor evaporation in atomic vapor laser isotope separation (AVLIS). The atomic excitation temperatures of gadolinium atom were calculated for the model with five low lying states. Calculation results were compared with the experiments obtained by laser absorption spectroscopy. Two types of DSMC simulations which were different in inelastic collision procedure were carried out. It was concluded that the energy transfer was forbidden unless the total energy of the colliding atoms exceeds a threshold value. (author)

3. 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).

4. 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.)

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. 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

7. 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

8. 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.

9. 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...

10. Design space development for the extraction process of Danhong injection using a Monte Carlo simulation method.

Directory of Open Access Journals (Sweden)

Xingchu Gong

Full Text Available A design space approach was applied to optimize the extraction process of Danhong injection. Dry matter yield and the yields of five active ingredients were selected as process critical quality attributes (CQAs. Extraction number, extraction time, and the mass ratio of water and material (W/M ratio were selected as critical process parameters (CPPs. Quadratic models between CPPs and CQAs were developed with determination coefficients higher than 0.94. Active ingredient yields and dry matter yield increased as the extraction number increased. Monte-Carlo simulation with models established using a stepwise regression method was applied to calculate the probability-based design space. Step length showed little effect on the calculation results. Higher simulation number led to results with lower dispersion. Data generated in a Monte Carlo simulation following a normal distribution led to a design space with a smaller size. An optimized calculation condition was obtained with 10,000 simulation times, 0.01 calculation step length, a significance level value of 0.35 for adding or removing terms in a stepwise regression, and a normal distribution for data generation. The design space with a probability higher than 0.95 to attain the CQA criteria was calculated and verified successfully. Normal operating ranges of 8.2-10 g/g of W/M ratio, 1.25-1.63 h of extraction time, and two extractions were recommended. The optimized calculation conditions can conveniently be used in design space development for other pharmaceutical processes.

11. Application of Monte Carlo method in forward simulation of azimuthal gamma imaging while drilling

International Nuclear Information System (INIS)

Yuan Chao; Zhou Cancan; Zhang Feng; Chen Zhi

2014-01-01

Monte Carlo simulation is one of the most important numerical simulation methods in nuclear logging. Formation models can be conveniently built with MCNP code, which provides a simple and effective approach for fundamental study of nuclear logging. Monte Carlo method is employed to set up formation models under logging while drilling condition, and the characteristic of azimuthal gamma imaging is simulated. The results present that the azimuthal gamma imaging shows a sinusoidal curve features. The imaging can be used to accurately calculate the relative dip angle of borehole and thickness of radioactive formation. The larger relative dip angle of borehole and the thicker radioactive formation lead to the larger height of the sinusoidal curve in the imaging. The borehole size has no affect for the calculation of the relative dip angle, but largely affects the determination of formation thickness. The standoff of logging tool has great influence for the calculation of the relative dip angle and formation thickness. If the gamma ray counts meet the demand of counting statistics in nuclear logging, the effect of borehole fluid on the imaging can be ignored. (authors)

12. (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.

13. 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.)

14. 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

15. 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.

16. 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

17. A modular method to handle multiple time-dependent quantities in Monte Carlo simulations

International Nuclear Information System (INIS)

Shin, J; Faddegon, B A; Perl, J; Schümann, J; Paganetti, H

2012-01-01

A general method for handling time-dependent quantities in Monte Carlo simulations was developed to make such simulations more accessible to the medical community for a wide range of applications in radiotherapy, including fluence and dose calculation. To describe time-dependent changes in the most general way, we developed a grammar of functions that we call ‘Time Features’. When a simulation quantity, such as the position of a geometrical object, an angle, a magnetic field, a current, etc, takes its value from a Time Feature, that quantity varies over time. The operation of time-dependent simulation was separated into distinct parts: the Sequence samples time values either sequentially at equal increments or randomly from a uniform distribution (allowing quantities to vary continuously in time), and then each time-dependent quantity is calculated according to its Time Feature. Due to this modular structure, time-dependent simulations, even in the presence of multiple time-dependent quantities, can be efficiently performed in a single simulation with any given time resolution. This approach has been implemented in TOPAS (TOol for PArticle Simulation), designed to make Monte Carlo simulations with Geant4 more accessible to both clinical and research physicists. To demonstrate the method, three clinical situations were simulated: a variable water column used to verify constancy of the Bragg peak of the Crocker Lab eye treatment facility of the University of California, the double-scattering treatment mode of the passive beam scattering system at Massachusetts General Hospital (MGH), where a spinning range modulator wheel accompanied by beam current modulation produces a spread-out Bragg peak, and the scanning mode at MGH, where time-dependent pulse shape, energy distribution and magnetic fields control Bragg peak positions. Results confirm the clinical applicability of the method. (paper)

18. 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

19. New one-flavor hybrid Monte Carlo simulation method for lattice fermions with γ5 hermiticity

International Nuclear Information System (INIS)

Ogawa, Kenji

2011-01-01

We propose a new method for Hybrid Monte Carlo (HMC) simulations with odd numbers of dynamical fermions on the lattice. It employs a different approach from polynomial or rational HMC. In this method, γ 5 hermiticity of the lattice Dirac operators is crucial and it can be applied to Wilson, domain-wall, and overlap fermions. We compare HMC simulations with two degenerate flavors and (1+1) degenerate flavors using optimal domain-wall fermions. The ratio of the efficiency, (number of accepted trajectories)/(simulation time), is about 3:2. The relation between pseudofermion action of chirally symmetric lattice fermions in four-dimensional (overlap) and five-dimensional (domain-wall) representation are also analyzed.

20. 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.)

1. Simulation of neutral gas flow in a tokamak divertor using the Direct Simulation Monte Carlo method

International Nuclear Information System (INIS)

Gleason-González, Cristian; Varoutis, Stylianos; Hauer, Volker; Day, Christian

2014-01-01

Highlights: • Subdivertor gas flows calculations in tokamaks by coupling the B2-EIRENE and DSMC method. • The results include pressure, temperature, bulk velocity and particle fluxes in the subdivertor. • Gas recirculation effect towards the plasma chamber through the vertical targets is found. • Comparison between DSMC and the ITERVAC code reveals a very good agreement. - Abstract: This paper presents a new innovative scientific and engineering approach for describing sub-divertor gas flows of fusion devices by coupling the B2-EIRENE (SOLPS) code and the Direct Simulation Monte Carlo (DSMC) method. The present study exemplifies this with a computational investigation of neutral gas flow in the ITER's sub-divertor region. The numerical results include the flow fields and contours of the overall quantities of practical interest such as the pressure, the temperature and the bulk velocity assuming helium as model gas. Moreover, the study unravels the gas recirculation effect located behind the vertical targets, viz. neutral particles flowing towards the plasma chamber. Comparison between calculations performed by the DSMC method and the ITERVAC code reveals a very good agreement along the main sub-divertor ducts

2. The Linked Neighbour List (LNL) method for fast off-lattice Monte Carlo simulations of fluids

Science.gov (United States)

Mazzeo, M. D.; Ricci, M.; Zannoni, C.

2010-03-01

We present a new algorithm, called linked neighbour list (LNL), useful to substantially speed up off-lattice Monte Carlo simulations of fluids by avoiding the computation of the molecular energy before every attempted move. We introduce a few variants of the LNL method targeted to minimise memory footprint or augment memory coherence and cache utilisation. Additionally, we present a few algorithms which drastically accelerate neighbour finding. We test our methods on the simulation of a dense off-lattice Gay-Berne fluid subjected to periodic boundary conditions observing a speedup factor of about 2.5 with respect to a well-coded implementation based on a conventional link-cell. We provide several implementation details of the different key data structures and algorithms used in this work.

3. 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

4. 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.)

5. Investigation of Reliabilities of Bolt Distances for Bolted Structural Steel Connections by Monte Carlo Simulation Method

Directory of Open Access Journals (Sweden)

Ertekin Öztekin Öztekin

2015-12-01

Full Text Available Design of the distance of bolts to each other and design of the distance of bolts to the edge of connection plates are made based on minimum and maximum boundary values proposed by structural codes. In this study, reliabilities of those distances were investigated. For this purpose, loading types, bolt types and plate thicknesses were taken as variable parameters. Monte Carlo Simulation (MCS method was used in the reliability computations performed for all combination of those parameters. At the end of study, all reliability index values for all those distances were presented in graphics and tables. Results obtained from this study compared with the values proposed by some structural codes and finally some evaluations were made about those comparisons. Finally, It was emphasized in the end of study that, it would be incorrect of the usage of the same bolt distances in the both traditional designs and the higher reliability level designs.

6. Numerical simulation of logging-while-drilling density image by Monte-Carlo method

International Nuclear Information System (INIS)

Yue Aizhong; He Biao; Zhang Jianmin; Wang Lijuan

2010-01-01

Logging-while-drilling system is researched by Monte Carlo Method. Model of Logging-while-drilling system is built, tool response and azimuth density image are acquired, methods dealing with azimuth density data is discussed. This outcome lay foundation for optimizing tool, developing new tool and logging explanation. (authors)

7. A variance-reduced electrothermal Monte Carlo method for semiconductor device simulation

Energy Technology Data Exchange (ETDEWEB)

Muscato, Orazio; Di Stefano, Vincenza [Univ. degli Studi di Catania (Italy). Dipt. di Matematica e Informatica; Wagner, Wolfgang [Weierstrass-Institut fuer Angewandte Analysis und Stochastik (WIAS) Leibniz-Institut im Forschungsverbund Berlin e.V., Berlin (Germany)

2012-11-01

This paper is concerned with electron transport and heat generation in semiconductor devices. An improved version of the electrothermal Monte Carlo method is presented. This modification has better approximation properties due to reduced statistical fluctuations. The corresponding transport equations are provided and results of numerical experiments are presented.

8. Simulation based sequential Monte Carlo methods for discretely observed Markov processes

OpenAIRE

Neal, Peter

2014-01-01

Parameter estimation for discretely observed Markov processes is a challenging problem. However, simulation of Markov processes is straightforward using the Gillespie algorithm. We exploit this ease of simulation to develop an effective sequential Monte Carlo (SMC) algorithm for obtaining samples from the posterior distribution of the parameters. In particular, we introduce two key innovations, coupled simulations, which allow us to study multiple parameter values on the basis of a single sim...

9. Study of Monte Carlo Simulation Method for Methane Phase Diagram Prediction using Two Different Potential Models

KAUST Repository

2011-06-06

Lennard‐Jones (L‐J) and Buckingham exponential‐6 (exp‐6) potential models were used to produce isotherms for methane at temperatures below and above critical one. Molecular simulation approach, particularly Monte Carlo simulations, were employed to create these isotherms working with both canonical and Gibbs ensembles. Experiments in canonical ensemble with each model were conducted to estimate pressures at a range of temperatures above methane critical temperature. Results were collected and compared to experimental data existing in literature; both models showed an elegant agreement with the experimental data. In parallel, experiments below critical temperature were run in Gibbs ensemble using L‐J model only. Upon comparing results with experimental ones, a good fit was obtained with small deviations. The work was further developed by adding some statistical studies in order to achieve better understanding and interpretation to the estimated quantities by the simulation. Methane phase diagrams were successfully reproduced by an efficient molecular simulation technique with different potential models. This relatively simple demonstration shows how powerful molecular simulation methods could be, hence further applications on more complicated systems are considered. Prediction of phase behavior of elemental sulfur in sour natural gases has been an interesting and challenging field in oil and gas industry. Determination of elemental sulfur solubility conditions helps avoiding all kinds of problems caused by its dissolution in gas production and transportation processes. For this purpose, further enhancement to the methods used is to be considered in order to successfully simulate elemental sulfur phase behavior in sour natural gases mixtures.

10. 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

11. Monte Carlo simulation of air sampling methods for the measurement of radon decay products.

Science.gov (United States)

Sima, Octavian; Luca, Aurelian; Sahagia, Maria

2017-08-01

A stochastic model of the processes involved in the measurement of the activity of the 222 Rn decay products was developed. The distributions of the relevant factors, including air sampling and radionuclide collection, are propagated using Monte Carlo simulation to the final distribution of the measurement results. The uncertainties of the 222 Rn decay products concentrations in the air are realistically evaluated. Copyright © 2017 Elsevier Ltd. All rights reserved.

12. 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

13. Multi-level Monte Carlo Methods for Efficient Simulation of Coulomb Collisions

Science.gov (United States)

Ricketson, Lee

2013-10-01

We discuss the use of multi-level Monte Carlo (MLMC) schemes--originally introduced by Giles for financial applications--for the efficient simulation of Coulomb collisions in the Fokker-Planck limit. The scheme is based on a Langevin treatment of collisions, and reduces the computational cost of achieving a RMS error scaling as ɛ from O (ɛ-3) --for standard Langevin methods and binary collision algorithms--to the theoretically optimal scaling O (ɛ-2) for the Milstein discretization, and to O (ɛ-2 (logɛ)2) with the simpler Euler-Maruyama discretization. In practice, this speeds up simulation by factors up to 100. We summarize standard MLMC schemes, describe some tricks for achieving the optimal scaling, present results from a test problem, and discuss the method's range of applicability. This work was performed under the auspices of the U.S. DOE by the University of California, Los Angeles, under grant DE-FG02-05ER25710, and by LLNL under contract DE-AC52-07NA27344.

14. Three-Dimensional Simulation of DRIE Process Based on the Narrow Band Level Set and Monte Carlo Method

Directory of Open Access Journals (Sweden)

Jia-Cheng Yu

2018-02-01

Full Text Available A three-dimensional topography simulation of deep reactive ion etching (DRIE is developed based on the narrow band level set method for surface evolution and Monte Carlo method for flux distribution. The advanced level set method is implemented to simulate the time-related movements of etched surface. In the meanwhile, accelerated by ray tracing algorithm, the Monte Carlo method incorporates all dominant physical and chemical mechanisms such as ion-enhanced etching, ballistic transport, ion scattering, and sidewall passivation. The modified models of charged particles and neutral particles are epitomized to determine the contributions of etching rate. The effects such as scalloping effect and lag effect are investigated in simulations and experiments. Besides, the quantitative analyses are conducted to measure the simulation error. Finally, this simulator will be served as an accurate prediction tool for some MEMS fabrications.

15. A kinetic Monte Carlo method for the simulation of massive phase transformations

International Nuclear Information System (INIS)

Bos, C.; Sommer, F.; Mittemeijer, E.J.

2004-01-01

A multi-lattice kinetic Monte Carlo method has been developed for the atomistic simulation of massive phase transformations. Beside sites on the crystal lattices of the parent and product phase, randomly placed sites are incorporated as possible positions. These random sites allow the atoms to take favourable intermediate positions, essential for a realistic description of transformation interfaces. The transformation from fcc to bcc starting from a flat interface with the fcc(1 1 1)//bcc(1 1 0) and fcc[1 1 1-bar]//bcc[0 0 1-bar] orientation in a single component system has been simulated. Growth occurs in two different modes depending on the chosen values of the bond energies. For larger fcc-bcc energy differences, continuous growth is observed with a rough transformation front. For smaller energy differences, plane-by-plane growth is observed. In this growth mode two-dimensional nucleation is required in the next fcc plane after completion of the transformation of the previous fcc plane

16. A backward Monte Carlo method for efficient computation of runaway probabilities in runaway electron simulation

Science.gov (United States)

Zhang, Guannan; Del-Castillo-Negrete, Diego

2017-10-01

Kinetic descriptions of RE are usually based on the bounced-averaged Fokker-Planck model that determines the PDFs of RE. Despite of the simplification involved, the Fokker-Planck equation can rarely be solved analytically and direct numerical approaches (e.g., continuum and particle-based Monte Carlo (MC)) can be time consuming specially in the computation of asymptotic-type observable including the runaway probability, the slowing-down and runaway mean times, and the energy limit probability. Here we present a novel backward MC approach to these problems based on backward stochastic differential equations (BSDEs). The BSDE model can simultaneously describe the PDF of RE and the runaway probabilities by means of the well-known Feynman-Kac theory. The key ingredient of the backward MC algorithm is to place all the particles in a runaway state and simulate them backward from the terminal time to the initial time. As such, our approach can provide much faster convergence than the brute-force MC methods, which can significantly reduce the number of particles required to achieve a prescribed accuracy. Moreover, our algorithm can be parallelized as easy as the direct MC code, which paves the way for conducting large-scale RE simulation. This work is supported by DOE FES and ASCR under the Contract Numbers ERKJ320 and ERAT377.

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

International Nuclear Information System (INIS)

Altiparmakov, D.

1988-12-01

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

19. 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...

20. Direct simulation Monte Carlo method for the Uehling-Uhlenbeck-Boltzmann equation.

Science.gov (United States)

Garcia, Alejandro L; Wagner, Wolfgang

2003-11-01

In this paper we describe a direct simulation Monte Carlo algorithm for the Uehling-Uhlenbeck-Boltzmann equation in terms of Markov processes. This provides a unifying framework for both the classical Boltzmann case as well as the Fermi-Dirac and Bose-Einstein cases. We establish the foundation of the algorithm by demonstrating its link to the kinetic equation. By numerical experiments we study its sensitivity to the number of simulation particles and to the discretization of the velocity space, when approximating the steady-state distribution.

1. 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)

2. Simulation of clinical X-ray tube using the Monte Carlo Method - PENELOPE code

International Nuclear Information System (INIS)

Albuquerque, M.A.G.; David, M.G.; Almeida, C.E. de; Magalhaes, L.A.G.; Braz, D.

2015-01-01

Breast cancer is the most common type of cancer among women. The main strategy to increase the long-term survival of patients with this disease is the early detection of the tumor, and mammography is the most appropriate method for this purpose. Despite the reduction of cancer deaths, there is a big concern about the damage caused by the ionizing radiation to the breast tissue. To evaluate these measures it was modeled a mammography equipment, and obtained the depth spectra using the Monte Carlo method - PENELOPE code. The average energies of the spectra in depth and the half value layer of the mammography output spectrum. (author)

3. Qualitative Simulation of Photon Transport in Free Space Based on Monte Carlo Method and Its Parallel Implementation

Directory of Open Access Journals (Sweden)

Xueli Chen

2010-01-01

Full Text Available During the past decade, Monte Carlo method has obtained wide applications in optical imaging to simulate photon transport process inside tissues. However, this method has not been effectively extended to the simulation of free-space photon transport at present. In this paper, a uniform framework for noncontact optical imaging is proposed based on Monte Carlo method, which consists of the simulation of photon transport both in tissues and in free space. Specifically, the simplification theory of lens system is utilized to model the camera lens equipped in the optical imaging system, and Monte Carlo method is employed to describe the energy transformation from the tissue surface to the CCD camera. Also, the focusing effect of camera lens is considered to establish the relationship of corresponding points between tissue surface and CCD camera. Furthermore, a parallel version of the framework is realized, making the simulation much more convenient and effective. The feasibility of the uniform framework and the effectiveness of the parallel version are demonstrated with a cylindrical phantom based on real experimental results.

4. 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.

5. 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

6. Multilevel Monte Carlo methods using ensemble level mixed MsFEM for two-phase flow and transport simulations

KAUST Repository

Efendiev, Yalchin R.

2013-08-21

In this paper, we propose multilevel Monte Carlo (MLMC) methods that use ensemble level mixed multiscale methods in the simulations of multiphase flow and transport. The contribution of this paper is twofold: (1) a design of ensemble level mixed multiscale finite element methods and (2) a novel use of mixed multiscale finite element methods within multilevel Monte Carlo techniques to speed up the computations. The main idea of ensemble level multiscale methods is to construct local multiscale basis functions that can be used for any member of the ensemble. In this paper, we consider two ensemble level mixed multiscale finite element methods: (1) the no-local-solve-online ensemble level method (NLSO); and (2) the local-solve-online ensemble level method (LSO). The first approach was proposed in Aarnes and Efendiev (SIAM J. Sci. Comput. 30(5):2319-2339, 2008) while the second approach is new. Both mixed multiscale methods use a number of snapshots of the permeability media in generating multiscale basis functions. As a result, in the off-line stage, we construct multiple basis functions for each coarse region where basis functions correspond to different realizations. In the no-local-solve-online ensemble level method, one uses the whole set of precomputed basis functions to approximate the solution for an arbitrary realization. In the local-solve-online ensemble level method, one uses the precomputed functions to construct a multiscale basis for a particular realization. With this basis, the solution corresponding to this particular realization is approximated in LSO mixed multiscale finite element method (MsFEM). In both approaches, the accuracy of the method is related to the number of snapshots computed based on different realizations that one uses to precompute a multiscale basis. In this paper, ensemble level multiscale methods are used in multilevel Monte Carlo methods (Giles 2008a, Oper.Res. 56(3):607-617, b). In multilevel Monte Carlo methods, more accurate

7. 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

8. 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.

9. A fuzzy development for attribute control chart with Monte Carlo simulation method

Directory of Open Access Journals (Sweden)

2017-11-01

Full Text Available This paper presents the case study of fuzzy statistical process control which has been simulated for variable and discontinuous production within a particular time frame in a key manufacturing work-shop. In order to reduce waste production and increase productivity, dimensional inspection from raw product is categorized into three groups: product of type A, product of type B, and discard. In first part, the appearance characteristics of product is defined as fuzzy membership function as the input of the system in order to allocate the output obtained from fuzzy inference of product to one of the three quality levels. Afterwards, each quality level is assigned to its own group by means of Monte Carlo simulation techniques. In the second part, with fuzzy development of a multinomial p chart, the production process is illustrated as a control chart within the particular period of time.

10. 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

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. 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

13. Algorithm simulating the atom displacement processes induced by the gamma rays on the base of Monte Carlo method

International Nuclear Information System (INIS)

Cruz, C. M.; Pinera, I; Abreu, Y.; Leyva, A.

2007-01-01

Present work concerns with the implementation of a Monte Carlo based calculation algorithm describing particularly the occurrence of Atom Displacements induced by the Gamma Radiation interactions at a given target material. The Atom Displacement processes were considered only on the basis of single elastic scattering interactions among fast secondary electrons with matrix atoms, which are ejected from their crystalline sites at recoil energies higher than a given threshold energy. The secondary electron transport was described assuming typical approaches on this matter, where consecutive small angle scattering and very low energy transfer events behave as a continuously cuasi-classical electron state changes along a given path length delimited by two discrete high scattering angle and electron energy losses events happening on a random way. A limiting scattering angle was introduced and calculated according Moliere-Bethe-Goudsmit-Saunderson Electron Multiple Scattering, which allows splitting away secondary electrons single scattering processes from multiple one, according which a modified McKinley-Feshbach electron elastic scattering cross section arises. This distribution was statistically sampled and simulated in the framework of the Monte Carlo Method to perform discrete single electron scattering processes, particularly those leading to Atom Displacement events. The possibility of adding this algorithm to present existing open Monte Carlo code systems is analyze, in order to improve their capabilities. (Author)

14. 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)

15. 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

16. 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.)

17. 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)

18. 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)

19. 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.

20. 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

1. 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

2. 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.

3. 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.

4. A Monte Carlo simulation method for assessing biotransformation effects on groundwater fuel hydrocarbon plume lengths

International Nuclear Information System (INIS)

McNab, W.W. Jr.

2000-01-01

Biotransformation of dissolved groundwater hydrocarbon plumes emanating from leaking underground fuel tanks should, in principle, result in plume length stabilization over relatively short distances, thus diminishing the environmental risk. However, because the behavior of hydrocarbon plumes is usually poorly constrained at most leaking underground fuel tank sites in terms of release history, groundwater velocity, dispersion, as well as the biotransformation rate, demonstrating such a limitation in plume length is problematic. Biotransformation signatures in the aquifer geochemistry, most notably elevated bicarbonate, may offer a means of constraining the relationship between plume length and the mean biotransformation rate. In this study, modeled plume lengths and spatial bicarbonate differences among a population of synthetic hydrocarbon plumes, generated through Monte Carlo simulation of an analytical solute transport model, are compared to field observations from six underground storage tank (UST) sites at military bases in California. Simulation results indicate that the relationship between plume length and the distribution of bicarbonate is best explained by biotransformation rates that are consistent with ranges commonly reported in the literature. This finding suggests that bicarbonate can indeed provide an independent means for evaluating limitations in hydrocarbon plume length resulting from biotransformation. (Author)

5. 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

6. 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

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

CERN Document Server

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

2010-01-01

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

8. 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.

9. 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

10. Monte Carlo Simulation for Particle Detectors

CERN Document Server

Pia, Maria Grazia

2012-01-01

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

11. 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.

12. 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.)

13. 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

14. Application of the direct simulation Monte Carlo method to nanoscale heat transfer between a soot particle and the surrounding gas

International Nuclear Information System (INIS)

Yang, M.; Liu, F.; Smallwood, G.J.

2004-01-01

Laser-Induced Incandescence (LII) technique has been widely used to measure soot volume fraction and primary particle size in flames and engine exhaust. Currently there is lack of quantitative understanding of the shielding effect of aggregated soot particles on its conduction heat loss rate to the surrounding gas. The conventional approach for this problem would be the application of the Monte Carlo (MC) method. This method is based on simulation of the trajectories of individual molecules and calculation of the heat transfer at each of the molecule/molecule collisions and the molecule/particle collisions. As the first step toward calculating the heat transfer between a soot aggregate and the surrounding gas, the Direct Simulation Monte Carlo (DSMC) method was used in this study to calculate the heat transfer rate between a single spherical aerosol particle and its cooler surrounding gas under different conditions of temperature, pressure, and the accommodation coefficient. A well-defined and simple hard sphere model was adopted to describe molecule/molecule elastic collisions. A combination of the specular reflection and completely diffuse reflection model was used to consider molecule/particle collisions. The results obtained by DSMC are in good agreement with the known analytical solution of heat transfer rate for an isolated, motionless sphere in the free-molecular regime. Further the DSMC method was applied to calculate the heat transfer in the transition regime. Our present DSMC results agree very well with published DSMC data. (author)

15. Monte Carlo simulated dynamical magnetization of single-chain magnets

Energy Technology Data Exchange (ETDEWEB)

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

2015-03-15

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

16. Rapid Monte Carlo Simulation of Gravitational Wave Galaxies

Science.gov (United States)

Breivik, Katelyn; Larson, Shane L.

2015-01-01

With the detection of gravitational waves on the horizon, astrophysical catalogs produced by gravitational wave observatories can be used to characterize the populations of sources and validate different galactic population models. Efforts to simulate gravitational wave catalogs and source populations generally focus on population synthesis models that require extensive time and computational power to produce a single simulated galaxy. Monte Carlo simulations of gravitational wave source populations can also be used to generate observation catalogs from the gravitational wave source population. Monte Carlo simulations have the advantes of flexibility and speed, enabling rapid galactic realizations as a function of galactic binary parameters with less time and compuational resources required. We present a Monte Carlo method for rapid galactic simulations of gravitational wave binary populations.

17. 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

18. A study on the shielding element using Monte Carlo simulation

Energy Technology Data Exchange (ETDEWEB)

Kim, Ki Jeong [Dept. of Radiology, Konkuk University Medical Center, Seoul (Korea, Republic of); Shim, Jae Goo [Dept. of Radiologic Technology, Daegu Health College, Daegu (Korea, Republic of)

2017-06-15

In this research, we simulated the elementary star shielding ability using Monte Carlo simulation to apply medical radiation shielding sheet which can replace existing lead. In the selection of elements, mainly elements and metal elements having a large atomic number, which are known to have high shielding performance, recently, various composite materials have improved shielding performance, so that weight reduction, processability, In consideration of activity etc., 21 elements were selected. The simulation tools were utilized Monte Carlo method. As a result of simulating the shielding performance by each element, it was estimated that the shielding ratio is the highest at 98.82% and 98.44% for tungsten and gold.

19. 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)

20. Monte Carlo simulation of continuous-space crystal growth

International Nuclear Information System (INIS)

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

1986-01-01

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

1. 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

2. 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)

3. Monte Carlo Simulation in Statistical Physics An Introduction

CERN Document Server

Binder, Kurt

2010-01-01

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

4. 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.

5. 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.

6. Monte Carlo simulation code modernization

CERN Multimedia

CERN. Geneva

2015-01-01

The continual development of sophisticated transport simulation algorithms allows increasingly accurate description of the effect of the passage of particles through matter. This modelling capability finds applications in a large spectrum of fields from medicine to astrophysics, and of course HEP. These new capabilities however come at the cost of a greater computational intensity of the new models, which has the effect of increasing the demands of computing resources. This is particularly true for HEP, where the demand for more simulation are driven by the need of both more accuracy and more precision, i.e. better models and more events. Usually HEP has relied on the "Moore's law" evolution, but since almost ten years the increase in clock speed has withered and computing capacity comes in the form of hardware architectures of many-core or accelerated processors. To harness these opportunities we need to adapt our code to concurrent programming models taking advantages of both SIMD and SIMT architectures. Th...

7. 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

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 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.)

10. Profit Forecast Model Using Monte Carlo Simulation in Excel

Directory of Open Access Journals (Sweden)

Petru BALOGH

2014-01-01

Full Text Available Profit forecast is very important for any company. The purpose of this study is to provide a method to estimate the profit and the probability of obtaining the expected profit. Monte Carlo methods are stochastic techniques–meaning they are based on the use of random numbers and probability statistics to investigate problems. Monte Carlo simulation furnishes the decision-maker with a range of possible outcomes and the probabilities they will occur for any choice of action. Our example of Monte Carlo simulation in Excel will be a simplified profit forecast model. Each step of the analysis will be described in detail. The input data for the case presented: the number of leads per month, the percentage of leads that result in sales, , the cost of a single lead, the profit per sale and fixed cost, allow obtaining profit and associated probabilities of achieving.

11. Fast sequential Monte Carlo methods for counting and optimization

CERN Document Server

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

12. A new algorithm for the simulation of the Boltzmann equation using the direct simulation monte-carlo method

International Nuclear Information System (INIS)

Ganjaei, A. A.; Nourazar, S. S.

2009-01-01

A new algorithm, the modified direct simulation Monte-Carlo (MDSMC) method, for the simulation of Couette- Taylor gas flow problem is developed. The Taylor series expansion is used to obtain the modified equation of the first order time discretization of the collision equation and the new algorithm, MDSMC, is implemented to simulate the collision equation in the Boltzmann equation. In the new algorithm (MDSMC) there exists a new extra term which takes in to account the effect of the second order collision. This new extra term has the effect of enhancing the appearance of the first Taylor instabilities of vortices streamlines. In the new algorithm (MDSMC) there also exists a second order term in time step in the probabilistic coefficients which has the effect of simulation with higher accuracy than the previous DSMC algorithm. The appearance of the first Taylor instabilities of vortices streamlines using the MDSMC algorithm at different ratios of ω/ν (experimental data of Taylor) occurred at less time-step than using the DSMC algorithm. The results of the torque developed on the stationary cylinder using the MDSMC algorithm show better agreement in comparison with the experimental data of Kuhlthau than the results of the torque developed on the stationary cylinder using the DSMC algorithm

13. External individual monitoring: experiments and simulations using Monte Carlo Method; Monitoracao individual externa: experimentos e simulacoes com o metodo de Monte Carlo

Energy Technology Data Exchange (ETDEWEB)

Guimaraes, Carla da Costa

2005-07-01

In this work, we have evaluated the possibility of applying the Monte Carlo simulation technique in photon dosimetry of external individual monitoring. The GEANT4 toolkit was employed to simulate experiments with radiation monitors containing TLD-100 and CaF{sub 2}:NaCl thermoluminescent detectors. As a first step, X ray spectra were generated impinging electrons on a tungsten target. Then, the produced photon beam was filtered in a beryllium window and additional filters to obtain the radiation with desired qualities. This procedure, used to simulate radiation fields produced by a X ray tube, was validated by comparing characteristics such as half value layer, which was also experimentally measured, mean photon energy and the spectral resolution of simulated spectra with that of reference spectra established by international standards. In the construction of thermoluminescent dosimeter, two approaches for improvements have. been introduced. The first one was the inclusion of 6% of air in the composition of the CaF{sub 2}:NaCl detector due to the difference between measured and calculated values of its density. Also, comparison between simulated and experimental results showed that the self-attenuation of emitted light in the readout process of the fluorite dosimeter must be taken into account. Then, in the second approach, the light attenuation coefficient of CaF{sub 2}:NaCl compound estimated by simulation to be 2,20(25) mm{sup -1} was introduced. Conversion coefficients C{sub p} from air kerma to personal dose equivalent were calculated using a slab water phantom with polymethyl-metacrilate (PMMA) walls, for reference narrow and wide X ray spectrum series [ISO 4037-1], and also for the wide spectra implanted and used in routine at Laboratorio de Dosimetria. Simulations of backscattered radiations by PMMA slab water phantom and slab phantom of ICRU tissue-equivalent material produced very similar results. Therefore, the PMMA slab water phantom that can be easily

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

International Nuclear Information System (INIS)

Xu Qi; Wang Kan; Li Shirui; Yu Ganglin

2013-01-01

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

15. Hybrid method coupling molecular dynamics and Monte Carlo simulations to study the properties of gases in microchannels and nanochannels

NARCIS (Netherlands)

Nedea, S.V.; Frijns, A.J.H.; Steenhoven, van A.A.; Markvoort, Albert. J.; Hilbers, P.A.J.

2005-01-01

We combine molecular dynamics (MD) and Monte Carlo (MC) simulations to study the properties of gas molecules confined between two hard walls of a microchannel or nanochannel. The coupling between MD and MC simulations is introduced by performing MD near the boundaries for accuracy and MC in the bulk

16. A GPU-based large-scale Monte Carlo simulation method for systems with long-range interactions

Science.gov (United States)

Liang, Yihao; Xing, Xiangjun; Li, Yaohang

2017-06-01

In this work we present an efficient implementation of Canonical Monte Carlo simulation for Coulomb many body systems on graphics processing units (GPU). Our method takes advantage of the GPU Single Instruction, Multiple Data (SIMD) architectures, and adopts the sequential updating scheme of Metropolis algorithm. It makes no approximation in the computation of energy, and reaches a remarkable 440-fold speedup, compared with the serial implementation on CPU. We further use this method to simulate primitive model electrolytes, and measure very precisely all ion-ion pair correlation functions at high concentrations. From these data, we extract the renormalized Debye length, renormalized valences of constituent ions, and renormalized dielectric constants. These results demonstrate unequivocally physics beyond the classical Poisson-Boltzmann theory.

17. 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)

18. 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

19. Simulation of the Interaction of X-rays with a Gas in an Ionization Chamber by the Monte Carlo Method

International Nuclear Information System (INIS)

Grau Carles, A.; Garcia Gomez-Tejedor, G.

2001-01-01

The final objective of any ionization chamber is the measurement of the energy amount or radiation dose absorbed by the gas into the chamber. The final value depends on the composition of the gas, its density and temperature, the ionization chamber geometry, and type and intensity of the radiation. We describe a Monte Carlo simulation method, which allows one to compute the dose absorbed by the gas for a X-ray beam. Verification of model has been carried out by simulating the attenuation of standard X-ray radiation through the half value layers established in the ISO 4037 report, while assuming a Weibull type energy distribution for the incident photons. (Author) 6 refs

20. 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.

1. Mosaic crystal algorithm for Monte Carlo simulations

CERN Document Server

Seeger, P A

2002-01-01

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

2. 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.

3. 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.

4. 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

5. Monte Carlo simulation methods in moment-based scale-bridging algorithms for thermal radiative-transfer problems

International Nuclear Information System (INIS)

Densmore, J.D.; Park, H.; Wollaber, A.B.; Rauenzahn, R.M.; Knoll, D.A.

2015-01-01

We present a moment-based acceleration algorithm applied to Monte Carlo simulation of thermal radiative-transfer problems. Our acceleration algorithm employs a continuum system of moments to accelerate convergence of stiff absorption–emission physics. The combination of energy-conserving tallies and the use of an asymptotic approximation in optically thick regions remedy the difficulties of local energy conservation and mitigation of statistical noise in such regions. We demonstrate the efficiency and accuracy of the developed method. We also compare directly to the standard linearization-based method of Fleck and Cummings [1]. A factor of 40 reduction in total computational time is achieved with the new algorithm for an equivalent (or more accurate) solution as compared with the Fleck–Cummings algorithm

6. Monte Carlo simulation methods in moment-based scale-bridging algorithms for thermal radiative-transfer problems

Energy Technology Data Exchange (ETDEWEB)

Densmore, J.D., E-mail: jeffery.densmore@unnpp.gov [Bettis Atomic Power Laboratory, P.O. Box 79, West Mifflin, PA 15122 (United States); Park, H., E-mail: hkpark@lanl.gov [Fluid Dynamics and Solid Mechanics Group, Los Alamos National Laboratory, P.O. Box 1663, MS B216, Los Alamos, NM 87545 (United States); Wollaber, A.B., E-mail: wollaber@lanl.gov [Computational Physics and Methods Group, Los Alamos National Laboratory, P.O. Box 1663, MS D409, Los Alamos, NM 87545 (United States); Rauenzahn, R.M., E-mail: rick@lanl.gov [Fluid Dynamics and Solid Mechanics Group, Los Alamos National Laboratory, P.O. Box 1663, MS B216, Los Alamos, NM 87545 (United States); Knoll, D.A., E-mail: nol@lanl.gov [Fluid Dynamics and Solid Mechanics Group, Los Alamos National Laboratory, P.O. Box 1663, MS B216, Los Alamos, NM 87545 (United States)

2015-03-01

We present a moment-based acceleration algorithm applied to Monte Carlo simulation of thermal radiative-transfer problems. Our acceleration algorithm employs a continuum system of moments to accelerate convergence of stiff absorption–emission physics. The combination of energy-conserving tallies and the use of an asymptotic approximation in optically thick regions remedy the difficulties of local energy conservation and mitigation of statistical noise in such regions. We demonstrate the efficiency and accuracy of the developed method. We also compare directly to the standard linearization-based method of Fleck and Cummings [1]. A factor of 40 reduction in total computational time is achieved with the new algorithm for an equivalent (or more accurate) solution as compared with the Fleck–Cummings algorithm.

7. Direct Monte Carlo simulation of nanoscale mixed gas bearings

Directory of Open Access Journals (Sweden)

Kyaw Sett Myo

2015-06-01

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

8. Monte Carlo 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.)

9. 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.)

10. 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

11. GEANT Monte Carlo simulations for the GREAT spectrometer

International Nuclear Information System (INIS)

Andreyev, A.N.; Butler, P.A.; Page, R.D.; Appelbe, D.E.; Jones, G.D.; Joss, D.T.; Herzberg, R.-D.; Regan, P.H.; Simpson, J.; Wadsworth, R.

2004-01-01

GEANT Monte Carlo simulations for the recently developed GREAT spectrometer are presented. Some novel applications of the spectrometer for γ-ray, conversion-electron and β-decay spectroscopy are discussed. The conversion-electron spectroscopy of heavy nuclei with strongly converted transitions and the extension of the recoil decay tagging method to β-decaying nuclei are considered in detail

12. 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)

13. 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.

14. Simulating the reactions of CO2 in aqueous monoethanolamine solution by reaction ensemble Monte Carlo using the continuous fractional component method

NARCIS (Netherlands)

Balaji, S.P.; Gangarapu, S.; Ramdin, M.; Torres-Knoop, A.; Zuilhof, H.; Goetheer, E.L.V.; Dubbeldam, D.; Vlugt, T.J.H.

2015-01-01

Molecular simulations were used to compute the equilibrium concentrations of the different species in CO2/monoethanolamine solutions for different CO2 loadings. Simulations were performed in the Reaction Ensemble using the continuous fractional component Monte Carlo method at temperatures of 293,

15. Monte Carlo burnup codes acceleration using the correlated sampling method

International Nuclear Information System (INIS)

Dieudonne, C.

2013-01-01

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

16. 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....

17. PNS and statistical experiments simulation in subcritical systems using Monte-Carlo method on example of Yalina-Thermal assembly

International Nuclear Information System (INIS)

Sadovich, S.; Burnos, V.; Kiyavitskaya, H.; Fokov, Y.; Talamo, A.

2013-01-01

In subcritical systems driven by an external neutron source, the experimental methods based on pulsed neutron source (PNS) and statistical techniques play an important role for reactivity measurement. Simulation of these methods is very time-consumed procedure. For simulations in Monte-Carlo programs several improvements for neutronic calculations have been made. This paper introduces a new method for simulating PNS and statistical measurements. In this method all events occurred in the detector during simulation are stored in a file using PTRAC feature in the MCNP. After that with a special code (or post-processing) PNS and statistical methods can be simulated. Additionally different shapes of neutron pulses and its lengths as well as dead time of detectors can be included into the simulation. The methods described above have been tested on the sub-critical assembly Yalina-Thermal, located in the Joint Institute for Power and Nuclear Research SOSNY in Minsk (Belarus). A good agreement between experiment and simulation was shown. (authors)

18. 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)

19. Monte Carlo simulation with the Gate software using grid computing

International Nuclear Information System (INIS)

Reuillon, R.; Hill, D.R.C.; Gouinaud, C.; El Bitar, Z.; Breton, V.; Buvat, I.

2009-03-01

Monte Carlo simulations are widely used in emission tomography, for protocol optimization, design of processing or data analysis methods, tomographic reconstruction, or tomograph design optimization. Monte Carlo simulations needing many replicates to obtain good statistical results can be easily executed in parallel using the 'Multiple Replications In Parallel' approach. However, several precautions have to be taken in the generation of the parallel streams of pseudo-random numbers. In this paper, we present the distribution of Monte Carlo simulations performed with the GATE software using local clusters and grid computing. We obtained very convincing results with this large medical application, thanks to the EGEE Grid (Enabling Grid for E-science), achieving in one week computations that could have taken more than 3 years of processing on a single computer. This work has been achieved thanks to a generic object-oriented toolbox called DistMe which we designed to automate this kind of parallelization for Monte Carlo simulations. This toolbox, written in Java is freely available on SourceForge and helped to ensure a rigorous distribution of pseudo-random number streams. It is based on the use of a documented XML format for random numbers generators statuses. (authors)

20. Markov Chain Monte Carlo Methods

Systat Software Asia-Pacific. Ltd., in Bangalore, where the technical work for the development of the statistica' software ... concepts that are relevant for the application of MCMC methods and ... joint distribution of the vector N of the numbers of.

1. Markov Chain Monte Carlo Methods

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.

2. Assessment of the effectiveness of attenuation of leaded aprons through TLD dosimetry and Monte Carlo simulation method

Energy Technology Data Exchange (ETDEWEB)

Olaya D, H.; Diaz M, J. A.; Martinez O, S. A. [Universidad Pedagogica y Tecnologica de Colombia, Grupo de Fisica Nuclear Aplicada y Simulacion, 150003 Tunja, Boyaca (Colombia); Vega C, H. R. [Universidad Autonoma de Zacatecas, Unidad Academica de Estudios Nucleares, Cipres No. 10, Fracc. La Penuela, 98068 Zacatecas, Zac. (Mexico)

2016-10-15

Were performed experimental setups using an X-ray equipment continuous emission Pantak DXT-3000 and three types of leaded aprons with thickness of 0.25, 0.5 and 0.75 mm coated with Mylar Fiber coated Mylar on its surface. Apron was located at a distance of 2.5 m with respect focus in order to cover a radiation field size of a meter in diameter. At the beam output were added aluminum filtration in order to reproduce qualities of narrow beams N-40 (E{sub efective} = 33 keV), N-80 (E{sub efective} = 65 keV) and N-100 (E{sub efective} = 83 keV) according to the ISO standard 4037 (1-3). Each lead apron were fixed 10 TLD dosimeters over its surface, 5 dosimeters before and 5 dosimeters after with respect to X-ray beam and were calibrated for Harshaw 4500 thermoluminescent reader system order to assess the attenuation of each apron. Were performed dosimeters readings and were calculated the attenuation coefficients for each effective energy of X-ray quality. In order to confirm the method of effective energy of ISO-4037 and evaluate effectiveness of lead aprons based on energy range for each medical practice was made a Monte Carlo simulation using code GEANT-4, calculating the fluence and absorbed dose in each one of the dosimeters Monte Carlo, then coefficients of linear attenuation were calculated and compared with the experimental data and reported by the National Institute of Standards and Technology (Nist). Finally, results are consistent between theoretical calculation and experimental measures. This work will serve to make assessments for other personalized leaded protections. (Author)

3. Assessment of the effectiveness of attenuation of leaded aprons through TLD dosimetry and Monte Carlo simulation method

International Nuclear Information System (INIS)

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

2016-10-01

Were performed experimental setups using an X-ray equipment continuous emission Pantak DXT-3000 and three types of leaded aprons with thickness of 0.25, 0.5 and 0.75 mm coated with Mylar Fiber coated Mylar on its surface. Apron was located at a distance of 2.5 m with respect focus in order to cover a radiation field size of a meter in diameter. At the beam output were added aluminum filtration in order to reproduce qualities of narrow beams N-40 (E_e_f_e_c_t_i_v_e = 33 keV), N-80 (E_e_f_e_c_t_i_v_e = 65 keV) and N-100 (E_e_f_e_c_t_i_v_e = 83 keV) according to the ISO standard 4037 (1-3). Each lead apron were fixed 10 TLD dosimeters over its surface, 5 dosimeters before and 5 dosimeters after with respect to X-ray beam and were calibrated for Harshaw 4500 thermoluminescent reader system order to assess the attenuation of each apron. Were performed dosimeters readings and were calculated the attenuation coefficients for each effective energy of X-ray quality. In order to confirm the method of effective energy of ISO-4037 and evaluate effectiveness of lead aprons based on energy range for each medical practice was made a Monte Carlo simulation using code GEANT-4, calculating the fluence and absorbed dose in each one of the dosimeters Monte Carlo, then coefficients of linear attenuation were calculated and compared with the experimental data and reported by the National Institute of Standards and Technology (Nist). Finally, results are consistent between theoretical calculation and experimental measures. This work will serve to make assessments for other personalized leaded protections. (Author)

4. Monte Carlo methods of PageRank computation

NARCIS (Netherlands)

Litvak, Nelli

2004-01-01

We describe and analyze an on-line Monte Carlo method of PageRank computation. The PageRank is being estimated basing on results of a large number of short independent simulation runs initiated from each page that contains outgoing hyperlinks. The method does not require any storage of the hyperlink

5. 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.

6. A method to generate equivalent energy spectra and filtration models based on measurement for multidetector CT Monte Carlo dosimetry simulations

International Nuclear Information System (INIS)

Turner, Adam C.; Zhang Di; Kim, Hyun J.; DeMarco, John J.; Cagnon, Chris H.; Angel, Erin; Cody, Dianna D.; Stevens, Donna M.; Primak, Andrew N.; McCollough, Cynthia H.; McNitt-Gray, Michael F.

2009-01-01

The purpose of this study was to present a method for generating x-ray source models for performing Monte Carlo (MC) radiation dosimetry simulations of multidetector row CT (MDCT) scanners. These so-called ''equivalent'' source models consist of an energy spectrum and filtration description that are generated based wholly on the measured values and can be used in place of proprietary manufacturer's data for scanner-specific MDCT MC simulations. Required measurements include the half value layers (HVL 1 and HVL 2 ) and the bowtie profile (exposure values across the fan beam) for the MDCT scanner of interest. Using these measured values, a method was described (a) to numerically construct a spectrum with the calculated HVLs approximately equal to those measured (equivalent spectrum) and then (b) to determine a filtration scheme (equivalent filter) that attenuates the equivalent spectrum in a similar fashion as the actual filtration attenuates the actual x-ray beam, as measured by the bowtie profile measurements. Using this method, two types of equivalent source models were generated: One using a spectrum based on both HVL 1 and HVL 2 measurements and its corresponding filtration scheme and the second consisting of a spectrum based only on the measured HVL 1 and its corresponding filtration scheme. Finally, a third type of source model was built based on the spectrum and filtration data provided by the scanner's manufacturer. MC simulations using each of these three source model types were evaluated by comparing the accuracy of multiple CT dose index (CTDI) simulations to measured CTDI values for 64-slice scanners from the four major MDCT manufacturers. Comprehensive evaluations were carried out for each scanner using each kVp and bowtie filter combination available. CTDI experiments were performed for both head (16 cm in diameter) and body (32 cm in diameter) CTDI phantoms using both central and peripheral measurement positions. Both equivalent source model types

7. The effect of carrier gas flow rate and source cell temperature on low pressure organic vapor phase deposition simulation by direct simulation Monte Carlo method

Science.gov (United States)

2013-01-01

The process of low pressure organic vapor phase deposition (LP-OVPD) controls the growth of amorphous organic thin films, where the source gases (Alq3 molecule, etc.) are introduced into a hot wall reactor via an injection barrel using an inert carrier gas (N2 molecule). It is possible to control well the following substrate properties such as dopant concentration, deposition rate, and thickness uniformity of the thin film. In this paper, we present LP-OVPD simulation results using direct simulation Monte Carlo-Neutrals (Particle-PLUS neutral module) which is commercial software adopting direct simulation Monte Carlo method. By estimating properly the evaporation rate with experimental vaporization enthalpies, the calculated deposition rates on the substrate agree well with the experimental results that depend on carrier gas flow rate and source cell temperature. PMID:23674843

8. The effect of carrier gas flow rate and source cell temperature on low pressure organic vapor phase deposition simulation by direct simulation Monte Carlo method

Science.gov (United States)

2013-04-01

The process of low pressure organic vapor phase deposition (LP-OVPD) controls the growth of amorphous organic thin films, where the source gases (Alq3 molecule, etc.) are introduced into a hot wall reactor via an injection barrel using an inert carrier gas (N2 molecule). It is possible to control well the following substrate properties such as dopant concentration, deposition rate, and thickness uniformity of the thin film. In this paper, we present LP-OVPD simulation results using direct simulation Monte Carlo-Neutrals (Particle-PLUS neutral module) which is commercial software adopting direct simulation Monte Carlo method. By estimating properly the evaporation rate with experimental vaporization enthalpies, the calculated deposition rates on the substrate agree well with the experimental results that depend on carrier gas flow rate and source cell temperature.

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

Energy Technology Data Exchange (ETDEWEB)

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

2017-07-01

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

10. The Hybrid Monte Carlo (HMC) method and dynamic fermions

International Nuclear Information System (INIS)

Amaral, Marcia G. do

1994-01-01

Nevertheless the Monte Carlo method has been extensively used in the simulation of many types of theories, the successful application has been established only for models containing boson fields. With the present computer generation, the development of faster and efficient algorithms became necessary and urgent. This paper studies the HMC and the dynamic fermions

11. 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)

12. 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)

13. Neutron shielding calculations in a proton therapy facility based on Monte Carlo simulations and analytical models: Criterion for selecting the method of choice

International Nuclear Information System (INIS)

Titt, U.; Newhauser, W. D.

2005-01-01

Proton therapy facilities are shielded to limit the amount of secondary radiation to which patients, occupational workers and members of the general public are exposed. The most commonly applied shielding design methods for proton therapy facilities comprise semi-empirical and analytical methods to estimate the neutron dose equivalent. This study compares the results of these methods with a detailed simulation of a proton therapy facility by using the Monte Carlo technique. A comparison of neutron dose equivalent values predicted by the various methods reveals the superior accuracy of the Monte Carlo predictions in locations where the calculations converge. However, the reliability of the overall shielding design increases if simulation results, for which solutions have not converged, e.g. owing to too few particle histories, can be excluded, and deterministic models are being used at these locations. Criteria to accept or reject Monte Carlo calculations in such complex structures are not well understood. An optimum rejection criterion would allow all converging solutions of Monte Carlo simulation to be taken into account, and reject all solutions with uncertainties larger than the design safety margins. In this study, the optimum rejection criterion of 10% was found. The mean ratio was 26, 62% of all receptor locations showed a ratio between 0.9 and 10, and 92% were between 1 and 100. (authors)

14. 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

15. A proposal on alternative sampling-based modeling method of spherical particles in stochastic media for Monte Carlo simulation

Energy Technology Data Exchange (ETDEWEB)

Kim, Song Hyun; Lee, Jae Yong; KIm, Do Hyun; Kim, Jong Kyung [Dept. of Nuclear Engineering, Hanyang University, Seoul (Korea, Republic of); Noh, Jae Man [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of)

2015-08-15

Chord length sampling method in Monte Carlo simulations is a method used to model spherical particles with random sampling technique in a stochastic media. It has received attention due to the high calculation efficiency as well as user convenience; however, a technical issue regarding boundary effect has been noted. In this study, after analyzing the distribution characteristics of spherical particles using an explicit method, an alternative chord length sampling method is proposed. In addition, for modeling in finite media, a correction method of the boundary effect is proposed. Using the proposed method, sample probability distributions and relative errors were estimated and compared with those calculated by the explicit method. The results show that the reconstruction ability and modeling accuracy of the particle probability distribution with the proposed method were considerably high. Also, from the local packing fraction results, the proposed method can successfully solve the boundary effect problem. It is expected that the proposed method can contribute to the increasing of the modeling accuracy in stochastic media.

16. A proposal on alternative sampling-based modeling method of spherical particles in stochastic media for Monte Carlo simulation

International Nuclear Information System (INIS)

Kim, Song Hyun; Lee, Jae Yong; KIm, Do Hyun; Kim, Jong Kyung; Noh, Jae Man

2015-01-01

Chord length sampling method in Monte Carlo simulations is a method used to model spherical particles with random sampling technique in a stochastic media. It has received attention due to the high calculation efficiency as well as user convenience; however, a technical issue regarding boundary effect has been noted. In this study, after analyzing the distribution characteristics of spherical particles using an explicit method, an alternative chord length sampling method is proposed. In addition, for modeling in finite media, a correction method of the boundary effect is proposed. Using the proposed method, sample probability distributions and relative errors were estimated and compared with those calculated by the explicit method. The results show that the reconstruction ability and modeling accuracy of the particle probability distribution with the proposed method were considerably high. Also, from the local packing fraction results, the proposed method can successfully solve the boundary effect problem. It is expected that the proposed method can contribute to the increasing of the modeling accuracy in stochastic media

17. Neutron Skyshine in shielding projects of radiotherapy: comparison between theoretical approach and simulation by Monte Carlo method; 'Skyshine' de neutrons em projetos de blindagens de radioterapia: comparacao entre abordagem teorica e simulacao por metodo de Monte Carlo

Energy Technology Data Exchange (ETDEWEB)

Falcao, R.C.; Facure, A. [Comissao Nacional de Energia Nuclear (CNEN), Rio de Janeiro, RJ (Brazil); Santini, E.S. [Comissao Nacional de Energia Nuclear (CNEN), Rio de Janeiro, RJ (Brazil); Centro Brasileiro de Pesquisas Fisicas (CBPF), Rio de Janeiro, RJ (Brazil); Silva, A.X. [Coordenacao dos Programas de Pos-Graduacao de Engenharia (PEN/COPPE/UFRJ), RJ (Brazil). Programa de Engenharia Nuclear

2005-07-01

In this work, the MCNP code is used to simulate the transport of neutrons in a room of radiotherapy, whose shieldings are designed according to the method of skyshine (scattering in the atmosphere). The simulations are compared with the results obtained from empirically established expressions, which are normally used for designing the ceilings of the rooms facilities, ensuring that dose rates (neutrons + photons) around them do not exceed the maximum limits allowed by the standards of the CNEN. Good agreement is observed between the doses calculated according to these expressions and those obtained through simulation by Monte Carlo in the case of rooms without ceiling, and an overestimate of the calculations by a factor 2 or 3 in relation to the simulations, in the case of rooms with ceiling.

18. A derivation and scalable implementation of the synchronous parallel kinetic Monte Carlo method for simulating long-time dynamics

Science.gov (United States)

Byun, Hye Suk; El-Naggar, Mohamed Y.; Kalia, Rajiv K.; Nakano, Aiichiro; Vashishta, Priya

2017-10-01

Kinetic Monte Carlo (KMC) simulations are used to study long-time dynamics of a wide variety of systems. Unfortunately, the conventional KMC algorithm is not scalable to larger systems, since its time scale is inversely proportional to the simulated system size. A promising approach to resolving this issue is the synchronous parallel KMC (SPKMC) algorithm, which makes the time scale size-independent. This paper introduces a formal derivation of the SPKMC algorithm based on local transition-state and time-dependent Hartree approximations, as well as its scalable parallel implementation based on a dual linked-list cell method. The resulting algorithm has achieved a weak-scaling parallel efficiency of 0.935 on 1024 Intel Xeon processors for simulating biological electron transfer dynamics in a 4.2 billion-heme system, as well as decent strong-scaling parallel efficiency. The parallel code has been used to simulate a lattice of cytochrome complexes on a bacterial-membrane nanowire, and it is broadly applicable to other problems such as computational synthesis of new materials.

19. 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

20. 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

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

Energy Technology Data Exchange (ETDEWEB)

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

2015-01-01

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

2. Stock Price Simulation Using Bootstrap and Monte Carlo

Directory of Open Access Journals (Sweden)

Pažický Martin

2017-06-01

Full Text Available In this paper, an attempt is made to assessment and comparison of bootstrap experiment and Monte Carlo experiment for stock price simulation. Since the stock price evolution in the future is extremely important for the investors, there is the attempt to find the best method how to determine the future stock price of BNP Paribas′ bank. The aim of the paper is define the value of the European and Asian option on BNP Paribas′ stock at the maturity date. There are employed four different methods for the simulation. First method is bootstrap experiment with homoscedastic error term, second method is blocked bootstrap experiment with heteroscedastic error term, third method is Monte Carlo simulation with heteroscedastic error term and the last method is Monte Carlo simulation with homoscedastic error term. In the last method there is necessary to model the volatility using econometric GARCH model. The main purpose of the paper is to compare the mentioned methods and select the most reliable. The difference between classical European option and exotic Asian option based on the experiment results is the next aim of tis paper.

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. 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)

5. Simulation of x-rays in refractive structure by the Monte Carlo method using the supercomputer SKIF

International Nuclear Information System (INIS)

Yaskevich, Yu.R.; Kravchenko, O.I.; Soroka, I.I.; Chembrovskij, A.G.; Kolesnik, A.S.; Serikova, N.V.; Petrov, P.V.; Kol'chevskij, N.N.

2013-01-01

Software 'Xray-SKIF' for the simulation of the X-rays in refractive structures by the Monte-Carlo method using the supercomputer SKIF BSU are developed. The program generates a large number of rays propagated from a source to the refractive structure. The ray trajectory under assumption of geometrical optics is calculated. Absorption is calculated for each ray inside of refractive structure. Dynamic arrays are used for results of calculation rays parameters, its restore the X-ray field distributions very fast at different position of detector. It was found that increasing the number of processors leads to proportional decreasing of calculation time: simulation of 10 8 X-rays using supercomputer with the number of processors from 1 to 30 run-times equal 3 hours and 6 minutes, respectively. 10 9 X-rays are calculated by software 'Xray-SKIF' which allows to reconstruct the X-ray field after refractive structure with a special resolution of 1 micron. (authors)

6. Improved local lattice Monte Carlo simulation for charged systems

Science.gov (United States)

Jiang, Jian; Wang, Zhen-Gang

2018-03-01

Maggs and Rossetto [Phys. Rev. Lett. 88, 196402 (2002)] proposed a local lattice Monte Carlo algorithm for simulating charged systems based on Gauss's law, which scales with the particle number N as O(N). This method includes two degrees of freedom: the configuration of the mobile charged particles and the electric field. In this work, we consider two important issues in the implementation of the method, the acceptance rate of configurational change (particle move) and the ergodicity in the phase space sampled by the electric field. We propose a simple method to improve the acceptance rate of particle moves based on the superposition principle for electric field. Furthermore, we introduce an additional updating step for the field, named "open-circuit update," to ensure that the system is fully ergodic under periodic boundary conditions. We apply this improved local Monte Carlo simulation to an electrolyte solution confined between two low dielectric plates. The results show excellent agreement with previous theoretical work.

7. Simulation of the Interaction of X-rays with a Gas in an Ionization Chamber by the Monte Carlo Method; Simulacion Monte Carlo de la Interaccion de Rays X con el Gas de una Camara de Ionizacion

Energy Technology Data Exchange (ETDEWEB)

Grau Carles, A.; Garcia Gomez-Tejedor, G.

2001-07-01

The final objective of any ionization chamber is the measurement of the energy amount or radiation dose absorbed by the gas into the chamber. The final value depends on the composition of the gas, its density and temperature, the ionization chamber geometry, and type and intensity of the radiation. We describe a Monte Carlo simulation method, which allows one to compute the dose absorbed by the gas for a X-ray beam. Verification of model has been carried out by simulating the attenuation of standard X-ray radiation through the half value layers established in the ISO 4037 report, while assuming a Weibull type energy distribution for the incident photons. (Author) 6 refs.

8. Simulation of scanning geometry for Shadow Shield counter using Monte Carlo method

International Nuclear Information System (INIS)

Deepu, R.; Manohari, M.; Mathiyarasu, R.

2018-01-01

The whole body counting facility at RSD, IGCAR employs a Shadow Shield Counter (SSC) for the assessment of internal exposure of radiation workers from fission and activation products. The SSC system is routinely calibrated using an in-house built Masonite cut sheet phantom, loaded with standard point sources, in scanning mode. The system is capable of measuring gamma energy from 200 keV to 3 MeV. The standard sources available have energies in the range of 300 - 1500 keV. In order to extend the energy range, numerical simulation can be carried out. As, numerical methods cannot simulate scanning mode directly, a novel scheme is attempted to generate the efficiency value for scanning mode through the use of multiple static mode. The same method was also verified through measurement. The efficiency values of the simulation as well two measurements techniques were compared

9. Monte Carlo simulations on a 9-node PC cluster

International Nuclear Information System (INIS)

Gouriou, J.

2001-01-01

Monte Carlo simulation methods are frequently used in the fields of medical physics, dosimetry and metrology of ionising radiation. Nevertheless, the main drawback of this technique is to be computationally slow, because the statistical uncertainty of the result improves only as the square root of the computational time. We present a method, which allows to reduce by a factor 10 to 20 the used effective running time. In practice, the aim was to reduce the calculation time in the LNHB metrological applications from several weeks to a few days. This approach includes the use of a PC-cluster, under Linux operating system and PVM parallel library (version 3.4). The Monte Carlo codes EGS4, MCNP and PENELOPE have been implemented on this platform and for the two last ones adapted for running under the PVM environment. The maximum observed speedup is ranging from a factor 13 to 18 according to the codes and the problems to be simulated. (orig.)

10. Study of TXRF experimental system by Monte Carlo simulation

International Nuclear Information System (INIS)

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

2011-01-01

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

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

International Nuclear Information System (INIS)

Martin, William R.; Brown, Forrest B.

2001-01-01

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

12. Direct Simulation Monte Carlo Application of the Three Dimensional Forced Harmonic Oscillator Model

Science.gov (United States)

2017-12-07

NUMBER (Include area code) 07 December 2017 Journal Article 24 February 2017 - 31 December 2017 Direct Simulation Monte Carlo Application of the...is proposed. The implementation employs precalculated lookup tables for transition probabilities and is suitable for the direct simulation Monte Carlo...method. It takes into account the microscopic reversibility between the excitation and deexcitation processes , and it satisfies the detailed balance

13. Fast Monte Carlo-assisted simulation of cloudy Earth backgrounds

Science.gov (United States)

Adler-Golden, Steven; Richtsmeier, Steven C.; Berk, Alexander; Duff, James W.

2012-11-01

A calculation method has been developed for rapidly synthesizing radiometrically accurate ultraviolet through longwavelengthinfrared spectral imagery of the Earth for arbitrary locations and cloud fields. The method combines cloudfree surface reflectance imagery with cloud radiance images calculated from a first-principles 3-D radiation transport model. The MCScene Monte Carlo code [1-4] is used to build a cloud image library; a data fusion method is incorporated to speed convergence. The surface and cloud images are combined with an upper atmospheric description with the aid of solar and thermal radiation transport equations that account for atmospheric inhomogeneity. The method enables a wide variety of sensor and sun locations, cloud fields, and surfaces to be combined on-the-fly, and provides hyperspectral wavelength resolution with minimal computational effort. The simulations agree very well with much more time-consuming direct Monte Carlo calculations of the same scene.

14. Investigation of the Klinkenberg effect in a micro/nanoporous medium by direct simulation Monte Carlo method

Science.gov (United States)

Yang, Guang; Weigand, Bernhard

2018-04-01

The pressure-driven gas transport characteristics through a porous medium consisting of arrays of discrete elements is investigated by using the direct simulation Monte Carlo (DSMC) method. Different porous structures are considered, accounting for both two- and three-dimensional arrangements of basic microscale and nanoscale elements. The pore scale flow patterns in the porous medium are obtained, and the Knudsen diffusion in the pores is studied in detail for slip and transition flow regimes. A new effective pore size of the porous medium is defined, which is a function of the porosity, the tortuosity, the contraction factor, and the intrinsic permeability of the porous medium. It is found that the Klinkenberg effect in different porous structures can be fully described by the Knudsen number characterized by the effective pore size. The accuracies of some widely used Klinkenberg correlations are evaluated by the present DSMC results. It is also found that the available correlations for apparent permeability, most of which are derived from simple pipe or channel flows, can still be applicative for more complex porous media flows, by using the effective pore size defined in this study.

15. Simulation of the build-up phase of a high voltage low pressure gas discharge using Monte-Carlo-methods

International Nuclear Information System (INIS)

Niessen, W.

1990-02-01

In this report the simulation of a Pseudospark predischarge between anode and cathode using Monte-Carlo-Methods is described. In the early phase of the discharge electric and magnetic self-fields can be neglected. The model is based on a discharge between two infinitely extended capacitor plates. Eleven different collision reactions and two electrode surface effects are taken into account. A Fortran program was developed that computes the built-up of the discharge in time and space. A specially of the code is, that not only electrons and ions are taken into account, but also fast neutral atoms and molecules. Three pairs of diode-length and voltage were investigated at different pressures: 350 kV/5.0 cm, 30 kV/10.0 cm and 6.9 kV/0.7 cm. The working gas was hydrogen. The computations included: The Paschen-curve, the time evolution of the current densities of the electrons at the anode and the ions at the cathode, the space- and time-dependent particle densities, the time-dependent energy distributions of the different particle species, the relative number of the different collision reactions. (orig./HSI) [de

16. 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.

17. Applications of Monte Carlo simulations of gamma-ray spectra

International Nuclear Information System (INIS)

Clark, D.D.

1995-01-01

A short, convenient computer program based on the Monte Carlo method that was developed to generate simulated gamma-ray spectra has been found to have useful applications in research and teaching. In research, we use it to predict spectra in neutron activation analysis (NAA), particularly in prompt gamma-ray NAA (PGNAA). In teaching, it is used to illustrate the dependence of detector response functions on the nature of gamma-ray interactions, the incident gamma-ray energy, and detector geometry

18. Image reconstruction using Monte Carlo simulation and artificial neural networks

International Nuclear Information System (INIS)

Emert, F.; Missimner, J.; Blass, W.; Rodriguez, A.

1997-01-01

PET data sets are subject to two types of distortions during acquisition: the imperfect response of the scanner and attenuation and scattering in the active distribution. In addition, the reconstruction of voxel images from the line projections composing a data set can introduce artifacts. Monte Carlo simulation provides a means for modeling the distortions and artificial neural networks a method for correcting for them as well as minimizing artifacts. (author) figs., tab., refs

19. 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)

20. Set simulation of a turbulent arc by Monte-Carlo method

International Nuclear Information System (INIS)

Zhukov, M.F.; Devyatov, B.N.; Nazaruk, V.I.

1982-01-01

A method of simulation of turbulent arc fluctuations is suggested which is based on the probabilistic set description of conducting channel displacements over the plane not nodes with taking into account the turbulent eddies causing non-uniformity of the field of displacements. The problem is treated in terms of the random set theory. Methods to control the displacements by varying the local displacement sets are described. A local-set approach in the turbulent arc simulation is used for a statistical study of the arc form evolution in a turbulent gas flow. The method implies the performance of numerical experiments on a computer. Various ways to solve the problem of control of the geometric form of an arc column on a model are described. Under consideration are the problems of organization of physical experiments to obtain the required information for the identification of local sets. The suggested method of the application of mathematical experiments is associated with the principles of an operational game. (author)

1. Direct simulation Monte Carlo method for gas flows in micro-channels with bends with added curvature

Directory of Open Access Journals (Sweden)

Tisovský Tomáš

2017-01-01

Full Text Available Gas flows in micro-channels are simulated using an open source Direct Simulation Monte Carlo (DSMC code dsmcFOAM for general application to rarefied gas flow written within the framework of the open source C++ toolbox called OpenFOAM. Aim of this paper is to investigate the flow in micro-channel with bend with added curvature. Results are compared with flows in channel without added curvature and equivalent straight channel. Effects of micro-channel bend was already thoroughly investigated by White et al. Geometry proposed by White is also used here for refference.

2. 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

3. Turbulent flow and temperature noise simulation by a multiparticle Monte Carlo method

International Nuclear Information System (INIS)

Hughes, G.; Overton, R.S.

1980-10-01

A statistical method of simulating real-time temperature fluctuations in liquid sodium pipe flow, for potential application to the estimation of temperature signals generated by subassembly blockages in LMFBRs is described. The method is based on the empirical characterisation of the flow by turbulence intensity and macroscale, radial velocity correlations and spectral form. These are used to produce realisations of the correlated motion of successive batches of representative 'marker particles' released at discrete time intervals into the flow. Temperature noise is generated by the radial mixing of the particles as they move downstream from an assumed mean temperature profile, where they acquire defined temperatures. By employing multi-particle batches, it is possible to perform radial heat transfer calculations, resulting in axial dissipation of the temperature noise levels. A simulated temperature-time signal is built up by recording the temperature at a given point in the flow as each batch of particles reaches the radial measurement plane. This is an advantage over conventional techniques which can usually only predict time-averaged parameters. (U.K.)

4. Simulation study of proton inelastic interaction with nuclei in the 50 to 350 MeV range by Monte Carlo Method

International Nuclear Information System (INIS)

Peres, J.C.

1982-11-01

This study settles a contribution to the proton-nucleus inelastic interaction simulation. Experimental display of deuton, triton, ion 3 He and alpha clusters in nucleus led us to include them in intranuclear cascade. We use a FERMI type distribution of nucleons; knowledge of each fundamental phenomenon allowed us to follow every particle moving in the medium. Inelastic interaction simulation was performed by the use of a MONTE CARLO method [fr

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

NARCIS (Netherlands)

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

2017-01-01

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

6. 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

7. Applications of the Monte Carlo method in radiation protection

International Nuclear Information System (INIS)

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)

8. EGS4, Electron Photon Shower Simulation by Monte-Carlo

International Nuclear Information System (INIS)

1998-01-01

1 - Description of program or function: The EGS code system is one of a chain of three codes designed to solve the electromagnetic shower problem by Monte Carlo simulation. This chain makes possible simulation of almost any electron-photon transport problem conceivable. The structure of the system, with its global features, modular form, and structured programming, is readily adaptable to virtually any interfacing scheme that is desired on the part of the user. EGS4 is a package of subroutines plus block data with a flexible user interface. This allows for greater flexibility without requiring the user to be overly familiar with the internal details of the code. Combining this with the macro facility capabilities of the Mortran3 language, this reduces the likelihood that user edits will introduce bugs into the code. EGS4 uses material cross section and branching ratio data created and fit by the companion code, PEGS4. EGS4 allows for the implementation of importance sampling and other variance reduction techniques such as leading particle biasing, splitting, path length biasing, Russian roulette, etc. 2 - Method of solution: EGS employs the Monte Carlo method of solution. It allows all of the fundamental processes to be included and arbitrary geometries can be treated, also. Other minor processes, such as photoneutron production, can be added as a further generalization. Since showers develop randomly according to the quantum laws of probability, each shower is different. We again are led to the Monte Carlo method. 3 - Restrictions on the complexity of the problem: None noted

9. The MCLIB library: Monte Carlo simulation of neutron scattering instruments

Energy Technology Data Exchange (ETDEWEB)

Seeger, P.A.

1995-09-01

Monte Carlo is a method to integrate over a large number of variables. Random numbers are used to select a value for each variable, and the integrand is evaluated. The process is repeated a large number of times and the resulting values are averaged. For a neutron transport problem, first select a neutron from the source distribution, and project it through the instrument using either deterministic or probabilistic algorithms to describe its interaction whenever it hits something, and then (if it hits the detector) tally it in a histogram representing where and when it was detected. This is intended to simulate the process of running an actual experiment (but it is much slower). This report describes the philosophy and structure of MCLIB, a Fortran library of Monte Carlo subroutines which has been developed for design of neutron scattering instruments. A pair of programs (LQDGEOM and MC{_}RUN) which use the library are shown as an example.

10. The MCLIB library: Monte Carlo simulation of neutron scattering instruments

International Nuclear Information System (INIS)

Seeger, P.A.

1995-01-01

Monte Carlo is a method to integrate over a large number of variables. Random numbers are used to select a value for each variable, and the integrand is evaluated. The process is repeated a large number of times and the resulting values are averaged. For a neutron transport problem, first select a neutron from the source distribution, and project it through the instrument using either deterministic or probabilistic algorithms to describe its interaction whenever it hits something, and then (if it hits the detector) tally it in a histogram representing where and when it was detected. This is intended to simulate the process of running an actual experiment (but it is much slower). This report describes the philosophy and structure of MCLIB, a Fortran library of Monte Carlo subroutines which has been developed for design of neutron scattering instruments. A pair of programs (LQDGEOM and MC RUN) which use the library are shown as an example

11. Monte Carlo simulation of a mammographic test phantom

International Nuclear Information System (INIS)

Hunt, R. A.; Dance, D. R.; Pachoud, M.; Carlsson, G. A.; Sandborg, M.; Ullman, G.

2005-01-01

A test phantom, including a wide range of mammographic tissue equivalent materials and test details, was imaged on a digital mammographic system. In order to quantify the effect of scatter on the contrast obtained for the test details, calculations of the scatter-to-primary ratio (S/P) have been made using a Monte Carlo simulation of the digital mammographic imaging chain, grid and test phantom. The results show that the S/P values corresponding to the imaging conditions used were in the range 0.084-0.126. Calculated and measured pixel values in different regions of the image were compared as a validation of the model and showed excellent agreement. The results indicate the potential of Monte Carlo methods in the image quality-patient dose process optimisation, especially in the assessment of imaging conditions not available on standard mammographic units. (authors)

12. A New Approach to Monte Carlo Simulations in Statistical Physics

Science.gov (United States)

Landau, David P.

2002-08-01

Monte Carlo simulations [1] have become a powerful tool for the study of diverse problems in statistical/condensed matter physics. Standard methods sample the probability distribution for the states of the system, most often in the canonical ensemble, and over the past several decades enormous improvements have been made in performance. Nonetheless, difficulties arise near phase transitions-due to critical slowing down near 2nd order transitions and to metastability near 1st order transitions, and these complications limit the applicability of the method. We shall describe a new Monte Carlo approach [2] that uses a random walk in energy space to determine the density of states directly. Once the density of states is known, all thermodynamic properties can be calculated. This approach can be extended to multi-dimensional parameter spaces and should be effective for systems with complex energy landscapes, e.g., spin glasses, protein folding models, etc. Generalizations should produce a broadly applicable optimization tool. 1. A Guide to Monte Carlo Simulations in Statistical Physics, D. P. Landau and K. Binder (Cambridge U. Press, Cambridge, 2000). 2. Fugao Wang and D. P. Landau, Phys. Rev. Lett. 86, 2050 (2001); Phys. Rev. E64, 056101-1 (2001).

13. Improving the Ar I and II branching ratio calibration method: Monte Carlo simulations of effects from photon scattering/reflecting in hollow cathodes

Science.gov (United States)

Lawler, J. E.; Den Hartog, E. A.

2018-03-01

The Ar I and II branching ratio calibration method is discussed with the goal of improving the technique. This method of establishing a relative radiometric calibration is important in ongoing research to improve atomic transition probabilities for quantitative spectroscopy in astrophysics and other fields. Specific suggestions are presented along with Monte Carlo simulations of wavelength dependent effects from scattering/reflecting of photons in a hollow cathode.

14. 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

15. Digitized Onondaga Lake Dissolved Oxygen Concentrations and Model Simulated Values using Bayesian Monte Carlo Methods

Data.gov (United States)

U.S. Environmental Protection Agency — The dataset is lake dissolved oxygen concentrations obtained form plots published by Gelda et al. (1996) and lake reaeration model simulated values using Bayesian...

16. 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.)

17. Monte Carlo Simulation for Statistical Decay of Compound Nucleus

Directory of Open Access Journals (Sweden)

2012-02-01

Full Text Available We perform Monte Carlo simulations for neutron and γ-ray emissions from a compound nucleus based on the Hauser-Feshbach statistical theory. This Monte Carlo Hauser-Feshbach (MCHF method calculation, which gives us correlated information between emitted particles and γ-rays. It will be a powerful tool in many applications, as nuclear reactions can be probed in a more microscopic way. We have been developing the MCHF code, CGM, which solves the Hauser-Feshbach theory with the Monte Carlo method. The code includes all the standard models that used in a standard Hauser-Feshbach code, namely the particle transmission generator, the level density module, interface to the discrete level database, and so on. CGM can emit multiple neutrons, as long as the excitation energy of the compound nucleus is larger than the neutron separation energy. The γ-ray competition is always included at each compound decay stage, and the angular momentum and parity are conserved. Some calculations for a fission fragment 140Xe are shown as examples of the MCHF method, and the correlation between the neutron and γ-ray is discussed.

18. Using lattice tools and unfolding methods for hpge detector efficiency simulation with the Monte Carlo code MCNP5

International Nuclear Information System (INIS)

Querol, A.; Gallardo, S.; Ródenas, J.; Verdú, G.

2015-01-01

In environmental radioactivity measurements, High Purity Germanium (HPGe) detectors are commonly used due to their excellent resolution. Efficiency calibration of detectors is essential to determine activity of radionuclides. The Monte Carlo method has been proved to be a powerful tool to complement efficiency calculations. In aged detectors, efficiency is partially deteriorated due to the dead layer increasing and consequently, the active volume decreasing. The characterization of the radiation transport in the dead layer is essential for a realistic HPGe simulation. In this work, the MCNP5 code is used to calculate the detector efficiency. The F4MESH tally is used to determine the photon and electron fluence in the dead layer and the active volume. The energy deposited in the Ge has been analyzed using the ⁎F8 tally. The F8 tally is used to obtain spectra and to calculate the detector efficiency. When the photon fluence and the energy deposition in the crystal are known, some unfolding methods can be used to estimate the activity of a given source. In this way, the efficiency is obtained and serves to verify the value obtained by other methods. - Highlights: • The MCNP5 code is used to estimate the dead layer thickness of an HPGe detector. • The F4MESH tally is applied to verify where interactions occur into the Ge crystal. • PHD and the energy deposited are obtained with F8 and ⁎F8 tallies, respectively. • An average dead layer between 70 and 80 µm is obtained for the HPGe studied. • The efficiency is calculated applying the TSVD method to the response matrix.

19. Simulation of neutron transport process, photons and charged particles within the Monte Carlo method

International Nuclear Information System (INIS)

Androsenko, A.A.; Androsenko, P.A.; Artamonov, S.N.; Bolonkina, G.V.; Lomtev, V.L.; Pupko, S.V.

1991-01-01

Description is given to the program system BRAND designed for the accurate solution of non-stationary transport equation of neutrons, photons and charged particles in the conditions of real three-dimensional geometry. An extensive set of local and non-local estimates provides an opportunity of calculating a great set of linear functionals normally being of interest in the calculation of reactors, radiation protection and experiment simulation. The process of particle interaction with substance is simulated on the basis of individual non-group data on each isotope of the composition. 24 refs

20. Monte Carlo Methods in ICF (LIRPP Vol. 13)

Science.gov (United States)

Zimmerman, George B.

2016-10-01

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 SOX 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.

1. Development of a self-absorption correction method used for a HPGe detector by means of a Monte Carlo simulation

International Nuclear Information System (INIS)

Itadzu, Hidesuke; Iguchi, Tetsuo; Suzuki, Toshikazu

2013-01-01

Quantitative analysis for food products and natural samples, to determine the activity of each radionuclide, can be made by using a high-purity germanium (HPGe) gamma-ray spectrometer system. The analysis procedure is, in general, based upon the guidelines established by the Nuclear Safety Division of the Ministry of Education, Culture, Sports, Science and Technology in Japan (JP MEXT). In the case of gamma-ray spectrum analysis for large volume samples, re-entrant (marinelli) containers are commonly used. The effect of photon attenuation in a large-volume sample, so-called “self-absorption”, should be corrected for precise determination of the activity. As for marinelli containers, two accurate geometries are shown in the JP MEXT guidelines for 700 milliliter and 2 liter volumes. In the document, the functions to obtain the self-absorption coefficients for these specific shapes are also shown. Therefore, self-absorption corrections have been carried out only for these two containers with practical media. However, to measure radioactivity for samples in containers of volumes other than those described in the guidelines, the self-absorption correction functions must be obtained by measuring at least two standard multinuclide volume sources, which consist of different media or different linear attenuation coefficients. In this work, we developed a method to obtain these functions over a wide range of linear attenuation coefficients for self-absorption in various shapes of marinelli containers using a Monte Carlo simulation. This method was applied to a 1-liter marinelli container, which is widely used for the above quantitative analysis, although its self-absorption correction function has not yet been established. The validity of this method was experimentally checked through an analysis of natural samples with known activity levels. (author)

2. On geometric simulating in nuclear reactor calculations by the Monte-Carlo method

International Nuclear Information System (INIS)

Ostashenko, S.V.

1988-01-01

Analysis of existing geometric modules makes it possible to reveal their disadvantages and to formulate requirements list, which should be satisfied by any usefull geometry system. Short description of GDL language used for complex reactor systems simulating is given. GDL language applies hierarchical representation scheme to assemblies, which aids to reduce significantly amount of input data. The language is part of GDL geometry system designed for MCU package and implemented on ES computers

3. 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

4. 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

5. Simulation of Chemical Reaction Equilibria by the Reaction Ensemble Monte Carlo Method:

Czech Academy of Sciences Publication Activity Database

Turner, C.H.; Brennan, J.K.; Lísal, Martin; Smith, W.R.; Johnson, J. K.; Gubbins, K.E.

2008-01-01

Roč. 34, č. 2 (2008), s. 119-146 ISSN 0892-7022 R&D Projects: GA AV ČR KAN400720701; GA ČR GA203/05/0725; GA AV ČR IAA400720710; GA AV ČR 1ET400720507 Grant - others:NRCC(CA) OGP1041 Institutional research plan: CEZ:AV0Z40720504 Keywords : simulation * review * reaction equilibria Subject RIV: CF - Physical ; Theoretical Chemistry Impact factor: 1.325, year: 2008

6. Can You Repeat That Please?: Using Monte Carlo Simulation in Graduate Quantitative Research Methods Classes

Science.gov (United States)

Carsey, Thomas M.; Harden, Jeffrey J.

2015-01-01

Graduate students in political science come to the discipline interested in exploring important political questions, such as "What causes war?" or "What policies promote economic growth?" However, they typically do not arrive prepared to address those questions using quantitative methods. Graduate methods instructors must…

7. Restricted Collision List method for faster Direct Simulation Monte-Carlo (DSMC) collisions

Energy Technology Data Exchange (ETDEWEB)

Macrossan, Michael N., E-mail: m.macrossan@uq.edu.au

2016-08-15

The ‘Restricted Collision List’ (RCL) method for speeding up the calculation of DSMC Variable Soft Sphere collisions, with Borgnakke–Larsen (BL) energy exchange, is presented. The method cuts down considerably on the number of random collision parameters which must be calculated (deflection and azimuthal angles, and the BL energy exchange factors). A relatively short list of these parameters is generated and the parameters required in any cell are selected from this list. The list is regenerated at intervals approximately equal to the smallest mean collision time in the flow, and the chance of any particle re-using the same collision parameters in two successive collisions is negligible. The results using this method are indistinguishable from those obtained with standard DSMC. The CPU time saving depends on how much of a DSMC calculation is devoted to collisions and how much is devoted to other tasks, such as moving particles and calculating particle interactions with flow boundaries. For 1-dimensional calculations of flow in a tube, the new method saves 20% of the CPU time per collision for VSS scattering with no energy exchange. With RCL applied to rotational energy exchange, the CPU saving can be greater; for small values of the rotational collision number, for which most collisions involve some rotational energy exchange, the CPU may be reduced by 50% or more.

8. Phase-coexistence simulations of fluid mixtures by the Markov Chain Monte Carlo method using single-particle models

KAUST Repository

Li, Jun

2013-09-01

We present a single-particle Lennard-Jones (L-J) model for CO2 and N2. Simplified L-J models for other small polyatomic molecules can be obtained following the methodology described herein. The phase-coexistence diagrams of single-component systems computed using the proposed single-particle models for CO2 and N2 agree well with experimental data over a wide range of temperatures. These diagrams are computed using the Markov Chain Monte Carlo method based on the Gibbs-NVT ensemble. This good agreement validates the proposed simplified models. That is, with properly selected parameters, the single-particle models have similar accuracy in predicting gas-phase properties as more complex, state-of-the-art molecular models. To further test these single-particle models, three binary mixtures of CH4, CO2 and N2 are studied using a Gibbs-NPT ensemble. These results are compared against experimental data over a wide range of pressures. The single-particle model has similar accuracy in the gas phase as traditional models although its deviation in the liquid phase is greater. Since the single-particle model reduces the particle number and avoids the time-consuming Ewald summation used to evaluate Coulomb interactions, the proposed model improves the computational efficiency significantly, particularly in the case of high liquid density where the acceptance rate of the particle-swap trial move increases. We compare, at constant temperature and pressure, the Gibbs-NPT and Gibbs-NVT ensembles to analyze their performance differences and results consistency. As theoretically predicted, the agreement between the simulations implies that Gibbs-NVT can be used to validate Gibbs-NPT predictions when experimental data is not available. © 2013 Elsevier Inc.

9. Integrated Building Energy Design of a Danish Office Building Based on Monte Carlo Simulation Method

DEFF Research Database (Denmark)

Sørensen, Mathias Juul; Myhre, Sindre Hammer; Hansen, Kasper Kingo

2017-01-01

The focus on reducing buildings energy consumption is gradually increasing, and the optimization of a building’s performance and maximizing its potential leads to great challenges between architects and engineers. In this study, we collaborate with a group of architects on a design project of a new...... office building located in Aarhus, Denmark. Building geometry, floor plans and employee schedules were obtained from the architects which is the basis for this study. This study aims to simplify the iterative design process that is based on the traditional trial and error method in the late design phases...

10. 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

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

Energy Technology Data Exchange (ETDEWEB)

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

1997-09-01

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

12. 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.

13. 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

14. Hybrid Multilevel Monte Carlo Simulation of Stochastic Reaction Networks

KAUST Repository

Moraes, Alvaro

2015-01-01

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.

15. Numerical integration of the Langevin equation: Monte Carlo simulation

International Nuclear Information System (INIS)

Ermak, D.L.; Buckholz, H.

1980-01-01

Monte Carlo simulation techniques are derived for solving the ordinary Langevin equation of motion for a Brownian particle in the presence of an external force. These methods allow considerable freedom in selecting the size of the time step, which is restricted only by the rate of change in the external force. This approach is extended to the generalized Langevin equation which uses a memory function in the friction force term. General simulation techniques are derived which are independent of the form of the memory function. A special method requiring less storage space is presented for the case of the exponential memory function

16. Monte Carlo method to characterize radioactive waste drums

International Nuclear Information System (INIS)

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

2013-01-01

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

17. 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

18. 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)

19. 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

20. An Evaluation of the Plant Density Estimator the Point-Centred Quarter Method (PCQM Using Monte Carlo Simulation.

Directory of Open Access Journals (Sweden)

Md Nabiul Islam Khan

Full Text Available In the Point-Centred Quarter Method (PCQM, the mean distance of the first nearest plants in each quadrant of a number of random sample points is converted to plant density. It is a quick method for plant density estimation. In recent publications the estimator equations of simple PCQM (PCQM1 and higher order ones (PCQM2 and PCQM3, which uses the distance of the second and third nearest plants, respectively show discrepancy. This study attempts to review PCQM estimators in order to find the most accurate equation form. We tested the accuracy of different PCQM equations using Monte Carlo Simulations in simulated (having 'random', 'aggregated' and 'regular' spatial patterns plant populations and empirical ones.PCQM requires at least 50 sample points to ensure a desired level of accuracy. PCQM with a corrected estimator is more accurate than with a previously published estimator. The published PCQM versions (PCQM1, PCQM2 and PCQM3 show significant differences in accuracy of density estimation, i.e. the higher order PCQM provides higher accuracy. However, the corrected PCQM versions show no significant differences among them as tested in various spatial patterns except in plant assemblages with a strong repulsion (plant competition. If N is number of sample points and R is distance, the corrected estimator of PCQM1 is 4(4N - 1/(π ∑ R2 but not 12N/(π ∑ R2, of PCQM2 is 4(8N - 1/(π ∑ R2 but not 28N/(π ∑ R2 and of PCQM3 is 4(12N - 1/(π ∑ R2 but not 44N/(π ∑ R2 as published.If the spatial pattern of a plant association is random, PCQM1 with a corrected equation estimator and over 50 sample points would be sufficient to provide accurate density estimation. PCQM using just the nearest tree in each quadrant is therefore sufficient, which facilitates sampling of trees, particularly in areas with just a few hundred trees per hectare. PCQM3 provides the best density estimations for all types of plant assemblages including the repulsion process

1. 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

2. 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.

3. 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)

4. Monte Carlo simulation of the standardization of {sup 22}Na using scintillation detector arrays

Energy Technology Data Exchange (ETDEWEB)

2010-07-15

In order to calibrate PET devices by a sealed point source, we contrived an absolute activity measurement method for the sealed point source using scintillation detector arrays. This new method was verified by EGS5 Monte Carlo simulation.

5. Numerical simulations of a coupled radiative?conductive heat transfer model using a modified Monte Carlo method

KAUST Repository

Kovtanyuk, Andrey E.

2012-01-01

Radiative-conductive heat transfer in a medium bounded by two reflecting and radiating plane surfaces is considered. This process is described by a nonlinear system of two differential equations: an equation of the radiative heat transfer and an equation of the conductive heat exchange. The problem is characterized by anisotropic scattering of the medium and by specularly and diffusely reflecting boundaries. For the computation of solutions of this problem, two approaches based on iterative techniques are considered. First, a recursive algorithm based on some modification of the Monte Carlo method is proposed. Second, the diffusion approximation of the radiative transfer equation is utilized. Numerical comparisons of the approaches proposed are given in the case of isotropic scattering. © 2011 Elsevier Ltd. All rights reserved.

6. Contribution to the simulation of hadron-nucleon inelastic interaction between 1 GeV to 20 GeV by Monte Carlo method

International Nuclear Information System (INIS)

Piquemal, Alain

1982-01-01

This work settles up a simulation model of inelastic hadron-nucleon interaction, using a Monte Carlo method. The creation of excited or stable particles and the decay of excited particles are simulated on the basis of the statistical thermodynamic model of HAGEDORN and of a relativistic kinematical treatment. The quantum identity of stable secondary particles is determined with the help of the statistical model of Fermi. In all cases of interactions the multiplicities and kinematical correlations are correctly reproduced by the simulation. Longitudinal and transversal momentum of secondary particles are also in good agreement with experimental results, in the case of non-diffractive collisions. [fr

7. Phase transition in nonuniform Josephson arrays: Monte Carlo simulations

Science.gov (United States)

Lozovik, Yu. E.; Pomirchy, L. M.

1994-01-01

Disordered 2D system with Josephson interactions is considered. Disordered XY-model describes the granular films, Josephson arrays etc. Two types of disorder are analyzed: (1) randomly diluted system: Josephson coupling constants J ij are equal to J with probability p or zero (bond percolation problem); (2) coupling constants J ij are positive and distributed randomly and uniformly in some interval either including the vicinity of zero or apart from it. These systems are simulated by Monte Carlo method. Behaviour of potential energy, specific heat, phase correlation function and helicity modulus are analyzed. The phase diagram of the diluted system in T c-p plane is obtained.

8. Monte Carlo Simulation of stepping source in afterloading intracavitary brachytherapy for GZP6 unit

International Nuclear Information System (INIS)

Toossi, M.T.B.; Abdollahi, M.; Ghorbani, M.

2010-01-01

Full text: Stepping source in brachytherapy systems is used to treat a target lesion longer than the effective treatment length of the source. Dose calculation accuracy plays a vital role in the outcome of brachytherapy treatment. In this study, the stepping source (channel 6) of GZP6 brachytherapy unit was simulated by Monte Carlo simulation and matrix shift method. The stepping source of GZP6 was simulated by Monte Carlo MCNPX code. The Mesh tally (type I) was employed for absorbed dose calculation in a cylindrical water phantom. 5 x 108 photon histories were scored and a 0.2% statistical uncertainty was obtained by Monte Carlo calculations. Dose distributions were obtained by our matrix shift method for esophageal cancer tumor lengths of 8 and 10 cm. Isodose curves produced by simulation and TPS were superimposed to estimate the differences. Results Comparison of Monte Carlo and TPS dose distributions show that in longitudinal direction (source movement direction) Monte Carlo and TPS dose distributions are comparable. [n transverse direction, the dose differences of 7 and 5% were observed for esophageal tumor lengths of 8 and 10 cm respectively. Conclusions Although, the results show that the maximum difference between Monte Carlo and TPS calculations is about 7%, but considering that the certified activity is given with ± I 0%, uncertainty, then an error of the order of 20% for Monte Carlo calculation would be reasonable. It can be suggested that accuracy of the dose distribution produced by TPS is acceptable for clinical applications. (author)

9. 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

10. 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)

11. Estimation of balance uncertainty using Direct Monte Carlo Simulation (DSMC) on a CPU-GPU architecture

CSIR Research Space (South Africa)

Bidgood, Peter M

2017-01-01

Full Text Available The estimation of balance uncertainty using conventional statistical and error propagation methods has been found to be both approximate and laborious to the point of being untenable. Direct Simulation by Monte Carlo (DSMC) has been shown...

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

International Nuclear Information System (INIS)

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

2001-01-01

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

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

International Nuclear Information System (INIS)

Sobek, Lukas

2010-01-01

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

14. 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.

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

International Nuclear Information System (INIS)

Mori, Takamasa; Nakagawa, Masayuki

1987-01-01

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

16. Monte Carlo simulations and dosimetric studies of an irradiation facility

Energy Technology Data Exchange (ETDEWEB)

Belchior, A. [Instituto Tecnologico e Nuclear, Estrada nacional no. 10, Apartado 21, 2686-953 Sacavem (Portugal)], E-mail: anabelchior@itn.pt; Botelho, M.L; Vaz, P. [Instituto Tecnologico e Nuclear, Estrada nacional no. 10, Apartado 21, 2686-953 Sacavem (Portugal)

2007-09-21

There is an increasing utilization of ionizing radiation for industrial applications. Additionally, the radiation technology offers a variety of advantages in areas, such as sterilization and food preservation. For these applications, dosimetric tests are of crucial importance in order to assess the dose distribution throughout the sample being irradiated. The use of Monte Carlo methods and computational tools in support of the assessment of the dose distributions in irradiation facilities can prove to be economically effective, representing savings in the utilization of dosemeters, among other benefits. One of the purposes of this study is the development of a Monte Carlo simulation, using a state-of-the-art computational tool-MCNPX-in order to determine the dose distribution inside an irradiation facility of Cobalt 60. This irradiation facility is currently in operation at the ITN campus and will feature an automation and robotics component, which will allow its remote utilization by an external user, under REEQ/996/BIO/2005 project. The detailed geometrical description of the irradiation facility has been implemented in MCNPX, which features an accurate and full simulation of the electron-photon processes involved. The validation of the simulation results obtained was performed by chemical dosimetry methods, namely a Fricke solution. The Fricke dosimeter is a standard dosimeter and is widely used in radiation processing for calibration purposes.

17. Non-Boltzmann Ensembles and Monte Carlo Simulations

International Nuclear Information System (INIS)

Murthy, K. P. N.

2016-01-01

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

18. Advanced Markov chain Monte Carlo methods learning from past samples

CERN Document Server

Liang, Faming; Carrol, Raymond J

2010-01-01

This book provides comprehensive coverage of simulation of complex systems using Monte Carlo methods. Developing algorithms that are immune to the local trap problem has long been considered as the most important topic in MCMC research. Various advanced MCMC algorithms which address this problem have been developed include, the modified Gibbs sampler, the methods based on auxiliary variables and the methods making use of past samples. The focus of this book is on the algorithms that make use of past samples. This book includes the multicanonical algorithm, dynamic weighting, dynamically weight

19. 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

20. Randomized quasi-Monte Carlo simulation of fast-ion thermalization

International Nuclear Information System (INIS)

Höök, L J; Johnson, T; Hellsten, T

2012-01-01

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

1. Randomized quasi-Monte Carlo simulation of fast-ion thermalization

Science.gov (United States)

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

2012-01-01

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

2. Determination of the optical properties of turbid media from a single Monte Carlo simulation

International Nuclear Information System (INIS)

Kienle, A.; Patterson, M.S.

1996-01-01

We describe a fast, accurate method for determination of the optical coefficients of 'semi-infinite' and 'infinite' turbid media. For the particular case of time-resolved reflectance from a biological medium, we show that a single Monte Carlo simulation can be used to fit the data and to derive the absorption and reduced scattering coefficients. Tests with independent Monte Carlo simulations showed that the errors in the deduced absorption and reduced scattering coefficients are smaller than 1% and 2%, respectively. (author)

3. On Monte Carlo Simulation and Analysis of Electricity Markets

International Nuclear Information System (INIS)

Amelin, Mikael

2004-07-01

This dissertation is about how Monte Carlo simulation can be used to analyse electricity markets. There are a wide range of applications for simulation; for example, players in the electricity market can use simulation to decide whether or not an investment can be expected to be profitable, and authorities can by means of simulation find out which consequences a certain market design can be expected to have on electricity prices, environmental impact, etc. In the first part of the dissertation, the focus is which electricity market models are suitable for Monte Carlo simulation. The starting point is a definition of an ideal electricity market. Such an electricity market is partly practical from a mathematical point of view (it is simple to formulate and does not require too complex calculations) and partly it is a representation of the best possible resource utilisation. The definition of the ideal electricity market is followed by analysis how the reality differs from the ideal model, what consequences the differences have on the rules of the electricity market and the strategies of the players, as well as how non-ideal properties can be included in a mathematical model. Particularly, questions about environmental impact, forecast uncertainty and grid costs are studied. The second part of the dissertation treats the Monte Carlo technique itself. To reduce the number of samples necessary to obtain accurate results, variance reduction techniques can be used. Here, six different variance reduction techniques are studied and possible applications are pointed out. The conclusions of these studies are turned into a method for efficient simulation of basic electricity markets. The method is applied to some test systems and the results show that the chosen variance reduction techniques can produce equal or better results using 99% fewer samples compared to when the same system is simulated without any variance reduction technique. More complex electricity market models

4. Application of numerical methods, derivatives theory and Monte Carlo simulation in evaluating BM&F BOVESPA's POP (Protected and Participative Investment

Directory of Open Access Journals (Sweden)

Giuliano Carrozza Uzêda Iorio de Souza

2011-08-01

Full Text Available This article presents a practical case in which two of the most efficient numerical procedures developed for derivative analysis are applied to evaluate the POP (Investment Protection with Participation, a structured operation created by São Paulo Stock Exchange - BM&FBOVESPA. The first procedure solves the differential equation through the use of implicit finite differences method. Due to its characteristics, the approach makes it possible to run sensitivity analysis as well as price estimation. In the second, the problem is solved by Monte Carlo simulation, which facilitates the identification of the probability related to the exercise of the embedded options.

5. LCG MCDB - a Knowledgebase of Monte Carlo Simulated Events

CERN Document Server

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

2008-01-01

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

6. Stabilization effect of fission source in coupled Monte Carlo simulations

Energy Technology Data Exchange (ETDEWEB)

Olsen, Borge; Dufek, Jan [Div. of Nuclear Reactor Technology, KTH Royal Institute of Technology, AlbaNova University Center, Stockholm (Sweden)

2017-08-15

A fission source can act as a stabilization element in coupled Monte Carlo simulations. We have observed this while studying numerical instabilities in nonlinear steady-state simulations performed by a Monte Carlo criticality solver that is coupled to a xenon feedback solver via fixed-point iteration. While fixed-point iteration is known to be numerically unstable for some problems, resulting in large spatial oscillations of the neutron flux distribution, we show that it is possible to stabilize it by reducing the number of Monte Carlo criticality cycles simulated within each iteration step. While global convergence is ensured, development of any possible numerical instability is prevented by not allowing the fission source to converge fully within a single iteration step, which is achieved by setting a small number of criticality cycles per iteration step. Moreover, under these conditions, the fission source may converge even faster than in criticality calculations with no feedback, as we demonstrate in our numerical test simulations.

7. Monte Carlo and analytic simulations in nanoparticle-enhanced radiation therapy

Directory of Open Access Journals (Sweden)

2016-09-01

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

8. 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

9. 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.

10. Entropic sampling in the path integral Monte Carlo method

International Nuclear Information System (INIS)

Vorontsov-Velyaminov, P N; Lyubartsev, A P

2003-01-01

We have extended the entropic sampling Monte Carlo method to the case of path integral representation of a quantum system. A two-dimensional density of states is introduced into path integral form of the quantum canonical partition function. Entropic sampling technique within the algorithm suggested recently by Wang and Landau (Wang F and Landau D P 2001 Phys. Rev. Lett. 86 2050) is then applied to calculate the corresponding entropy distribution. A three-dimensional quantum oscillator is considered as an example. Canonical distributions for a wide range of temperatures are obtained in a single simulation run, and exact data for the energy are reproduced

11. Spatial distribution sampling and Monte Carlo simulation of radioactive isotopes

CERN Document Server

Krainer, Alexander Michael

2015-01-01

This work focuses on the implementation of a program for random sampling of uniformly spatially distributed isotopes for Monte Carlo particle simulations and in specific FLUKA. With FLUKA it is possible to calculate the radio nuclide production in high energy fields. The decay of these nuclide, and therefore the resulting radiation field, however can only be simulated in the same geometry. This works gives the tool to simulate the decay of the produced nuclide in other geometries. With that the radiation field from an irradiated object can be simulated in arbitrary environments. The sampling of isotope mixtures was tested by simulating a 50/50 mixture of $Cs^{137}$ and $Co^{60}$. These isotopes are both well known and provide therefore a first reliable benchmark in that respect. The sampling of uniformly distributed coordinates was tested using the histogram test for various spatial distributions. The advantages and disadvantages of the program compared to standard methods are demonstrated in the real life ca...

12. A high-quality multilayer structure characterization method based on X-ray fluorescence and Monte Carlo simulation

Energy Technology Data Exchange (ETDEWEB)

Brunetti, Antonio; Golosio, Bruno [Universita degli Studi di Sassari, Dipartimento di Scienze Politiche, Scienze della Comunicazione e Ingegneria dell' Informazione, Sassari (Italy); Melis, Maria Grazia [Universita degli Studi di Sassari, Dipartimento di Storia, Scienze dell' Uomo e della Formazione, Sassari (Italy); Mura, Stefania [Universita degli Studi di Sassari, Dipartimento di Agraria e Nucleo di Ricerca sulla Desertificazione, Sassari (Italy)

2014-11-08

X-ray fluorescence (XRF) is a well known nondestructive technique. It is also applied to multilayer characterization, due to its possibility of estimating both composition and thickness of the layers. Several kinds of cultural heritage samples can be considered as a complex multilayer, such as paintings or decorated objects or some types of metallic samples. Furthermore, they often have rough surfaces and this makes a precise determination of the structure and composition harder. The standard quantitative XRF approach does not take into account this aspect. In this paper, we propose a novel approach based on a combined use of X-ray measurements performed with a polychromatic beam and Monte Carlo simulations. All the information contained in an X-ray spectrum is used. This approach allows obtaining a very good estimation of the sample contents both in terms of chemical elements and material thickness, and in this sense, represents an improvement of the possibility of XRF measurements. Some examples will be examined and discussed. (orig.)

13. A high-quality multilayer structure characterization method based on X-ray fluorescence and Monte Carlo simulation

International Nuclear Information System (INIS)

Brunetti, Antonio; Golosio, Bruno; Melis, Maria Grazia; Mura, Stefania

2015-01-01

X-ray fluorescence (XRF) is a well known nondestructive technique. It is also applied to multilayer characterization, due to its possibility of estimating both composition and thickness of the layers. Several kinds of cultural heritage samples can be considered as a complex multilayer, such as paintings or decorated objects or some types of metallic samples. Furthermore, they often have rough surfaces and this makes a precise determination of the structure and composition harder. The standard quantitative XRF approach does not take into account this aspect. In this paper, we propose a novel approach based on a combined use of X-ray measurements performed with a polychromatic beam and Monte Carlo simulations. All the information contained in an X-ray spectrum is used. This approach allows obtaining a very good estimation of the sample contents both in terms of chemical elements and material thickness, and in this sense, represents an improvement of the possibility of XRF measurements. Some examples will be examined and discussed. (orig.)

14. 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

15. Monte Carlo simulations of Higgs-boson production at the LHC with the KrkNLO method

CERN Document Server

2017-01-01

We present numerical tests and predictions of the KrkNLO method for matching of NLO QCD corrections to hard processes with LO parton shower Monte Carlo generators. This method was described in detail in our previous publications, where its advantages over other approaches, such as MCatNLO and POWHEG, were pointed out. Here we concentrate on presenting some numerical results (cross sections and distributions) for $Z/\\gamma^*$ (Drell-Yan) and Higgs-boson production processes at the LHC. The Drell--Yan process is used mainly to validate the KrkNLO implementation in the Herwig 7 program with respect to the previous implementation in Sherpa. We also show predictions for this process with the new, complete, MC-scheme parton distribution functions and compare them with our previously published results. Then, we present the first results of the KrkNLO method for the Higgs production in gluon--gluon fusion at the LHC and compare them with the predictions of other programs, such as MCFM, MCatNLO, POWHEG and HNNLO, as w...

16. Monte Carlo simulations of Higgs-boson production at the LHC with the KrkNLO method

Energy Technology Data Exchange (ETDEWEB)

Jadach, S.; Skrzypek, M. [Polish Academy of Sciences, Institute of Nuclear Physics, Krakow (Poland); Nail, G. [University of Manchester, Particle Physics Group, School of Physics and Astronomy, Manchester (United Kingdom); Karlsruhe Institute of Technology, Institute for Theoretical Physics, Karlsruhe (Germany); Placzek, W. [Jagiellonian University, Marian Smoluchowski Institute of Physics, Krakow (Poland); Sapeta, S.; Siodmok, A. [Polish Academy of Sciences, Institute of Nuclear Physics, Krakow (Poland); Theoretical Physics Department, CERN, Geneva (Switzerland)

2017-03-15

We present numerical tests and predictions of the KrkNLO method for matching of NLO QCD corrections to hard processes with LO parton-shower Monte Carlo generators (NLO+PS). This method was described in detail in our previous publications, where it was also compared with other NLO+PS matching approaches (MC rate at NLO and POWHEG) as well as fixed-order NLO and NNLO calculations. Here we concentrate on presenting some numerical results (cross sections and distributions) for Z/γ* (Drell-Yan) and Higgs-boson production processes at the LHC. The Drell-Yan process is used mainly to validate the KrkNLO implementation in the Herwig 7 program with respect to the previous implementation in Sherpa. We also show predictions for this process with the new, complete, MC-scheme parton distribution functions and compare them with our previously published results. Then we present the first results of the KrkNLO method for Higgs production in gluon-gluon fusion at the LHC and compare them with MC rate at NLO and POWHEG predictions from Herwig 7, fixed-order results from HNNLO and a resummed calculation from HqT, as well as with experimental data from the ATLAS collaboration. (orig.)

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

Energy Technology Data Exchange (ETDEWEB)

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

2014-06-15

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

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

International Nuclear Information System (INIS)

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

2014-01-01

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

19. Scouting the feasibility of Monte Carlo reactor dynamics simulations

International Nuclear Information System (INIS)

2008-01-01

In this paper we present an overview of the methodological questions related to Monte Carlo simulation of time dependent power transients in nuclear reactors. Investigations using a small fictional 3D reactor with isotropic scattering and a single energy group we have performed direct Monte Carlo transient calculations with simulation of delayed neutrons and with and without thermal feedback. Using biased delayed neutron sampling and population control at time step boundaries calculation times were kept reasonably low. We have identified the initial source determination and the prompt chain simulations as key issues that require most attention. (authors)

20. Scouting the feasibility of Monte Carlo reactor dynamics simulations

Energy Technology Data Exchange (ETDEWEB)

Legrady, David [Forschungszentrum Dresden-Rossendorf, Dresden (Germany); Hoogenboom, J. Eduard [Delft University of Technology, Delft (Netherlands)

2008-07-01

In this paper we present an overview of the methodological questions related to Monte Carlo simulation of time dependent power transients in nuclear reactors. Investigations using a small fictional 3D reactor with isotropic scattering and a single energy group we have performed direct Monte Carlo transient calculations with simulation of delayed neutrons and with and without thermal feedback. Using biased delayed neutron sampling and population control at time step boundaries calculation times were kept reasonably low. We have identified the initial source determination and the prompt chain simulations as key issues that require most attention. (authors)

1. Monte Carlo Simulations of Phosphate Polyhedron Connectivity in Glasses

Energy Technology Data Exchange (ETDEWEB)

ALAM,TODD M.

1999-12-21

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

2. Monte Carlo simulation of neutron counters for safeguards applications

International Nuclear Information System (INIS)

Looman, Marc; Peerani, Paolo; Tagziria, Hamid

2009-01-01

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

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

International Nuclear Information System (INIS)

Jansen, K.; Cyprus Univ., Nicosia; Leovey, H.; Griewank, A.; Nube, A.; Humboldt-Universitaet, Berlin; Mueller-Preussker, M.

2013-02-01

We investigate the applicability of Quasi-Monte Carlo methods to Euclidean lattice systems for quantum mechanics in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an observable calculated by averaging over random observations generated from an ordinary Markov chain Monte Carlo simulation behaves like N -1/2 , where N is the number of observations. By means of Quasi-Monte Carlo methods it is possible to improve this behavior for certain problems up to N -1 . We adapted and applied this approach to simple systems like the quantum harmonic and anharmonic oscillator and verified an improved error scaling.

4. A computer code package for electron transport Monte Carlo simulation

International Nuclear Information System (INIS)

Popescu, Lucretiu M.

1999-01-01

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

5. TH-AB-207A-07: Radiation Dose Simulation for a Newly Proposed Dynamic Bowtie Filters for CT Using Fast Monte Carlo Methods

Energy Technology Data Exchange (ETDEWEB)

Liu, T; Lin, H; Gao, Y; Caracappa, P; Wang, G; Cong, W; Xu, X [Rensselaer Polytechnic Institute, Troy, NY (United States)

2016-06-15

Purpose: Dynamic bowtie filter is an innovative design capable of modulating the X-ray and balancing the flux in the detectors, and it introduces a new way of patient-specific CT scan optimizations. This study demonstrates the feasibility of performing fast Monte Carlo dose calculation for a type of dynamic bowtie filter for cone-beam CT (Liu et al. 2014 9(7) PloS one) using MIC coprocessors. Methods: The dynamic bowtie filter in question consists of a highly attenuating bowtie component (HB) and a weakly attenuating bowtie (WB). The HB is filled with CeCl3 solution and its surface is defined by a transcendental equation. The WB is an elliptical cylinder filled with air and immersed in the HB. As the scanner rotates, the orientation of WB remains the same with the static patient. In our Monte Carlo simulation, the HB was approximated by 576 boxes. The phantom was a voxelized elliptical cylinder composed of PMMA and surrounded by air (44cm×44cm×40cm, 1000×1000×1 voxels). The dose to the PMMA phantom was tallied with 0.15% statistical uncertainty under 100 kVp source. Two Monte Carlo codes ARCHER and MCNP-6.1 were compared. Both used double-precision. Compiler flags that may trade accuracy for speed were avoided. Results: The wall time of the simulation was 25.4 seconds by ARCHER on a 5110P MIC, 40 seconds on a X5650 CPU, and 523 seconds by the multithreaded MCNP on the same CPU. The high performance of ARCHER is attributed to the parameterized geometry and vectorization of the program hotspots. Conclusion: The dynamic bowtie filter modeled in this study is able to effectively reduce the dynamic range of the detected signals for the photon-counting detectors. With appropriate software optimization methods, the accelerator-based (MIC and GPU) Monte Carlo dose engines have shown good performance and can contribute to patient-specific CT scan optimizations.

6. Microcanonical Monte Carlo approach for computing melting curves by atomistic simulations

OpenAIRE

Davis, Sergio; Gutiérrez, Gonzalo

2017-01-01

We report microcanonical Monte Carlo simulations of melting and superheating of a generic, Lennard-Jones system starting from the crystalline phase. The isochoric curve, the melting temperature $T_m$ and the critical superheating temperature $T_{LS}$ obtained are in close agreement (well within the microcanonical temperature fluctuations) with standard molecular dynamics one-phase and two-phase methods. These results validate the use of microcanonical Monte Carlo to compute melting points, a ...

7. Monte Carlo simulation of nuclear energy study (II). Annual report on Nuclear Code Evaluation Committee

Energy Technology Data Exchange (ETDEWEB)

NONE

2001-01-01

In the report, research results discussed in 1999 fiscal year at Nuclear Code Evaluation Committee of Nuclear Code Research Committee were summarized. Present status of Monte Carlo simulation on nuclear energy study was described. Especially, besides of criticality, shielding and core analyses, present status of applications to risk and radiation damage analyses, high energy transport and nuclear theory calculations of Monte Carlo Method was described. The 18 papers are indexed individually. (J.P.N.)

8. A Monte Carlo Simulation Framework for Testing Cosmological Models

Directory of Open Access Journals (Sweden)

Heymann Y.

2014-10-01

Full Text Available We tested alternative cosmologies using Monte Carlo simulations based on the sam- pling method of the zCosmos galactic survey. The survey encompasses a collection of observable galaxies with respective redshifts that have been obtained for a given spec- troscopic area of the sky. Using a cosmological model, we can convert the redshifts into light-travel times and, by slicing the survey into small redshift buckets, compute a curve of galactic density over time. Because foreground galaxies obstruct the images of more distant galaxies, we simulated the theoretical galactic density curve using an average galactic radius. By comparing the galactic density curves of the simulations with that of the survey, we could assess the cosmologies. We applied the test to the expanding-universe cosmology of de Sitter and to a dichotomous cosmology.

9. Condensed history Monte Carlo methods for photon transport problems

International Nuclear Information System (INIS)

Bhan, Katherine; Spanier, Jerome

2007-01-01

We study methods for accelerating Monte Carlo simulations that retain most of the accuracy of conventional Monte Carlo algorithms. These methods - called Condensed History (CH) methods - have been very successfully used to model the transport of ionizing radiation in turbid systems. Our primary objective is to determine whether or not such methods might apply equally well to the transport of photons in biological tissue. In an attempt to unify the derivations, we invoke results obtained first by Lewis, Goudsmit and Saunderson and later improved by Larsen and Tolar. We outline how two of the most promising of the CH models - one based on satisfying certain similarity relations and the second making use of a scattering phase function that permits only discrete directional changes - can be developed using these approaches. The main idea is to exploit the connection between the space-angle moments of the radiance and the angular moments of the scattering phase function. We compare the results obtained when the two CH models studied are used to simulate an idealized tissue transport problem. The numerical results support our findings based on the theoretical derivations and suggest that CH models should play a useful role in modeling light-tissue interactions

10. Modeling of the 3RS tau protein with self-consistent field method and Monte Carlo simulation

NARCIS (Netherlands)

Leermakers, F.A.M.; Jho, Y.S.; Zhulina, E.B.

2010-01-01

Using a model with amino acid resolution of the 196 aa N-terminus of the 3RS tau protein, we performed both a Monte Carlo study and a complementary self-consistent field (SCF) analysis to obtain detailed information on conformational properties of these moieties near a charged plane (mimicking the

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. Monte Carlo simulation of virtual compton scattering at MAMI

International Nuclear Information System (INIS)

D'Hose, N.; Ducret, J.E.; Gousset, TH.; Guichon, P.A.M.; Kerhoas, S.; Lhuillier, D.; Marchand, C.; Marchand, D.; Martino, J.; Mougey, J.; Roche, J.; Vanderhaeghen, M.; Vernin, P.; Bohm, H.; Distler, M.; Edelhoff, R.; Friedrich, J.M.; Geiges, R.; Jennewein, P.; Kahrau, M.; Korn, M.; Kramer, H.; Krygier, K.W.; Kunde, V.; Liesenfeld, A.; Merkel, H.; Merle, K.; Neuhausen, R.; Pospischil, TH.; Rosner, G.; Sauer, P.; Schmieden, H.; Schardt, S.; Tamas, G.; Wagner, A.; Walcher, TH.; Wolf, S.; Hyde-Wright, CH.; Boeglin, W.U.; Van de Wiele, J.

1996-01-01

The Monte Carlo simulation developed specially for the VCS experiments taking place at MAMI in fully described. This simulation can generate events according to the Bethe-Heitler + Born cross section behaviour and takes into account resolution deteriorating effects. It is used to determine solid angles for the various experimental settings. (authors)

13. Direct Simulation Monte Carlo (DSMC) on the Connection Machine

International Nuclear Information System (INIS)

Wong, B.C.; Long, L.N.

1992-01-01

The massively parallel computer Connection Machine is utilized to map an improved version of the direct simulation Monte Carlo (DSMC) method for solving flows with the Boltzmann equation. The kinetic theory is required for analyzing hypersonic aerospace applications, and the features and capabilities of the DSMC particle-simulation technique are discussed. The DSMC is shown to be inherently massively parallel and data parallel, and the algorithm is based on molecule movements, cross-referencing their locations, locating collisions within cells, and sampling macroscopic quantities in each cell. The serial DSMC code is compared to the present parallel DSMC code, and timing results show that the speedup of the parallel version is approximately linear. The correct physics can be resolved from the results of the complete DSMC method implemented on the connection machine using the data-parallel approach. 41 refs

14. CORPORATE VALUATION USING TWO-DIMENSIONAL MONTE CARLO SIMULATION

Directory of Open Access Journals (Sweden)

Toth Reka

2010-12-01

Full Text Available In this paper, we have presented a corporate valuation model. The model combine several valuation methods in order to get more accurate results. To determine the corporate asset value we have used the Gordon-like two-stage asset valuation model based on the calculation of the free cash flow to the firm. We have used the free cash flow to the firm to determine the corporate market value, which was calculated with use of the Black-Scholes option pricing model in frame of the two-dimensional Monte Carlo simulation method. The combined model and the use of the two-dimensional simulation model provides a better opportunity for the corporate value estimation.

15. Monte Carlo simulation of a gas-sampled hadron calorimeter

Energy Technology Data Exchange (ETDEWEB)

Chang, C Y; Kunori, S; Rapp, P; Talaga, R; Steinberg, P; Tylka, A J; Wang, Z M

1988-02-15

A prototype of the OPAL barrel hadron calorimeter, which is a gas-sampled calorimeter using plastic streamer tubes, was exposed to pions at energies between 1 and 7 GeV. The response of the detector was simulated using the CERN GEANT3 Monte Carlo program. By using the observed high energy muon signals to deduce details of the streamer formation, the Monte Carlo program was able to reproduce the observed calorimeter response. The behavior of the hadron calorimeter when placed behind a lead glass electromagnetic calorimeter was also investigated.

16. A Monte Carlo simulation study of associated liquid crystals

Science.gov (United States)

Berardi, R.; Fehervari, M.; Zannoni, C.

We have performed a Monte Carlo simulation study of a system of ellipsoidal particles with donor-acceptor sites modelling complementary hydrogen-bonding groups in real molecules. We have considered elongated Gay-Berne particles with terminal interaction sites allowing particles to associate and form dimers. The changes in the phase transitions and in the molecular organization and the interplay between orientational ordering and dimer formation are discussed. Particle flip and dimer moves have been used to increase the convergency rate of the Monte Carlo (MC) Markov chain.

17. 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

18. Vector Monte Carlo simulations on atmospheric scattering of polarization qubits.

Science.gov (United States)

Li, Ming; Lu, Pengfei; Yu, Zhongyuan; Yan, Lei; Chen, Zhihui; Yang, Chuanghua; Luo, Xiao

2013-03-01

In this paper, a vector Monte Carlo (MC) method is proposed to study the influence of atmospheric scattering on polarization qubits for satellite-based quantum communication. The vector MC method utilizes a transmittance method to solve the photon free path for an inhomogeneous atmosphere and random number sampling to determine whether the type of scattering is aerosol scattering or molecule scattering. Simulations are performed for downlink and uplink. The degrees and the rotations of polarization are qualitatively and quantitatively obtained, which agree well with the measured results in the previous experiments. The results show that polarization qubits are well preserved in the downlink and uplink, while the number of received single photons is less than half of the total transmitted single photons for both links. Moreover, our vector MC method can be applied for the scattering of polarized light in other inhomogeneous random media.

Science.gov (United States)

Wollaber, Allan B.

During the past 35 years, the Implicit Monte Carlo (IMC) method proposed by Fleck and Cummings has been the standard Monte Carlo approach to solving the thermal radiative transfer (TRT) equations. However, the IMC equations are known to have accuracy limitations that can produce unphysical solutions. In this thesis, we explicitly provide the IMC equations with a Monte Carlo interpretation by including particle weight as one of its arguments. We also develop and test a stability theory for the 1-D, gray IMC equations applied to a nonlinear problem. We demonstrate that the worst case occurs for 0-D problems, and we extend the results to a stability algorithm that may be used for general linearizations of the TRT equations. We derive gray, Quasidiffusion equations that may be deterministically solved in conjunction with IMC to obtain an inexpensive, accurate estimate of the temperature at the end of the time step. We then define an average temperature T* to evaluate the temperature-dependent problem data in IMC, and we demonstrate that using T* is more accurate than using the (traditional) beginning-of-time-step temperature. We also propose an accuracy enhancement to the IMC equations: the use of a time-dependent "Fleck factor". This Fleck factor can be considered an automatic tuning of the traditionally defined user parameter alpha, which generally provides more accurate solutions at an increased cost relative to traditional IMC. We also introduce a global weight window that is proportional to the forward scalar intensity calculated by the Quasidiffusion method. This weight window improves the efficiency of the IMC calculation while conserving energy. All of the proposed enhancements are tested in 1-D gray and frequency-dependent problems. These enhancements do not unconditionally eliminate the unphysical behavior that can be seen in the IMC calculations. However, for fixed spatial and temporal grids, they suppress them and clearly work to make the solution more

20. Pushing the limits of Monte Carlo simulations for the three-dimensional Ising model

Science.gov (United States)

Ferrenberg, Alan M.; Xu, Jiahao; Landau, David P.

2018-04-01

While the three-dimensional Ising model has defied analytic solution, various numerical methods like Monte Carlo, Monte Carlo renormalization group, and series expansion have provided precise information about the phase transition. Using Monte Carlo simulation that employs the Wolff cluster flipping algorithm with both 32-bit and 53-bit random number generators and data analysis with histogram reweighting and quadruple precision arithmetic, we have investigated the critical behavior of the simple cubic Ising Model, with lattice sizes ranging from 163 to 10243. By analyzing data with cross correlations between various thermodynamic quantities obtained from the same data pool, e.g., logarithmic derivatives of magnetization and derivatives of magnetization cumulants, we have obtained the critical inverse temperature Kc=0.221 654 626 (5 ) and the critical exponent of the correlation length ν =0.629 912 (86 ) with precision that exceeds all previous Monte Carlo estimates.

1. Prediction of the number of 14 MeV neutron elastically scattered from large sample of aluminium using Monte Carlo simulation method

International Nuclear Information System (INIS)

Husin Wagiran; Wan Mohd Nasir Wan Kadir

1997-01-01

In neutron scattering processes, the effect of multiple scattering is to cause an effective increase in the measured cross-sections due to increase on the probability of neutron scattering interactions in the sample. Analysis of how the effective cross-section varies with thickness is very complicated due to complicated sample geometries and the variations of scattering cross-section with energy. Monte Carlo method is one of the possible method for treating the multiple scattering processes in the extended sample. In this method a lot of approximations have to be made and the accurate data of microscopic cross-sections are needed at various angles. In the present work, a Monte Carlo simulation programme suitable for a small computer was developed. The programme was capable to predict the number of neutrons scattered from various thickness of aluminium samples at all possible angles between 00 to 36011 with 100 increments. In order to make the the programme not too complicated and capable of being run on microcomputer with reasonable time, the calculations was done in two dimension coordinate system. The number of neutrons predicted from this model show in good agreement with previous experimental results

2. Optimization of reconstruction algorithms using Monte Carlo simulation

International Nuclear Information System (INIS)

Hanson, K.M.

1989-01-01

A method for optimizing reconstruction algorithms is presented that is based on how well a specified task can be performed using the reconstructed images. Task performance is numerically assessed by a Monte Carlo simulation of the complete imaging process including the generation of scenes appropriate to the desired application, subsequent data taking, reconstruction, and performance of the stated task based on the final image. The use of this method is demonstrated through the optimization of the Algebraic Reconstruction Technique (ART), which reconstructs images from their projections by an iterative procedure. The optimization is accomplished by varying the relaxation factor employed in the updating procedure. In some of the imaging situations studied, it is found that the optimization of constrained ART, in which a non-negativity constraint is invoked, can vastly increase the detectability of objects. There is little improvement attained for unconstrained ART. The general method presented may be applied to the problem of designing neutron-diffraction spectrometers. (author)

3. Study of Gamma spectra by Monte Carlo simulation

International Nuclear Information System (INIS)

Cantaragiu, A.; Gheorghies, A.; Borcia, C.

2008-01-01

The purpose of this paper is obtaining gamma ray spectra by means of a scintillation detector applying the Monte Carlo statistic simulation method using the EGS4 program. The Monte Carlo algorithm implies that the physical system is described by the probability density function which allows generating random figures and the result is taken as an average of numbers which were observed. The EGS4 program allows the simulation of the following physical processes: the photo-electrical effect, the Compton effect, the electron positron pairs generation and the Rayleigh diffusion. The gamma rays recorded by the detector are converted into electrical pulses and the gamma ray spectra are acquired and processed by means of the Nomad Plus portable spectrometer connected to a computer. As a gamma ray sources 137Cs and 60Co are used whose spectra drawn and used for study the interaction of the gamma radiations with the scintillation detector. The parameters which varied during the acquisition of the gamma ray spectra are the distance between source and detector and the measuring time. Due to the statistical processes in the detector, the peak looks like a Gauss distribution. The identification of the gamma quantum energy value is achieved by the experimental spectra peaks, thus gathering information about the position of the peak, the width and the area of the peak respectively. By means of the EGS4 program a simulation is run using these parameters and an 'ideal' spectrum is obtained, a spectrum which is not influenced by the statistical processes which take place inside the detector. Then, the convolution of the spectra is achieved by means of a normalised Gauss function. There is a close match between the experimental results and those simulated in the EGS4 program because the interactions which occurred during the simulation have a statistical behaviour close to the real one. (authors)

4. Monte Carlo simulation of AB-copolymers with saturating bonds

DEFF Research Database (Denmark)

Chertovich, A.C.; Ivanov, V.A.; Khokhlov, A.R.

2003-01-01

Structural transitions in a single AB-copolymer chain where saturating bonds can be formed between A- and B-units are studied by means of Monte Carlo computer simulations using the bond fluctuation model. Three transitions are found, coil-globule, coil-hairpin and globule-hairpin, depending...

5. Sensitivity analysis for oblique incidence reflectometry using Monte Carlo simulations

DEFF Research Database (Denmark)

Kamran, Faisal; Andersen, Peter E.

2015-01-01

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

6. Flexible polymers in a nematic medium : a Monte Carlo simulation

NARCIS (Netherlands)

Vliet, J.H. van; Luyten, M.C.; Brinke, G. ten

Monte Carlo simulations of self-avoiding random walks surrounded by aligned rods on a square lattice and a simple cubic lattice were performed to address the topological constraints involved for dilute solutions of flexible polymers in a highly oriented nematic solvent. The nematic constraint

7. Monte Carlo simulations of adsorption-induced segregation

DEFF Research Database (Denmark)

Christoffersen, Ebbe; Stoltze, Per; Nørskov, Jens Kehlet

2002-01-01

Through the use of Monte Carlo simulations we study the effect of adsorption-induced segregation. From the bulk composition, degree of dispersion and the partial pressure of the gas phase species we calculate the surface composition of bimetallic alloys. We show that both segregation and adsorption...

8. Monte Carlo simulation models of breeding-population advancement.

Science.gov (United States)

J.N. King; G.R. Johnson

1993-01-01

Five generations of population improvement were modeled using Monte Carlo simulations. The model was designed to address questions that are important to the development of an advanced generation breeding population. Specifically we addressed the effects on both gain and effective population size of different mating schemes when creating a recombinant population for...

9. Parallel Monte Carlo simulation of aerosol dynamics

KAUST Repository

Zhou, K.; He, Z.; Xiao, M.; Zhang, Z.

2014-01-01

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

10. Genetic algorithms and Monte Carlo simulation for optimal plant design

International Nuclear Information System (INIS)

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

2000-01-01

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

11. MONTE CARLO SIMULATION OF MULTIFOCAL STOCHASTIC SCANNING SYSTEM

Directory of Open Access Journals (Sweden)

LIXIN LIU

2014-01-01

Full Text Available Multifocal multiphoton microscopy (MMM has greatly improved the utilization of excitation light and imaging speed due to parallel multiphoton excitation of the samples and simultaneous detection of the signals, which allows it to perform three-dimensional fast fluorescence imaging. Stochastic scanning can provide continuous, uniform and high-speed excitation of the sample, which makes it a suitable scanning scheme for MMM. In this paper, the graphical programming language — LabVIEW is used to achieve stochastic scanning of the two-dimensional galvo scanners by using white noise signals to control the x and y mirrors independently. Moreover, the stochastic scanning process is simulated by using Monte Carlo method. Our results show that MMM can avoid oversampling or subsampling in the scanning area and meet the requirements of uniform sampling by stochastically scanning the individual units of the N × N foci array. Therefore, continuous and uniform scanning in the whole field of view is implemented.

12. MCB. A continuous energy Monte Carlo burnup simulation code

International Nuclear Information System (INIS)

Cetnar, J.; Wallenius, J.; Gudowski, W.

1999-01-01

A code for integrated simulation of neutrinos and burnup based upon continuous energy Monte Carlo techniques and transmutation trajectory analysis has been developed. Being especially well suited for studies of nuclear waste transmutation systems, the code is an extension of the well validated MCNP transport program of Los Alamos National Laboratory. Among the advantages of the code (named MCB) is a fully integrated data treatment combined with a time-stepping routine that automatically corrects for burnup dependent changes in reaction rates, neutron multiplication, material composition and self-shielding. Fission product yields are treated as continuous functions of incident neutron energy, using a non-equilibrium thermodynamical model of the fission process. In the present paper a brief description of the code and applied methods are given. (author)

13. 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

14. Acceleration of monte Carlo solution by conjugate gradient method

International Nuclear Information System (INIS)

Toshihisa, Yamamoto

2005-01-01

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

15. Modelling a gamma irradiation process using the Monte Carlo method

Energy Technology Data Exchange (ETDEWEB)

Soares, Gabriela A.; Pereira, Marcio T., E-mail: gas@cdtn.br, E-mail: mtp@cdtn.br [Centro de Desenvolvimento da Tecnologia Nuclear (CDTN/CNEN-MG), Belo Horizonte, MG (Brazil)

2011-07-01

In gamma irradiation service it is of great importance the evaluation of absorbed dose in order to guarantee the service quality. When physical structure and human resources are not available for performing dosimetry in each product irradiated, the appliance of mathematic models may be a solution. Through this, the prediction of the delivered dose in a specific product, irradiated in a specific position and during a certain period of time becomes possible, if validated with dosimetry tests. At the gamma irradiation facility of CDTN, equipped with a Cobalt-60 source, the Monte Carlo method was applied to perform simulations of products irradiations and the results were compared with Fricke dosimeters irradiated under the same conditions of the simulations. The first obtained results showed applicability of this method, with a linear relation between simulation and experimental results. (author)

16. Modelling a gamma irradiation process using the Monte Carlo method

International Nuclear Information System (INIS)

Soares, Gabriela A.; Pereira, Marcio T.

2011-01-01

In gamma irradiation service it is of great importance the evaluation of absorbed dose in order to guarantee the service quality. When physical structure and human resources are not available for performing dosimetry in each product irradiated, the appliance of mathematic models may be a solution. Through this, the prediction of the delivered dose in a specific product, irradiated in a specific position and during a certain period of time becomes possible, if validated with dosimetry tests. At the gamma irradiation facility of CDTN, equipped with a Cobalt-60 source, the Monte Carlo method was applied to perform simulations of products irradiations and the results were compared with Fricke dosimeters irradiated under the same conditions of the simulations. The first obtained results showed applicability of this method, with a linear relation between simulation and experimental results. (author)

17. 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)

18. 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

19. Monte Carlo simulations of the stability of delta-Pu

DEFF Research Database (Denmark)

Landa, A.; Soderlind, P.; Ruban, Andrei

2003-01-01

The transition temperature (T-c) for delta-Pu has been calculated for the first time. A Monte Carlo method is employed for this purpose and the effective cluster interactions are obtained from first-principles calculations incorporated with the Connolly-Williams and generalized perturbation methods...

20. 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.

1. A variable hard sphere-based phenomenological inelastic collision model for rarefied gas flow simulations by the direct simulation Monte Carlo method

Energy Technology Data Exchange (ETDEWEB)

Prasanth, P S; Kakkassery, Jose K; Vijayakumar, R, E-mail: y3df07@nitc.ac.in, E-mail: josekkakkassery@nitc.ac.in, E-mail: vijay@nitc.ac.in [Department of Mechanical Engineering, National Institute of Technology Calicut, Kozhikode - 673 601, Kerala (India)

2012-04-01

A modified phenomenological model is constructed for the simulation of rarefied flows of polyatomic non-polar gas molecules by the direct simulation Monte Carlo (DSMC) method. This variable hard sphere-based model employs a constant rotational collision number, but all its collisions are inelastic in nature and at the same time the correct macroscopic relaxation rate is maintained. In equilibrium conditions, there is equi-partition of energy between the rotational and translational modes and it satisfies the principle of reciprocity or detailed balancing. The present model is applicable for moderate temperatures at which the molecules are in their vibrational ground state. For verification, the model is applied to the DSMC simulations of the translational and rotational energy distributions in nitrogen gas at equilibrium and the results are compared with their corresponding Maxwellian distributions. Next, the Couette flow, the temperature jump and the Rayleigh flow are simulated; the viscosity and thermal conductivity coefficients of nitrogen are numerically estimated and compared with experimentally measured values. The model is further applied to the simulation of the rotational relaxation of nitrogen through low- and high-Mach-number normal shock waves in a novel way. In all cases, the results are found to be in good agreement with theoretically expected and experimentally observed values. It is concluded that the inelastic collision of polyatomic molecules can be predicted well by employing the constructed variable hard sphere (VHS)-based collision model.

2. Fatigue damage estimation in non-linear systems using a combination of Monte Carlo simulation and the First Order Reliability Method

DEFF Research Database (Denmark)

Jensen, Jørgen Juncher

2015-01-01

For non-linear systems the estimation of fatigue damage under stochastic loadings can be rather time-consuming. Usually Monte Carlo simulation (MCS) is applied, but the coefficient-of-variation (COV) can be large if only a small set of simulations can be done due to otherwise excessive CPU time...

3. A third generation tomography system with fifteen detectors and a gamma-ray source in fan beam geometry simulated by Monte Carlo Method

Energy Technology Data Exchange (ETDEWEB)

Velo, A.F.; Alvarez, A.G.; Carvalho, D.V.S.; Fernandez, V.; Somessari, S.; Sprenger, F.F.; Hamada, M.M.; Mesquita, C.H., E-mail: chmesqui@usp.br [Instituto de Pesquisas Energéticas e Nucleares (IPEN/CNEN-SP), São Paulo, SP (Brazil)

2017-07-01

This paper describes the Monte Carlo simulation, using MCNP4C, of a multichannel third generation tomography system containing a two radioactive sources, {sup 192}Ir (316.5 - 468 KeV) and {sup 137}Cs (662 KeV), and a set of fifteen NaI(Tl) detectors, with dimensions of 1 inch diameter and 2 inches thick, in fan beam geometry, positioned diametrically opposite. Each detector moves 10 steps of 0,24 deg , totalizing 150 virtual detectors per projection, and then the system rotate 2 degrees. The Monte Carlo simulation was performed to evaluate the viability of this configuration. For this, a multiphase phantom containing polymethyl methacrylate (PMMA ((ρ ≅ 1.19 g/cm{sup 3})), iron (ρ ≅ 7.874 g/cm{sup 3}), aluminum (ρ ≅ 2.6989 g/cm{sup 3}) and air (ρ ≅ 1.20479E-03 g/cm{sup 3}) was simulated. The simulated number of histories was 1.1E+09 per projection and the tally used were the F8, which gives the pulse height of each detector. The data obtained by the simulation was used to reconstruct the simulated phantom using the statistical iterative Maximum Likelihood Estimation Method Technique (ML-EM) algorithm. Each detector provides a gamma spectrum of the sources, and a pulse height analyzer (PHA) of 10% on the 316.5 KeV and 662 KeV photopeaks was performed. This technique provides two reconstructed images of the simulated phantom. The reconstructed images provided high spatial resolution, and it is supposed that the temporal resolution (spending time for one complete revolution) is about 2.5 hours. (author)

4. A third generation tomography system with fifteen detectors and a gamma-ray source in fan beam geometry simulated by Monte Carlo Method

International Nuclear Information System (INIS)

Velo, A.F.; Alvarez, A.G.; Carvalho, D.V.S.; Fernandez, V.; Somessari, S.; Sprenger, F.F.; Hamada, M.M.; Mesquita, C.H.

2017-01-01

This paper describes the Monte Carlo simulation, using MCNP4C, of a multichannel third generation tomography system containing a two radioactive sources, 192 Ir (316.5 - 468 KeV) and 137 Cs (662 KeV), and a set of fifteen NaI(Tl) detectors, with dimensions of 1 inch diameter and 2 inches thick, in fan beam geometry, positioned diametrically opposite. Each detector moves 10 steps of 0,24 deg , totalizing 150 virtual detectors per projection, and then the system rotate 2 degrees. The Monte Carlo simulation was performed to evaluate the viability of this configuration. For this, a multiphase phantom containing polymethyl methacrylate (PMMA ((ρ ≅ 1.19 g/cm 3 )), iron (ρ ≅ 7.874 g/cm 3 ), aluminum (ρ ≅ 2.6989 g/cm 3 ) and air (ρ ≅ 1.20479E-03 g/cm 3 ) was simulated. The simulated number of histories was 1.1E+09 per projection and the tally used were the F8, which gives the pulse height of each detector. The data obtained by the simulation was used to reconstruct the simulated phantom using the statistical iterative Maximum Likelihood Estimation Method Technique (ML-EM) algorithm. Each detector provides a gamma spectrum of the sources, and a pulse height analyzer (PHA) of 10% on the 316.5 KeV and 662 KeV photopeaks was performed. This technique provides two reconstructed images of the simulated phantom. The reconstructed images provided high spatial resolution, and it is supposed that the temporal resolution (spending time for one complete revolution) is about 2.5 hours. (author)

5. A Multivariate Time Series Method for Monte Carlo Reactor Analysis

International Nuclear Information System (INIS)

Taro Ueki

2008-01-01

A robust multivariate time series method has been established for the Monte Carlo calculation of neutron multiplication problems. The method is termed Coarse Mesh Projection Method (CMPM) and can be implemented using the coarse statistical bins for acquisition of nuclear fission source data. A novel aspect of CMPM is the combination of the general technical principle of projection pursuit in the signal processing discipline and the neutron multiplication eigenvalue problem in the nuclear engineering discipline. CMPM enables reactor physicists to accurately evaluate major eigenvalue separations of nuclear reactors with continuous energy Monte Carlo calculation. CMPM was incorporated in the MCNP Monte Carlo particle transport code of Los Alamos National Laboratory. The great advantage of CMPM over the traditional Fission Matrix method is demonstrated for the three space-dimensional modeling of the initial core of a pressurized water reactor

6. Monte Carlo simulations of ionization potential depression in dense plasmas

Czech Academy of Sciences Publication Activity Database

Stránský, Michal

2016-01-01

Roč. 23, č. 1 (2016), 1-5, č. článku 012708. ISSN 1070-664X R&D Projects: GA MŠk LG15013 Institutional support: RVO:68378271 Keywords : Monte Carlo methods * aluminium * plasma temperature * computer modeling * ionization Subject RIV: BL - Plasma and Gas Discharge Physics Impact factor: 2.115, year: 2016

7. Monte Carlo simulation of the seed germination process

International Nuclear Information System (INIS)

2000-01-01

Paper presented a mathematical model of seed germination process based on the Monte Carlo method and theoretical premises resulted from the physiology of seed germination suggesting three consecutive stages: physical, biochemical and physiological. The model was experimentally verified by determination of germination characteristics for seeds of ground tomatoes, Promyk cultivar, within broad range of temperatures (from 15 to 30 deg C)

8. BACKWARD AND FORWARD MONTE CARLO METHOD IN POLARIZED RADIATIVE TRANSFER

Energy Technology Data Exchange (ETDEWEB)

Yong, Huang; Guo-Dong, Shi; Ke-Yong, Zhu, E-mail: huangy_zl@263.net [School of Aeronautical Science and Engineering, Beihang University, Beijing 100191 (China)

2016-03-20

In general, the Stocks vector cannot be calculated in reverse in the vector radiative transfer. This paper presents a novel backward and forward Monte Carlo simulation strategy to study the vector radiative transfer in the participated medium. A backward Monte Carlo process is used to calculate the ray trajectory and the endpoint of the ray. The Stocks vector is carried out by a forward Monte Carlo process. A one-dimensional graded index semi-transparent medium was presented as the physical model and the thermal emission consideration of polarization was studied in the medium. The solution process to non-scattering, isotropic scattering, and the anisotropic scattering medium, respectively, is discussed. The influence of the optical thickness and albedo on the Stocks vector are studied. The results show that the U, V-components of the apparent Stocks vector are very small, but the Q-component of the apparent Stocks vector is relatively larger, which cannot be ignored.

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

KAUST Repository

Li, Jun

2011-01-01

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

10. Temporal acceleration of spatially distributed kinetic Monte Carlo simulations

International Nuclear Information System (INIS)

Chatterjee, Abhijit; Vlachos, Dionisios G.

2006-01-01

The computational intensity of kinetic Monte Carlo (KMC) simulation is a major impediment in simulating large length and time scales. In recent work, an approximate method for KMC simulation of spatially uniform systems, termed the binomial τ-leap method, was introduced [A. Chatterjee, D.G. Vlachos, M.A. Katsoulakis, Binomial distribution based τ-leap accelerated stochastic simulation, J. Chem. Phys. 122 (2005) 024112], where molecular bundles instead of individual processes are executed over coarse-grained time increments. This temporal coarse-graining can lead to significant computational savings but its generalization to spatially lattice KMC simulation has not been realized yet. Here we extend the binomial τ-leap method to lattice KMC simulations by combining it with spatially adaptive coarse-graining. Absolute stability and computational speed-up analyses for spatial systems along with simulations provide insights into the conditions where accuracy and substantial acceleration of the new spatio-temporal coarse-graining method are ensured. Model systems demonstrate that the r-time increment criterion of Chatterjee et al. obeys the absolute stability limit for values of r up to near 1

11. Monte Carlo simulation of Touschek effect

Directory of Open Access Journals (Sweden)

Aimin Xiao

2010-07-01

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

12. Effective use of Monte Carlo methods for simulating photon transport with special reference to slab penetration problems in X-ray diagnostics

International Nuclear Information System (INIS)

Carlsson, G.A.

1981-01-01

The analysis of Monte Carlo methods has been made in connection with a particular problem concerning the transport of low energy photons (30-140 keV) through layers of water with thicknesses between 5 and 20 cm. While not claiming to be a complete exposition of available Monte Carlo techniques, the methodological analyses are not restricted to this particular problem. The report describes in a general manner a number of methods which can be used in order to obtain results of greater precision in a fixed computing time. (Auth.)

13. 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.

14. Radiotherapy Monte Carlo simulation using cloud computing technology.

Science.gov (United States)

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

2012-12-01

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

15. Radiotherapy Monte Carlo simulation using cloud computing technology

International Nuclear Information System (INIS)

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

2012-01-01

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

16. Euclidean Monte Carlo simulation of nuclear interactions

International Nuclear Information System (INIS)

Montvay, Istvan; Bonn Univ.; Urbach, Carsten

2011-05-01

We present an exploratory study of chiral effective theories of nuclei with methods adopted from lattice quantum chromodynamics (QCD). We show that the simulations in the Euclidean path integral approach are feasible and that we can determine the energy of the two nucleon state. By varying the parameters and the simulated volumes phase shifts can be determined in principle and hopefully tuned to their physical values in the future. The physical cut-off of the theory is realised by blocking of the lattice fields. By keeping this physical cut-off fixed in physical units the lattice cut-off can be changed and in this way the lattice artefacts can be eliminated. (orig.)

17. Improved Monte Carlo Method for PSA Uncertainty Analysis

International Nuclear Information System (INIS)

Choi, Jongsoo

2016-01-01

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

18. Improved Monte Carlo Method for PSA Uncertainty Analysis

Energy Technology Data Exchange (ETDEWEB)

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

2016-10-15

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

19. TU-H-CAMPUS-IeP1-01: Bias and Computational Efficiency of Variance Reduction Methods for the Monte Carlo Simulation of Imaging Detectors

Energy Technology Data Exchange (ETDEWEB)

Sharma, D; Badano, A [Division of Imaging, Diagnostics and Software Reliability, OSEL/CDRH, Food & Drug Administration, MD (United States); Sempau, J [Technical University of Catalonia, Barcelona (Spain)

2016-06-15

Purpose: Variance reduction techniques (VRTs) are employed in Monte Carlo simulations to obtain estimates with reduced statistical uncertainty for a given simulation time. In this work, we study the bias and efficiency of a VRT for estimating the response of imaging detectors. Methods: We implemented Directed Sampling (DS), preferentially directing a fraction of emitted optical photons directly towards the detector by altering the isotropic model. The weight of each optical photon is appropriately modified to maintain simulation estimates unbiased. We use a Monte Carlo tool called fastDETECT2 (part of the hybridMANTIS open-source package) for optical transport, modified for VRT. The weight of each photon is calculated as the ratio of original probability (no VRT) and the new probability for a particular direction. For our analysis of bias and efficiency, we use pulse height spectra, point response functions, and Swank factors. We obtain results for a variety of cases including analog (no VRT, isotropic distribution), and DS with 0.2 and 0.8 optical photons directed towards the sensor plane. We used 10,000, 25-keV primaries. Results: The Swank factor for all cases in our simplified model converged fast (within the first 100 primaries) to a stable value of 0.9. The root mean square error per pixel for DS VRT for the point response function between analog and VRT cases was approximately 5e-4. Conclusion: Our preliminary results suggest that DS VRT does not affect the estimate of the mean for the Swank factor. Our findings indicate that it may be possible to design VRTs for imaging detector simulations to increase computational efficiency without introducing bias.

20. Monte Carlo simulation of tomography techniques using the platform Gate

International Nuclear Information System (INIS)

Barbouchi, Asma

2007-01-01

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

1. Monte Carlo simulations of plutonium gamma-ray spectra

International Nuclear Information System (INIS)

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

1993-01-01

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

2. Monte Carlo simulation: tool for the calibration in analytical determination of radionuclides; Simulacion Monte Carlo: herramienta para la calibracion en determinaciones analiticas de radionucleidos

Energy Technology Data Exchange (ETDEWEB)

Gonzalez, Jorge A. Carrazana; Ferrera, Eduardo A. Capote; Gomez, Isis M. Fernandez; Castro, Gloria V. Rodriguez; Ricardo, Niury Martinez, E-mail: cphr@cphr.edu.cu [Centro de Proteccion e Higiene de las Radiaciones (CPHR), La Habana (Cuba)

2013-07-01

This work shows how is established the traceability of the analytical determinations using this calibration method. Highlights the advantages offered by Monte Carlo simulation for the application of corrections by differences in chemical composition, density and height of the samples analyzed. Likewise, the results obtained by the LVRA in two exercises organized by the International Agency for Atomic Energy (IAEA) are presented. In these exercises (an intercomparison and a proficiency test) all reported analytical results were obtained based on calibrations in efficiency by Monte Carlo simulation using the DETEFF program.

3. Hybrid Monte-Carlo method for ICF calculations

International Nuclear Information System (INIS)

Clouet, J.F.; Samba, G.

2003-01-01

) conduction and ray-tracing for laser description. Radiation transport is usually solved by a Monte-Carlo method. In coupling diffusion approximation and transport description, the difficult part comes from the need for an implicit discretization of the emission-absorption terms: this problem was solved by using the symbolic Monte-Carlo method. This means that at each step of the simulation a matrix is computed by a Monte-Carlo method which accounts for the radiation energy exchange between the cells. Because of time step limitation by hydrodynamic motion, energy exchange is limited to a small number of cells and the matrix remains sparse. This matrix is added to usual diffusion matrix for thermal and radiative conductions: finally we arrive at a non-symmetric linear system to invert. A generalized Marshak condition describe the coupling between transport and diffusion. In this paper we will present the principles of the method and numerical simulation of an ICF hohlraum. We shall illustrate the benefits of the method by comparing the results with full implicit Monte-Carlo calculations. In particular we shall show how the spectral cut-off evolves during the propagation of the radiative front in the gold wall. Several issues are still to be addressed (robust algorithm for spectral cut- off calculation, coupling with ALE capabilities): we shall briefly discuss these problems. (authors)

4. Evaluation of equivalent doses in 18F PET/CT using the Monte Carlo method with MCNPX code

International Nuclear Information System (INIS)

Belinato, Walmir; Santos, William Souza; Perini, Ana Paula; Neves, Lucio Pereira; Souza, Divanizia N.

2017-01-01

The present work used the Monte Carlo method (MMC), specifically the Monte Carlo NParticle - MCNPX, to simulate the interaction of radiation involving photons and particles, such as positrons and electrons, with virtual adult anthropomorphic simulators on PET / CT scans and to determine absorbed and equivalent doses in adult male and female patients

5. Proton therapy analysis using the Monte Carlo method

Energy Technology Data Exchange (ETDEWEB)

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

2005-10-01

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

International Nuclear Information System (INIS)

Embid, M.; Fernandez, R.; Garcia-Sanz, J.M.; Gonzalez, E.

1999-01-01

Computer simulations of the neutronic behaviour of ADS systems foreseen for actinide and fission product transmutation are affected by many sources of systematic uncertainties, both from the nuclear data and by the methodology selected when applying the codes. Several actual ADS Monte Carlo simulations are presented, comparing different options both for the data and for the methodology, evaluating the relevance of the different uncertainties. (author)

7. SELF-ABSORPTION CORRECTIONS BASED ON MONTE CARLO SIMULATIONS

Directory of Open Access Journals (Sweden)

Kamila Johnová

2016-12-01

Full Text Available The main aim of this article is to demonstrate how Monte Carlo simulations are implemented in our gamma spectrometry laboratory at the Department of Dosimetry and Application of Ionizing Radiation in order to calculate the self-absorption within the samples. A model of real HPGe detector created for MCNP simulations is presented in this paper. All of the possible parameters, which may influence the self-absorption, are at first discussed theoretically and lately described using the calculated results.

8. A general purpose code for Monte Carlo simulations

International Nuclear Information System (INIS)

Wilcke, W.W.; Rochester Univ., NY

1984-01-01

A general-purpose computer code 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. (orig.)

9. Monte-Carlo simulation of heavy-ion collisions

International Nuclear Information System (INIS)

Schenke, Bjoern; Jeon, Sangyong; Gale, Charles

2011-01-01

We present Monte-Carlo simulations for heavy-ion collisions combining PYTHIA and the McGill-AMY formalism to describe the evolution of hard partons in a soft background, modelled using hydrodynamic simulations. MARTINI generates full event configurations in the high p T region that take into account thermal QCD and QED effects as well as effects of the evolving medium. This way it is possible to perform detailed quantitative comparisons with experimental observables.

10. Monte Carlo simulation of hybrid systems: An example

International Nuclear Information System (INIS)

Bacha, F.; D'Alencon, H.; Grivelet, J.; Jullien, E.; Jejcic, A.; Maillard, J.; Silva, J.; Zukanovich, R.; Vergnes, J.

1997-01-01

Simulation of hybrid systems needs tracking of particles from the GeV (incident proton beam) range down to a fraction of eV (thermic neutrons). We show how a GEANT based Monte-Carlo program can achieve this, with a realistic computer time and accompanying tools. An example of a dedicated original actinide burner is simulated with this chain. 8 refs., 5 figs

11. Estimativa da produtividade em soldagem pelo Método de Monte Carlo Productivity estimation in welding by Monte Carlo Method

Directory of Open Access Journals (Sweden)

José Luiz Ferreira Martins

2011-09-01

. From these data was taken at random samples with, respectively, 10, 15 and 20 elements and were performed simulations by Monte Carlo method. Comparing the results of the sample with 160 elements and the data generated by simulation is observed that good results can be obtained by using Monte Carlo method in estimating productivity of industrial welding. On the other hand in Brazilian construction industry the value of productivity average is normally used as a productivity indicator and is based on historical data from other projects collected and measured only after project completion, which is a limitation. This article presents a tool for evaluation of the implementation in real time, enabling adjustments in estimates and monitoring productivity during the project. Similarly, in biddings, budgets and schedule estimations, the use of this tool could enable the adoption of other estimative different from of the average productivity, which is commonly used and as an alternative are suggested three criteria: optimistic, average and pessimistic productivity.

12. Monte Carlo Simulations of Neutron Oil well Logging Tools

International Nuclear Information System (INIS)

Azcurra, Mario

2002-01-01

Monte Carlo simulations of simple neutron oil well logging tools into typical geological formations are presented.The simulated tools consist of both 14 MeV pulsed and continuous Am-Be neutron sources with time gated and continuous gamma ray detectors respectively.The geological formation consists of pure limestone with 15% absolute porosity in a wide range of oil saturation.The particle transport was performed with the Monte Carlo N-Particle Transport Code System, MCNP-4B.Several gamma ray spectra were obtained at the detector position that allow to perform composition analysis of the formation.In particular, the ratio C/O was analyzed as an indicator of oil saturation.Further calculations are proposed to simulate actual detector responses in order to contribute to understand the relation between the detector response with the formation composition

13. Exploring Various Monte Carlo Simulations for Geoscience Applications

Science.gov (United States)

Blais, R.

2010-12-01

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

14. Exploring pseudo- and chaotic random Monte Carlo simulations

Science.gov (United States)

Blais, J. A. Rod; Zhang, Zhan

2011-07-01

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

15. Monte Carlo simulations of neutron oil well logging tools

International Nuclear Information System (INIS)

Azcurra, Mario O.; Zamonsky, Oscar M.

2003-01-01

Monte Carlo simulations of simple neutron oil well logging tools into typical geological formations are presented. The simulated tools consist of both 14 MeV pulsed and continuous Am-Be neutron sources with time gated and continuous gamma ray detectors respectively. The geological formation consists of pure limestone with 15% absolute porosity in a wide range of oil saturation. The particle transport was performed with the Monte Carlo N-Particle Transport Code System, MCNP-4B. Several gamma ray spectra were obtained at the detector position that allow to perform composition analysis of the formation. In particular, the ratio C/O was analyzed as an indicator of oil saturation. Further calculations are proposed to simulate actual detector responses in order to contribute to understand the relation between the detector response with the formation composition. (author)

16. Quantum Monte Carlo diagonalization method as a variational calculation

International Nuclear Information System (INIS)

Mizusaki, Takahiro; Otsuka, Takaharu; Honma, Michio.

1997-01-01

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

17. Monte Carlo simulation of the Leksell Gamma Knife: I. Source modelling and calculations in homogeneous media

Energy Technology Data Exchange (ETDEWEB)

Moskvin, Vadim [Department of Radiation Oncology, Indiana University School of Medicine, Indianapolis, IN (United States)]. E-mail: vmoskvin@iupui.edu; DesRosiers, Colleen; Papiez, Lech; Timmerman, Robert; Randall, Marcus; DesRosiers, Paul [Department of Radiation Oncology, Indiana University School of Medicine, Indianapolis, IN (United States)

2002-06-21

The Monte Carlo code PENELOPE has been used to simulate photon flux from the Leksell Gamma Knife, a precision method for treating intracranial lesions. Radiation from a single {sup 60}Co assembly traversing the collimator system was simulated, and phase space distributions at the output surface of the helmet for photons and electrons were calculated. The characteristics describing the emitted final beam were used to build a two-stage Monte Carlo simulation of irradiation of a target. A dose field inside a standard spherical polystyrene phantom, usually used for Gamma Knife dosimetry, has been computed and compared with experimental results, with calculations performed by other authors with the use of the EGS4 Monte Carlo code, and data provided by the treatment planning system Gamma Plan. Good agreement was found between these data and results of simulations in homogeneous media. Owing to this established accuracy, PENELOPE is suitable for simulating problems relevant to stereotactic radiosurgery. (author)

18. A novel method combining Monte Carlo-FEM simulations and experiments for simultaneous evaluation of the ultrathin film mass density and Young's modulus

Czech Academy of Sciences Publication Activity Database

Zapoměl, Jaroslav; Stachiv, Ivo; Ferfecki, P.

66-67, January (2016), s. 223-231 ISSN 0888-3270 R&D Projects: GA ČR GAP107/12/0800 Institutional support: RVO:61388998 ; RVO:68378271 Keywords : film measurement * finite element method * Monte Carlo probabilistic method * resonance frequency Subject RIV: BI - Acoustics; BI - Acoustics (FZU-D) Impact factor: 4.116, year: 2016

19. Interacting multiagent systems kinetic equations and Monte Carlo methods

CERN Document Server

Pareschi, Lorenzo

2014-01-01

The description of emerging collective phenomena and self-organization in systems composed of large numbers of individuals has gained increasing interest from various research communities in biology, ecology, robotics and control theory, as well as sociology and economics. Applied mathematics is concerned with the construction, analysis and interpretation of mathematical models that can shed light on significant problems of the natural sciences as well as our daily lives. To this set of problems belongs the description of the collective behaviours of complex systems composed by a large enough number of individuals. Examples of such systems are interacting agents in a financial market, potential voters during political elections, or groups of animals with a tendency to flock or herd. Among other possible approaches, this book provides a step-by-step introduction to the mathematical modelling based on a mesoscopic description and the construction of efficient simulation algorithms by Monte Carlo methods. The ar...

20. Optimal mesh hierarchies in Multilevel Monte Carlo methods

KAUST Repository

Von Schwerin, Erik

2016-01-08

I will discuss how to choose optimal mesh hierarchies in Multilevel Monte Carlo (MLMC) simulations when computing the expected value of a quantity of interest depending on the solution of, for example, an Ito stochastic differential equation or a partial differential equation with stochastic data. I will consider numerical schemes based on uniform discretization methods with general approximation orders and computational costs. I will compare optimized geometric and non-geometric hierarchies and discuss how enforcing some domain constraints on parameters of MLMC hierarchies affects the optimality of these hierarchies. I will also discuss the optimal tolerance splitting between the bias and the statistical error contributions and its asymptotic behavior. This talk presents joint work with N.Collier, A.-L.Haji-Ali, F. Nobile, and R. Tempone.

1. Optimal mesh hierarchies in Multilevel Monte Carlo methods

KAUST Repository

Von Schwerin, Erik

2016-01-01

I will discuss how to choose optimal mesh hierarchies in Multilevel Monte Carlo (MLMC) simulations when computing the expected value of a quantity of interest depending on the solution of, for example, an Ito stochastic differential equation or a partial differential equation with stochastic data. I will consider numerical schemes based on uniform discretization methods with general approximation orders and computational costs. I will compare optimized geometric and non-geometric hierarchies and discuss how enforcing some domain constraints on parameters of MLMC hierarchies affects the optimality of these hierarchies. I will also discuss the optimal tolerance splitting between the bias and the statistical error contributions and its asymptotic behavior. This talk presents joint work with N.Collier, A.-L.Haji-Ali, F. Nobile, and R. Tempone.

2. 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.

3. Continuous energy Monte Carlo method based lattice homogeinzation

International Nuclear Information System (INIS)

Li Mancang; Yao Dong; Wang Kan

2014-01-01

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

4. 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

5. Monte Carlo simulations of lattice gauge theories

International Nuclear Information System (INIS)

Forcrand, P. de; Minnesota Univ., Minneapolis, MN

1989-01-01

Lattice gauge simulations are presented in layman's terms. The need for large computer resources is justified. The main aspects of implementations on vector and parallel machines are explained. An overview of state of the art simulations and dedicated hardware projects is presented. 8 refs.; 1 figure; 1 table

6. Stabilization effect of fission source in coupled Monte Carlo simulations

Directory of Open Access Journals (Sweden)

Börge Olsen

2017-08-01

Full Text Available A fission source can act as a stabilization element in coupled Monte Carlo simulations. We have observed this while studying numerical instabilities in nonlinear steady-state simulations performed by a Monte Carlo criticality solver that is coupled to a xenon feedback solver via fixed-point iteration. While fixed-point iteration is known to be numerically unstable for some problems, resulting in large spatial oscillations of the neutron flux distribution, we show that it is possible to stabilize it by reducing the number of Monte Carlo criticality cycles simulated within each iteration step. While global convergence is ensured, development of any possible numerical instability is prevented by not allowing the fission source to converge fully within a single iteration step, which is achieved by setting a small number of criticality cycles per iteration step. Moreover, under these conditions, the fission source may converge even faster than in criticality calculations with no feedback, as we demonstrate in our numerical test simulations.

7. Monte Carlo simulations of interacting particle mixtures in ratchet potentials

International Nuclear Information System (INIS)

Fendrik, A J; Romanelli, L

2012-01-01

There are different models of devices for achieving a separation of mixtures of particles by using the ratchet effect. On the other hand, it has been proposed that one could also control the separation by means of appropriate interactions. Through Monte Carlo simulations, we show that inclusion of simple interactions leads to a decrease of the ratchet effect and therefore also a separation of the mixtures.

8. Quantum Monte Carlo simulations for high-Tc superconductors

International Nuclear Information System (INIS)

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

1992-01-01

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

9. Monte Carlo simulation of PET images for injection doseoptimization

Czech Academy of Sciences Publication Activity Database

Boldyš, Jiří; Dvořák, Jiří; Skopalová, M.; Bělohlávek, O.

2013-01-01

Roč. 29, č. 9 (2013), s. 988-999 ISSN 2040-7939 R&D Projects: GA MŠk 1M0572 Institutional support: RVO:67985556 Keywords : positron emission tomography * Monte Carlo simulation * biological system modeling * image quality Subject RIV: FD - Oncology ; Hematology Impact factor: 1.542, year: 2013 http://library.utia.cas.cz/separaty/2013/ZOI/boldys-0397175.pdf

10. Monte Carlo method for magnetic impurities in metals

Science.gov (United States)

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

1986-01-01

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

11. Markov chain Monte Carlo methods in radiotherapy treatment planning

International Nuclear Information System (INIS)

Hugtenburg, R.P.

2001-01-01

The Markov chain method can be used to incorporate measured data in Monte Carlo based radiotherapy treatment planning. This paper shows that convergence to the measured data, within the target precision, is achievable. Relative output factors for blocked fields and oblique beams are shown to compare well with independent measurements according to the same criterion. (orig.)

12. Understanding quantum tunneling using diffusion Monte Carlo simulations

Science.gov (United States)

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

2018-03-01

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

13. Improving computational efficiency of Monte Carlo simulations with variance reduction

International Nuclear Information System (INIS)

Turner, A.; Davis, A.

2013-01-01

CCFE perform Monte-Carlo transport simulations on large and complex tokamak models such as ITER. Such simulations are challenging since streaming and deep penetration effects are equally important. In order to make such simulations tractable, both variance reduction (VR) techniques and parallel computing are used. It has been found that the application of VR techniques in such models significantly reduces the efficiency of parallel computation due to 'long histories'. VR in MCNP can be accomplished using energy-dependent weight windows. The weight window represents an 'average behaviour' of particles, and large deviations in the arriving weight of a particle give rise to extreme amounts of splitting being performed and a long history. When running on parallel clusters, a long history can have a detrimental effect on the parallel efficiency - if one process is computing the long history, the other CPUs complete their batch of histories and wait idle. Furthermore some long histories have been found to be effectively intractable. To combat this effect, CCFE has developed an adaptation of MCNP which dynamically adjusts the WW where a large weight deviation is encountered. The method effectively 'de-optimises' the WW, reducing the VR performance but this is offset by a significant increase in parallel efficiency. Testing with a simple geometry has shown the method does not bias the result. This 'long history method' has enabled CCFE to significantly improve the performance of MCNP calculations for ITER on parallel clusters, and will be beneficial for any geometry combining streaming and deep penetration effects. (authors)

14. Combined Monte Carlo and path-integral method for simulated library of time-resolved reflectance curves from layered tissue models

Science.gov (United States)

Wilson, Robert H.; Vishwanath, Karthik; Mycek, Mary-Ann

2009-02-01

Monte Carlo (MC) simulations are considered the "gold standard" for mathematical description of photon transport in tissue, but they can require large computation times. Therefore, it is important to develop simple and efficient methods for accelerating MC simulations, especially when a large "library" of related simulations is needed. A semi-analytical method involving MC simulations and a path-integral (PI) based scaling technique generated time-resolved reflectance curves from layered tissue models. First, a zero-absorption MC simulation was run for a tissue model with fixed scattering properties in each layer. Then, a closed-form expression for the average classical path of a photon in tissue was used to determine the percentage of time that the photon spent in each layer, to create a weighted Beer-Lambert factor to scale the time-resolved reflectance of the simulated zero-absorption tissue model. This method is a unique alternative to other scaling techniques in that it does not require the path length or number of collisions of each photon to be stored during the initial simulation. Effects of various layer thicknesses and absorption and scattering coefficients on the accuracy of the method will be discussed.

15. Mesh-based weight window approach for Monte Carlo simulation

International Nuclear Information System (INIS)

Liu, L.; Gardner, R.P.

1997-01-01

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

16. Variational variance reduction for particle transport eigenvalue calculations using Monte Carlo adjoint simulation

International Nuclear Information System (INIS)

Densmore, Jeffery D.; Larsen, Edward W.

2003-01-01

The Variational Variance Reduction (VVR) method is an effective technique for increasing the efficiency of Monte Carlo simulations [Ann. Nucl. Energy 28 (2001) 457; Nucl. Sci. Eng., in press]. This method uses a variational functional, which employs first-order estimates of forward and adjoint fluxes, to yield a second-order estimate of a desired system characteristic - which, in this paper, is the criticality eigenvalue k. If Monte Carlo estimates of the forward and adjoint fluxes are used, each having global 'first-order' errors of O(1/√N), where N is the number of histories used in the Monte Carlo simulation, then the statistical error in the VVR estimation of k will in principle be O(1/N). In this paper, we develop this theoretical possibility and demonstrate with numerical examples that implementations of the VVR method for criticality problems can approximate O(1/N) convergence for significantly large values of N

17. Quantum Monte Carlo Simulation of Frustrated Kondo Lattice Models

Science.gov (United States)

Sato, Toshihiro; Assaad, Fakher F.; Grover, Tarun

2018-03-01

The absence of the negative sign problem in quantum Monte Carlo simulations of spin and fermion systems has different origins. World-line based algorithms for spins require positivity of matrix elements whereas auxiliary field approaches for fermions depend on symmetries such as particle-hole symmetry. For negative-sign-free spin and fermionic systems, we show that one can formulate a negative-sign-free auxiliary field quantum Monte Carlo algorithm that allows Kondo coupling of fermions with the spins. Using this general approach, we study a half-filled Kondo lattice model on the honeycomb lattice with geometric frustration. In addition to the conventional Kondo insulator and antiferromagnetically ordered phases, we find a partial Kondo screened state where spins are selectively screened so as to alleviate frustration, and the lattice rotation symmetry is broken nematically.

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

International Nuclear Information System (INIS)

Densmore, Jeffery D.; Larsen, Edward W.

2001-01-01

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

19. Monte Carlo simulations on marker grouping and ordering.

Science.gov (United States)

Wu, J; Jenkins, J; Zhu, J; McCarty, J; Watson, C

2003-08-01

Four global algorithms, maximum likelihood (ML), sum of adjacent LOD score (SALOD), sum of adjacent recombinant fractions (SARF) and product of adjacent recombinant fraction (PARF), and one approximation algorithm, seriation (SER), were used to compare the marker ordering efficiencies for correctly given linkage groups based on doubled haploid (DH) populations. The Monte Carlo simulation results indicated the marker ordering powers for the five methods were almost identical. High correlation coefficients were greater than 0.99 between grouping power and ordering power, indicating that all these methods for marker ordering were reliable. Therefore, the main problem for linkage analysis was how to improve the grouping power. Since the SER approach provided the advantage of speed without losing ordering power, this approach was used for detailed simulations. For more generality, multiple linkage groups were employed, and population size, linkage cutoff criterion, marker spacing pattern (even or uneven), and marker spacing distance (close or loose) were considered for obtaining acceptable grouping powers. Simulation results indicated that the grouping power was related to population size, marker spacing distance, and cutoff criterion. Generally, a large population size provided higher grouping power than small population size, and closely linked markers provided higher grouping power than loosely linked markers. The cutoff criterion range for achieving acceptable grouping power and ordering power differed for varying cases; however, combining all situations in this study, a cutoff criterion ranging from 50 cM to 60 cM was recommended for achieving acceptable grouping power and ordering power for different cases.

20. Monte Carlo simulations of confined polymer systems

NARCIS (Netherlands)

Vliet, Johannes Henricus van

1991-01-01

This thesis considers confined polymer systems. These systems are of considerable interest, e.g., thin polymer films, chromotography of polymer solutions, drag reduction, enhanced oil recovery, stabilization of colloidal dispersions, lubrication and biolubrication. The method used to study these

1. Monte Carlo Simulation for LINAC Standoff Interrogation of Nuclear Material

International Nuclear Information System (INIS)

Clarke, Shaun D.; Flaska, Marek; Miller, Thomas Martin; Protopopescu, Vladimir A.; Pozzi, Sara A.

2007-01-01

The development of new techniques for the interrogation of shielded nuclear materials relies on the use of Monte Carlo codes to accurately simulate the entire system, including the interrogation source, the fissile target and the detection environment. The objective of this modeling effort is to develop analysis tools and methods-based on a relevant scenario-which may be applied to the design of future systems for active interrogation at a standoff. For the specific scenario considered here, the analysis will focus on providing the information needed to determine the type and optimum position of the detectors. This report describes the results of simulations for a detection system employing gamma rays to interrogate fissile and nonfissile targets. The simulations were performed using specialized versions of the codes MCNPX and MCNP-PoliMi. Both prompt neutron and gamma ray and delayed neutron fluxes have been mapped in three dimensions. The time dependence of the prompt neutrons in the system has also been characterized For this particular scenario, the flux maps generated with the Monte Carlo model indicate that the detectors should be placed approximately 50 cm behind the exit of the accelerator, 40 cm away from the vehicle, and 150 cm above the ground. This position minimizes the number of neutrons coming from the accelerator structure and also receives the maximum flux of prompt neutrons coming from the source. The lead shielding around the accelerator minimizes the gamma-ray background from the accelerator in this area. The number of delayed neutrons emitted from the target is approximately seven orders of magnitude less than the prompt neutrons emitted from the system. Therefore, in order to possibly detect the delayed neutrons, the detectors should be active only after all prompt neutrons have scattered out of the system. Preliminary results have shown this time to be greater than 5 ?s after the accelerator pulse. This type of system is illustrative of a

2. Polymers undergoing inhomogeneous adsorption: exact results and Monte Carlo simulations

Energy Technology Data Exchange (ETDEWEB)

Iliev, G K [Department of Mathematics, University of Melbourne, Parkville, Victoria (Australia); Orlandini, E [Dipartimento di Fisica, CNISM, Universita di Padova, Via Marzolo 8, 35131 Padova (Italy); Whittington, S G, E-mail: giliev@yorku.ca [Department of Chemistry, University of Toronto, Toronto (Canada)

2011-10-07

We consider several types of inhomogeneous polymer adsorption. In each case, the inhomogeneity is regular and resides in the surface, in the polymer or in both. We consider two different polymer models: a directed walk model that can be solved exactly and a self-avoiding walk model which we investigate using Monte Carlo methods. In each case, we compute the phase diagram. We compare and contrast the phase diagrams and give qualitative arguments about their forms. (paper)

3. Anybody can do Value at Risk: A Teaching Study using Parametric Computation and Monte Carlo Simulation

Directory of Open Access Journals (Sweden)

Yun Hsing Cheung

2012-12-01

Full Text Available The three main Value at Risk (VaR methodologies are historical, parametric and Monte Carlo Simulation.Cheung & Powell (2012, using a step-by-step teaching study, showed how a nonparametric historical VaRmodel could be constructed using Excel, thus benefitting teachers and researchers by providing them with areadily useable teaching study and an inexpensive and flexible VaR modelling option. This article extends thatwork by demonstrating how parametric and Monte Carlo Simulation VaR models can also be constructed inExcel, thus providing a total Excel modelling package encompassing all three VaR methods.

4. Monte Carlo simulation: tool for the calibration in analytical determination of radionuclides

International Nuclear Information System (INIS)

Gonzalez, Jorge A. Carrazana; Ferrera, Eduardo A. Capote; Gomez, Isis M. Fernandez; Castro, Gloria V. Rodriguez; Ricardo, Niury Martinez

2013-01-01

This work shows how is established the traceability of the analytical determinations using this calibration method. Highlights the advantages offered by Monte Carlo simulation for the application of corrections by differences in chemical composition, density and height of the samples analyzed. Likewise, the results obtained by the LVRA in two exercises organized by the International Agency for Atomic Energy (IAEA) are presented. In these exercises (an intercomparison and a proficiency test) all reported analytical results were obtained based on calibrations in efficiency by Monte Carlo simulation using the DETEFF program

5. Monte Carlo Simulation of Callisto's Exosphere

Science.gov (United States)

Vorburger, Audrey; Wurz, Peter; Galli, André; Mousis, Olivier; Barabash, Stas; Lammer, Helmut

2014-05-01

to the surface the sublimated particles dominate the day-side exosphere, however, their density profiles (with the exception of H and H2) decrease much more rapidly with altitude than those of the sputtered particles, thus, the latter particles start to dominate at altitudes above ~1000 km. Since the JUICE flybys are as low as 200 km above Callisto's surface, NIM is expected to register both the sublimated as well as sputtered particle populations. Our simulations show that NIM's sensitivity is high enough to allow the detection of particles sputtered from the icy as well as the mineral surfaces, and to distinguish between the different composition models.

6. 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)

7. Observation of Jet Photoproduction and Comparison to Monte Carlo Simulation

Energy Technology Data Exchange (ETDEWEB)

Lincoln, Donald W. [Rice Univ., Houston, TX (United States)

1994-01-01

The photon is the carrier of the electromagnetic force. However in addition to its well known nature, the theories of QCD and quantum mechanics would indicate that the photon can also for brief periods of time split into a $q\\bar{q}$ pair (an extended photon.) How these constituents share energy and momentum is an interesting question and such a measurement was investigated by scattering photons off protons. The post collision kinematics should reveal pre-collision information. Unfortunately, when these constituents exit the collision point, they undergo subsequent interactions (gluon radiation, fragmentation, etc.) which scramble their kinematics. An algorithm was explored which was shown via Monte Carlo techniques to partially disentangle these post collision interactions and reveal the collision kinematics. The presence or absence of large transverse momenta internal ($k_\\perp$) to the photon has a significant impact on the ability to reconstruct the kinematics of the leading order calculation hard scatter system. Reconstruction of the next to leading order high $E_\\perp$ partons is more straightforward. Since the photon exhibits this unusual behavior only part of the time, many of the collisions recorded will be with a non-extended (or direct) photon. Unless a method for culling only the extended photons out can be invented, this contamination of direct photons must be accounted for. No such culling method is currently known, and so any measurement will necessarily contain both photon types. Theoretical predictions using Monte Carlo methods are compared with the data and are found to reproduce many experimentally measured distributions quite well. Overall the LUND Monte Carlo reproduces the data better than the HERWIG Monte Carlo. As expected at low jet $E_\\perp$, the data set seems to be dominated by extended photons, with the mix becoming nearly equal at jet $E_\\perp > 4$ GeV. The existence of a large photon $k_\\perp$ appears to be favored.

8. Introduction to the simulation with MCNP Monte Carlo code and its applications in Medical Physics

International Nuclear Information System (INIS)

Parreno Z, F.; Paucar J, R.; Picon C, C.

1998-01-01

The simulation by Monte Carlo is tool which Medical Physics counts with it for the development of its research, the interest by this tool is growing, as we may observe in the main scientific journals for the years 1995-1997 where more than 27 % of the papers treat over Monte Carlo and/or its applications in the radiation transport.In the Peruvian Institute of Nuclear Energy we are implementing and making use of the MCNP4 and EGS4 codes. In this work are presented the general features of the Monte Carlo method and its more useful applications in Medical Physics. Likewise, it is made a simulation of the calculation of isodose curves in an interstitial treatment with Ir-192 wires in a mammary gland carcinoma. (Author)

9. EURADOS action for determination of americium in skull measures in vivo and Monte Carlo simulation

International Nuclear Information System (INIS)

Lopez Ponte, M. A.; Navarro Amaro, J. F.; Perez Lopez, B.; Navarro Bravo, T.; Nogueira, P.; Vrba, T.

2013-01-01

From the Group of WG7 internal dosimetry of the EURADOS Organization (European Radiation Dosimetry group, e.V.) which It coordinates CIEMAT, international action for the vivo measurement of americium has been conducted in three mannequins type skull with detectors of Germanium by gamma spectrometry and simulation by Monte Carlo methods. Such action has been raised as two separate exercises, with the participation of institutions in Europe, America and Asia. Other actions similar precede this vivo intercomparison of measurement and modeling Monte Carlo1. The preliminary results and associated findings are presented in this work. The laboratory of the body radioactivity (CRC) of service counter of dosimetry staff internal (DPI) of the CIEMAT, it has been one of the participants in vivo measures exercise. On the other hand part, the Group of numerical dosimetry of CIEMAT is participant of the Monte Carlo2 simulation exercise. (Author)

10. Monte Carlo simulation of neutron transport phenomena

International Nuclear Information System (INIS)

Srinivasan, P.

2009-01-01

Neutron transport is one of the central problems in nuclear reactor related studies and other applied sciences. Some of the major applications of neutron transport include nuclear reactor design and safety, criticality safety of fissile material handling, neutron detector design and development, nuclear medicine, assessment of radiation damage to materials, nuclear well logging, forensic analysis etc. Most reactor and dosimetry studies assume that neutrons diffuse from regions of high to low density just like gaseous molecules diffuse to regions of low concentration or heat flow from high to low temperature regions. However while treatment of gaseous or heat diffusion is quite accurately modeled, treatment of neutron transport as simple diffusion is quite limited. In simple diffusion, the neutron trajectories are irregular, random and zigzag - where as in neutron transport low reaction cross sections (1 barn- 10 -24 cm 2 ) lead to long mean free paths which again depend on the nature and irregularities of the medium. Hence a more accurate representation of the neutron transport evolved based on the Boltzmann equation of kinetic gas theory. In fact the neutron transport equation is a linearized version of the Boltzmann gas equation based on neutron conservation with seven independent variables. The transport equation is difficult to solve except in simple cases amenable to numerical methods. The diffusion (equation) approximation follows from removing the angular dependence of the neutron flux

11. Methods for coupling radiation, ion, and electron energies in grey Implicit Monte Carlo

International Nuclear Information System (INIS)

Evans, T.M.; Densmore, J.D.

2007-01-01

We present three methods for extending the Implicit Monte Carlo (IMC) method to treat the time-evolution of coupled radiation, electron, and ion energies. The first method splits the ion and electron coupling and conduction from the standard IMC radiation-transport process. The second method recasts the IMC equations such that part of the coupling is treated during the Monte Carlo calculation. The third method treats all of the coupling and conduction in the Monte Carlo simulation. We apply modified equation analysis (MEA) to simplified forms of each method that neglects the errors in the conduction terms. Through MEA we show that the third method is theoretically the most accurate. We demonstrate the effectiveness of each method on a series of 0-dimensional, nonlinear benchmark problems where the accuracy of the third method is shown to be up to ten times greater than the other coupling methods for selected calculations

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

KAUST Repository

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

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

KAUST Repository

Li, Jun; Sun, Shuyu; Calo, Victor M.

2011-01-01

The Gibbs-NVT ensemble Monte Carlo method is used to simulate the liquid-vapor coexistence diagram and the simulation results of methane agree well with the experimental data in a wide range of temperatures. For systems with two components

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

NARCIS (Netherlands)

Maucec, M.; Rigollet, C.

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

15. Sequential Monte Carlo simulation of collision risk in free flight air traffic

NARCIS (Netherlands)

Blom, H.A.P.; Bakker, G.; Krystul, J.; Everdij, M.H.C.; Klein Obbink, B.; Klompstra, M.B.

2005-01-01

Within HYBRIDGE a novel approach in speeding up Monte Carlo simulation of rare events has been developed. In the current report this method is extended for application to simulating collisions with a stochastic dynamical model of an air traffic operational concept. Subsequently this extended Monte

16. Optimizing the HLT Buffer Strategy with Monte Carlo Simulations

CERN Document Server

AUTHOR|(CDS)2266763

2017-01-01

This project aims to optimize the strategy of utilizing the disk buffer for the High Level Trigger (HLT) of the LHCb experiment with the help of Monte-Carlo simulations. A method is developed, which simulates the Event Filter Farm (EFF) -- a computing cluster for the High Level Trigger -- as a compound of nodes with different performance properties. In this way, the behavior of the computing farm can be analyzed at a deeper level than before. It is demonstrated that the current operating strategy might be improved when data taking is reaching a mid-year scheduled stop or the year-end technical stop. The processing time of the buffered data can be lowered by distributing the detector data according to the processing power of the nodes instead of the relative disk size as long as the occupancy level of the buffer is low enough. Moreover, this ensures that data taken and stored on the buffer at the same time is processed by different nodes nearly simultaneously, which reduces load on the infrastructure.

17. 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.

18. 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

19. Vacuum thermochromatography: physical principles and Monte Carlo simulation

International Nuclear Information System (INIS)

Zvara, I.

2014-01-01

The title method for preparative separation of infinitesimal amounts of relatively volatile elements or compounds with different adsorbability is based on the molecular flow in an evacuated open column with imposed temperature gradient. The analytes put into the column's closed 'hot' end begin to migrate owing to random flights of their molecules between two consecutive collisions with the wall. Each strike results in adsorption of the entity on the surface for a random time whose mean increases d ownstream ; as a result, various analytes come to practical rest in individual temperature ranges. Here, the microscopic picture of the molecular histories is described in quantitative details, assuming that the velocity vectors of the desorbing molecules obey the cosine law angular distribution. The probability density functions for the full and projected flight lengths in long cylinders are derived. They were used in Monte Carlo simulation of great many migration histories to obtain the peaking profiles of the deposits. Numerous particular sets of experimental regimes and conditions were simulated to elucidate influence of these variables on the profiles and the characteristic deposition temperatures

20. Optimization of reconstruction algorithms using Monte Carlo simulation

International Nuclear Information System (INIS)

Hanson, K.M.

1989-01-01

A method for optimizing reconstruction algorithms is presented that is based on how well a specified task can be performed using the reconstructed images. Task performance is numerically assessed by a Monte Carlo simulation of the complete imaging process including the generation of scenes appropriate to the desired application, subsequent data taking, reconstruction, and performance of the stated task based on the final image. The use of this method is demonstrated through the optimization of the Algebraic Reconstruction Technique (ART), which reconstructs images from their projections by a iterative procedure. The optimization is accomplished by varying the relaxation factor employed in the updating procedure. In some of the imaging situations studied, it is found that the optimization of constrained ART, in which a nonnegativity constraint is invoked, can vastly increase the detectability of objects. There is little improvement attained for unconstrained ART. The general method presented may be applied to the problem of designing neutron-diffraction spectrometers. 11 refs., 6 figs., 2 tabs

1. A Monte Carlo simulation technique to determine the optimal portfolio

Directory of Open Access Journals (Sweden)

Hassan Ghodrati

2014-03-01

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

2. Pipeline integrity management using Monte Carlo simulation; A aplicacao do metodo de Monte Carlo no gerenciamento da integridade de dutos

Energy Technology Data Exchange (ETDEWEB)

Garcia, Claudio; Costa, Artur; Bittencourt, Euclides [TRANSPETRO - PETROBRAS Transporte, Rio de Janeiro, RJ (Brazil)

2005-07-01

Due to the growing relevance of safety and environmental protection policies in PETROBRAS and its subsidiaries, as well as official regulatory agencies and population requirements, integrity management of oil and gas pipelines became a priority activity in TRANSPETRO, involving several sectors of the company's Support Management Department. Inspection activities using intelligent PIGs, field correlations and replacement of pipeline segments are known as high cost operations and request complex logistics. Thus, it is imperative the adoption of management tools that optimize the available resources. This study presents Monte Carlo simulation method as an additional tool for evaluation and management of pipeline structural integrity. The method consists in foreseeing future physical conditions of most significant defects found in intelligent PIG In Line Inspections based on a probabilistic approach. Through Monte Carlo simulation, probability functions of failure for each defect are produced, helping managers to decide which repairs should be executed in order to reach the desired or accepted risk level. The case that illustrates this study refers to the reconditioning of ORSOL 14'' (35,56 mm) pipeline. This pipeline was constructed to transfer petroleum from Urucu's production fields to Solimoes port, in Coari, city in Brazilian Amazon Region. The result of this analysis indicated critical points for repair, in addition to the results obtained by the conventional evaluation (deterministic ASME B-31G method). Due to the difficulties to mobilize staff and execute necessary repairs in remote areas like Amazon forest, the probabilistic tool was extremely useful, improving pipeline integrity level and avoiding future additional costs. (author)

3. Meaningful timescales from Monte Carlo simulations of particle systems with hard-core interactions

Energy Technology Data Exchange (ETDEWEB)

Costa, Liborio I., E-mail: liborio78@gmail.com

2016-12-01

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

4. A kinetic Monte Carlo simulation method of van der Waals epitaxy for atomistic nucleation-growth processes of transition metal dichalcogenides.

Science.gov (United States)

Nie, Yifan; Liang, Chaoping; Cha, Pil-Ryung; Colombo, Luigi; Wallace, Robert M; Cho, Kyeongjae

2017-06-07

Controlled growth of crystalline solids is critical for device applications, and atomistic modeling methods have been developed for bulk crystalline solids. Kinetic Monte Carlo (KMC) simulation method provides detailed atomic scale processes during a solid growth over realistic time scales, but its application to the growth modeling of van der Waals (vdW) heterostructures has not yet been developed. Specifically, the growth of single-layered transition metal dichalcogenides (TMDs) is currently facing tremendous challenges, and a detailed understanding based on KMC simulations would provide critical guidance to enable controlled growth of vdW heterostructures. In this work, a KMC simulation method is developed for the growth modeling on the vdW epitaxy of TMDs. The KMC method has introduced full material parameters for TMDs in bottom-up synthesis: metal and chalcogen adsorption/desorption/diffusion on substrate and grown TMD surface, TMD stacking sequence, chalcogen/metal ratio, flake edge diffusion and vacancy diffusion. The KMC processes result in multiple kinetic behaviors associated with various growth behaviors observed in experiments. Different phenomena observed during vdW epitaxy process are analysed in terms of complex competitions among multiple kinetic processes. The KMC method is used in the investigation and prediction of growth mechanisms, which provide qualitative suggestions to guide experimental study.

5. Computed radiography simulation using the Monte Carlo code MCNPX

International Nuclear Information System (INIS)

Correa, S.C.A.; Souza, E.M.; Silva, A.X.; Lopes, R.T.

2009-01-01

Simulating x-ray images has been of great interest in recent years as it makes possible an analysis of how x-ray images are affected owing to relevant operating parameters. In this paper, a procedure for simulating computed radiographic images using the Monte Carlo code MCNPX is proposed. The sensitivity curve of the BaFBr image plate detector as well as the characteristic noise of a 16-bit computed radiography system were considered during the methodology's development. The results obtained confirm that the proposed procedure for simulating computed radiographic images is satisfactory, as it allows obtaining results comparable with experimental data. (author)

6. Monte Carlo simulations of multiple scattering effects in ERD measurements

International Nuclear Information System (INIS)

Doyle, Barney Lee; Arstila, Kai.; Nordlumd, K.; Knapp, James Arthur

2003-01-01

Multiple scattering effects in ERD measurements are studied by comparing two Monte Carlo simulation codes, representing different approaches to obtain acceptable statistics, to experimental spectra measured from a HfO 2 sample with a time-of-flight-ERD setup. The results show that both codes can reproduce the absolute detection yields and the energy distributions in an adequate way. The effect of the choice of the interatomic potential in multiple scattering effects is also studied. Finally the capabilities of the MC simulations in the design of new measurement setups are demonstrated by simulating the recoil energy spectra from a WC x N y sample with a low energy heavy ion beam.

7. Monte Carlo simulation of a prototype photodetector used in radiotherapy

CERN Document Server

Kausch, C; Albers, D; Schmidt, R; Schreiber, B

2000-01-01

The imaging performance of prototype electronic portal imaging devices (EPID) has been investigated. Monte Carlo simulations have been applied to calculate the modulation transfer function (MTF( f )), the noise power spectrum (NPS( f )) and the detective quantum efficiency (DQE( f )) for different new type of EPIDs, which consist of a detector combination of metal or polyethylene (PE), a phosphor layer of Gd sub 2 O sub 2 S and a flat array of photodiodes. The simulated results agree well with measurements. Based on simulated results, possible optimization of these devices is discussed.

8. Computed radiography simulation using the Monte Carlo code MCNPX

Energy Technology Data Exchange (ETDEWEB)

Correa, S.C.A. [Programa de Engenharia Nuclear/COPPE, Universidade Federal do Rio de Janeiro, Ilha do Fundao, Caixa Postal 68509, 21945-970, Rio de Janeiro, RJ (Brazil); Centro Universitario Estadual da Zona Oeste (CCMAT)/UEZO, Av. Manuel Caldeira de Alvarenga, 1203, Campo Grande, 23070-200, Rio de Janeiro, RJ (Brazil); Souza, E.M. [Programa de Engenharia Nuclear/COPPE, Universidade Federal do Rio de Janeiro, Ilha do Fundao, Caixa Postal 68509, 21945-970, Rio de Janeiro, RJ (Brazil); Silva, A.X., E-mail: ademir@con.ufrj.b [PEN/COPPE-DNC/Poli CT, Universidade Federal do Rio de Janeiro, Ilha do Fundao, Caixa Postal 68509, 21945-970, Rio de Janeiro, RJ (Brazil); Cassiano, D.H. [Instituto de Radioprotecao e Dosimetria/CNEN Av. Salvador Allende, s/n, Recreio, 22780-160, Rio de Janeiro, RJ (Brazil); Lopes, R.T. [Programa de Engenharia Nuclear/COPPE, Universidade Federal do Rio de Janeiro, Ilha do Fundao, Caixa Postal 68509, 21945-970, Rio de Janeiro, RJ (Brazil)

2010-09-15

Simulating X-ray images has been of great interest in recent years as it makes possible an analysis of how X-ray images are affected owing to relevant operating parameters. In this paper, a procedure for simulating computed radiographic images using the Monte Carlo code MCNPX is proposed. The sensitivity curve of the BaFBr image plate detector as well as the characteristic noise of a 16-bit computed radiography system were considered during the methodology's development. The results obtained confirm that the proposed procedure for simulating computed radiographic images is satisfactory, as it allows obtaining results comparable with experimental data.

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

International Nuclear Information System (INIS)

Marseguerra, M.; Zio, E.

2000-01-01

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

10. The Development and Comparison of Molecular Dynamics Simulation and Monte Carlo Simulation

Science.gov (United States)

Chen, Jundong

2018-03-01

Molecular dynamics is an integrated technology that combines physics, mathematics and chemistry. Molecular dynamics method is a computer simulation experimental method, which is a powerful tool for studying condensed matter system. This technique not only can get the trajectory of the atom, but can also observe the microscopic details of the atomic motion. By studying the numerical integration algorithm in molecular dynamics simulation, we can not only analyze the microstructure, the motion of particles and the image of macroscopic relationship between them and the material, but can also study the relationship between the interaction and the macroscopic properties more conveniently. The Monte Carlo Simulation, similar to the molecular dynamics, is a tool for studying the micro-molecular and particle nature. In this paper, the theoretical background of computer numerical simulation is introduced, and the specific methods of numerical integration are summarized, including Verlet method, Leap-frog method and Velocity Verlet method. At the same time, the method and principle of Monte Carlo Simulation are introduced. Finally, similarities and differences of Monte Carlo Simulation and the molecular dynamics simulation are discussed.

11. Extending the alias Monte Carlo sampling method to general distributions

International Nuclear Information System (INIS)

Edwards, A.L.; Rathkopf, J.A.; Smidt, R.K.

1991-01-01

The alias method is a Monte Carlo sampling technique that offers significant advantages over more traditional methods. It equals the accuracy of table lookup and the speed of equal probable bins. The original formulation of this method sampled from discrete distributions and was easily extended to histogram distributions. We have extended the method further to applications more germane to Monte Carlo particle transport codes: continuous distributions. This paper presents the alias method as originally derived and our extensions to simple continuous distributions represented by piecewise linear functions. We also present a method to interpolate accurately between distributions tabulated at points other than the point of interest. We present timing studies that demonstrate the method's increased efficiency over table lookup and show further speedup achieved through vectorization. 6 refs., 12 figs., 2 tabs

12. Monte Carlo simulation of radiative transfer in scattering, emitting, absorbing slab with gradient index

International Nuclear Information System (INIS)

Huang Yong; Liang Xingang; Xia Xinlin

2005-01-01

The Monte Carlo method is used to simulate the thermal emission of absorbing-emitting-scattering slab with gradient index. Three Monte Carlo ray-tracing strategies are considered. The first strategy is keeping the real distribution of the refractive index and to trace bundles in a curve route. The second strategy is discretizing the slab into sub-layers, each having constant refractive index. The bundle is traced in a straight route in each sub-layer and the reflection at the inner interface is taken into account. The third strategy is similar to the second one but only the total reflection at the inner interface is computed. Little difference is observed among the results of apparent thermal emission by these three different Monte Carlo ray tracing strategies. The results also show that the apparent hemispherical emissivity non-monotonously varies with increasing optical thickness of the slab with strong scattering gradient index. Many parameters can influence the apparent thermal emission greatly

13. Construction of the quantitative analysis environment using Monte Carlo simulation

International Nuclear Information System (INIS)

Shirakawa, Seiji; Ushiroda, Tomoya; Hashimoto, Hiroshi; Tadokoro, Masanori; Uno, Masaki; Tsujimoto, Masakazu; Ishiguro, Masanobu; Toyama, Hiroshi

2013-01-01

The thoracic phantom image was acquisitioned of the axial section to construct maps of the source and density with Monte Carlo (MC) simulation. The phantom was Heart/Liver Type HL (Kyoto Kagaku Co., Ltd.) single photon emission CT (SPECT)/CT machine was Symbia T6 (Siemence) with the collimator LMEGP (low-medium energy general purpose). Maps were constructed from CT images with an in-house software using Visual studio C Sharp (Microsoft). The code simulation of imaging nuclear detectors (SIMIND) was used for MC simulation, Prominence processor (Nihon Medi-Physics) for filter processing and image reconstruction, and the environment DELL Precision T7400 for all image processes. For the actual experiment, the phantom was given 15 MBq of 99m Tc assuming the uptake 2% at the dose of 740 MBq in its myocardial portion and SPECT image was acquisitioned and reconstructed with Butter-worth filter and filter back projection method. CT images were similarly obtained in 0.3 mm thick slices, which were filed in one formatted with digital imaging and communication in medicine (DICOM), and then processed for application to SIMIND for mapping the source and density. Physical and mensuration factors were examined in ideal images by sequential exclusion and simulation of those factors as attenuation, scattering, spatial resolution deterioration and statistical fluctuation. Gamma energy spectrum, SPECT projection and reconstructed images given by the simulation were found to well agree with the actual data, and the precision of MC simulation was confirmed. Physical and mensuration factors were found to be evaluable individually, suggesting the usefulness of the simulation for assessing the precision of their correction. (T.T.)

14. Evaluation of six scatter correction methods based on spectral analysis in 99m Tc SPECT imaging using SIMIND Monte Carlo simulation

Directory of Open Access Journals (Sweden)

Mahsa Noori Asl

2013-01-01

Full Text Available Compton-scattered photons included within the photopeak pulse-height window result in the degradation of SPECT images both qualitatively and quantitatively. The purpose of this study is to evaluate and compare six scatter correction methods based on setting the energy windows in 99m Tc spectrum. SIMIND Monte Carlo simulation is used to generate the projection images from a cold-sphere hot-background phantom. For evaluation of different scatter correction methods, three assessment criteria including image contrast, signal-to-noise ratio (SNR and relative noise of the background (RNB are considered. Except for the dual-photopeak window (DPW method, the image contrast of the five cold spheres is improved in the range of 2.7-26%. Among methods considered, two methods show a nonuniform correction performance. The RNB for all of the scatter correction methods is ranged from minimum 0.03 for DPW method to maximum 0.0727 for the three energy window (TEW method using trapezoidal approximation. The TEW method using triangular approximation because of ease of implementation, good improvement of the image contrast and the SNR for the five cold spheres, and the low noise level is proposed as most appropriate correction method.

15. 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)

16. 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

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

International Nuclear Information System (INIS)

Aydemir, A.Y.

1993-09-01

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

18. Medical Imaging Image Quality Assessment with Monte Carlo Methods

International Nuclear Information System (INIS)

Michail, C M; Fountos, G P; Kalyvas, N I; Valais, I G; Kandarakis, I S; Karpetas, G E; Martini, Niki; Koukou, Vaia

2015-01-01

The aim of the present study was to assess image quality of PET scanners through a thin layer chromatography (TLC) plane source. The source was simulated using a previously validated Monte Carlo model. The model was developed by using the GATE MC package and reconstructed images obtained with the STIR software for tomographic image reconstruction, with cluster computing. The PET scanner simulated in this study was the GE DiscoveryST. A plane source consisted of a TLC plate, was simulated by a layer of silica gel on aluminum (Al) foil substrates, immersed in 18F-FDG bath solution (1MBq). Image quality was assessed in terms of the Modulation Transfer Function (MTF). MTF curves were estimated from transverse reconstructed images of the plane source. Images were reconstructed by the maximum likelihood estimation (MLE)-OSMAPOSL algorithm. OSMAPOSL reconstruction was assessed by using various subsets (3 to 21) and iterations (1 to 20), as well as by using various beta (hyper) parameter values. MTF values were found to increase up to the 12th iteration whereas remain almost constant thereafter. MTF improves by using lower beta values. The simulated PET evaluation method based on the TLC plane source can be also useful in research for the further development of PET and SPECT scanners though GATE simulations. (paper)

International Nuclear Information System (INIS)

Mendes, Hitalo R.; Tomal, Alessandra

2016-01-01

The dosimetry in pediatric radiology is essential due to the higher risk that children have in comparison to adults. The focus of this study is to present how the dose varies depending on the depth in a 10 year old and a newborn, for this purpose simulations are made using the Monte Carlo method. Potential differences were considered 70 and 90 kVp for the 10 year old and 70 and 80 kVp for the newborn. The results show that in both cases, the dose at the skin surface is larger for smaller potential value, however, it decreases faster for larger potential values. Another observation made is that because the newborn is less thick the ratio between the initial dose and the final is lower compared to the case of a 10 year old, showing that it is possible to make an image using a smaller entrance dose in the skin, keeping the same level of exposure at the detector. (author)

20. Monte Carlo simulation techniques for predicting annual power production

International Nuclear Information System (INIS)

Cross, J.P.; Bulandr, P.J.

1991-01-01

As the owner and operator of a number of small to mid-sized hydroelectric sites, STS HydroPower has been faced with the need to accurately predict anticipated hydroelectric revenues over a period of years. The typical approach to this problem has been to look at each site from a mathematical deterministic perspective and evaluate the annual production from historic streamflows. Average annual production is simply taken to be the area under the flow duration curve defined by the operating and design characteristics of the selected turbines. Minimum annual production is taken to be a historic dry year scenario and maximum production is viewed as power generated under the most ideal of conditions. Such an approach creates two problems. First, in viewing the characteristics of a single site, it does not take into account the probability of such an event occurring. Second, in viewing all sites in a single organization's portfolio together, it does not reflect the varying flow conditions at the different sites. This paper attempts to address the first of these two concerns, that being the creation of a simulation model utilizing the Monte Carlo method at a single site. The result of the analysis is a picture of the production at the site that is both a better representation of anticipated conditions and defined probabilistically

1. Calculation of beam quality correction factor using Monte Carlo simulation

International Nuclear Information System (INIS)

Kawachi, T.; Saitoh, H.; Myojoyama, A.; Katayose, T.; Kojima, T.; Fukuda, K.; Inoue, M.

2005-01-01

In recent years, a number of the CyberKnife systems (Accuray C., U.S.) have been increasing significantly. However, the CyberKnife has unique treatment head structure and beam collimating system. Therefore, the global standard protocols can not be adopted for absolute absorbed dose dosimetry in CyberKnife beam. In this work, the energy spectrum of photon and electron from CyberKnife treatment head at 80 cm SSD and several depths in water are simulated with conscientious geometry using by the EGS Monte Carlo method. Furthermore, for calculation of the beam quality correction factor k Q , the mean restricted mass stopping power and the mass energy absorption coefficient of air, water and several chamber wall and waterproofing sleeve materials are calculated. As a result, the factors k Q CyberKnife beam for several ionization chambers are determined. And the relationship between the beam quality index PDD(10) x in CyberKnife beam and k Q is described in this report. (author)

2. Multilevel and quasi-Monte Carlo methods for uncertainty quantification in particle travel times through random heterogeneous porous media

Science.gov (United States)

Crevillén-García, D.; Power, H.

2017-08-01

In this study, we apply four Monte Carlo simulation methods, namely, Monte Carlo, quasi-Monte Carlo, multilevel Monte Carlo and multilevel quasi-Monte Carlo to the problem of uncertainty quantification in the estimation of the average travel time during the transport of particles through random heterogeneous porous media. We apply the four methodologies to a model problem where the only input parameter, the hydraulic conductivity, is modelled as a log-Gaussian random field by using direct Karhunen-Loéve decompositions. The random terms in such expansions represent the coefficients in the equations. Numerical calculations demonstrating the effectiveness of each of the methods are presented. A comparison of the computational cost incurred by each of the methods for three different tolerances is provided. The accuracy of the approaches is quantified via the mean square error.

3. Multilevel and quasi-Monte Carlo methods for uncertainty quantification in particle travel times through random heterogeneous porous media.

Science.gov (United States)

Crevillén-García, D; Power, H

2017-08-01

In this study, we apply four Monte Carlo simulation methods, namely, Monte Carlo, quasi-Monte Carlo, multilevel Monte Carlo and multilevel quasi-Monte Carlo to the problem of uncertainty quantification in the estimation of the average travel time during the transport of particles through random heterogeneous porous media. We apply the four methodologies to a model problem where the only input parameter, the hydraulic conductivity, is modelled as a log-Gaussian random field by using direct Karhunen-Loéve decompositions. The random terms in such expansions represent the coefficients in the equations. Numerical calculations demonstrating the effectiveness of each of the methods are presented. A comparison of the computational cost incurred by each of the methods for three different tolerances is provided. The accuracy of the approaches is quantified via the mean square error.

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

International Nuclear Information System (INIS)

Li Mancang; Wang Kan; Yao Dong

2012-01-01

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

5. Improvement of correlated sampling Monte Carlo methods for reactivity calculations

International Nuclear Information System (INIS)

Nakagawa, Masayuki; Asaoka, Takumi

1978-01-01

Two correlated Monte Carlo methods, the similar flight path and the identical flight path methods, have been improved to evaluate up to the second order change of the reactivity perturbation. Secondary fission neutrons produced by neutrons having passed through perturbed regions in both unperturbed and perturbed systems are followed in a way to have a strong correlation between secondary neutrons in both the systems. These techniques are incorporated into the general purpose Monte Carlo code MORSE, so as to be able to estimate also the statistical error of the calculated reactivity change. The control rod worths measured in the FCA V-3 assembly are analyzed with the present techniques, which are shown to predict the measured values within the standard deviations. The identical flight path method has revealed itself more useful than the similar flight path method for the analysis of the control rod worth. (auth.)

6. Simulation and study on the γ response spectrum of BGO detector by the application of monte carlo code MOCA

International Nuclear Information System (INIS)

Jia Wenbao; Chen Xiaowen; Xu Aiguo; Li Anmin

2010-01-01

Application of Monte Carlo method to build spectra library is useful to reduce experiment workload in Prompt Gamma Neutron Activation Analysis (PGNAA). The new Monte Carlo Code MOCA was used to simulate the response spectra of BGO detector for gamma rays from 137 Cs, 60 Co and neutron induced gamma rays from S and Ti. The results were compared with general code MCNP, show that the agreement of MOCA between simulation and experiment is better than MCNP. This research indicates that building spectra library by Monte Carlo method is feasible. (authors)

7. Superalloy design - A Monte Carlo constrained optimization method

CSIR Research Space (South Africa)

Stander, CM

1996-01-01

Full Text Available optimization method C. M. Stander Division of Materials Science and Technology, CSIR, PO Box 395, Pretoria, Republic of South Africa Received 74 March 1996; accepted 24 June 1996 A method, based on Monte Carlo constrained... successful hit, i.e. when Liow < LMP,,, < Lhiph, and for all the properties, Pj?, < P, < Pi@?. If successful this hit falls within the ROA. Repeat steps 4 and 5 to find at least ten (or more) successful hits with values...

8. Monte Carlo simulation for theoretical calculations of damage and sputtering processes

International Nuclear Information System (INIS)

Yamamura, Yasunori

1984-01-01

The radiation damage accompanying ion irradiation and the various problems caused with it should be determined in principle by resolving Boltzmann's equations. However, in reality, those for a semi-infinite system cannot be generally resolved. Moreover, the effect of crystals, oblique incidence and so on make the situation more difficult. The analysis of the complicated phenomena of the collision in solids and the problems of radiation damage and sputtering accompanying them is possible in most cases only by computer simulation. At present, the methods of simulating the atomic collision phenomena in solids are roughly classified into molecular dynamics method and Monte Carlo method. In the molecular dynamics, Newton's equations are numerically calculated time-dependently as they are, and it has large merits that many body effect and nonlinear effect can be taken in consideration, but much computing time is required. The features and problems of the Monte Carlo simulation and nonlinear Monte Carlo simulation are described. The comparison of the Monte Carlo simulation codes calculating on the basis of two-body collision approximation, MARLOWE, TRIM and ACAT, was carried out through the calculation of the backscattering spectra of light ions. (Kako, I.)

9. Estimating Model Probabilities using Thermodynamic Markov Chain Monte Carlo Methods

Science.gov (United States)

Ye, M.; Liu, P.; Beerli, P.; Lu, D.; Hill, M. C.

2014-12-01

Markov chain Monte Carlo (MCMC) methods are widely used to evaluate model probability for quantifying model uncertainty. In a general procedure, MCMC simulations are first conducted for each individual model, and MCMC parameter samples are then used to approximate marginal likelihood of the model by calculating the geometric mean of the joint likelihood of the model and its parameters. It has been found the method of evaluating geometric mean suffers from the numerical problem of low convergence rate. A simple test case shows that even millions of MCMC samples are insufficient to yield accurate estimation of the marginal likelihood. To resolve this problem, a thermodynamic method is used to have multiple MCMC runs with different values of a heating coefficient between zero and one. When the heating coefficient is zero, the MCMC run is equivalent to a random walk MC in the prior parameter space; when the heating coefficient is one, the MCMC run is the conventional one. For a simple case with analytical form of the marginal likelihood, the thermodynamic method yields more accurate estimate than the method of using geometric mean. This is also demonstrated for a case of groundwater modeling with consideration of four alternative models postulated based on different conceptualization of a confining layer. This groundwater example shows that model probabilities estimated using the thermodynamic method are more reasonable than those obtained using the geometric method. The thermodynamic method is general, and can be used for a wide range of environmental problem for model uncertainty quantification.

10. A Proposal of New Spherical Particle Modeling Method Based on Stochastic Sampling of Particle Locations in Monte Carlo Simulation

Energy Technology Data Exchange (ETDEWEB)

Kim, Song Hyun; Kim, Do Hyun; Kim, Jong Kyung [Hanyang Univ., Seoul (Korea, Republic of); Noh, Jea Man [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of)

2013-10-15

To the high computational efficiency and user convenience, the implicit method had received attention; however, it is noted that the implicit method in the previous studies has low accuracy at high packing fraction. In this study, a new implicit method, which can be used at any packing fraction with high accuracy, is proposed. In this study, the implicit modeling method in the spherical particle distributed medium for using the MC simulation is proposed. A new concept in the spherical particle sampling was developed to solve the problems in the previous implicit methods. The sampling method was verified by simulating the sampling method in the infinite and finite medium. The results show that the particle implicit modeling with the proposed method was accurately performed in all packing fraction boundaries. It is expected that the proposed method can be efficiently utilized for the spherical particle distributed mediums, which are the fusion reactor blanket, VHTR reactors, and shielding analysis.

11. Monte Carlo simulations of neutron-scattering instruments using McStas

DEFF Research Database (Denmark)

Nielsen, K.; Lefmann, K.

2000-01-01

Monte Carlo simulations have become an essential tool for improving the performance of neutron-scattering instruments, since the level of sophistication in the design of instruments is defeating purely analytical methods. The program McStas, being developed at Rise National Laboratory, includes...

12. A systematic framework for Monte Carlo simulation of remote sensing errors map in carbon assessments

Science.gov (United States)

S. Healey; P. Patterson; S. Urbanski

2014-01-01

Remotely sensed observations can provide unique perspective on how management and natural disturbance affect carbon stocks in forests. However, integration of these observations into formal decision support will rely upon improved uncertainty accounting. Monte Carlo (MC) simulations offer a practical, empirical method of accounting for potential remote sensing errors...

13. Advanced Monte Carlo for radiation physics, particle transport simulation and applications. Proceedings

International Nuclear Information System (INIS)

Kling, A.; Barao, F.J.C.; Nakagawa, M.; Tavora, L.

2001-01-01

The following topics were dealt with: Electron and photon interactions and transport mechanisms, random number generation, applications in medical physisc, microdosimetry, track structure, radiobiological modeling, Monte Carlo method in radiotherapy, dosimetry, and medical accelerator simulation, neutron transport, high-energy hadron transport. (HSI)

14. Generation of Random Numbers and Parallel Random Number Streams for Monte Carlo Simulations

Directory of Open Access Journals (Sweden)

L. Yu. Barash

2012-01-01

Full Text Available Modern methods and libraries for high quality pseudorandom number generation and for generation of parallel random number streams for Monte Carlo simulations are considered. The probability equidistribution property and the parameters when the property holds at dimensions up to logarithm of mesh size are considered for Multiple Recursive Generators.

15. TITAN: a computer program for accident occurrence frequency analyses by component Monte Carlo simulation

International Nuclear Information System (INIS)

Nomura, Yasushi; Tamaki, Hitoshi; Kanai, Shigeru

2000-04-01

In a plant system consisting of complex equipments and components for a reprocessing facility, there might be grace time between an initiating event and a resultant serious accident, allowing operating personnel to take remedial actions, thus, terminating the ongoing accident sequence. A component Monte Carlo simulation computer program TITAN has been developed to analyze such a complex reliability model including the grace time without any difficulty to obtain an accident occurrence frequency. Firstly, basic methods for the component Monte Carlo simulation is introduced to obtain an accident occurrence frequency, and then, the basic performance such as precision, convergence, and parallelization of calculation, is shown through calculation of a prototype accident sequence model. As an example to illustrate applicability to a real scale plant model, a red oil explosion in a German reprocessing plant model is simulated to show that TITAN can give an accident occurrence frequency with relatively good accuracy. Moreover, results of uncertainty analyses by TITAN are rendered to show another performance, and a proposal is made for introducing of a new input-data format to adapt the component Monte Carlo simulation. The present paper describes the calculational method, performance, applicability to a real scale, and new proposal for the TITAN code. In the Appendixes, a conventional analytical method is shown to avoid complex and laborious calculation to obtain a strict solution of accident occurrence frequency, compared with Monte Carlo method. The user's manual and the list/structure of program are also contained in the Appendixes to facilitate TITAN computer program usage. (author)

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

International Nuclear Information System (INIS)

Forster, R.A.

1991-01-01

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

17. Quantification of rat brain SPECT with 123I-ioflupane: evaluation of different reconstruction methods and image degradation compensations using Monte Carlo simulation

International Nuclear Information System (INIS)

Roé-Vellvé, N; Pino, F; Cot, A; Ros, D; Falcon, C; Gispert, J D; Pavía, J; Marin, C

2014-01-01

SPECT studies with 123 I-ioflupane facilitate the diagnosis of Parkinson’s disease (PD). The effect on quantification of image degradations has been extensively evaluated in human studies but their impact on studies of experimental PD models is still unclear. The aim of this work was to assess the effect of compensating for the degrading phenomena on the quantification of small animal SPECT studies using 123 I-ioflupane. This assessment enabled us to evaluate the feasibility of quantitatively detecting small pathological changes using different reconstruction methods and levels of compensation for the image degrading phenomena. Monte Carlo simulated studies of a rat phantom were reconstructed and quantified. Compensations for point spread function (PSF), scattering, attenuation and partial volume effect were progressively included in the quantification protocol. A linear relationship was found between calculated and simulated specific uptake ratio (SUR) in all cases. In order to significantly distinguish disease stages, noise-reduction during the reconstruction process was the most relevant factor, followed by PSF compensation. The smallest detectable SUR interval was determined by biological variability rather than by image degradations or coregistration errors. The quantification methods that gave the best results allowed us to distinguish PD stages with SUR values that are as close as 0.5 using groups of six rats to represent each stage. (paper)

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

CERN Document Server

Kritzer, Peter; Pillichshammer, Friedrich; Winterhof, Arne

2014-01-01

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

19. Selection of Investment Projects by Monte Carlo Method in Risk Condition

Directory of Open Access Journals (Sweden)

M. E.

2017-12-01

Full Text Available The Monte Carlo method (also known as the Monte Carlo simulation was proposed by Nicholas Metropolis, S. Ulam and Jhon Von Neiman in 50-th years of the past century. The method can be widely applied to analysis of investment projects due to the advantages recognized both by practitioners and the academic community. The balance model of a project with discounted financial flows has been implemented for Microsoft Excel and Google Docs spread-sheet solutions. The Monte Carlo method for project with low and high correlated net present value (NPV parameters in the environment of the electronic tables of MS Excel/Google Docs. A distinct graduation of risk was identified. A necessity of account of correlation effects and the use of multivariate imitation during the project selection has been demonstrated.

20. Proceedings of the first symposium on Monte Carlo simulation

International Nuclear Information System (INIS)

2001-01-01

The first symposium on Monte Carlo simulation was held at Mitsubishi Research Institute, Otemachi, Tokyo, on 10th and 11st of September, 1998. This symposium was organized by Nuclear Code Research Committee at Japan Atomic Energy Research Institute. In the sessions, were presented orally 21 papers on code development, parallel calculation, reactor physics, burn-up, criticality, shielding safety, dose evaluation, nuclear fusion reactor, thermonuclear fusion plasma, nuclear transmutation, electromagnetic cascade, fuel cycle facility. Those presented papers are compiled in this proceedings. The 21 of the presented papers are indexed individually. (J.P.N.)

International Nuclear Information System (INIS)

Mohan, R.

1988-01-01

Monte Carlo simulations of radiation treatment machine heads provide practical means for obtaining energy spectra and angular distributions of photons and electrons. So far, most of the work published in the literature has been limited to photons and the contaminant electrons knocked out by photons. This chapter will be confined to megavoltage photon beams produced by medical linear accelerators and 60 Co teletherapy units. The knowledge of energy spectra and angular distributions of photons and contaminant electrons emerging from such machines is important for a variety of applications in radiation dosimetry

2. Monte Carlo simulation of fully Markovian stochastic geometries

International Nuclear Information System (INIS)

Lepage, Thibaut; Delaby, Lucie; Malvagi, Fausto; Mazzolo, Alain

2010-01-01

The interest in resolving the equation of transport in stochastic media has continued to increase these last years. For binary stochastic media it is often assumed that the geometry is Markovian, which is never the case in usual environments. In the present paper, based on rigorous mathematical theorems, we construct fully two-dimensional Markovian stochastic geometries and we study their main properties. In particular, we determine a percolation threshold p c , equal to 0.586 ± 0.0015 for such geometries. Finally, Monte Carlo simulations are performed through these geometries and the results compared to homogeneous geometries. (author)

3. Monte Carlo simulation of particle-induced bit upsets

Science.gov (United States)

Wrobel, Frédéric; Touboul, Antoine; Vaillé, Jean-Roch; Boch, Jérôme; Saigné, Frédéric

2017-09-01

We investigate the issue of radiation-induced failures in electronic devices by developing a Monte Carlo tool called MC-Oracle. It is able to transport the particles in device, to calculate the energy deposited in the sensitive region of the device and to calculate the transient current induced by the primary particle and the secondary particles produced during nuclear reactions. We compare our simulation results with SRAM experiments irradiated with neutrons, protons and ions. The agreement is very good and shows that it is possible to predict the soft error rate (SER) for a given device in a given environment.

4. Monte Carlo simulation of particle-induced bit upsets

Directory of Open Access Journals (Sweden)

Wrobel Frédéric

2017-01-01

Full Text Available We investigate the issue of radiation-induced failures in electronic devices by developing a Monte Carlo tool called MC-Oracle. It is able to transport the particles in device, to calculate the energy deposited in the sensitive region of the device and to calculate the transient current induced by the primary particle and the secondary particles produced during nuclear reactions. We compare our simulation results with SRAM experiments irradiated with neutrons, protons and ions. The agreement is very good and shows that it is possible to predict the soft error rate (SER for a given device in a given environment.

5. Calculations of pair production by Monte Carlo methods

International Nuclear Information System (INIS)

Bottcher, C.; Strayer, M.R.

1991-01-01

We describe some of the technical design issues associated with the production of particle-antiparticle pairs in very large accelerators. To answer these questions requires extensive calculation of Feynman diagrams, in effect multi-dimensional integrals, which we evaluate by Monte Carlo methods on a variety of supercomputers. We present some portable algorithms for generating random numbers on vector and parallel architecture machines. 12 refs., 14 figs

6. Difficult Sudoku Puzzles Created by Replica Exchange Monte Carlo Method

OpenAIRE

Watanabe, Hiroshi

2013-01-01

An algorithm to create difficult Sudoku puzzles is proposed. An Ising spin-glass like Hamiltonian describing difficulty of puzzles is defined, and difficult puzzles are created by minimizing the energy of the Hamiltonian. We adopt the replica exchange Monte Carlo method with simultaneous temperature adjustments to search lower energy states efficiently, and we succeed in creating a puzzle which is the world hardest ever created in our definition, to our best knowledge. (Added on Mar. 11, the ...

7. POWER ANALYSIS FOR COMPLEX MEDIATIONAL DESIGNS USING MONTE CARLO METHODS

OpenAIRE

Thoemmes, Felix; MacKinnon, David P.; Reiser, Mark R.

2010-01-01

Applied researchers often include mediation effects in applications of advanced methods such as latent variable models and linear growth curve models. Guidance on how to estimate statistical power to detect mediation for these models has not yet been addressed in the literature. We describe a general framework for power analyses for complex mediational models. The approach is based on the well known technique of generating a large number of samples in a Monte Carlo study, and estimating power...

8. A method based on Monte Carlo simulations and voxelized anatomical atlases to evaluate and correct uncertainties on radiotracer accumulation quantitation in beta microprobe studies in the rat brain

Science.gov (United States)

Pain, F.; Dhenain, M.; Gurden, H.; Routier, A. L.; Lefebvre, F.; Mastrippolito, R.; Lanièce, P.

2008-10-01

The β-microprobe is a simple and versatile technique complementary to small animal positron emission tomography (PET). It relies on local measurements of the concentration of positron-labeled molecules. So far, it has been successfully used in anesthetized rats for pharmacokinetics experiments and for the study of brain energetic metabolism. However, the ability of the technique to provide accurate quantitative measurements using 18F, 11C and 15O tracers is likely to suffer from the contribution of 511 keV gamma rays background to the signal and from the contribution of positrons from brain loci surrounding the locus of interest. The aim of the present paper is to provide a method of evaluating several parameters, which are supposed to affect the quantification of recordings performed in vivo with this methodology. We have developed realistic voxelized phantoms of the rat whole body and brain, and used them as input geometries for Monte Carlo simulations of previous β-microprobe reports. In the context of realistic experiments (binding of 11C-Raclopride to D2 dopaminergic receptors in the striatum; local glucose metabolic rate measurement with 18F-FDG and H2O15 blood flow measurements in the somatosensory cortex), we have calculated the detection efficiencies and corresponding contribution of 511 keV gammas from peripheral organs accumulation. We confirmed that the 511 keV gammas background does not impair quantification. To evaluate the contribution of positrons from adjacent structures, we have developed β-Assistant, a program based on a rat brain voxelized atlas and matrices of local detection efficiencies calculated by Monte Carlo simulations for several probe geometries. This program was used to calculate the 'apparent sensitivity' of the probe for each brain structure included in the detection volume. For a given localization of a probe within the brain, this allows us to quantify the different sources of beta signal. Finally, since stereotaxic accuracy is

9. Confidence interval procedures for Monte Carlo transport simulations

International Nuclear Information System (INIS)

Pederson, S.P.

1997-01-01

The problem of obtaining valid confidence intervals based on estimates from sampled distributions using Monte Carlo particle transport simulation codes such as MCNP is examined. Such intervals can cover the true parameter of interest at a lower than nominal rate if the sampled distribution is extremely right-skewed by large tallies. Modifications to the standard theory of confidence intervals are discussed and compared with some existing heuristics, including batched means normality tests. Two new types of diagnostics are introduced to assess whether the conditions of central limit theorem-type results are satisfied: the relative variance of the variance determines whether the sample size is sufficiently large, and estimators of the slope of the right tail of the distribution are used to indicate the number of moments that exist. A simulation study is conducted to quantify the relationship between various diagnostics and coverage rates and to find sample-based quantities useful in indicating when intervals are expected to be valid. Simulated tally distributions are chosen to emulate behavior seen in difficult particle transport problems. Measures of variation in the sample variance s 2 are found to be much more effective than existing methods in predicting when coverage will be near nominal rates. Batched means tests are found to be overly conservative in this regard. A simple but pathological MCNP problem is presented as an example of false convergence using existing heuristics. The new methods readily detect the false convergence and show that the results of the problem, which are a factor of 4 too small, should not be used. Recommendations are made for applying these techniques in practice, using the statistical output currently produced by MCNP

10. A Monte Carlo simulation of the exchange reaction between gaseous molecules and the atoms on a heterogeneous solid surface

International Nuclear Information System (INIS)

Imai, Hisao

1980-01-01

A method of the Monte Carlo simulation of the isotopic exchange reaction between gaseous molecules and the atoms on an arbitrarily heterogeneous solid surface is described by employing hydrogen as an example. (author)

11. LISA data analysis using Markov chain Monte Carlo methods

International Nuclear Information System (INIS)

Cornish, Neil J.; Crowder, Jeff

2005-01-01

The Laser Interferometer Space Antenna (LISA) is expected to simultaneously detect many thousands of low-frequency gravitational wave signals. This presents a data analysis challenge that is very different to the one encountered in ground based gravitational wave astronomy. LISA data analysis requires the identification of individual signals from a data stream containing an unknown number of overlapping signals. Because of the signal overlaps, a global fit to all the signals has to be performed in order to avoid biasing the solution. However, performing such a global fit requires the exploration of an enormous parameter space with a dimension upwards of 50 000. Markov Chain Monte Carlo (MCMC) methods offer a very promising solution to the LISA data analysis problem. MCMC algorithms are able to efficiently explore large parameter spaces, simultaneously providing parameter estimates, error analysis, and even model selection. Here we present the first application of MCMC methods to simulated LISA data and demonstrate the great potential of the MCMC approach. Our implementation uses a generalized F-statistic to evaluate the likelihoods, and simulated annealing to speed convergence of the Markov chains. As a final step we supercool the chains to extract maximum likelihood estimates, and estimates of the Bayes factors for competing models. We find that the MCMC approach is able to correctly identify the number of signals present, extract the source parameters, and return error estimates consistent with Fisher information matrix predictions

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. Fast multipurpose Monte Carlo simulation for proton therapy using multi- and many-core CPU architectures

Energy Technology Data Exchange (ETDEWEB)

Souris, Kevin, E-mail: kevin.souris@uclouvain.be; Lee, John Aldo [Center for Molecular Imaging and Experimental Radiotherapy, Institut de Recherche Expérimentale et Clinique, Université catholique de Louvain, Avenue Hippocrate 54, 1200 Brussels, Belgium and ICTEAM Institute, Université catholique de Louvain, Louvain-la-Neuve 1348 (Belgium); Sterpin, Edmond [Center for Molecular Imaging and Experimental Radiotherapy, Institut de Recherche Expérimentale et Clinique, Université catholique de Louvain, Avenue Hippocrate 54, 1200 Brussels, Belgium and Department of Oncology, Katholieke Universiteit Leuven, O& N I Herestraat 49, 3000 Leuven (Belgium)

2016-04-15

Purpose: Accuracy in proton therapy treatment planning can be improved using Monte Carlo (MC) simulations. However the long computation time of such methods hinders their use in clinical routine. This work aims to develop a fast multipurpose Monte Carlo simulation tool for proton therapy using massively parallel central processing unit (CPU) architectures. Methods: A new Monte Carlo, called MCsquare (many-core Monte Carlo), has been designed and optimized for the last generation of Intel Xeon processors and Intel Xeon Phi coprocessors. These massively parallel architectures offer the flexibility and the computational power suitable to MC methods. The class-II condensed history algorithm of MCsquare provides a fast and yet accurate method of simulating heavy charged particles such as protons, deuterons, and alphas inside voxelized geometries. Hard ionizations, with energy losses above a user-specified threshold, are simulated individually while soft events are regrouped in a multiple scattering theory. Elastic and inelastic nuclear interactions are sampled from ICRU 63 differential cross sections, thereby allowing for the computation of prompt gamma emission profiles. MCsquare has been benchmarked with the GATE/GEANT4 Monte Carlo application for homogeneous and heterogeneous geometries. Results: Comparisons with GATE/GEANT4 for various geometries show deviations within 2%–1 mm. In spite of the limited memory bandwidth of the coprocessor simulation time is below 25 s for 10{sup 7} primary 200 MeV protons in average soft tissues using all Xeon Phi and CPU resources embedded in a single desktop unit. Conclusions: MCsquare exploits the flexibility of CPU architectures to provide a multipurpose MC simulation tool. Optimized code enables the use of accurate MC calculation within a reasonable computation time, adequate for clinical practice. MCsquare also simulates prompt gamma emission and can thus be used also for in vivo range verification.

14. Fast multipurpose Monte Carlo simulation for proton therapy using multi- and many-core CPU architectures

International Nuclear Information System (INIS)

Souris, Kevin; Lee, John Aldo; Sterpin, Edmond

2016-01-01

Purpose: Accuracy in proton therapy treatment planning can be improved using Monte Carlo (MC) simulations. However the long computation time of such methods hinders their use in clinical routine. This work aims to develop a fast multipurpose Monte Carlo simulation tool for proton therapy using massively parallel central processing unit (CPU) architectures. Methods: A new Monte Carlo, called MCsquare (many-core Monte Carlo), has been designed and optimized for the last generation of Intel Xeon processors and Intel Xeon Phi coprocessors. These massively parallel architectures offer the flexibility and the computational power suitable to MC methods. The class-II condensed history algorithm of MCsquare provides a fast and yet accurate method of simulating heavy charged particles such as protons, deuterons, and alphas inside voxelized geometries. Hard ionizations, with energy losses above a user-specified threshold, are simulated individually while soft events are regrouped in a multiple scattering theory. Elastic and inelastic nuclear interactions are sampled from ICRU 63 differential cross sections, thereby allowing for the computation of prompt gamma emission profiles. MCsquare has been benchmarked with the GATE/GEANT4 Monte Carlo application for homogeneous and heterogeneous geometries. Results: Comparisons with GATE/GEANT4 for various geometries show deviations within 2%–1 mm. In spite of the limited memory bandwidth of the coprocessor simulation time is below 25 s for 10"7 primary 200 MeV protons in average soft tissues using all Xeon Phi and CPU resources embedded in a single desktop unit. Conclusions: MCsquare exploits the flexibility of CPU architectures to provide a multipurpose MC simulation tool. Optimized code enables the use of accurate MC calculation within a reasonable computation time, adequate for clinical practice. MCsquare also simulates prompt gamma emission and can thus be used also for in vivo range verification.

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

Energy Technology Data Exchange (ETDEWEB)

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

2005-06-01

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

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

Energy Technology Data Exchange (ETDEWEB)

Jansen, K. [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Cyprus Univ., Nicosia (Cyprus). Dept. of Physics; Leovey, H.; Griewank, A. [Humboldt-Universitaet, Berlin (Germany). Inst. fuer Mathematik; Nube, A. [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Humboldt-Universitaet, Berlin (Germany). Inst. fuer Physik; Mueller-Preussker, M. [Humboldt-Universitaet, Berlin (Germany). Inst. fuer Physik

2013-02-15

We investigate the applicability of Quasi-Monte Carlo methods to Euclidean lattice systems for quantum mechanics in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an observable calculated by averaging over random observations generated from an ordinary Markov chain Monte Carlo simulation behaves like N{sup -1/2}, where N is the number of observations. By means of Quasi-Monte Carlo methods it is possible to improve this behavior for certain problems up to N{sup -1}. We adapted and applied this approach to simple systems like the quantum harmonic and anharmonic oscillator and verified an improved error scaling.

17. Comparison of deterministic and Monte Carlo methods in shielding design.

Science.gov (United States)

Oliveira, A D; Oliveira, C

2005-01-01

In shielding calculation, deterministic methods have some advantages and also some disadvantages relative to other kind of codes, such as Monte Carlo. The main advantage is the short computer time needed to find solutions while the disadvantages are related to the often-used build-up factor that is extrapolated from high to low energies or with unknown geometrical conditions, which can lead to significant errors in shielding results. The aim of this work is to investigate how good are some deterministic methods to calculating low-energy shielding, using attenuation coefficients and build-up factor corrections. Commercial software MicroShield 5.05 has been used as the deterministic code while MCNP has been used as the Monte Carlo code. Point and cylindrical sources with slab shield have been defined allowing comparison between the capability of both Monte Carlo and deterministic methods in a day-by-day shielding calculation using sensitivity analysis of significant parameters, such as energy and geometrical conditions.

18. Comparison of deterministic and Monte Carlo methods in shielding design

International Nuclear Information System (INIS)

Oliveira, A. D.; Oliveira, C.

2005-01-01

In shielding calculation, deterministic methods have some advantages and also some disadvantages relative to other kind of codes, such as Monte Carlo. The main advantage is the short computer time needed to find solutions while the disadvantages are related to the often-used build-up factor that is extrapolated from high to low energies or with unknown geometrical conditions, which can lead to significant errors in shielding results. The aim of this work is to investigate how good are some deterministic methods to calculating low-energy shielding, using attenuation coefficients and build-up factor corrections. Commercial software MicroShield 5.05 has been used as the deterministic code while MCNP has been used as the Monte Carlo code. Point and cylindrical sources with slab shield have been defined allowing comparison between the capability of both Monte Carlo and deterministic methods in a day-by-day shielding calculation using sensitivity analysis of significant parameters, such as energy and geometrical conditions. (authors)

19. Monte Carlo simulation of VHTR particle fuel with chord length sampling

International Nuclear Information System (INIS)

Ji, W.; Martin, W. R.

2007-01-01

The Very High Temperature Gas-Cooled Reactor (VHTR) poses a problem for neutronic analysis due to the double heterogeneity posed by the particle fuel and either the fuel compacts in the case of the prismatic block reactor or the fuel pebbles in the case of the pebble bed reactor. Direct Monte Carlo simulation has been used in recent years to analyze these VHTR configurations but is computationally challenged when space dependent phenomena are considered such as depletion or temperature feedback. As an alternative approach, we have considered chord length sampling to reduce the computational burden of the Monte Carlo simulation. We have improved on an existing method called 'limited chord length sampling' and have used it to analyze stochastic media representative of either pebble bed or prismatic VHTR fuel geometries. Based on the assumption that the PDF had an exponential form, a theoretical chord length distribution is derived and shown to be an excellent model for a wide range of packing fractions. This chord length PDF was then used to analyze a stochastic medium that was constructed using the RSA (Random Sequential Addition) algorithm and the results were compared to a benchmark Monte Carlo simulation of the actual stochastic geometry. The results are promising and suggest that the theoretical chord length PDF can be used instead of a full Monte Carlo random walk simulation in the stochastic medium, saving orders of magnitude in computational time (and memory demand) to perform the simulation. (authors)

20. Efficient Monte Carlo Simulations of Gas Molecules Inside Porous Materials.

Science.gov (United States)

Kim, Jihan; Smit, Berend

2012-07-10

Monte Carlo (MC) simulations are commonly used to obtain adsorption properties of gas molecules inside porous materials. In this work, we discuss various optimization strategies that lead to faster MC simulations with CO2 gas molecules inside host zeolite structures used as a test system. The reciprocal space contribution of the gas-gas Ewald summation and both the direct and the reciprocal gas-host potential energy interactions are stored inside energy grids to reduce the wall time in the MC simulations. Additional speedup can be obtained by selectively calling the routine that computes the gas-gas Ewald summation, which does not impact the accuracy of the zeolite's adsorption characteristics. We utilize two-level density-biased sampling technique in the grand canonical Monte Carlo (GCMC) algorithm to restrict CO2 insertion moves into low-energy regions within the zeolite materials to accelerate convergence. Finally, we make use of the graphics processing units (GPUs) hardware to conduct multiple MC simulations in parallel via judiciously mapping the GPU threads to available workload. As a result, we can obtain a CO2 adsorption isotherm curve with 14 pressure values (up to 10 atm) for a zeolite structure within a minute of total compute wall time.

1. Fast multipurpose Monte Carlo simulation for proton therapy using multi- and many-core CPU architectures.

Science.gov (United States)

Souris, Kevin; Lee, John Aldo; Sterpin, Edmond

2016-04-01

Accuracy in proton therapy treatment planning can be improved using Monte Carlo (MC) simulations. However the long computation time of such methods hinders their use in clinical routine. This work aims to develop a fast multipurpose Monte Carlo simulation tool for proton therapy using massively parallel central processing unit (CPU) architectures. A new Monte Carlo, called MCsquare (many-core Monte Carlo), has been designed and optimized for the last generation of Intel Xeon processors and Intel Xeon Phi coprocessors. These massively parallel architectures offer the flexibility and the computational power suitable to MC methods. The class-II condensed history algorithm of MCsquare provides a fast and yet accurate method of simulating heavy charged particles such as protons, deuterons, and alphas inside voxelized geometries. Hard ionizations, with energy losses above a user-specified threshold, are simulated individually while soft events are regrouped in a multiple scattering theory. Elastic and inelastic nuclear interactions are sampled from ICRU 63 differential cross sections, thereby allowing for the computation of prompt gamma emission profiles. MCsquare has been benchmarked with the gate/geant4 Monte Carlo application for homogeneous and heterogeneous geometries. Comparisons with gate/geant4 for various geometries show deviations within 2%-1 mm. In spite of the limited memory bandwidth of the coprocessor simulation time is below 25 s for 10(7) primary 200 MeV protons in average soft tissues using all Xeon Phi and CPU resources embedded in a single desktop unit. MCsquare exploits the flexibility of CPU architectures to provide a multipurpose MC simulation tool. Optimized code enables the use of accurate MC calculation within a reasonable computation time, adequate for clinical practice. MCsquare also simulates prompt gamma emission and can thus be used also for in vivo range verification.

2. Ant colony method to control variance reduction techniques in the Monte Carlo simulation of clinical electron linear accelerators

Energy Technology Data Exchange (ETDEWEB)

Garcia-Pareja, S. [Servicio de Radiofisica Hospitalaria, Hospital Regional Universitario ' Carlos Haya' , Avda. Carlos Haya, s/n, E-29010 Malaga (Spain)], E-mail: garciapareja@gmail.com; Vilches, M. [Servicio de Fisica y Proteccion Radiologica, Hospital Regional Universitario ' Virgen de las Nieves' , Avda. de las Fuerzas Armadas, 2, E-18014 Granada (Spain); Lallena, A.M. [Departamento de Fisica Atomica, Molecular y Nuclear, Universidad de Granada, E-18071 Granada (Spain)

2007-09-21

The ant colony method is used to control the application of variance reduction techniques to the simulation of clinical electron linear accelerators of use in cancer therapy. In particular, splitting and Russian roulette, two standard variance reduction methods, are considered. The approach can be applied to any accelerator in a straightforward way and permits, in addition, to investigate the 'hot' regions of the accelerator, an information which is basic to develop a source model for this therapy tool.

3. Ant colony method to control variance reduction techniques in the Monte Carlo simulation of clinical electron linear accelerators

International Nuclear Information System (INIS)

Garcia-Pareja, S.; Vilches, M.; Lallena, A.M.

2007-01-01

The ant colony method is used to control the application of variance reduction techniques to the simulation of clinical electron linear accelerators of use in cancer therapy. In particular, splitting and Russian roulette, two standard variance reduction methods, are considered. The approach can be applied to any accelerator in a straightforward way and permits, in addition, to investigate the 'hot' regions of the accelerator, an information which is basic to develop a source model for this therapy tool

4. Monte Carlo Simulations Validation Study: Vascular Brachytherapy Beta Sources

International Nuclear Information System (INIS)

Orion, I.; Koren, K.

2004-01-01

During the last decade many versions of angioplasty irradiation treatments have been proposed. The purpose of this unique brachytherapy is to administer a sufficient radiation dose into the vein walls in order to prevent restonosis, a clinical sequel to balloon angioplasty. The most suitable sources for this vascular brachytherapy are the β - emitters such as Re-188, P-32, and Sr-90/Y-90, with a maximum energy range of up to 2.1 MeV [1,2,3]. The radioactive catheters configurations offered for these treatments can be a simple wire [4], a fluid filled balloon or a coated stent. Each source is differently positioned inside the blood vessel, and the emitted electrons ranges therefore vary. Many types of sources and configurations were studied either experimentally or with the use of the Monte Carlo calculation technique, while most of the Monte Carlo simulations were carried out using EGS4 [5] or MCNP [6]. In this study we compared the beta-source absorbed-dose versus radial-distance of two treatment configurations using MCNP and EGS4 simulations. This comparison was aimed to discover the differences between the MCNP and the EGS4 simulation code systems in intermediate energies electron transport

5. Applications to shielding design and others of monte carlo method

Energy Technology Data Exchange (ETDEWEB)

Ito, Daiichiro [Mitsui Engineering and Shipbuiding Co., Ltd., Tokyo (Japan)

2001-01-01

One-dimensional or two-dimensional Sn computer code (ANISN, DOT3.5, etc.) and a point attenuation kernel integral code (QAD, etc.) have been used widely for shielding design. Application examples of monte carlo method which could follow precisely the three-dimensional configuration of shielding structure are shown as follow: (1) CASTER cask has a complex structure which consists of a large number of fuel baskets (stainless steel), neutron moderators (polyethylene rods), the body (cast iron), and cooling fin. The R-{theta} model of Sn code DOT3.5 cannot follow closely the complex form of polyethylene rods and fuel baskets. A monte carlo code MORSE is used to ascertain the calculation results of DOT3.5. The discrepancy between the calculation results of DOT3.5 and MORSE was in 10% for dose rate at distance of 1 m from the cask surface. (2) The dose rates of an iron cell at 10 cm above the floor are calculated by the code QAD and the MORSE. The reflected components of gamma ray caused by the auxiliary floor shield (lead) are analyzed by the MORSE. (3) A monte carlo code MCNP4A is used for skyshine evaluation of spent fuel carrier ship 'ROKUEIMARU'. The direct and skyshine components of gamma ray and neutron flux are estimated at each center of engine room and wheel house. The skyshine dose rate of neutron flux is 5-15 times larger than the gamma ray. (M. Suetake)

6. 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.

7. Monte Carlo simulation of lattice bosons in three dimensions

International Nuclear Information System (INIS)

Blaer, A.; Han, J.

1992-01-01

We present an algorithm for calculating the thermodynamic properties of a system of nonrelativistic bosons on a three-dimensional spatial lattice. The method, which maps the three-dimensional quantum system onto a four-dimensional classical system, uses Monte Carlo sampling of configurations in either the canonical or the grand canonical ensemble. Our procedure is applicable to any system of lattice bosons with arbitrary short-range interactions. We test the algorithm by computing the temperature dependence of the energy, the heat capacity, and the condensate fraction of the free Bose gas

8. Monte Carlo computer simulation of sedimentation of charged hard spherocylinders

International Nuclear Information System (INIS)

Viveros-Méndez, P. X.; Aranda-Espinoza, S.; Gil-Villegas, Alejandro

2014-01-01

In this article we present a NVT Monte Carlo computer simulation study of sedimentation of an electroneutral mixture of oppositely charged hard spherocylinders (CHSC) with aspect ratio L/σ = 5, where L and σ are the length and diameter of the cylinder and hemispherical caps, respectively, for each particle. This system is an extension of the restricted primitive model for spherical particles, where L/σ = 0, and it is assumed that the ions are immersed in an structureless solvent, i.e., a continuum with dielectric constant D. The system consisted of N = 2000 particles and the Wolf method was implemented to handle the coulombic interactions of the inhomogeneous system. Results are presented for different values of the strength ratio between the gravitational and electrostatic interactions, Γ = (mgσ)/(e 2 /Dσ), where m is the mass per particle, e is the electron's charge and g is the gravitational acceleration value. A semi-infinite simulation cell was used with dimensions L x ≈ L y and L z = 5L x , where L x , L y , and L z are the box dimensions in Cartesian coordinates, and the gravitational force acts along the z-direction. Sedimentation effects were studied by looking at every layer formed by the CHSC along the gravitational field. By increasing Γ, particles tend to get more packed at each layer and to arrange in local domains with an orientational ordering along two perpendicular axis, a feature not observed in the uncharged system with the same hard-body geometry. This type of arrangement, known as tetratic phase, has been observed in two-dimensional systems of hard-rectangles and rounded hard-squares. In this way, the coupling of gravitational and electric interactions in the CHSC system induces the arrangement of particles in layers, with the formation of quasi-two dimensional tetratic phases near the surface

9. Monte-Carlo simulations in a gas centrifuge

International Nuclear Information System (INIS)

Roblin, Ph.; Doneddu, F.

2000-01-01

This paper is associated with the centrifugation process for isotope separation, using the principle of a cylinder rotating at high speed in a vacuum casing. As in the most widely used configuration, the gas containing the isotope mixture is introduced by a fixed axial feed pipe and expands in the cylinder. It is subjected to high centrifugal acceleration, undergoes rigid body rotation and stratifies radially according to a barometric-type pressure law. By pressure diffusion, the heavier isotopes migrate to the cylinder wall and the lighter to the center. A temperature gradient on the wall and the presence of a scoop in the fluid, produce a vertical countercurrent which transforms the radial separation effect into an axial effect. The scoop extracts the gas depleted in light isotopes, called W, and another is used to recover the gas enriched in light isotopes, called P. Practically all the gas is governed by the Navier-Stokes equations in 2D axial symmetry. Due to the strong pressure stratification, continuous fluid equations are not valid in the whole cylinder, with or without linearization of the model. Consequently, an internal boundary separates the continuum domain from a rarefied domain in which the feed gas expands. The radial position of this cut-off then approaches the cylinder wall with increasing rotation speeds. In the rarefied domain, the Boltzmann equation is solved and a well suited numerical method is the Monte-Carlo method. A complete simulation of feed gas expansion and interaction with rotating gas, presented here with the DSMC (Direct Simulation Monte-Carlo) code, provides realistic boundary conditions for fluid flow calculations. The reference centrifuge is a hypothetical machine enabling the scientific community to compare results obtained for the optimization of separation performance. Its radius a is 6 cm, and its peripheral speed a is 600 m/s. The selected gas, containing the isotopes, is UF 6 . The gas pressure p(a) at the cylinder wall is

10. An Efficient Method of Reweighting and Reconstructing Monte Carlo Molecular Simulation Data for Extrapolation to Different Temperature and Density Conditions

KAUST Repository

Sun, Shuyu

2013-06-01

This paper introduces an efficient technique to generate new molecular simulation Markov chains for different temperature and density conditions, which allow for rapid extrapolation of canonical ensemble averages at a range of temperatures and densities different from the original conditions where a single simulation is conducted. Obtained information from the original simulation are reweighted and even reconstructed in order to extrapolate our knowledge to the new conditions. Our technique allows not only the extrapolation to a new temperature or density, but also the double extrapolation to both new temperature and density. The method was implemented for Lennard-Jones fluid with structureless particles in single-gas phase region. Extrapolation behaviors as functions of extrapolation ranges were studied. Limits of extrapolation ranges showed a remarkable capability especially along isochors where only reweighting is required. Various factors that could affect the limits of extrapolation ranges were investigated and compared. In particular, these limits were shown to be sensitive to the number of particles used and starting point where the simulation was originally conducted.

11. An Efficient Method of Reweighting and Reconstructing Monte Carlo Molecular Simulation Data for Extrapolation to Different Temperature and Density Conditions

KAUST Repository

2013-01-01

This paper introduces an efficient technique to generate new molecular simulation Markov chains for different temperature and density conditions, which allow for rapid extrapolation of canonical ensemble averages at a range of temperatures and densities different from the original conditions where a single simulation is conducted. Obtained information from the original simulation are reweighted and even reconstructed in order to extrapolate our knowledge to the new conditions. Our technique allows not only the extrapolation to a new temperature or density, but also the double extrapolation to both new temperature and density. The method was implemented for Lennard-Jones fluid with structureless particles in single-gas phase region. Extrapolation behaviors as functions of extrapolation ranges were studied. Limits of extrapolation ranges showed a remarkable capability especially along isochors where only reweighting is required. Various factors that could affect the limits of extrapolation ranges were investigated and compared. In particular, these limits were shown to be sensitive to the number of particles used and starting point where the simulation was originally conducted.

12. Monte Carlo simulation of the HEGRA cosmic ray detector performance

Energy Technology Data Exchange (ETDEWEB)

Martinez, S. [Universidad Complutense de Madrid (Spain). Dept. de Fisica Atomica, Molecular y Nuclear; Arqueros, F. [Universidad Complutense de Madrid (Spain). Dept. de Fisica Atomica, Molecular y Nuclear; Fonseca, V. [Universidad Complutense de Madrid (Spain). Dept. de Fisica Atomica, Molecular y Nuclear; Karle, A. [Max-Planck-Institut fuer Physik, Foehringer Ring 6, D80805 Munich (Germany); Lorenz, E. [Max-Planck-Institut fuer Physik, Foehringer Ring 6, D80805 Munich (Germany); Plaga, R. [Max-Planck-Institut fuer Physik, Foehringer Ring 6, D80805 Munich (Germany); Rozanska, M. [Max-Planck-Institut fuer Physik, Foehringer Ring 6, D80805 Munich (Germany)]|[Institute of Nuclear Physics, ul.Kawiory 26a, PL30-055 Cracow (Poland)

1995-04-21

Models of the scintillator and wide-angle air Cherenkov (AIROBICC) arrays of the HEGRA experiment are described here. Their response to extensive air showers generated by cosmic rays in the 10 to 1000 TeV range has been assessed using a detailed Monte Carlo simulation of air shower development and associated Cherenkov emission. Protons, {gamma}-rays and oxygen and iron nuclei have been considered as primary particles. For both arrays, the angular resolution as determined from the Monte Carlo simulation is compared with experimental data. Shower size N{sub e} can be reconstructed from the scintillator signals with an error ranging from 10% (N{sub e}=2x10{sup 5}) to 35% (N{sub e}=3x10{sup 3}). The energy threshold of AIROBICC is 14 TeV for primary gammas and 27 TeV for protons and an angular resolution of 0.25 can be obtained. The measurement of the Cherenkov light at 90 m from the shower core provides an accurate determination of primary energy E{sub 0} as far as the nature of the primary particle is known. For gammas an error in the energy prediction ranging from 8% (E{sub 0}=5x10{sup 14} eV) to 15% (E{sub 0}=2x10{sup 13} eV) is achieved. This detector is therefore a powerful tool for {gamma}-ray astronomy. ((orig.)).

13. Monte Carlo simulation of zinc protoporphyrin fluorescence in the retina

Science.gov (United States)

Chen, Xiaoyan; Lane, Stephen

2010-02-01

We have used Monte Carlo simulation of autofluorescence in the retina to determine that noninvasive detection of nutritional iron deficiency is possible. Nutritional iron deficiency (which leads to iron deficiency anemia) affects more than 2 billion people worldwide, and there is an urgent need for a simple, noninvasive diagnostic test. Zinc protoporphyrin (ZPP) is a fluorescent compound that accumulates in red blood cells and is used as a biomarker for nutritional iron deficiency. We developed a computational model of the eye, using parameters that were identified either by literature search, or by direct experimental measurement to test the possibility of detecting ZPP non-invasively in retina. By incorporating fluorescence into Steven Jacques' original code for multi-layered tissue, we performed Monte Carlo simulation of fluorescence in the retina and determined that if the beam is not focused on a blood vessel in a neural retina layer or if part of light is hitting the vessel, ZPP fluorescence will be 10-200 times higher than background lipofuscin fluorescence coming from the retinal pigment epithelium (RPE) layer directly below. In addition we found that if the light can be focused entirely onto a blood vessel in the neural retina layer, the fluorescence signal comes only from ZPP. The fluorescence from layers below in this second situation does not contribute to the signal. Therefore, the possibility that a device could potentially be built and detect ZPP fluorescence in retina looks very promising.

14. DNA strand breaks induced by electrons simulated with nanodosimetry Monte Carlo simulation code: NASIC

International Nuclear Information System (INIS)

Li, Junli; Qiu, Rui; Yan, Congchong; Xie, Wenzhang; Zeng, Zhi; Li, Chunyan; Wu, Zhen; Tung, Chuanjong

2015-01-01

The method of Monte Carlo simulation is a powerful tool to investigate the details of radiation biological damage at the molecular level. In this paper, a Monte Carlo code called NASIC (Nanodosimetry Monte Carlo Simulation Code) was developed. It includes physical module, pre-chemical module, chemical module, geometric module and DNA damage module. The physical module can simulate physical tracks of low-energy electrons in the liquid water event-by-event. More than one set of inelastic cross sections were calculated by applying the dielectric function method of Emfietzoglou's optical-data treatments, with different optical data sets and dispersion models. In the pre-chemical module, the ionised and excited water molecules undergo dissociation processes. In the chemical module, the produced radiolytic chemical species diffuse and react. In the geometric module, an atomic model of 46 chromatin fibres in a spherical nucleus of human lymphocyte was established. In the DNA damage module, the direct damages induced by the energy depositions of the electrons and the indirect damages induced by the radiolytic chemical species were calculated. The parameters should be adjusted to make the simulation results be agreed with the experimental results. In this paper, the influence study of the inelastic cross sections and vibrational excitation reaction on the parameters and the DNA strand break yields were studied. Further work of NASIC is underway (authors)

15. 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

16. 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

17. SU-D-BRC-01: An Automatic Beam Model Commissioning Method for Monte Carlo Simulations in Pencil-Beam Scanning Proton Therapy

Energy Technology Data Exchange (ETDEWEB)

Qin, N; Shen, C; Tian, Z; Jiang, S; Jia, X [UT Southwestern Medical Ctr, Dallas, TX (United States)

2016-06-15

Purpose: Monte Carlo (MC) simulation is typically regarded as the most accurate dose calculation method for proton therapy. Yet for real clinical cases, the overall accuracy also depends on that of the MC beam model. Commissioning a beam model to faithfully represent a real beam requires finely tuning a set of model parameters, which could be tedious given the large number of pencil beams to commmission. This abstract reports an automatic beam-model commissioning method for pencil-beam scanning proton therapy via an optimization approach. Methods: We modeled a real pencil beam with energy and spatial spread following Gaussian distributions. Mean energy, and energy and spatial spread are model parameters. To commission against a real beam, we first performed MC simulations to calculate dose distributions of a set of ideal (monoenergetic, zero-size) pencil beams. Dose distribution for a real pencil beam is hence linear superposition of doses for those ideal pencil beams with weights in the Gaussian form. We formulated the commissioning task as an optimization problem, such that the calculated central axis depth dose and lateral profiles at several depths match corresponding measurements. An iterative algorithm combining conjugate gradient method and parameter fitting was employed to solve the optimization problem. We validated our method in simulation studies. Results: We calculated dose distributions for three real pencil beams with nominal energies 83, 147 and 199 MeV using realistic beam parameters. These data were regarded as measurements and used for commission. After commissioning, average difference in energy and beam spread between determined values and ground truth were 4.6% and 0.2%. With the commissioned model, we recomputed dose. Mean dose differences from measurements were 0.64%, 0.20% and 0.25%. Conclusion: The developed automatic MC beam-model commissioning method for pencil-beam scanning proton therapy can determine beam model parameters with

18. Monte Carlo simulations in small animal PET imaging

Energy Technology Data Exchange (ETDEWEB)

Branco, Susana [Universidade de Lisboa, Faculdade de Ciencias, Instituto de Biofisica e Engenharia Biomedica, Lisbon (Portugal)], E-mail: susana.silva@fc.ul.pt; Jan, Sebastien [Service Hospitalier Frederic Joliot, CEA/DSV/DRM, Orsay (France); Almeida, Pedro [Universidade de Lisboa, Faculdade de Ciencias, Instituto de Biofisica e Engenharia Biomedica, Lisbon (Portugal)

2007-10-01

This work is based on the use of an implemented Positron Emission Tomography (PET) simulation system dedicated for small animal PET imaging. Geant4 Application for Tomographic Emission (GATE), a Monte Carlo simulation platform based on the Geant4 libraries, is well suited for modeling the microPET FOCUS system and to implement realistic phantoms, such as the MOBY phantom, and data maps from real examinations. The use of a microPET FOCUS simulation model with GATE has been validated for spatial resolution, counting rates performances, imaging contrast recovery and quantitative analysis. Results from realistic studies of the mouse body using {sup -}F and [{sup 18}F]FDG imaging protocols are presented. These simulations include the injection of realistic doses into the animal and realistic time framing. The results have shown that it is possible to simulate small animal PET acquisitions under realistic conditions, and are expected to be useful to improve the quantitative analysis in PET mouse body studies.

19. Neutron spectrum unfolding using genetic algorithm in a Monte Carlo simulation

Energy Technology Data Exchange (ETDEWEB)

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

2014-02-11

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

20. Molecular Monte Carlo Simulations Using Graphics Processing Units: To Waste Recycle or Not?

Science.gov (United States)

Kim, Jihan; Rodgers, Jocelyn M; Athènes, Manuel; Smit, Berend

2011-10-11

In the waste recycling Monte Carlo (WRMC) algorithm, (1) multiple trial states may be simultaneously generated and utilized during Monte Carlo moves to improve the statistical accuracy of the simulations, suggesting that such an algorithm may be well posed for implementation in parallel on graphics processing units (GPUs). In this paper, we implement two waste recycling Monte Carlo algorithms in CUDA (Compute Unified Device Architecture) using uniformly distributed random trial states and trial states based on displacement random-walk steps, and we test the methods on a methane-zeolite MFI framework system to evaluate their utility. We discuss the specific implementation details of the waste recycling GPU algorithm and compare the methods to other parallel algorithms optimized for the framework system. We analyze the relationship between the statistical accuracy of our simulations and the CUDA block size to determine the efficient allocation of the GPU hardware resources. We make comparisons between the GPU and the serial CPU Monte Carlo implementations to assess speedup over conventional microprocessors. Finally, we apply our optimized GPU algorithms to the important problem of determining free energy landscapes, in this case for molecular motion through the zeolite LTA.