WorldWideScience

Sample records for quantum monte carlo

  1. Off-diagonal expansion quantum Monte Carlo.

    Science.gov (United States)

    Albash, Tameem; Wagenbreth, Gene; Hen, Itay

    2017-12-01

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

  2. 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

  3. 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.

  4. Quantum Monte Carlo approaches for correlated systems

    CERN Document Server

    Becca, Federico

    2017-01-01

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

  5. Instantons in Quantum Annealing: Thermally Assisted Tunneling Vs Quantum Monte Carlo Simulations

    Science.gov (United States)

    Jiang, Zhang; Smelyanskiy, Vadim N.; Boixo, Sergio; Isakov, Sergei V.; Neven, Hartmut; Mazzola, Guglielmo; Troyer, Matthias

    2015-01-01

    Recent numerical result (arXiv:1512.02206) from Google suggested that the D-Wave quantum annealer may have an asymptotic speed-up than simulated annealing, however, the asymptotic advantage disappears when it is compared to quantum Monte Carlo (a classical algorithm despite its name). We show analytically that the asymptotic scaling of quantum tunneling is exactly the same as the escape rate in quantum Monte Carlo for a class of problems. Thus, the Google result might be explained in our framework. We also found that the transition state in quantum Monte Carlo corresponds to the instanton solution in quantum tunneling problems, which is observed in numerical simulations.

  6. 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.

  7. No-compromise reptation quantum Monte Carlo

    International Nuclear Information System (INIS)

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

    2007-01-01

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

  8. 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.

  9. Continuous-time quantum Monte Carlo impurity solvers

    Science.gov (United States)

    Gull, Emanuel; Werner, Philipp; Fuchs, Sebastian; Surer, Brigitte; Pruschke, Thomas; Troyer, Matthias

    2011-04-01

    Continuous-time quantum Monte Carlo impurity solvers are algorithms that sample the partition function of an impurity model using diagrammatic Monte Carlo techniques. The present paper describes codes that implement the interaction expansion algorithm originally developed by Rubtsov, Savkin, and Lichtenstein, as well as the hybridization expansion method developed by Werner, Millis, Troyer, et al. These impurity solvers are part of the ALPS-DMFT application package and are accompanied by an implementation of dynamical mean-field self-consistency equations for (single orbital single site) dynamical mean-field problems with arbitrary densities of states. Program summaryProgram title: dmft Catalogue identifier: AEIL_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEIL_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: ALPS LIBRARY LICENSE version 1.1 No. of lines in distributed program, including test data, etc.: 899 806 No. of bytes in distributed program, including test data, etc.: 32 153 916 Distribution format: tar.gz Programming language: C++ Operating system: The ALPS libraries have been tested on the following platforms and compilers: Linux with GNU Compiler Collection (g++ version 3.1 and higher), and Intel C++ Compiler (icc version 7.0 and higher) MacOS X with GNU Compiler (g++ Apple-version 3.1, 3.3 and 4.0) IBM AIX with Visual Age C++ (xlC version 6.0) and GNU (g++ version 3.1 and higher) compilers Compaq Tru64 UNIX with Compq C++ Compiler (cxx) SGI IRIX with MIPSpro C++ Compiler (CC) HP-UX with HP C++ Compiler (aCC) Windows with Cygwin or coLinux platforms and GNU Compiler Collection (g++ version 3.1 and higher) RAM: 10 MB-1 GB Classification: 7.3 External routines: ALPS [1], BLAS/LAPACK, HDF5 Nature of problem: (See [2].) Quantum impurity models describe an atom or molecule embedded in a host material with which it can exchange electrons. They are basic to nanoscience as

  10. Frontiers of quantum Monte Carlo workshop: preface

    International Nuclear Information System (INIS)

    Gubernatis, J.E.

    1985-01-01

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

  11. Quantum Monte Carlo for vibrating molecules

    International Nuclear Information System (INIS)

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

    1996-08-01

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

  12. Quantum Monte-Carlo programming for atoms, molecules, clusters, and solids

    International Nuclear Information System (INIS)

    Schattke, Wolfgang; Diez Muino, Ricardo

    2013-01-01

    This is a book that initiates the reader into the basic concepts and practical applications of Quantum Monte Carlo. Because of the simplicity of its theoretical concept, the authors focus on the variational Quantum Monte Carlo scheme. The reader is enabled to proceed from simple examples as the hydrogen atom to advanced ones as the Lithium solid. In between, several intermediate steps are introduced, including the Hydrogen molecule (2 electrons), the Lithium atom (3 electrons) and expanding to an arbitrary number of electrons to finally treat the three-dimensional periodic array of Lithium atoms in a crystal. The book is unique, because it provides both theory and numerical programs. It pedagogically explains how to transfer into computational tools what is usually described in a theoretical textbook. It also includes the detailed physical understanding of methodology that cannot be found in a code manual. The combination of both aspects allows the reader to assimilate the fundamentals of Quantum Monte Carlo not only by reading but also by practice.

  13. Continuum variational and diffusion quantum Monte Carlo calculations

    International Nuclear Information System (INIS)

    Needs, R J; Towler, M D; Drummond, N D; Lopez RIos, P

    2010-01-01

    This topical review describes the methodology of continuum variational and diffusion quantum Monte Carlo calculations. These stochastic methods are based on many-body wavefunctions and are capable of achieving very high accuracy. The algorithms are intrinsically parallel and well suited to implementation on petascale computers, and the computational cost scales as a polynomial in the number of particles. A guide to the systems and topics which have been investigated using these methods is given. The bulk of the article is devoted to an overview of the basic quantum Monte Carlo methods, the forms and optimization of wavefunctions, performing calculations under periodic boundary conditions, using pseudopotentials, excited-state calculations, sources of calculational inaccuracy, and calculating energy differences and forces. (topical review)

  14. Proceedings of the conference on frontiers of Quantum Monte Carlo

    International Nuclear Information System (INIS)

    Gubernatis, J.E.

    1986-01-01

    This journal of conference proceedings includes papers on topics such as: computers and science; Quantum Monte Carlo; condensed matter physics (with papers including the statistical error of Green's Function Monte Carlo, a study of Trotter-like approximations, simulations of the Hubbard model, and stochastic simulation of fermions); chemistry (including papers on quantum simulations of aqueous systems, fourier path integral methods, and a study of electron solvation in polar solvents using path integral calculations); atomic molecular and nuclear physics; high-energy physics, and advanced computer designs

  15. Analytic continuation of quantum Monte Carlo data by stochastic analytical inference.

    Science.gov (United States)

    Fuchs, Sebastian; Pruschke, Thomas; Jarrell, Mark

    2010-05-01

    We present an algorithm for the analytic continuation of imaginary-time quantum Monte Carlo data which is strictly based on principles of Bayesian statistical inference. Within this framework we are able to obtain an explicit expression for the calculation of a weighted average over possible energy spectra, which can be evaluated by standard Monte Carlo simulations, yielding as by-product also the distribution function as function of the regularization parameter. Our algorithm thus avoids the usual ad hoc assumptions introduced in similar algorithms to fix the regularization parameter. We apply the algorithm to imaginary-time quantum Monte Carlo data and compare the resulting energy spectra with those from a standard maximum-entropy calculation.

  16. An introduction to applied quantum mechanics in the Wigner Monte Carlo formalism

    International Nuclear Information System (INIS)

    Sellier, J.M.; Nedjalkov, M.; Dimov, I.

    2015-01-01

    The Wigner formulation of quantum mechanics is a very intuitive approach which allows the comprehension and prediction of quantum mechanical phenomena in terms of quasi-distribution functions. In this review, our aim is to provide a detailed introduction to this theory along with a Monte Carlo method for the simulation of time-dependent quantum systems evolving in a phase-space. This work consists of three main parts. First, we introduce the Wigner formalism, then we discuss in detail the Wigner Monte Carlo method and, finally, we present practical applications. In particular, the Wigner model is first derived from the Schrödinger equation. Then a generalization of the formalism due to Moyal is provided, which allows to recover important mathematical properties of the model. Next, the Wigner equation is further generalized to the case of many-body quantum systems. Finally, a physical interpretation of the negative part of a quasi-distribution function is suggested. In the second part, the Wigner Monte Carlo method, based on the concept of signed (virtual) particles, is introduced in detail for the single-body problem. Two extensions of the Wigner Monte Carlo method to quantum many-body problems are introduced, in the frameworks of time-dependent density functional theory and ab-initio methods. Finally, in the third and last part of this paper, applications to single- and many-body problems are performed in the context of quantum physics and quantum chemistry, specifically focusing on the hydrogen, lithium and boron atoms, the H 2 molecule and a system of two identical Fermions. We conclude this work with a discussion on the still unexplored directions the Wigner Monte Carlo method could take in the next future

  17. An introduction to applied quantum mechanics in the Wigner Monte Carlo formalism

    Energy Technology Data Exchange (ETDEWEB)

    Sellier, J.M., E-mail: jeanmichel.sellier@parallel.bas.bg [IICT, Bulgarian Academy of Sciences, Acad. G. Bonchev str. 25A, 1113 Sofia (Bulgaria); Nedjalkov, M. [IICT, Bulgarian Academy of Sciences, Acad. G. Bonchev str. 25A, 1113 Sofia (Bulgaria); Institute for Microelectronics, TU Wien, Gußhausstraße 27-29/E360, 1040 Wien (Austria); Dimov, I. [IICT, Bulgarian Academy of Sciences, Acad. G. Bonchev str. 25A, 1113 Sofia (Bulgaria)

    2015-05-12

    The Wigner formulation of quantum mechanics is a very intuitive approach which allows the comprehension and prediction of quantum mechanical phenomena in terms of quasi-distribution functions. In this review, our aim is to provide a detailed introduction to this theory along with a Monte Carlo method for the simulation of time-dependent quantum systems evolving in a phase-space. This work consists of three main parts. First, we introduce the Wigner formalism, then we discuss in detail the Wigner Monte Carlo method and, finally, we present practical applications. In particular, the Wigner model is first derived from the Schrödinger equation. Then a generalization of the formalism due to Moyal is provided, which allows to recover important mathematical properties of the model. Next, the Wigner equation is further generalized to the case of many-body quantum systems. Finally, a physical interpretation of the negative part of a quasi-distribution function is suggested. In the second part, the Wigner Monte Carlo method, based on the concept of signed (virtual) particles, is introduced in detail for the single-body problem. Two extensions of the Wigner Monte Carlo method to quantum many-body problems are introduced, in the frameworks of time-dependent density functional theory and ab-initio methods. Finally, in the third and last part of this paper, applications to single- and many-body problems are performed in the context of quantum physics and quantum chemistry, specifically focusing on the hydrogen, lithium and boron atoms, the H{sub 2} molecule and a system of two identical Fermions. We conclude this work with a discussion on the still unexplored directions the Wigner Monte Carlo method could take in the next future.

  18. Quantum Monte Carlo methods and strongly correlated electrons on honeycomb structures

    Energy Technology Data Exchange (ETDEWEB)

    Lang, Thomas C.

    2010-12-16

    In this thesis we apply recently developed, as well as sophisticated quantum Monte Carlo methods to numerically investigate models of strongly correlated electron systems on honeycomb structures. The latter are of particular interest owing to their unique properties when simulating electrons on them, like the relativistic dispersion, strong quantum fluctuations and their resistance against instabilities. This work covers several projects including the advancement of the weak-coupling continuous time quantum Monte Carlo and its application to zero temperature and phonons, quantum phase transitions of valence bond solids in spin-1/2 Heisenberg systems using projector quantum Monte Carlo in the valence bond basis, and the magnetic field induced transition to a canted antiferromagnet of the Hubbard model on the honeycomb lattice. The emphasis lies on two projects investigating the phase diagram of the SU(2) and the SU(N)-symmetric Hubbard model on the hexagonal lattice. At sufficiently low temperatures, condensed-matter systems tend to develop order. An exception are quantum spin-liquids, where fluctuations prevent a transition to an ordered state down to the lowest temperatures. Previously elusive in experimentally relevant microscopic two-dimensional models, we show by means of large-scale quantum Monte Carlo simulations of the SU(2) Hubbard model on the honeycomb lattice, that a quantum spin-liquid emerges between the state described by massless Dirac fermions and an antiferromagnetically ordered Mott insulator. This unexpected quantum-disordered state is found to be a short-range resonating valence bond liquid, akin to the one proposed for high temperature superconductors. Inspired by the rich phase diagrams of SU(N) models we study the SU(N)-symmetric Hubbard Heisenberg quantum antiferromagnet on the honeycomb lattice to investigate the reliability of 1/N corrections to large-N results by means of numerically exact QMC simulations. We study the melting of phases

  19. Quantum Monte Carlo tunneling from quantum chemistry to quantum annealing

    Science.gov (United States)

    Mazzola, Guglielmo; Smelyanskiy, Vadim N.; Troyer, Matthias

    2017-10-01

    Quantum tunneling is ubiquitous across different fields, from quantum chemical reactions and magnetic materials to quantum simulators and quantum computers. While simulating the real-time quantum dynamics of tunneling is infeasible for high-dimensional systems, quantum tunneling also shows up in quantum Monte Carlo (QMC) simulations, which aim to simulate quantum statistics with resources growing only polynomially with the system size. Here we extend the recent results obtained for quantum spin models [Phys. Rev. Lett. 117, 180402 (2016), 10.1103/PhysRevLett.117.180402], and we study continuous-variable models for proton transfer reactions. We demonstrate that QMC simulations efficiently recover the scaling of ground-state tunneling rates due to the existence of an instanton path, which always connects the reactant state with the product. We discuss the implications of our results in the context of quantum chemical reactions and quantum annealing, where quantum tunneling is expected to be a valuable resource for solving combinatorial optimization problems.

  20. Quantum computational finance: Monte Carlo pricing of financial derivatives

    OpenAIRE

    Rebentrost, Patrick; Gupt, Brajesh; Bromley, Thomas R.

    2018-01-01

    Financial derivatives are contracts that can have a complex payoff dependent upon underlying benchmark assets. In this work, we present a quantum algorithm for the Monte Carlo pricing of financial derivatives. We show how the relevant probability distributions can be prepared in quantum superposition, the payoff functions can be implemented via quantum circuits, and the price of financial derivatives can be extracted via quantum measurements. We show how the amplitude estimation algorithm can...

  1. 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.

  2. STRONG CORRELATIONS AND ELECTRON-PHONON COUPLING IN HIGH-TEMPERATURE SUPERCONDUCTORS - A QUANTUM MONTE-CARLO STUDY

    NARCIS (Netherlands)

    MORGENSTERN, [No Value; FRICK, M; VONDERLINDEN, W

    We present quantum simulation studies for a system of strongly correlated fermions coupled to local anharmonic phonons. The Monte Carlo calculations are based on a generalized version of the Projector Quantum Monte Carlo Method allowing a simultaneous treatment of fermions and dynamical phonons. The

  3. High-efficiency wavefunction updates for large scale Quantum Monte Carlo

    Science.gov (United States)

    Kent, Paul; McDaniel, Tyler; Li, Ying Wai; D'Azevedo, Ed

    Within ab intio Quantum Monte Carlo (QMC) simulations, the leading numerical cost for large systems is the computation of the values of the Slater determinants in the trial wavefunctions. The evaluation of each Monte Carlo move requires finding the determinant of a dense matrix, which is traditionally iteratively evaluated using a rank-1 Sherman-Morrison updating scheme to avoid repeated explicit calculation of the inverse. For calculations with thousands of electrons, this operation dominates the execution profile. We propose a novel rank- k delayed update scheme. This strategy enables probability evaluation for multiple successive Monte Carlo moves, with application of accepted moves to the matrices delayed until after a predetermined number of moves, k. Accepted events grouped in this manner are then applied to the matrices en bloc with enhanced arithmetic intensity and computational efficiency. This procedure does not change the underlying Monte Carlo sampling or the sampling efficiency. For large systems and algorithms such as diffusion Monte Carlo where the acceptance ratio is high, order of magnitude speedups can be obtained on both multi-core CPU and on GPUs, making this algorithm highly advantageous for current petascale and future exascale computations.

  4. Dielectric response of periodic systems from quantum Monte Carlo calculations.

    Science.gov (United States)

    Umari, P; Willamson, A J; Galli, Giulia; Marzari, Nicola

    2005-11-11

    We present a novel approach that allows us to calculate the dielectric response of periodic systems in the quantum Monte Carlo formalism. We employ a many-body generalization for the electric-enthalpy functional, where the coupling with the field is expressed via the Berry-phase formulation for the macroscopic polarization. A self-consistent local Hamiltonian then determines the ground-state wave function, allowing for accurate diffusion quantum Monte Carlo calculations where the polarization's fixed point is estimated from the average on an iterative sequence, sampled via forward walking. This approach has been validated for the case of an isolated hydrogen atom and then applied to a periodic system, to calculate the dielectric susceptibility of molecular-hydrogen chains. The results found are in excellent agreement with the best estimates obtained from the extrapolation of quantum-chemistry calculations.

  5. Low field Monte-Carlo calculations in heterojunctions and quantum wells

    NARCIS (Netherlands)

    Hall, van P.J.; Rooij, de R.; Wolter, J.H.

    1990-01-01

    We present results of low-field Monte-Carlo calculations and compare them with experimental results. The negative absolute mobility of minority electrons in p-type quantum wells, as found in recent experiments, is described quite well.

  6. Engineering local optimality in quantum Monte Carlo algorithms

    Science.gov (United States)

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

    2007-08-01

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

  7. Molecular physics and chemistry applications of quantum Monte Carlo

    International Nuclear Information System (INIS)

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

    1985-09-01

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

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

    NARCIS (Netherlands)

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

    2008-01-01

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

  9. Quantum Monte Carlo calculations of light nuclei

    International Nuclear Information System (INIS)

    Pandharipande, V. R.

    1999-01-01

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

  10. Diffusion quantum Monte Carlo for molecules

    International Nuclear Information System (INIS)

    Lester, W.A. Jr.

    1986-07-01

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

  11. Fidelity Susceptibility Made Simple: A Unified Quantum Monte Carlo Approach

    Directory of Open Access Journals (Sweden)

    Lei Wang

    2015-07-01

    Full Text Available The fidelity susceptibility is a general purpose probe of phase transitions. With its origin in quantum information and in the differential geometry perspective of quantum states, the fidelity susceptibility can indicate the presence of a phase transition without prior knowledge of the local order parameter, as well as reveal the universal properties of a critical point. The wide applicability of the fidelity susceptibility to quantum many-body systems is, however, hindered by the limited computational tools to evaluate it. We present a generic, efficient, and elegant approach to compute the fidelity susceptibility of correlated fermions, bosons, and quantum spin systems in a broad range of quantum Monte Carlo methods. It can be applied to both the ground-state and nonzero-temperature cases. The Monte Carlo estimator has a simple yet universal form, which can be efficiently evaluated in simulations. We demonstrate the power of this approach with applications to the Bose-Hubbard model, the spin-1/2 XXZ model, and use it to examine the hypothetical intermediate spin-liquid phase in the Hubbard model on the honeycomb lattice.

  12. Monte Carlo study of quantum number retention in hadron jets

    International Nuclear Information System (INIS)

    Hayward, S.K.; Weiss, N.

    1992-01-01

    We present a Monte Carlo study in which we used weighted quantum numbers of hadron jets in an attempt to identify the parent parton of these jets. Two-jet events produced by e + e- annihilation were studied using the Lund Monte Carlo program. It was found that the sign of the charge of the leading parton could be determined in a majority of events and that the quark jet could be distinguished from the antiquark jet in a majority of events containing baryons. A careful selection of a subset of the events by making cuts on the value of these weighted quantum numbers increased significantly the accuracy with which both the charge and the baryon number of the leading parton could be determined. Some success was also made in differentiating light-quark from heavy-quark events and in determining the leading quark flavor in the light-quark events. Unfortunately quantum number retention does not differentiate gluon jets from quark jets. The consequences of this for three-jet events and for jet identification in other reactions is discussed

  13. Spectral functions from Quantum Monte Carlo

    International Nuclear Information System (INIS)

    Silver, R.N.

    1989-01-01

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

  14. 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)

  15. 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.)

  16. Monte Carlo studies of nuclei and quantum liquid drops

    International Nuclear Information System (INIS)

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

    1989-01-01

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

  17. Monte Carlo studies of nuclei and quantum liquid drops

    Energy Technology Data Exchange (ETDEWEB)

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

    1989-01-01

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

  18. Improved Green’s function measurement for hybridization expansion quantum Monte Carlo

    Czech Academy of Sciences Publication Activity Database

    Augustinský, Pavel; Kuneš, Jan

    2013-01-01

    Roč. 184, č. 9 (2013), s. 2119-2126 ISSN 0010-4655 Institutional support: RVO:68378271 Keywords : continuous time quantum Monte Carlo method * Green function estimator Subject RIV: BE - Theoretical Physics Impact factor: 2.407, year: 2013

  19. Understanding Quantum Tunneling through Quantum Monte Carlo Simulations.

    Science.gov (United States)

    Isakov, Sergei V; Mazzola, Guglielmo; Smelyanskiy, Vadim N; Jiang, Zhang; Boixo, Sergio; Neven, Hartmut; Troyer, Matthias

    2016-10-28

    The tunneling between the two ground states of an Ising ferromagnet is a typical example of many-body tunneling processes between two local minima, as they occur during quantum annealing. Performing quantum Monte Carlo (QMC) simulations we find that the QMC tunneling rate displays the same scaling with system size, as the rate of incoherent tunneling. The scaling in both cases is O(Δ^{2}), where Δ is the tunneling splitting (or equivalently the minimum spectral gap). An important consequence is that QMC simulations can be used to predict the performance of a quantum annealer for tunneling through a barrier. Furthermore, by using open instead of periodic boundary conditions in imaginary time, equivalent to a projector QMC algorithm, we obtain a quadratic speedup for QMC simulations, and achieve linear scaling in Δ. We provide a physical understanding of these results and their range of applicability based on an instanton picture.

  20. Delayed Slater determinant update algorithms for high efficiency quantum Monte Carlo

    Science.gov (United States)

    McDaniel, T.; D'Azevedo, E. F.; Li, Y. W.; Wong, K.; Kent, P. R. C.

    2017-11-01

    Within ab initio Quantum Monte Carlo simulations, the leading numerical cost for large systems is the computation of the values of the Slater determinants in the trial wavefunction. Each Monte Carlo step requires finding the determinant of a dense matrix. This is most commonly iteratively evaluated using a rank-1 Sherman-Morrison updating scheme to avoid repeated explicit calculation of the inverse. The overall computational cost is, therefore, formally cubic in the number of electrons or matrix size. To improve the numerical efficiency of this procedure, we propose a novel multiple rank delayed update scheme. This strategy enables probability evaluation with an application of accepted moves to the matrices delayed until after a predetermined number of moves, K. The accepted events are then applied to the matrices en bloc with enhanced arithmetic intensity and computational efficiency via matrix-matrix operations instead of matrix-vector operations. This procedure does not change the underlying Monte Carlo sampling or its statistical efficiency. For calculations on large systems and algorithms such as diffusion Monte Carlo, where the acceptance ratio is high, order of magnitude improvements in the update time can be obtained on both multi-core central processing units and graphical processing units.

  1. A Pipelined and Parallel Architecture for Quantum Monte Carlo Simulations on FPGAs

    Directory of Open Access Journals (Sweden)

    Akila Gothandaraman

    2010-01-01

    Full Text Available Recent advances in Field-Programmable Gate Array (FPGA technology make reconfigurable computing using FPGAs an attractive platform for accelerating scientific applications. We develop a deeply pipelined and parallel architecture for Quantum Monte Carlo simulations using FPGAs. Quantum Monte Carlo simulations enable us to obtain the structural and energetic properties of atomic clusters. We experiment with different pipeline structures for each component of the design and develop a deeply pipelined architecture that provides the best performance in terms of achievable clock rate, while at the same time has a modest use of the FPGA resources. We discuss the details of the pipelined and generic architecture that is used to obtain the potential energy and wave function of a cluster of atoms.

  2. Performance of quantum Monte Carlo for calculating molecular bond lengths

    Energy Technology Data Exchange (ETDEWEB)

    Cleland, Deidre M., E-mail: deidre.cleland@csiro.au; Per, Manolo C., E-mail: manolo.per@csiro.au [CSIRO Virtual Nanoscience Laboratory, 343 Royal Parade, Parkville, Victoria 3052 (Australia)

    2016-03-28

    This work investigates the accuracy of real-space quantum Monte Carlo (QMC) methods for calculating molecular geometries. We present the equilibrium bond lengths of a test set of 30 diatomic molecules calculated using variational Monte Carlo (VMC) and diffusion Monte Carlo (DMC) methods. The effect of different trial wavefunctions is investigated using single determinants constructed from Hartree-Fock (HF) and Density Functional Theory (DFT) orbitals with LDA, PBE, and B3LYP functionals, as well as small multi-configurational self-consistent field (MCSCF) multi-determinant expansions. When compared to experimental geometries, all DMC methods exhibit smaller mean-absolute deviations (MADs) than those given by HF, DFT, and MCSCF. The most accurate MAD of 3 ± 2 × 10{sup −3} Å is achieved using DMC with a small multi-determinant expansion. However, the more computationally efficient multi-determinant VMC method has a similar MAD of only 4.0 ± 0.9 × 10{sup −3} Å, suggesting that QMC forces calculated from the relatively simple VMC algorithm may often be sufficient for accurate molecular geometries.

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

    Science.gov (United States)

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

    2018-02-01

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

  4. Low-pressure phase diagram of crystalline benzene from quantum Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

    Azadi, Sam, E-mail: s.azadi@ucl.ac.uk [Departments of Physics and Astronomy, University College London, Thomas Young Center, London Centre for Nanotechnology, London WC1E 6BT (United Kingdom); Cohen, R. E. [Extreme Materials Initiative, Geophysical Laboratory, Carnegie Institution for Science, Washington, DC 20015 (United States); Department of Earth- and Environmental Sciences, Ludwig Maximilians Universität, Munich 80333 (Germany); Department of Physics and Astronomy, University College London, London WC1E 6BT (United Kingdom)

    2016-08-14

    We studied the low-pressure (0–10 GPa) phase diagram of crystalline benzene using quantum Monte Carlo and density functional theory (DFT) methods. We performed diffusion quantum Monte Carlo (DMC) calculations to obtain accurate static phase diagrams as benchmarks for modern van der Waals density functionals. Using density functional perturbation theory, we computed the phonon contributions to the free energies. Our DFT enthalpy-pressure phase diagrams indicate that the Pbca and P2{sub 1}/c structures are the most stable phases within the studied pressure range. The DMC Gibbs free-energy calculations predict that the room temperature Pbca to P2{sub 1}/c phase transition occurs at 2.1(1) GPa. This prediction is consistent with available experimental results at room temperature. Our DMC calculations give 50.6 ± 0.5 kJ/mol for crystalline benzene lattice energy.

  5. Quantum Monte Carlo for atoms and molecules

    International Nuclear Information System (INIS)

    Barnett, R.N.

    1989-11-01

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

  6. Quantum Monte Carlo: Faster, More Reliable, And More Accurate

    Science.gov (United States)

    Anderson, Amos Gerald

    2010-06-01

    The Schrodinger Equation has been available for about 83 years, but today, we still strain to apply it accurately to molecules of interest. The difficulty is not theoretical in nature, but practical, since we're held back by lack of sufficient computing power. Consequently, effort is applied to find acceptable approximations to facilitate real time solutions. In the meantime, computer technology has begun rapidly advancing and changing the way we think about efficient algorithms. For those who can reorganize their formulas to take advantage of these changes and thereby lift some approximations, incredible new opportunities await. Over the last decade, we've seen the emergence of a new kind of computer processor, the graphics card. Designed to accelerate computer games by optimizing quantity instead of quality in processor, they have become of sufficient quality to be useful to some scientists. In this thesis, we explore the first known use of a graphics card to computational chemistry by rewriting our Quantum Monte Carlo software into the requisite "data parallel" formalism. We find that notwithstanding precision considerations, we are able to speed up our software by about a factor of 6. The success of a Quantum Monte Carlo calculation depends on more than just processing power. It also requires the scientist to carefully design the trial wavefunction used to guide simulated electrons. We have studied the use of Generalized Valence Bond wavefunctions to simply, and yet effectively, captured the essential static correlation in atoms and molecules. Furthermore, we have developed significantly improved two particle correlation functions, designed with both flexibility and simplicity considerations, representing an effective and reliable way to add the necessary dynamic correlation. Lastly, we present our method for stabilizing the statistical nature of the calculation, by manipulating configuration weights, thus facilitating efficient and robust calculations. Our

  7. QMCPACK: an open source ab initio quantum Monte Carlo package for the electronic structure of atoms, molecules and solids

    Science.gov (United States)

    Kim, Jeongnim; Baczewski, Andrew D.; Beaudet, Todd D.; Benali, Anouar; Chandler Bennett, M.; Berrill, Mark A.; Blunt, Nick S.; Josué Landinez Borda, Edgar; Casula, Michele; Ceperley, David M.; Chiesa, Simone; Clark, Bryan K.; Clay, Raymond C., III; Delaney, Kris T.; Dewing, Mark; Esler, Kenneth P.; Hao, Hongxia; Heinonen, Olle; Kent, Paul R. C.; Krogel, Jaron T.; Kylänpää, Ilkka; Li, Ying Wai; Lopez, M. Graham; Luo, Ye; Malone, Fionn D.; Martin, Richard M.; Mathuriya, Amrita; McMinis, Jeremy; Melton, Cody A.; Mitas, Lubos; Morales, Miguel A.; Neuscamman, Eric; Parker, William D.; Pineda Flores, Sergio D.; Romero, Nichols A.; Rubenstein, Brenda M.; Shea, Jacqueline A. R.; Shin, Hyeondeok; Shulenburger, Luke; Tillack, Andreas F.; Townsend, Joshua P.; Tubman, Norm M.; Van Der Goetz, Brett; Vincent, Jordan E.; ChangMo Yang, D.; Yang, Yubo; Zhang, Shuai; Zhao, Luning

    2018-05-01

    QMCPACK is an open source quantum Monte Carlo package for ab initio electronic structure calculations. It supports calculations of metallic and insulating solids, molecules, atoms, and some model Hamiltonians. Implemented real space quantum Monte Carlo algorithms include variational, diffusion, and reptation Monte Carlo. QMCPACK uses Slater–Jastrow type trial wavefunctions in conjunction with a sophisticated optimizer capable of optimizing tens of thousands of parameters. The orbital space auxiliary-field quantum Monte Carlo method is also implemented, enabling cross validation between different highly accurate methods. The code is specifically optimized for calculations with large numbers of electrons on the latest high performance computing architectures, including multicore central processing unit and graphical processing unit systems. We detail the program’s capabilities, outline its structure, and give examples of its use in current research calculations. The package is available at http://qmcpack.org.

  8. Determinantal and worldline quantum Monte Carlo methods for many-body systems

    International Nuclear Information System (INIS)

    Vekic, M.; White, S.R.

    1993-01-01

    We examine three different quantum Monte Carlo methods for studying systems of interacting particles. The determinantal quantum Monte Carlo method is compared to two different worldline simulations. The first worldline method consists of a simulation carried out in the real-space basis, while the second method is implemented using as basis the eigenstates of the Hamiltonian on blocks of the two-dimensional lattice. We look, in particular, at the Hubbard model on a 4x4 lattice with periodic boundary conditions. The block method is superior to the real-space method in terms of the computational cost of the simulation, but shows a much worse negative sign problem. For larger values of U and away from half-filling it is found that the real-space method can provide results at lower temperatures than the determinantal method. We show that the sign problem in the block method can be slightly improved by an appropriate choice of basis

  9. Kohn-Sham orbitals and potentials from quantum Monte Carlo molecular densities

    International Nuclear Information System (INIS)

    Varsano, Daniele; Barborini, Matteo; Guidoni, Leonardo

    2014-01-01

    In this work we show the possibility to extract Kohn-Sham orbitals, orbital energies, and exchange correlation potentials from accurate Quantum Monte Carlo (QMC) densities for atoms (He, Be, Ne) and molecules (H 2 , Be 2 , H 2 O, and C 2 H 4 ). The Variational Monte Carlo (VMC) densities based on accurate Jastrow Antisymmetrised Geminal Power wave functions are calculated through different estimators. Using these reference densities, we extract the Kohn-Sham quantities with the method developed by Zhao, Morrison, and Parr (ZMP) [Phys. Rev. A 50, 2138 (1994)]. We compare these extracted quantities with those obtained form CISD densities and with other data reported in the literature, finding a good agreement between VMC and other high-level quantum chemistry methods. Our results demonstrate the applicability of the ZMP procedure to QMC molecular densities, that can be used for the testing and development of improved functionals and for the implementation of embedding schemes based on QMC and Density Functional Theory

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

    Science.gov (United States)

    Azadi, Sam; Kühne, T. D.

    2018-05-01

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

  11. Multiscale Monte Carlo algorithms in statistical mechanics and quantum field theory

    Energy Technology Data Exchange (ETDEWEB)

    Lauwers, P G

    1990-12-01

    Conventional Monte Carlo simulation algorithms for models in statistical mechanics and quantum field theory are afflicted by problems caused by their locality. They become highly inefficient if investigations of critical or nearly-critical systems, i.e., systems with important large scale phenomena, are undertaken. We present two types of multiscale approaches that alleveate problems of this kind: Stochastic cluster algorithms and multigrid Monte Carlo simulation algorithms. Another formidable computational problem in simulations of phenomenologically relevant field theories with fermions is the need for frequently inverting the Dirac operator. This inversion can be accelerated considerably by means of deterministic multigrid methods, very similar to the ones used for the numerical solution of differential equations. (orig.).

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-08-15

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

  13. 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)

  14. Magnetism of iron and nickel from rotationally invariant Hirsch-Fye quantum Monte Carlo calculations

    Science.gov (United States)

    Belozerov, A. S.; Leonov, I.; Anisimov, V. I.

    2013-03-01

    We present a rotationally invariant Hirsch-Fye quantum Monte Carlo algorithm in which the spin rotational invariance of Hund's exchange is approximated by averaging over all possible directions of the spin quantization axis. We employ this technique to perform benchmark calculations for the two- and three-band Hubbard models on the infinite-dimensional Bethe lattice. Our results agree quantitatively well with those obtained using the continuous-time quantum Monte Carlo method with rotationally invariant Coulomb interaction. The proposed approach is employed to compute the electronic and magnetic properties of paramagnetic α iron and nickel. The obtained Curie temperatures agree well with experiment. Our results indicate that the magnetic transition temperature is significantly overestimated by using the density-density type of Coulomb interaction.

  15. 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

  16. Quantum Monte Carlo algorithms for electronic structure at the petascale; the endstation project.

    Energy Technology Data Exchange (ETDEWEB)

    Kim, J; Ceperley, D M; Purwanto, W; Walter, E J; Krakauer, H; Zhang, S W; Kent, P.R. C; Hennig, R G; Umrigar, C; Bajdich, M; Kolorenc, J; Mitas, L

    2008-10-01

    Over the past two decades, continuum quantum Monte Carlo (QMC) has proved to be an invaluable tool for predicting of the properties of matter from fundamental principles. By solving the Schrodinger equation through a stochastic projection, it achieves the greatest accuracy and reliability of methods available for physical systems containing more than a few quantum particles. QMC enjoys scaling favorable to quantum chemical methods, with a computational effort which grows with the second or third power of system size. This accuracy and scalability has enabled scientific discovery across a broad spectrum of disciplines. The current methods perform very efficiently at the terascale. The quantum Monte Carlo Endstation project is a collaborative effort among researchers in the field to develop a new generation of algorithms, and their efficient implementations, which will take advantage of the upcoming petaflop architectures. Some aspects of these developments are discussed here. These tools will expand the accuracy, efficiency and range of QMC applicability and enable us to tackle challenges which are currently out of reach. The methods will be applied to several important problems including electronic and structural properties of water, transition metal oxides, nanosystems and ultracold atoms.

  17. Monte Carlo and Quasi-Monte Carlo Sampling

    CERN Document Server

    Lemieux, Christiane

    2009-01-01

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

  18. Linear and Non-Linear Dielectric Response of Periodic Systems from Quantum Monte Carlo

    Science.gov (United States)

    Umari, Paolo

    2006-03-01

    We present a novel approach that allows to calculate the dielectric response of periodic systems in the quantum Monte Carlo formalism. We employ a many-body generalization for the electric enthalpy functional, where the coupling with the field is expressed via the Berry-phase formulation for the macroscopic polarization. A self-consistent local Hamiltonian then determines the ground-state wavefunction, allowing for accurate diffusion quantum Monte Carlo calculations where the polarization's fixed point is estimated from the average on an iterative sequence. The polarization is sampled through forward-walking. This approach has been validated for the case of the polarizability of an isolated hydrogen atom, and then applied to a periodic system. We then calculate the linear susceptibility and second-order hyper-susceptibility of molecular-hydrogen chains whith different bond-length alternations, and assess the quality of nodal surfaces derived from density-functional theory or from Hartree-Fock. The results found are in excellent agreement with the best estimates obtained from the extrapolation of quantum-chemistry calculations.P. Umari, A.J. Williamson, G. Galli, and N. MarzariPhys. Rev. Lett. 95, 207602 (2005).

  19. Simple formalism for efficient derivatives and multi-determinant expansions in quantum Monte Carlo

    NARCIS (Netherlands)

    Filippi, Claudia; Assaraf, R.; Moroni, S.

    2016-01-01

    We present a simple and general formalism to compute efficiently the derivatives of a multi-determinant Jastrow-Slater wave function, the local energy, the interatomic forces, and similar quantities needed in quantum Monte Carlo. Through a straightforward manipulation of matrices evaluated on the

  20. Variational Monte Carlo Technique

    Indian Academy of Sciences (India)

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-11-10

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

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

    International Nuclear Information System (INIS)

    Chang, C.; Morales, M. A.

    2016-01-01

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

  3. 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)

  4. Bayesian inference and the analytic continuation of imaginary-time quantum Monte Carlo data

    International Nuclear Information System (INIS)

    Gubernatis, J.E.; Bonca, J.; Jarrell, M.

    1995-01-01

    We present brief description of how methods of Bayesian inference are used to obtain real frequency information by the analytic continuation of imaginary-time quantum Monte Carlo data. We present the procedure we used, which is due to R. K. Bryan, and summarize several bottleneck issues

  5. N-(sulfoethyl) iminodiacetic acid-based lanthanide coordination polymers: Synthesis, magnetism and quantum Monte Carlo studies

    Energy Technology Data Exchange (ETDEWEB)

    Zhuang Guilin, E-mail: glzhuang@zjut.edu.cn [Institute of Industrial Catalysis, College of Chemical Engineering and Materials Science, Zhejiang University of Technology, Hangzhou 310032 (China); Chen Wulin [Institute of Industrial Catalysis, College of Chemical Engineering and Materials Science, Zhejiang University of Technology, Hangzhou 310032 (China); Zheng Jun [Center of Modern Experimental Technology, Anhui University, Hefei 230039 (China); Yu Huiyou [Institute of Industrial Catalysis, College of Chemical Engineering and Materials Science, Zhejiang University of Technology, Hangzhou 310032 (China); Wang Jianguo, E-mail: jgw@zjut.edu.cn [Institute of Industrial Catalysis, College of Chemical Engineering and Materials Science, Zhejiang University of Technology, Hangzhou 310032 (China)

    2012-08-15

    A series of lanthanide coordination polymers have been obtained through the hydrothermal reaction of N-(sulfoethyl) iminodiacetic acid (H{sub 3}SIDA) and Ln(NO{sub 3}){sub 3} (Ln=La, 1; Pr, 2; Nd, 3; Gd, 4). Crystal structure analysis exhibits that lanthanide ions affect the coordination number, bond length and dimension of compounds 1-4, which reveal that their structure diversity can be attributed to the effect of lanthanide contraction. Furthermore, the combination of magnetic measure with quantum Monte Carlo(QMC) studies exhibits that the coupling parameters between two adjacent Gd{sup 3+} ions for anti-anti and syn-anti carboxylate bridges are -1.0 Multiplication-Sign 10{sup -3} and -5.0 Multiplication-Sign 10{sup -3} cm{sup -1}, respectively, which reveals weak antiferromagnetic interaction in 4. - Graphical abstract: Four lanthanide coordination polymers with N-(sulfoethyl) iminodiacetic acid were obtained under hydrothermal condition and reveal the weak antiferromagnetic coupling between two Gd{sup 3+} ions by Quantum Monte Carlo studies. Highlights: Black-Right-Pointing-Pointer Four lanthanide coordination polymers of H{sub 3}SIDA ligand were obtained. Black-Right-Pointing-Pointer Lanthanide ions play an important role in their structural diversity. Black-Right-Pointing-Pointer Magnetic measure exhibits that compound 4 features antiferromagnetic property. Black-Right-Pointing-Pointer Quantum Monte Carlo studies reveal the coupling parameters of two Gd{sup 3+} ions.

  6. 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

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

    International Nuclear Information System (INIS)

    Ormand, W.E.

    2009-01-01

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

  8. Monte Carlo simulations of quantum systems on massively parallel supercomputers

    International Nuclear Information System (INIS)

    Ding, H.Q.

    1993-01-01

    A large class of quantum physics applications uses operator representations that are discrete integers by nature. This class includes magnetic properties of solids, interacting bosons modeling superfluids and Cooper pairs in superconductors, and Hubbard models for strongly correlated electrons systems. This kind of application typically uses integer data representations and the resulting algorithms are dominated entirely by integer operations. The authors implemented an efficient algorithm for one such application on the Intel Touchstone Delta and iPSC/860. The algorithm uses a multispin coding technique which allows significant data compactification and efficient vectorization of Monte Carlo updates. The algorithm regularly switches between two data decompositions, corresponding naturally to different Monte Carlo updating processes and observable measurements such that only nearest-neighbor communications are needed within a given decomposition. On 128 nodes of Intel Delta, this algorithm updates 183 million spins per second (compared to 21 million on CM-2 and 6.2 million on a Cray Y-MP). A systematic performance analysis shows a better than 90% efficiency in the parallel implementation

  9. Quantum Monte Carlo study of the singlet-triplet transition in ethylene

    International Nuclear Information System (INIS)

    El Akramine, Ouafae; Kollias, Alexander C.; Lester, William A. Jr.

    2003-01-01

    A theoretical study is reported of the transition between the ground state ( 1 A g ) and the lowest triplet state (1 3 B 1u ) of ethylene based on the diffusion Monte Carlo (DMC) variant of the quantum Monte Carlo method. Using DMC trial functions constructed from Hartree-Fock, complete active space self-consistent field and multi-configuration self-consistent field wave functions, we have computed the atomization energy and the heat of formation of both states, and adiabatic and vertical energy differences between these states using both all-electron and effective core potential DMC. The ground state atomization energy and heat of formation are found to agree with experiment to within the error bounds of the computation and experiment. Predictions by DMC of the triplet state atomization energy and heat of formation are presented. The adiabatic singlet-triplet energy difference is found to differ by 5 kcal/mol from the value obtained in a recent photodissociation experiment

  10. Quantum Monte Carlo simulation for S=1 Heisenberg model with uniaxial anisotropy

    International Nuclear Information System (INIS)

    Tsukamoto, Mitsuaki; Batista, Cristian; Kawashima, Naoki

    2007-01-01

    We perform quantum Monte Carlo simulations for S=1 Heisenberg model with an uniaxial anisotropy. The system exhibits a phase transition as we vary the anisotropy and a long range order appears at a finite temperature when the exchange interaction J is comparable to the uniaxial anisotropy D. We investigate quantum critical phenomena of this model and obtain the line of the phase transition which approaches a power-law with logarithmic corrections at low temperature. We derive the form of logarithmic corrections analytically and compare it to our simulation results

  11. Exact Dynamics via Poisson Process: a unifying Monte Carlo paradigm

    Science.gov (United States)

    Gubernatis, James

    2014-03-01

    A common computational task is solving a set of ordinary differential equations (o.d.e.'s). A little known theorem says that the solution of any set of o.d.e.'s is exactly solved by the expectation value over a set of arbitary Poisson processes of a particular function of the elements of the matrix that defines the o.d.e.'s. The theorem thus provides a new starting point to develop real and imaginary-time continous-time solvers for quantum Monte Carlo algorithms, and several simple observations enable various quantum Monte Carlo techniques and variance reduction methods to transfer to a new context. I will state the theorem, note a transformation to a very simple computational scheme, and illustrate the use of some techniques from the directed-loop algorithm in context of the wavefunction Monte Carlo method that is used to solve the Lindblad master equation for the dynamics of open quantum systems. I will end by noting that as the theorem does not depend on the source of the o.d.e.'s coming from quantum mechanics, it also enables the transfer of continuous-time methods from quantum Monte Carlo to the simulation of various classical equations of motion heretofore only solved deterministically.

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

    NARCIS (Netherlands)

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

    2014-01-01

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

  13. Unbiased reduced density matrices and electronic properties from full configuration interaction quantum Monte Carlo

    International Nuclear Information System (INIS)

    Overy, Catherine; Blunt, N. S.; Shepherd, James J.; Booth, George H.; Cleland, Deidre; Alavi, Ali

    2014-01-01

    Properties that are necessarily formulated within pure (symmetric) expectation values are difficult to calculate for projector quantum Monte Carlo approaches, but are critical in order to compute many of the important observable properties of electronic systems. Here, we investigate an approach for the sampling of unbiased reduced density matrices within the full configuration interaction quantum Monte Carlo dynamic, which requires only small computational overheads. This is achieved via an independent replica population of walkers in the dynamic, sampled alongside the original population. The resulting reduced density matrices are free from systematic error (beyond those present via constraints on the dynamic itself) and can be used to compute a variety of expectation values and properties, with rapid convergence to an exact limit. A quasi-variational energy estimate derived from these density matrices is proposed as an accurate alternative to the projected estimator for multiconfigurational wavefunctions, while its variational property could potentially lend itself to accurate extrapolation approaches in larger systems

  14. 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.

  15. 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.

  16. Exact Monte Carlo for molecules

    International Nuclear Information System (INIS)

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

    1985-03-01

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

  17. Geometrically Constructed Markov Chain Monte Carlo Study of Quantum Spin-phonon Complex Systems

    Science.gov (United States)

    Suwa, Hidemaro

    2013-03-01

    We have developed novel Monte Carlo methods for precisely calculating quantum spin-boson models and investigated the critical phenomena of the spin-Peierls systems. Three significant methods are presented. The first is a new optimization algorithm of the Markov chain transition kernel based on the geometric weight allocation. This algorithm, for the first time, satisfies the total balance generally without imposing the detailed balance and always minimizes the average rejection rate, being better than the Metropolis algorithm. The second is the extension of the worm (directed-loop) algorithm to non-conserved particles, which cannot be treated efficiently by the conventional methods. The third is the combination with the level spectroscopy. Proposing a new gap estimator, we are successful in eliminating the systematic error of the conventional moment method. Then we have elucidated the phase diagram and the universality class of the one-dimensional XXZ spin-Peierls system. The criticality is totally consistent with the J1 -J2 model, an effective model in the antiadiabatic limit. Through this research, we have succeeded in investigating the critical phenomena of the effectively frustrated quantum spin system by the quantum Monte Carlo method without the negative sign. JSPS Postdoctoral Fellow for Research Abroad

  18. Graphics Processing Unit Accelerated Hirsch-Fye Quantum Monte Carlo

    Science.gov (United States)

    Moore, Conrad; Abu Asal, Sameer; Rajagoplan, Kaushik; Poliakoff, David; Caprino, Joseph; Tomko, Karen; Thakur, Bhupender; Yang, Shuxiang; Moreno, Juana; Jarrell, Mark

    2012-02-01

    In Dynamical Mean Field Theory and its cluster extensions, such as the Dynamic Cluster Algorithm, the bottleneck of the algorithm is solving the self-consistency equations with an impurity solver. Hirsch-Fye Quantum Monte Carlo is one of the most commonly used impurity and cluster solvers. This work implements optimizations of the algorithm, such as enabling large data re-use, suitable for the Graphics Processing Unit (GPU) architecture. The GPU's sheer number of concurrent parallel computations and large bandwidth to many shared memories takes advantage of the inherent parallelism in the Green function update and measurement routines, and can substantially improve the efficiency of the Hirsch-Fye impurity solver.

  19. From Monte Carlo to Quantum Computation

    OpenAIRE

    Heinrich, Stefan

    2001-01-01

    Quantum computing was so far mainly concerned with discrete problems. Recently, E. Novak and the author studied quantum algorithms for high dimensional integration and dealt with the question, which advantages quantum computing can bring over classical deterministic or randomized methods for this type of problem. In this paper we give a short introduction to the basic ideas of quantum computing and survey recent results on high dimensional integration. We discuss connections to the Monte Carl...

  20. Monte Carlo numerical study of lattice field theories

    International Nuclear Information System (INIS)

    Gan Cheekwan; Kim Seyong; Ohta, Shigemi

    1997-01-01

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

  1. 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

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

    Energy Technology Data Exchange (ETDEWEB)

    Burkatzki, Mark Thomas

    2008-07-01

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

  3. 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

  4. Extracting the Single-Particle Gap in Carbon Nanotubes with Lattice Quantum Monte Carlo

    Directory of Open Access Journals (Sweden)

    Berkowitz Evan

    2018-01-01

    Full Text Available We show how lattice Quantum Monte Carlo simulations can be used to calculate electronic properties of carbon nanotubes in the presence of strong electron-electron correlations. We employ the path integral formalism and use methods developed within the lattice QCD community for our numerical work and compare our results to empirical data of the Anti-Ferromagnetic Mott Insulating gap in large diameter tubes.

  5. Electronic excitations in a dielectric continuum solvent with quantum Monte Carlo: Acrolein in water

    NARCIS (Netherlands)

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

    2014-01-01

    We investigate here the vertical n → π* and π → π* transitions of s-trans-acrolein in aqueous solution by means of a polarizable continuum model (PCM) we have developed for the treatment of the solute at the quantum Monte Carlo (QMC) level of the theory. We employ the QMC approach which allows us to

  6. 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.)

  7. Kinetic Monte Carlo simulation of growth of Ge quantum dot multilayers with amorphous matrix

    Energy Technology Data Exchange (ETDEWEB)

    Endres, Jan, E-mail: endres.jan@gmail.com; Holý, Václav; Daniš, Stanislav [Charles University, Faculty of Mathematics and Physics (Czech Republic); Buljan, Maja [Ruđer Bošković Institute (Croatia)

    2017-04-15

    Kinetic Monte Carlo method is used to simulate the growth of germanium quantum dot multilayers with amorphous matrix. We modified a model for self-assembled growth of quantum dots in crystalline matrix for the case of the amorphous one. The surface morphology given as hills above the buried dots is the main driving force for the ordering of the quantum dots. In the simulations, we observed a short-range self-ordering in the lateral direction. The ordering in lateral and vertical direction depends strongly on the surface morphology, mostly on the strength how the deposited material replicates previous surfaces.

  8. Multi-level quantum monte Carlo wave functions for complex reactions: The decomposition of α-hydroxy-dimethylnitrosamine

    NARCIS (Netherlands)

    Fracchia, F.; Filippi, Claudia; Amovilli, C.

    2014-01-01

    We present here several novel features of our recently proposed Jastrow linear generalized valence bond (J-LGVB) wave functions, which allow a consistently accurate description of complex potential energy surfaces (PES) of medium-large systems within quantum Monte Carlo (QMC). In particular, we

  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. Applicability of quasi-Monte Carlo for lattice systems

    International Nuclear Information System (INIS)

    Ammon, Andreas; Deutsches Elektronen-Synchrotron; Hartung, Tobias; Jansen, Karl; Leovey, Hernan; Griewank, Andreas; Mueller-Preussker, Michael

    2013-11-01

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

  11. Applicability of quasi-Monte Carlo for lattice systems

    Energy Technology Data Exchange (ETDEWEB)

    Ammon, Andreas [Berlin Humboldt-Univ. (Germany). Dept. of Physics; Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Hartung, Tobias [King' s College London (United Kingdom). Dept. of Mathematics; Jansen, Karl [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Leovey, Hernan; Griewank, Andreas [Berlin Humboldt-Univ. (Germany). Dept. of Mathematics; Mueller-Preussker, Michael [Berlin Humboldt-Univ. (Germany). Dept. of Physics

    2013-11-15

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

  12. Pseudopotentials for quantum-Monte-Carlo-calculations

    International Nuclear Information System (INIS)

    Burkatzki, Mark Thomas

    2008-01-01

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

  13. Sign Learning Kink-based (SiLK) Quantum Monte Carlo for molecular systems

    Energy Technology Data Exchange (ETDEWEB)

    Ma, Xiaoyao [Department of Physics and Astronomy, Louisiana State University, Baton Rouge, Louisiana 70803 (United States); Hall, Randall W. [Department of Natural Sciences and Mathematics, Dominican University of California, San Rafael, California 94901 (United States); Department of Chemistry, Louisiana State University, Baton Rouge, Louisiana 70803 (United States); Löffler, Frank [Center for Computation and Technology, Louisiana State University, Baton Rouge, Louisiana 70803 (United States); Kowalski, Karol [William R. Wiley Environmental Molecular Sciences Laboratory, Battelle, Pacific Northwest National Laboratory, Richland, Washington 99352 (United States); Bhaskaran-Nair, Kiran; Jarrell, Mark; Moreno, Juana [Department of Physics and Astronomy, Louisiana State University, Baton Rouge, Louisiana 70803 (United States); Center for Computation and Technology, Louisiana State University, Baton Rouge, Louisiana 70803 (United States)

    2016-01-07

    The Sign Learning Kink (SiLK) based Quantum Monte Carlo (QMC) method is used to calculate the ab initio ground state energies for multiple geometries of the H{sub 2}O, N{sub 2}, and F{sub 2} molecules. The method is based on Feynman’s path integral formulation of quantum mechanics and has two stages. The first stage is called the learning stage and reduces the well-known QMC minus sign problem by optimizing the linear combinations of Slater determinants which are used in the second stage, a conventional QMC simulation. The method is tested using different vector spaces and compared to the results of other quantum chemical methods and to exact diagonalization. Our findings demonstrate that the SiLK method is accurate and reduces or eliminates the minus sign problem.

  14. Sign Learning Kink-based (SiLK) Quantum Monte Carlo for molecular systems

    Energy Technology Data Exchange (ETDEWEB)

    Ma, Xiaoyao [Department of Physics and Astronomy, Louisiana State University, Baton Rouge, Louisiana 70803, USA; Hall, Randall W. [Department of Natural Sciences and Mathematics, Dominican University of California, San Rafael, California 94901, USA; Department of Chemistry, Louisiana State University, Baton Rouge, Louisiana 70803, USA; Löffler, Frank [Center for Computation and Technology, Louisiana State University, Baton Rouge, Louisiana 70803, USA; Kowalski, Karol [William R. Wiley Environmental Molecular Sciences Laboratory, Battelle, Pacific Northwest National Laboratory, Richland, Washington 99352, USA; Bhaskaran-Nair, Kiran [Department of Physics and Astronomy, Louisiana State University, Baton Rouge, Louisiana 70803, USA; Center for Computation and Technology, Louisiana State University, Baton Rouge, Louisiana 70803, USA; Jarrell, Mark [Department of Physics and Astronomy, Louisiana State University, Baton Rouge, Louisiana 70803, USA; Center for Computation and Technology, Louisiana State University, Baton Rouge, Louisiana 70803, USA; Moreno, Juana [Department of Physics and Astronomy, Louisiana State University, Baton Rouge, Louisiana 70803, USA; Center for Computation and Technology, Louisiana State University, Baton Rouge, Louisiana 70803, USA

    2016-01-07

    The Sign Learning Kink (SiLK) based Quantum Monte Carlo (QMC) method is used to calculate the ab initio ground state energies for multiple geometries of the H2O, N2, and F2 molecules. The method is based on Feynman’s path integral formulation of quantum mechanics and has two stages. The first stage is called the learning stage and reduces the well-known QMC minus sign problem by optimizing the linear combinations of Slater determinants which are used in the second stage, a conventional QMC simulation. The method is tested using different vector spaces and compared to the results of other quantum chemical methods and to exact diagonalization. Our findings demonstrate that the SiLK method is accurate and reduces or eliminates the minus sign problem.

  15. Sign Learning Kink-based (SiLK) Quantum Monte Carlo for molecular systems

    International Nuclear Information System (INIS)

    Ma, Xiaoyao; Hall, Randall W.; Löffler, Frank; Kowalski, Karol; Bhaskaran-Nair, Kiran; Jarrell, Mark; Moreno, Juana

    2016-01-01

    The Sign Learning Kink (SiLK) based Quantum Monte Carlo (QMC) method is used to calculate the ab initio ground state energies for multiple geometries of the H 2 O, N 2 , and F 2 molecules. The method is based on Feynman’s path integral formulation of quantum mechanics and has two stages. The first stage is called the learning stage and reduces the well-known QMC minus sign problem by optimizing the linear combinations of Slater determinants which are used in the second stage, a conventional QMC simulation. The method is tested using different vector spaces and compared to the results of other quantum chemical methods and to exact diagonalization. Our findings demonstrate that the SiLK method is accurate and reduces or eliminates the minus sign problem

  16. Application of the perturbation series expansion quantum Monte Carlo method to multiorbital systems having Hund's coupling

    International Nuclear Information System (INIS)

    Sakai, Shiro; Arita, Ryotaro; Aoki, Hideo

    2006-01-01

    We propose a new quantum Monte Carlo method especially intended to couple with the dynamical mean-field theory. The algorithm is not only much more efficient than the conventional Hirsch-Fye algorithm, but is applicable to multiorbital systems having an SU(2)-symmetric Hund's coupling as well

  17. Puzzle of magnetic moments of Ni clusters revisited using quantum Monte Carlo method.

    Science.gov (United States)

    Lee, Hung-Wen; Chang, Chun-Ming; Hsing, Cheng-Rong

    2017-02-28

    The puzzle of the magnetic moments of small nickel clusters arises from the discrepancy between values predicted using density functional theory (DFT) and experimental measurements. Traditional DFT approaches underestimate the magnetic moments of nickel clusters. Two fundamental problems are associated with this puzzle, namely, calculating the exchange-correlation interaction accurately and determining the global minimum structures of the clusters. Theoretically, the two problems can be solved using quantum Monte Carlo (QMC) calculations and the ab initio random structure searching (AIRSS) method correspondingly. Therefore, we combined the fixed-moment AIRSS and QMC methods to investigate the magnetic properties of Ni n (n = 5-9) clusters. The spin moments of the diffusion Monte Carlo (DMC) ground states are higher than those of the Perdew-Burke-Ernzerhof ground states and, in the case of Ni 8-9 , two new ground-state structures have been discovered using the DMC calculations. The predicted results are closer to the experimental findings, unlike the results predicted in previous standard DFT studies.

  18. 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

  19. Comparison between a diagrammatic theory for the BCS-BEC crossover and quantum Monte Carlo results

    International Nuclear Information System (INIS)

    Pieri, P.; Pisani, L.; Strinati, G.C.

    2005-01-01

    Predictions for the chemical potential and the excitation gap recently obtained by our diagrammatic theory for the Bardeen-Cooper-Schreiffer-Bose-Einstein Condensation crossover in the superfluid phase are compared with quantum Monte Carlo results at zero temperature now available in the literature. A remarkable agreement is found between the results obtained by the two approaches

  20. Open-Source Development Experiences in Scientific Software: The HANDE Quantum Monte Carlo Project

    Directory of Open Access Journals (Sweden)

    J. S. Spencer

    2015-11-01

    Full Text Available The HANDE quantum Monte Carlo project offers accessible stochastic algorithms for general use for scientists in the field of quantum chemistry. HANDE is an ambitious and general high-performance code developed by a geographically-dispersed team with a variety of backgrounds in computational science. In the course of preparing a public, open-source release, we have taken this opportunity to step back and look at what we have done and what we hope to do in the future. We pay particular attention to development processes, the approach taken to train students joining the project, and how a flat hierarchical structure aids communication.

  1. 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.

  2. Yet another Monte Carlo study of the Schwinger model

    International Nuclear Information System (INIS)

    Sogo, K.; Kimura, N.

    1986-01-01

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

  3. Yet another Monte Carlo study of the Schwinger model

    International Nuclear Information System (INIS)

    Sogo, K.; Kimura, N.

    1986-03-01

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

  4. Quantum Monte Carlo studies of a metallic spin-density wave transition

    Energy Technology Data Exchange (ETDEWEB)

    Gerlach, Max Henner

    2017-01-20

    Plenty experimental evidence indicates that quantum critical phenomena give rise to much of the rich physics observed in strongly correlated itinerant electron systems such as the high temperature superconductors. A quantum critical point of particular interest is found at the zero-temperature onset of spin-density wave order in two-dimensional metals. The appropriate low-energy theory poses an exceptionally hard problem to analytic theory, therefore the unbiased and controlled numerical approach pursued in this thesis provides important contributions on the road to comprehensive understanding. After discussing the phenomenology of quantum criticality, a sign-problem-free determinantal quantum Monte Carlo approach is introduced and an extensive toolbox of numerical methods is described in a self-contained way. By the means of large-scale computer simulations we have solved a lattice realization of the universal effective theory of interest. The finite-temperature phase diagram, showing both a quasi-long-range spin-density wave ordered phase and a d-wave superconducting dome, is discussed in its entirety. Close to the quantum phase transition we find evidence for unusual scaling of the order parameter correlations and for non-Fermi liquid behavior at isolated hot spots on the Fermi surface.

  5. A Hardware-Accelerated Quantum Monte Carlo framework (HAQMC) for N-body systems

    Science.gov (United States)

    Gothandaraman, Akila; Peterson, Gregory D.; Warren, G. Lee; Hinde, Robert J.; Harrison, Robert J.

    2009-12-01

    Interest in the study of structural and energetic properties of highly quantum clusters, such as inert gas clusters has motivated the development of a hardware-accelerated framework for Quantum Monte Carlo simulations. In the Quantum Monte Carlo method, the properties of a system of atoms, such as the ground-state energies, are averaged over a number of iterations. Our framework is aimed at accelerating the computations in each iteration of the QMC application by offloading the calculation of properties, namely energy and trial wave function, onto reconfigurable hardware. This gives a user the capability to run simulations for a large number of iterations, thereby reducing the statistical uncertainty in the properties, and for larger clusters. This framework is designed to run on the Cray XD1 high performance reconfigurable computing platform, which exploits the coarse-grained parallelism of the processor along with the fine-grained parallelism of the reconfigurable computing devices available in the form of field-programmable gate arrays. In this paper, we illustrate the functioning of the framework, which can be used to calculate the energies for a model cluster of helium atoms. In addition, we present the capabilities of the framework that allow the user to vary the chemical identities of the simulated atoms. Program summaryProgram title: Hardware Accelerated Quantum Monte Carlo (HAQMC) Catalogue identifier: AEEP_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEEP_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 691 537 No. of bytes in distributed program, including test data, etc.: 5 031 226 Distribution format: tar.gz Programming language: C/C++ for the QMC application, VHDL and Xilinx 8.1 ISE/EDK tools for FPGA design and development Computer: Cray XD

  6. Review of quantum Monte Carlo methods and results for Coulombic systems

    International Nuclear Information System (INIS)

    Ceperley, D.

    1983-01-01

    The various Monte Carlo methods for calculating ground state energies are briefly reviewed. Then a summary of the charged systems that have been studied with Monte Carlo is given. These include the electron gas, small molecules, a metal slab and many-body hydrogen

  7. Understanding and improving the efficiency of full configuration interaction quantum Monte Carlo.

    Science.gov (United States)

    Vigor, W A; Spencer, J S; Bearpark, M J; Thom, A J W

    2016-03-07

    Within full configuration interaction quantum Monte Carlo, we investigate how the statistical error behaves as a function of the parameters which control the stochastic sampling. We define the inefficiency as a measure of the statistical error per particle sampling the space and per time step and show there is a sizeable parameter regime where this is minimised. We find that this inefficiency increases sublinearly with Hilbert space size and can be reduced by localising the canonical Hartree-Fock molecular orbitals, suggesting that the choice of basis impacts the method beyond that of the sign problem.

  8. Understanding and improving the efficiency of full configuration interaction quantum Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

    Vigor, W. A.; Bearpark, M. J. [Department of Chemistry, Imperial College London, Exhibition Road, London SW7 2AZ (United Kingdom); Spencer, J. S. [Department of Physics, Imperial College London, Exhibition Road, London SW7 2AZ (United Kingdom); Department of Materials, Imperial College London, Exhibition Road, London SW7 2AZ (United Kingdom); Thom, A. J. W. [Department of Chemistry, Imperial College London, Exhibition Road, London SW7 2AZ (United Kingdom); University Chemical Laboratory, Lensfield Road, Cambridge CB2 1EW (United Kingdom)

    2016-03-07

    Within full configuration interaction quantum Monte Carlo, we investigate how the statistical error behaves as a function of the parameters which control the stochastic sampling. We define the inefficiency as a measure of the statistical error per particle sampling the space and per time step and show there is a sizeable parameter regime where this is minimised. We find that this inefficiency increases sublinearly with Hilbert space size and can be reduced by localising the canonical Hartree–Fock molecular orbitals, suggesting that the choice of basis impacts the method beyond that of the sign problem.

  9. Full Wave Function Optimization with Quantum Monte Carlo and Its Effect on the Dissociation Energy of FeS.

    Science.gov (United States)

    Haghighi Mood, Kaveh; Lüchow, Arne

    2017-08-17

    Diffusion quantum Monte Carlo calculations with partial and full optimization of the guide function are carried out for the dissociation of the FeS molecule. For the first time, quantum Monte Carlo orbital optimization for transition metal compounds is performed. It is demonstrated that energy optimization of the orbitals of a complete active space wave function in the presence of a Jastrow correlation function is required to obtain agreement with the experimental dissociation energy. Furthermore, it is shown that orbital optimization leads to a 5 Δ ground state, in agreement with experiments but in disagreement with other high-level ab initio wave function calculations which all predict a 5 Σ + ground state. The role of the Jastrow factor in DMC calculations with pseudopotentials is investigated. The results suggest that a large Jastrow factor may improve the DMC accuracy substantially at small additional cost.

  10. Quantum Monte Carlo studies of superfluid Fermi gases

    International Nuclear Information System (INIS)

    Chang, S.Y.; Pandharipande, V.R.; Carlson, J.; Schmidt, K.E.

    2004-01-01

    We report results of quantum Monte Carlo calculations of the ground state of dilute Fermi gases with attractive short-range two-body interactions. The strength of the interaction is varied to study different pairing regimes which are characterized by the product of the s-wave scattering length and the Fermi wave vector, ak F . We report results for the ground-state energy, the pairing gap Δ, and the quasiparticle spectrum. In the weak-coupling regime, 1/ak F FG . When a>0, the interaction is strong enough to form bound molecules with energy E mol . For 1/ak F > or approx. 0.5, we find that weakly interacting composite bosons are formed in the superfluid gas with Δ and gas energy per particle approaching E mol /2. In this region, we seem to have Bose-Einstein condensation (BEC) of molecules. The behavior of the energy and the gap in the BCS-to-BEC transition region, -0.5 F <0.5, is discussed

  11. Analytic continuation of quantum Monte Carlo data. Stochastic sampling method

    Energy Technology Data Exchange (ETDEWEB)

    Ghanem, Khaldoon; Koch, Erik [Institute for Advanced Simulation, Forschungszentrum Juelich, 52425 Juelich (Germany)

    2016-07-01

    We apply Bayesian inference to the analytic continuation of quantum Monte Carlo (QMC) data from the imaginary axis to the real axis. Demanding a proper functional Bayesian formulation of any analytic continuation method leads naturally to the stochastic sampling method (StochS) as the Bayesian method with the simplest prior, while it excludes the maximum entropy method and Tikhonov regularization. We present a new efficient algorithm for performing StochS that reduces computational times by orders of magnitude in comparison to earlier StochS methods. We apply the new algorithm to a wide variety of typical test cases: spectral functions and susceptibilities from DMFT and lattice QMC calculations. Results show that StochS performs well and is able to resolve sharp features in the spectrum.

  12. Ab initio molecular dynamics simulation of liquid water by quantum Monte Carlo

    International Nuclear Information System (INIS)

    Zen, Andrea; Luo, Ye; Mazzola, Guglielmo; Sorella, Sandro; Guidoni, Leonardo

    2015-01-01

    Although liquid water is ubiquitous in chemical reactions at roots of life and climate on the earth, the prediction of its properties by high-level ab initio molecular dynamics simulations still represents a formidable task for quantum chemistry. In this article, we present a room temperature simulation of liquid water based on the potential energy surface obtained by a many-body wave function through quantum Monte Carlo (QMC) methods. The simulated properties are in good agreement with recent neutron scattering and X-ray experiments, particularly concerning the position of the oxygen-oxygen peak in the radial distribution function, at variance of previous density functional theory attempts. Given the excellent performances of QMC on large scale supercomputers, this work opens new perspectives for predictive and reliable ab initio simulations of complex chemical systems

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

    International Nuclear Information System (INIS)

    Sorella, S.

    1992-01-01

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

  14. 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

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

    International Nuclear Information System (INIS)

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

    2002-01-01

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

  16. Note: A pure-sampling quantum Monte Carlo algorithm with independent Metropolis

    Energy Technology Data Exchange (ETDEWEB)

    Vrbik, Jan [Department of Mathematics, Brock University, St. Catharines, Ontario L2S 3A1 (Canada); Ospadov, Egor; Rothstein, Stuart M., E-mail: srothstein@brocku.ca [Department of Physics, Brock University, St. Catharines, Ontario L2S 3A1 (Canada)

    2016-07-14

    Recently, Ospadov and Rothstein published a pure-sampling quantum Monte Carlo algorithm (PSQMC) that features an auxiliary Path Z that connects the midpoints of the current and proposed Paths X and Y, respectively. When sufficiently long, Path Z provides statistical independence of Paths X and Y. Under those conditions, the Metropolis decision used in PSQMC is done without any approximation, i.e., not requiring microscopic reversibility and without having to introduce any G(x → x′; τ) factors into its decision function. This is a unique feature that contrasts with all competing reptation algorithms in the literature. An example illustrates that dependence of Paths X and Y has adverse consequences for pure sampling.

  17. Note: A pure-sampling quantum Monte Carlo algorithm with independent Metropolis

    International Nuclear Information System (INIS)

    Vrbik, Jan; Ospadov, Egor; Rothstein, Stuart M.

    2016-01-01

    Recently, Ospadov and Rothstein published a pure-sampling quantum Monte Carlo algorithm (PSQMC) that features an auxiliary Path Z that connects the midpoints of the current and proposed Paths X and Y, respectively. When sufficiently long, Path Z provides statistical independence of Paths X and Y. Under those conditions, the Metropolis decision used in PSQMC is done without any approximation, i.e., not requiring microscopic reversibility and without having to introduce any G(x → x′; τ) factors into its decision function. This is a unique feature that contrasts with all competing reptation algorithms in the literature. An example illustrates that dependence of Paths X and Y has adverse consequences for pure sampling.

  18. Linear-scaling evaluation of the local energy in quantum Monte Carlo

    International Nuclear Information System (INIS)

    Austin, Brian; Aspuru-Guzik, Alan; Salomon-Ferrer, Romelia; Lester, William A. Jr.

    2006-01-01

    For atomic and molecular quantum Monte Carlo calculations, most of the computational effort is spent in the evaluation of the local energy. We describe a scheme for reducing the computational cost of the evaluation of the Slater determinants and correlation function for the correlated molecular orbital (CMO) ansatz. A sparse representation of the Slater determinants makes possible efficient evaluation of molecular orbitals. A modification to the scaled distance function facilitates a linear scaling implementation of the Schmidt-Moskowitz-Boys-Handy (SMBH) correlation function that preserves the efficient matrix multiplication structure of the SMBH function. For the evaluation of the local energy, these two methods lead to asymptotic linear scaling with respect to the molecule size

  19. Monte Carlo principles and applications

    Energy Technology Data Exchange (ETDEWEB)

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

    1976-03-01

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

  20. 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.

  1. 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.

  2. Quantum Monte Carlo studies in Hamiltonian lattice gauge theory

    International Nuclear Information System (INIS)

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

    2000-01-01

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

  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. Quantum Monte Carlo and the equation of state of liquid 3He

    International Nuclear Information System (INIS)

    Panoff, R.M.

    1987-01-01

    The author briefly reviews the present status of Monte Carlo technology as it applies to the study of the ground-state properties of strongly-interacting many-fermion systems in general, and to liquid 3 He at zero temperature in particular. Variational Monte Carlo methods are reviewed and the model many-body problem to be tackled is introduced. He outlines the domain Green's function Monte Carlo method with mirror potentials providing a coherent framework for discussing solutions to the fermion problem. He presents results for the zero-temperature equation of state of 3 He, along with other ground-state properties derived from the many-body wave function

  5. A density functional and quantum Monte Carlo study of glutamic acid in vacuo and in a dielectric continuum medium

    NARCIS (Netherlands)

    Floris, F.; Filippi, Claudia; Amovilli, C.

    2012-01-01

    We present density functional theory (DFT) and quantum Monte Carlo (QMC) calculations of the glutamic acid and glutamate ion in vacuo and in various dielectric continuum media within the polarizable continuum model (PCM). In DFT, we employ the integral equation formalism variant of PCM while, in

  6. Scaling analysis and instantons for thermally assisted tunneling and quantum Monte Carlo simulations

    Science.gov (United States)

    Jiang, Zhang; Smelyanskiy, Vadim N.; Isakov, Sergei V.; Boixo, Sergio; Mazzola, Guglielmo; Troyer, Matthias; Neven, Hartmut

    2017-01-01

    We develop an instantonic calculus to derive an analytical expression for the thermally assisted tunneling decay rate of a metastable state in a fully connected quantum spin model. The tunneling decay problem can be mapped onto the Kramers escape problem of a classical random dynamical field. This dynamical field is simulated efficiently by path-integral quantum Monte Carlo (QMC). We show analytically that the exponential scaling with the number of spins of the thermally assisted quantum tunneling rate and the escape rate of the QMC process are identical. We relate this effect to the existence of a dominant instantonic tunneling path. The instanton trajectory is described by nonlinear dynamical mean-field theory equations for a single-site magnetization vector, which we solve exactly. Finally, we derive scaling relations for the "spiky" barrier shape when the spin tunneling and QMC rates scale polynomially with the number of spins N while a purely classical over-the-barrier activation rate scales exponentially with N .

  7. 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.

  8. A first look at Quasi-Monte Carlo for lattice field theory problems

    International Nuclear Information System (INIS)

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

    2012-11-01

    In this project we initiate an investigation of the applicability of Quasi-Monte Carlo methods to lattice field theories 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 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 to 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.

  9. A first look at quasi-Monte Carlo for lattice field theory problems

    International Nuclear Information System (INIS)

    Jansen, K; Nube, A; Leovey, H; Griewank, A; Mueller-Preussker, M

    2013-01-01

    In this project we initiate an investigation of the applicability of Quasi-Monte Carlo methods to lattice field theories 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 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 to 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

  10. A first look at Quasi-Monte Carlo for lattice field theory problems

    Energy Technology Data Exchange (ETDEWEB)

    Jansen, K. [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; 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

    2012-11-15

    In this project we initiate an investigation of the applicability of Quasi-Monte Carlo methods to lattice field theories 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 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 to 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.

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

    KAUST Repository

    Liang, Faming

    2009-03-01

    The stochastic approximation Monte Carlo (SAMC) algorithm has recently been proposed as a dynamic optimization algorithm in the literature. In this paper, we show in theory that the samples generated by SAMC can be used for Monte Carlo integration via a dynamically weighted estimator by calling some results from the literature of nonhomogeneous Markov chains. Our numerical results indicate that SAMC can yield significant savings over conventional Monte Carlo algorithms, such as the Metropolis-Hastings algorithm, for the problems for which the energy landscape is rugged. © 2008 Elsevier B.V. All rights reserved.

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

    KAUST Repository

    Liang, Faming

    2009-01-01

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

  13. Ground state energy of an hydrogen atom confined in carbon nano-structures: a diffusion quantum Monte Carlo study

    International Nuclear Information System (INIS)

    Molayem, M.; Tayebi-Rad, Gh.; Esmaeli, L.; Namiranian, A.; Fouladvand, M. E.; Neek-Amal, M.

    2006-01-01

    Using the diffusion quantum monte Carlo method, the ground state energy of an Hydrogen atom confined in a carbon nano tube and a C60 molecule is calculated. For Hydrogen atom confined in small diameter tubes, the ground state energy shows significant deviation from a free Hydrogen atom, while with increasing the diameter this deviation tends to zero.

  14. Extending Strong Scaling of Quantum Monte Carlo to the Exascale

    Science.gov (United States)

    Shulenburger, Luke; Baczewski, Andrew; Luo, Ye; Romero, Nichols; Kent, Paul

    Quantum Monte Carlo is one of the most accurate and most computationally expensive methods for solving the electronic structure problem. In spite of its significant computational expense, its massively parallel nature is ideally suited to petascale computers which have enabled a wide range of applications to relatively large molecular and extended systems. Exascale capabilities have the potential to enable the application of QMC to significantly larger systems, capturing much of the complexity of real materials such as defects and impurities. However, both memory and computational demands will require significant changes to current algorithms to realize this possibility. This talk will detail both the causes of the problem and potential solutions. Sandia National Laboratories is a multi-mission laboratory managed and operated by Sandia Corp, a wholly owned subsidiary of Lockheed Martin Corp, for the US Department of Energys National Nuclear Security Administration under contract DE-AC04-94AL85000.

  15. Vectorized Monte Carlo

    International Nuclear Information System (INIS)

    Brown, F.B.

    1981-01-01

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

  16. Adjoint electron Monte Carlo calculations

    International Nuclear Information System (INIS)

    Jordan, T.M.

    1986-01-01

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

  17. Testing a Fourier Accelerated Hybrid Monte Carlo Algorithm

    OpenAIRE

    Catterall, S.; Karamov, S.

    2001-01-01

    We describe a Fourier Accelerated Hybrid Monte Carlo algorithm suitable for dynamical fermion simulations of non-gauge models. We test the algorithm in supersymmetric quantum mechanics viewed as a one-dimensional Euclidean lattice field theory. We find dramatic reductions in the autocorrelation time of the algorithm in comparison to standard HMC.

  18. Monte Carlo: Basics

    OpenAIRE

    Murthy, K. P. N.

    2001-01-01

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

  19. Simple formalism for efficient derivatives and multi-determinant expansions in quantum Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

    Filippi, Claudia, E-mail: c.filippi@utwente.nl [MESA+ Institute for Nanotechnology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); Assaraf, Roland, E-mail: assaraf@lct.jussieu.fr [Sorbonne Universités, UPMC Univ Paris 06, CNRS, Laboratoire de Chimie Théorique CC 137-4, place Jussieu F-75252 Paris Cedex 05 (France); Moroni, Saverio, E-mail: moroni@democritos.it [CNR-IOM DEMOCRITOS, Istituto Officina dei Materiali, and SISSA Scuola Internazionale Superiore di Studi Avanzati, Via Bonomea 265, I-34136 Trieste (Italy)

    2016-05-21

    We present a simple and general formalism to compute efficiently the derivatives of a multi-determinant Jastrow-Slater wave function, the local energy, the interatomic forces, and similar quantities needed in quantum Monte Carlo. Through a straightforward manipulation of matrices evaluated on the occupied and virtual orbitals, we obtain an efficiency equivalent to algorithmic differentiation in the computation of the interatomic forces and the optimization of the orbital parameters. Furthermore, for a large multi-determinant expansion, the significant computational gain afforded by a recently introduced table method is here extended to the local value of any one-body operator and to its derivatives, in both all-electron and pseudopotential calculations.

  20. Quantum Monte Carlo simulations of the Fermi-polaron problem and bosons with Gaussian interactions

    Energy Technology Data Exchange (ETDEWEB)

    Kroiss, Peter Michael

    2017-02-01

    This thesis deals with the application of current Quantum Monte Carlo algorithms to many-body systems of fermionic and bosonic species. The first part applies the diagrammatic Monte Carlo method to the Fermi polaron problem, a system of an impurity interacting resonantly with a homogeneous Fermi bath. It is numerically shown that the three particle-hole diagrams do not contribute significantly to the final answer in a quasi-two-dimensional setup, thus demonstrating a nearly perfect destructive interference of contributions in subspaces with higher-order particle-hole lines. Consequently, for strong-enough confinement in the third direction, the transition between the polaron and the molecule ground state is found to be in good agreement with the pure two-dimensional case and agrees very well with the one found by the wave-function approach in the two-particle-hole subspace. In three-dimensional Fermi-polaron systems with mass imbalance of impurity and bath atoms, polaron energy and quasiparticle residue can be accurately determined over a broad range of impurity masses. Furthermore, the spectral function of an imbalanced polaron demonstrates the stability of the quasiparticle and also allows us to locate the repulsive polaron as an excited state. The quantitative exactness of two-particle-hole wave functions is investigated, resulting in a relative lowering of polaronic energies in the mass-imbalance phase diagram. Tan's contact coefficient for the mass-balanced polaron system is found to be in good agreement with variational methods. Mass-imbalanced systems can be studied experimentally by ultracold atom mixtures such as {sup 6}Li-{sup 40}K. In the second part of the thesis, the ground state of a two-dimensional system of Bose particles of spin zero, interacting via a repulsive Gaussian-Core potential, is investigated by means of path integral Monte Carlo simulations. The quantum phase diagram is qualitatively identical to that of two-dimensional Yukawa

  1. Quantum Monte Carlo Calculations Applied to Magnetic Molecules

    Energy Technology Data Exchange (ETDEWEB)

    Engelhardt, Larry [Iowa State Univ., Ames, IA (United States)

    2006-01-01

    We have calculated the equilibrium thermodynamic properties of Heisenberg spin systems using a quantum Monte Carlo (QMC) method. We have used some of these systems as models to describe recently synthesized magnetic molecules, and-upon comparing the results of these calculations with experimental data-have obtained accurate estimates for the basic parameters of these models. We have also performed calculations for other systems that are of more general interest, being relevant both for existing experimental data and for future experiments. Utilizing the concept of importance sampling, these calculations can be carried out in an arbitrarily large quantum Hilbert space, while still avoiding any approximations that would introduce systematic errors. The only errors are statistical in nature, and as such, their magnitudes are accurately estimated during the course of a simulation. Frustrated spin systems present a major challenge to the QMC method, nevertheless, in many instances progress can be made. In this chapter, the field of magnetic molecules is introduced, paying particular attention to the characteristics that distinguish magnetic molecules from other systems that are studied in condensed matter physics. We briefly outline the typical path by which we learn about magnetic molecules, which requires a close relationship between experiments and theoretical calculations. The typical experiments are introduced here, while the theoretical methods are discussed in the next chapter. Each of these theoretical methods has a considerable limitation, also described in Chapter 2, which together serve to motivate the present work. As is shown throughout the later chapters, the present QMC method is often able to provide useful information where other methods fail. In Chapter 3, the use of Monte Carlo methods in statistical physics is reviewed, building up the fundamental ideas that are necessary in order to understand the method that has been used in this work. With these

  2. Quantum Monte Carlo Calculations Applied to Magnetic Molecules

    International Nuclear Information System (INIS)

    Larry Engelhardt

    2006-01-01

    We have calculated the equilibrium thermodynamic properties of Heisenberg spin systems using a quantum Monte Carlo (QMC) method. We have used some of these systems as models to describe recently synthesized magnetic molecules, and-upon comparing the results of these calculations with experimental data-have obtained accurate estimates for the basic parameters of these models. We have also performed calculations for other systems that are of more general interest, being relevant both for existing experimental data and for future experiments. Utilizing the concept of importance sampling, these calculations can be carried out in an arbitrarily large quantum Hilbert space, while still avoiding any approximations that would introduce systematic errors. The only errors are statistical in nature, and as such, their magnitudes are accurately estimated during the course of a simulation. Frustrated spin systems present a major challenge to the QMC method, nevertheless, in many instances progress can be made. In this chapter, the field of magnetic molecules is introduced, paying particular attention to the characteristics that distinguish magnetic molecules from other systems that are studied in condensed matter physics. We briefly outline the typical path by which we learn about magnetic molecules, which requires a close relationship between experiments and theoretical calculations. The typical experiments are introduced here, while the theoretical methods are discussed in the next chapter. Each of these theoretical methods has a considerable limitation, also described in Chapter 2, which together serve to motivate the present work. As is shown throughout the later chapters, the present QMC method is often able to provide useful information where other methods fail. In Chapter 3, the use of Monte Carlo methods in statistical physics is reviewed, building up the fundamental ideas that are necessary in order to understand the method that has been used in this work. With these

  3. MORSE Monte Carlo code

    International Nuclear Information System (INIS)

    Cramer, S.N.

    1984-01-01

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

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

    International Nuclear Information System (INIS)

    Metropolis, N.

    1985-01-01

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

  5. Monte Carlo theory and practice

    International Nuclear Information System (INIS)

    James, F.

    1987-01-01

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

  6. Pairing in Cold Atoms and other Applications for Quantum Monte Carlo methods

    International Nuclear Information System (INIS)

    Bajdich, Michal; Kolorenc, Jindrich; Mitas, Lubos; Reynolds, P.J.

    2010-01-01

    We discuss the importance of the fermion nodes for the quantum Monte Carlo (QMC) methods and find two cases of the exact nodes. We describe the structure of the generalized pairing wave functions in Pfaffian antisymmetric form and demonstrate their equivalency with certain class of configuration interaction wave functions. We present the QMC calculations of a model fermion system at unitary limit. We find the system to have the energy of E = 0.425Efree and the condensate fraction of = 0.48. Further we also perform the QMC calculations of the potential energy surface and the electric dipole moment along that surface of the LiSr molecule. We estimate the vibrationally averaged dipole moment to be D =0 = 0.4(2).

  7. Phase Transition between Black and Blue Phosphorenes: A Quantum Monte Carlo Study

    Science.gov (United States)

    Li, Lesheng; Yao, Yi; Reeves, Kyle; Kanai, Yosuke

    Phase transition of the more common black phosphorene to blue phosphorene is of great interest because they are predicted to exhibit unique electronic and optical properties. However, these two phases are predicted to be separated by a rather large energy barrier. In this work, we study the transition pathway between black and blue phosphorenes by using the variable cell nudge elastic band method combined with density functional theory calculation. We show how diffusion quantum Monte Carlo method can be used for determining the energetics of the phase transition and demonstrate the use of two approaches for removing finite-size errors. Finally, we predict how applied stress can be used to control the energetic balance between these two different phases of phosphorene.

  8. A study of potential energy curves from the model space quantum Monte Carlo method

    Energy Technology Data Exchange (ETDEWEB)

    Ohtsuka, Yuhki; Ten-no, Seiichiro, E-mail: tenno@cs.kobe-u.ac.jp [Department of Computational Sciences, Graduate School of System Informatics, Kobe University, Nada-ku, Kobe 657-8501 (Japan)

    2015-12-07

    We report on the first application of the model space quantum Monte Carlo (MSQMC) to potential energy curves (PECs) for the excited states of C{sub 2}, N{sub 2}, and O{sub 2} to validate the applicability of the method. A parallel MSQMC code is implemented with the initiator approximation to enable efficient sampling. The PECs of MSQMC for various excited and ionized states are compared with those from the Rydberg-Klein-Rees and full configuration interaction methods. The results indicate the usefulness of MSQMC for precise PECs in a wide range obviating problems concerning quasi-degeneracy.

  9. Neutron monitor generated data distributions in quantum variational Monte Carlo

    Science.gov (United States)

    Kussainov, A. S.; Pya, N.

    2016-08-01

    We have assessed the potential applications of the neutron monitor hardware as random number generator for normal and uniform distributions. The data tables from the acquisition channels with no extreme changes in the signal level were chosen as the retrospective model. The stochastic component was extracted by fitting the raw data with splines and then subtracting the fit. Scaling the extracted data to zero mean and variance of one is sufficient to obtain a stable standard normal random variate. Distributions under consideration pass all available normality tests. Inverse transform sampling is suggested to use as a source of the uniform random numbers. Variational Monte Carlo method for quantum harmonic oscillator was used to test the quality of our random numbers. If the data delivery rate is of importance and the conventional one minute resolution neutron count is insufficient, we could always settle for an efficient seed generator to feed into the faster algorithmic random number generator or create a buffer.

  10. Monte Carlo study of superconductivity in the three-band Emery model

    International Nuclear Information System (INIS)

    Frick, M.; Pattnaik, P.C.; Morgenstern, I.; Newns, D.M.; von der Linden, W.

    1990-01-01

    We have examined the three-band Hubbard model for the copper oxide planes in high-temperature superconductors using the projector quantum Monte Carlo method. We find no evidence for s-wave superconductivity

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

    Science.gov (United States)

    Barberis, Gaston E.

    2007-09-01

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

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

    International Nuclear Information System (INIS)

    Barberis, Gaston E.

    2007-01-01

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

  13. 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

  14. Monte Carlo techniques in radiation therapy

    CERN Document Server

    Verhaegen, Frank

    2013-01-01

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

  15. Statistical implications in Monte Carlo depletions - 051

    International Nuclear Information System (INIS)

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

    2010-01-01

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

  16. 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

  17. Two-surface Monte Carlo with basin hopping: quantum mechanical trajectory and multiple stationary points of water cluster.

    Science.gov (United States)

    Bandyopadhyay, Pradipta

    2008-04-07

    The efficiency of the two-surface monte carlo (TSMC) method depends on the closeness of the actual potential and the biasing potential used to propagate the system of interest. In this work, it is shown that by combining the basin hopping method with TSMC, the efficiency of the method can be increased by several folds. TSMC with basin hopping is used to generate quantum mechanical trajectory and large number of stationary points of water clusters.

  18. Linear and nonlinear susceptibilities from diffusion quantum Monte Carlo: application to periodic hydrogen chains.

    Science.gov (United States)

    Umari, P; Marzari, Nicola

    2009-09-07

    We calculate the linear and nonlinear susceptibilities of periodic longitudinal chains of hydrogen dimers with different bond-length alternations using a diffusion quantum Monte Carlo approach. These quantities are derived from the changes in electronic polarization as a function of applied finite electric field--an approach we recently introduced and made possible by the use of a Berry-phase, many-body electric-enthalpy functional. Calculated susceptibilities and hypersusceptibilities are found to be in excellent agreement with the best estimates available from quantum chemistry--usually extrapolations to the infinite-chain limit of calculations for chains of finite length. It is found that while exchange effects dominate the proper description of the susceptibilities, second hypersusceptibilities are greatly affected by electronic correlations. We also assess how different approximations to the nodal surface of the many-body wave function affect the accuracy of the calculated susceptibilities.

  19. A multi-agent quantum Monte Carlo model for charge transport: Application to organic field-effect transistors

    International Nuclear Information System (INIS)

    Bauer, Thilo; Jäger, Christof M.; Jordan, Meredith J. T.; Clark, Timothy

    2015-01-01

    We have developed a multi-agent quantum Monte Carlo model to describe the spatial dynamics of multiple majority charge carriers during conduction of electric current in the channel of organic field-effect transistors. The charge carriers are treated by a neglect of diatomic differential overlap Hamiltonian using a lattice of hydrogen-like basis functions. The local ionization energy and local electron affinity defined previously map the bulk structure of the transistor channel to external potentials for the simulations of electron- and hole-conduction, respectively. The model is designed without a specific charge-transport mechanism like hopping- or band-transport in mind and does not arbitrarily localize charge. An electrode model allows dynamic injection and depletion of charge carriers according to source-drain voltage. The field-effect is modeled by using the source-gate voltage in a Metropolis-like acceptance criterion. Although the current cannot be calculated because the simulations have no time axis, using the number of Monte Carlo moves as pseudo-time gives results that resemble experimental I/V curves

  20. A multi-agent quantum Monte Carlo model for charge transport: Application to organic field-effect transistors

    Energy Technology Data Exchange (ETDEWEB)

    Bauer, Thilo; Jäger, Christof M. [Department of Chemistry and Pharmacy, Computer-Chemistry-Center and Interdisciplinary Center for Molecular Materials, Friedrich-Alexander-Universität Erlangen-Nürnberg, Nägelsbachstrasse 25, 91052 Erlangen (Germany); Jordan, Meredith J. T. [School of Chemistry, University of Sydney, Sydney, NSW 2006 (Australia); Clark, Timothy, E-mail: tim.clark@fau.de [Department of Chemistry and Pharmacy, Computer-Chemistry-Center and Interdisciplinary Center for Molecular Materials, Friedrich-Alexander-Universität Erlangen-Nürnberg, Nägelsbachstrasse 25, 91052 Erlangen (Germany); Centre for Molecular Design, University of Portsmouth, Portsmouth PO1 2DY (United Kingdom)

    2015-07-28

    We have developed a multi-agent quantum Monte Carlo model to describe the spatial dynamics of multiple majority charge carriers during conduction of electric current in the channel of organic field-effect transistors. The charge carriers are treated by a neglect of diatomic differential overlap Hamiltonian using a lattice of hydrogen-like basis functions. The local ionization energy and local electron affinity defined previously map the bulk structure of the transistor channel to external potentials for the simulations of electron- and hole-conduction, respectively. The model is designed without a specific charge-transport mechanism like hopping- or band-transport in mind and does not arbitrarily localize charge. An electrode model allows dynamic injection and depletion of charge carriers according to source-drain voltage. The field-effect is modeled by using the source-gate voltage in a Metropolis-like acceptance criterion. Although the current cannot be calculated because the simulations have no time axis, using the number of Monte Carlo moves as pseudo-time gives results that resemble experimental I/V curves.

  1. 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)

  2. An excited-state approach within full configuration interaction quantum Monte Carlo

    International Nuclear Information System (INIS)

    Blunt, N. S.; Smart, Simon D.; Booth, George H.; Alavi, Ali

    2015-01-01

    We present a new approach to calculate excited states with the full configuration interaction quantum Monte Carlo (FCIQMC) method. The approach uses a Gram-Schmidt procedure, instantaneously applied to the stochastically evolving distributions of walkers, to orthogonalize higher energy states against lower energy ones. It can thus be used to study several of the lowest-energy states of a system within the same symmetry. This additional step is particularly simple and computationally inexpensive, requiring only a small change to the underlying FCIQMC algorithm. No trial wave functions or partitioning of the space is needed. The approach should allow excited states to be studied for systems similar to those accessible to the ground-state method due to a comparable computational cost. As a first application, we consider the carbon dimer in basis sets up to quadruple-zeta quality and compare to existing results where available

  3. (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.

  4. Cohesion energetics of carbon allotropes: Quantum Monte Carlo study

    Energy Technology Data Exchange (ETDEWEB)

    Shin, Hyeondeok; Kang, Sinabro; Koo, Jahyun; Lee, Hoonkyung; Kwon, Yongkyung, E-mail: ykwon@konkuk.ac.kr [Division of Quantum Phases and Devices, School of Physics, Konkuk University, Seoul 143-701 (Korea, Republic of); Kim, Jeongnim, E-mail: jnkim@ornl.gov [Materials Science and Technology Division and Computer Science and Mathematics Division, Oak Ridge National Laboratory, Oak Ridge, Tennessee 37831 (United States)

    2014-03-21

    We have performed quantum Monte Carlo calculations to study the cohesion energetics of carbon allotropes, including sp{sup 3}-bonded diamond, sp{sup 2}-bonded graphene, sp–sp{sup 2} hybridized graphynes, and sp-bonded carbyne. The computed cohesive energies of diamond and graphene are found to be in excellent agreement with the corresponding values determined experimentally for diamond and graphite, respectively, when the zero-point energies, along with the interlayer binding in the case of graphite, are included. We have also found that the cohesive energy of graphyne decreases systematically as the ratio of sp-bonded carbon atoms increases. The cohesive energy of γ-graphyne, the most energetically stable graphyne, turns out to be 6.766(6) eV/atom, which is smaller than that of graphene by 0.698(12) eV/atom. Experimental difficulty in synthesizing graphynes could be explained by their significantly smaller cohesive energies. Finally, we conclude that the cohesive energy of a newly proposed graphyne can be accurately estimated with the carbon–carbon bond energies determined from the cohesive energies of graphene and three different graphynes considered here.

  5. Cohesion Energetics of Carbon Allotropes: Quantum Monte Carlo Study

    Energy Technology Data Exchange (ETDEWEB)

    Shin, Hyeondeok [Konkuk University, South Korea; Kang, Sinabro [Konkuk University, South Korea; Koo, Jahyun [Konkuk University, South Korea; Lee, Hoonkyung [Konkuk University, South Korea; Kim, Jeongnim [ORNL; Kwon, Yongkyung [Konkuk University, South Korea

    2014-01-01

    We have performed quantum Monte Carlo calculations to study the cohesion energetics of carbon allotropes, including sp3-bonded diamond, sp2-bonded graphene, sp-sp2 hybridized graphynes, and sp-bonded carbyne. The comput- ed cohesive energies of diamond and graphene are found to be in excellent agreement with the corresponding values de- termined experimentally for diamond and graphite, respectively, when the zero-point energies, along with the interlayer binding in the case of graphite, are included. We have also found that the cohesive energy of graphyne decreases system- atically as the ratio of sp-bonded carbon atoms increases. The cohesive energy of -graphyne, the most energetically- stable graphyne, turns out to be 6.766(6) eV/atom, which is smaller than that of graphene by 0.698(12) eV/atom. Experi- mental difficulty in synthesizing graphynes could be explained by their significantly smaller cohesive energies. Finally we conclude that the cohesive energy of a newly-proposed two-dimensional carbon network can be accurately estimated with the carbon-carbon bond energies determined from the cohesive energies of graphene and three different graphynes.

  6. Hybrid SN/Monte Carlo research and results

    International Nuclear Information System (INIS)

    Baker, R.S.

    1993-01-01

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

  7. Monte Carlo Transverse Emittance Study on Cs2Te

    CERN Document Server

    Banfi, F; Galimberti, P G; Giannetti, C; Pagliara, S; Parmigiani, F; Pedersoli, E

    2005-01-01

    A Monte Carlo study of electron transport in Cs2Te films is performed to investigate the transverse emittance epsilon at the cathode surface. We find the photoemitted electron angular distribution and explain the physical mechanism involved in the process, a mechanism hindered by the statistical nature of the Monte Carlo method. The effects of electron-phonon scattering are discussed. The transverse emittance is calculated for different radiation wavelengths and a laser spot size of 1.5*10(-3) m. For a laser radiation at 265 nm we find epsilon = 0.56 mm-mrad. The dependence of epsilon and the quantum yield on the electron affinity Ea is also investigated. The data shows the importance of aging/contamination on the material.

  8. Many-Body Quantum Spin Dynamics with Monte Carlo Trajectories on a Discrete Phase Space

    Directory of Open Access Journals (Sweden)

    J. Schachenmayer

    2015-02-01

    Full Text Available Interacting spin systems are of fundamental relevance in different areas of physics, as well as in quantum information science and biology. These spin models represent the simplest, yet not fully understood, manifestation of quantum many-body systems. An important outstanding problem is the efficient numerical computation of dynamics in large spin systems. Here, we propose a new semiclassical method to study many-body spin dynamics in generic spin lattice models. The method is based on a discrete Monte Carlo sampling in phase space in the framework of the so-called truncated Wigner approximation. Comparisons with analytical and numerically exact calculations demonstrate the power of the technique. They show that it correctly reproduces the dynamics of one- and two-point correlations and spin squeezing at short times, thus capturing entanglement. Our results open the possibility to study the quantum dynamics accessible to recent experiments in regimes where other numerical methods are inapplicable.

  9. Communication: energy benchmarking with quantum Monte Carlo for water nano-droplets and bulk liquid water.

    Science.gov (United States)

    Alfè, D; Bartók, A P; Csányi, G; Gillan, M J

    2013-06-14

    We show the feasibility of using quantum Monte Carlo (QMC) to compute benchmark energies for configuration samples of thermal-equilibrium water clusters and the bulk liquid containing up to 64 molecules. Evidence that the accuracy of these benchmarks approaches that of basis-set converged coupled-cluster calculations is noted. We illustrate the usefulness of the benchmarks by using them to analyze the errors of the popular BLYP approximation of density functional theory (DFT). The results indicate the possibility of using QMC as a routine tool for analyzing DFT errors for non-covalent bonding in many types of condensed-phase molecular system.

  10. 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)

  11. Full Counting Statistics for Interacting Fermions with Determinantal Quantum Monte Carlo Simulations.

    Science.gov (United States)

    Humeniuk, Stephan; Büchler, Hans Peter

    2017-12-08

    We present a method for computing the full probability distribution function of quadratic observables such as particle number or magnetization for the Fermi-Hubbard model within the framework of determinantal quantum Monte Carlo calculations. Especially in cold atom experiments with single-site resolution, such a full counting statistics can be obtained from repeated projective measurements. We demonstrate that the full counting statistics can provide important information on the size of preformed pairs. Furthermore, we compute the full counting statistics of the staggered magnetization in the repulsive Hubbard model at half filling and find excellent agreement with recent experimental results. We show that current experiments are capable of probing the difference between the Hubbard model and the limiting Heisenberg model.

  12. Quantum Monte Carlo for electronic structure: Recent developments and applications

    Energy Technology Data Exchange (ETDEWEB)

    Rodriquez, Maria Milagos Soto [Lawrence Berkeley Lab. and Univ. of California, Berkeley, CA (United States). Dept. of Chemistry

    1995-04-01

    Quantum Monte Carlo (QMC) methods have been found to give excellent results when applied to chemical systems. The main goal of the present work is to use QMC to perform electronic structure calculations. In QMC, a Monte Carlo simulation is used to solve the Schroedinger equation, taking advantage of its analogy to a classical diffusion process with branching. In the present work the author focuses on how to extend the usefulness of QMC to more meaningful molecular systems. This study is aimed at questions concerning polyatomic and large atomic number systems. The accuracy of the solution obtained is determined by the accuracy of the trial wave function`s nodal structure. Efforts in the group have given great emphasis to finding optimized wave functions for the QMC calculations. Little work had been done by systematically looking at a family of systems to see how the best wave functions evolve with system size. In this work the author presents a study of trial wave functions for C, CH, C2H and C2H2. The goal is to study how to build wave functions for larger systems by accumulating knowledge from the wave functions of its fragments as well as gaining some knowledge on the usefulness of multi-reference wave functions. In a MC calculation of a heavy atom, for reasonable time steps most moves for core electrons are rejected. For this reason true equilibration is rarely achieved. A method proposed by Batrouni and Reynolds modifies the way the simulation is performed without altering the final steady-state solution. It introduces an acceleration matrix chosen so that all coordinates (i.e., of core and valence electrons) propagate at comparable speeds. A study of the results obtained using their proposed matrix suggests that it may not be the optimum choice. In this work the author has found that the desired mixing of coordinates between core and valence electrons is not achieved when using this matrix. A bibliography of 175 references is

  13. Quantum Monte Carlo for electronic structure: Recent developments and applications

    International Nuclear Information System (INIS)

    Rodriguez, M.M.S.; Lawrence Berkeley Lab., CA

    1995-04-01

    Quantum Monte Carlo (QMC) methods have been found to give excellent results when applied to chemical systems. The main goal of the present work is to use QMC to perform electronic structure calculations. In QMC, a Monte Carlo simulation is used to solve the Schroedinger equation, taking advantage of its analogy to a classical diffusion process with branching. In the present work the author focuses on how to extend the usefulness of QMC to more meaningful molecular systems. This study is aimed at questions concerning polyatomic and large atomic number systems. The accuracy of the solution obtained is determined by the accuracy of the trial wave function's nodal structure. Efforts in the group have given great emphasis to finding optimized wave functions for the QMC calculations. Little work had been done by systematically looking at a family of systems to see how the best wave functions evolve with system size. In this work the author presents a study of trial wave functions for C, CH, C 2 H and C 2 H 2 . The goal is to study how to build wave functions for larger systems by accumulating knowledge from the wave functions of its fragments as well as gaining some knowledge on the usefulness of multi-reference wave functions. In a MC calculation of a heavy atom, for reasonable time steps most moves for core electrons are rejected. For this reason true equilibration is rarely achieved. A method proposed by Batrouni and Reynolds modifies the way the simulation is performed without altering the final steady-state solution. It introduces an acceleration matrix chosen so that all coordinates (i.e., of core and valence electrons) propagate at comparable speeds. A study of the results obtained using their proposed matrix suggests that it may not be the optimum choice. In this work the author has found that the desired mixing of coordinates between core and valence electrons is not achieved when using this matrix. A bibliography of 175 references is included

  14. Lectures on Monte Carlo methods

    CERN Document Server

    Madras, Neal

    2001-01-01

    Monte Carlo methods form an experimental branch of mathematics that employs simulations driven by random number generators. These methods are often used when others fail, since they are much less sensitive to the "curse of dimensionality", which plagues deterministic methods in problems with a large number of variables. Monte Carlo methods are used in many fields: mathematics, statistics, physics, chemistry, finance, computer science, and biology, for instance. This book is an introduction to Monte Carlo methods for anyone who would like to use these methods to study various kinds of mathemati

  15. 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)

  16. Kinetic Monte Carlo simulations of three-dimensional self-assembled quantum dot islands

    International Nuclear Information System (INIS)

    Song Xin; Feng Hao; Liu Yu-Min; Yu Zhong-Yuan; Yin Hao-Zhi

    2014-01-01

    By three-dimensional kinetic Monte Carlo simulations, the effects of the temperature, the flux rate, the total coverage and the interruption time on the distribution and the number of self-assembled InAs/GaAs (001) quantum dot (QD) islands are studied, which shows that a higher temperature, a lower flux rate and a longer growth time correspond to a better island distribution. The relations between the number of islands and the temperature and the flux rate are also successfully simulated. It is observed that for the total coverage lower than 0.5 ML, the number of islands decreases with the temperature increasing and other growth parameters fixed and the number of islands increases with the flux rate increasing when the deposition is lower than 0.6 ML and the other parameters are fixed. (condensed matter: structural, mechanical, and thermal properties)

  17. Optimization and benchmarking of a perturbative Metropolis Monte Carlo quantum mechanics/molecular mechanics program.

    Science.gov (United States)

    Feldt, Jonas; Miranda, Sebastião; Pratas, Frederico; Roma, Nuno; Tomás, Pedro; Mata, Ricardo A

    2017-12-28

    In this work, we present an optimized perturbative quantum mechanics/molecular mechanics (QM/MM) method for use in Metropolis Monte Carlo simulations. The model adopted is particularly tailored for the simulation of molecular systems in solution but can be readily extended to other applications, such as catalysis in enzymatic environments. The electrostatic coupling between the QM and MM systems is simplified by applying perturbation theory to estimate the energy changes caused by a movement in the MM system. This approximation, together with the effective use of GPU acceleration, leads to a negligible added computational cost for the sampling of the environment. Benchmark calculations are carried out to evaluate the impact of the approximations applied and the overall computational performance.

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

    Energy Technology Data Exchange (ETDEWEB)

    Tews, Ingo

    2015-10-12

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

  19. Quantum Monte Carlo study of the superconductor-insulator transition in the dual vortex representation

    Science.gov (United States)

    Khan, Hasan; Gazit, Snir; Randeria, Mohit; Trivedi, Nandini

    The superconductor-insulator transition (SIT) in two dimensions is a paradigm for quantum criticality that has been observed experimentally in Josephson junction arrays, superconducting thin films, and cold atoms trapped in an optical lattice. The conventional picture of the transition is in terms of the condensation of bosonic degrees of freedom (Cooper pairs in superconductors). Interestingly, the transition has a dual description, where the insulating phase is a Bose condensate of vortices. We study the SIT numerically by means of a large-scale quantum Monte Carlo (QMC) simulation in the vortex representation. This provides direct access to both the boson and vortex degrees of freedom and allows us to numerically test the duality and quantify deviations from self-duality. Our main focus is on critical properties such as the vortex and the boson phase stiffness. We compare our results to previous studies in the bosonic representation. We acknowledge support from Grant DOE-BES DE-FG02-07ER46423 (HK, NT).

  20. 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.

  1. 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.

  2. Monte Carlo - Advances and Challenges

    International Nuclear Information System (INIS)

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

    2008-01-01

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

  3. The iterative hopping expansion algorithm for Monte Carlo calculations with very light fermions

    International Nuclear Information System (INIS)

    Montvay, I.

    1985-03-01

    The number of numerical operations necessary for a Monte Carlo simulation with very light fermions (like u- and d-quarks in quantum chromodynamics) is estimated within the iterative hopping expansion method. (orig.)

  4. Fast sequential Monte Carlo methods for counting and optimization

    CERN Document Server

    Rubinstein, Reuven Y; Vaisman, Radislav

    2013-01-01

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

  5. The MC21 Monte Carlo Transport Code

    International Nuclear Information System (INIS)

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

    2007-01-01

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

  6. Monte Carlo Treatment Planning for Advanced Radiotherapy

    DEFF Research Database (Denmark)

    Cronholm, Rickard

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

  7. 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

  8. Size and diluted magnetic properties of diamond shaped graphene quantum dots: Monte Carlo study

    Science.gov (United States)

    Masrour, R.; Jabar, A.

    2018-05-01

    The magnetic properties of diamond shaped graphene quantum dots have been investigated by varying their sizes with the Monte Carlo simulation. The magnetizations and magnetic susceptibilities have been studied with dilutions x (magnetic atom), several sizes L (carbon atom) and exchange interaction J between the magnetic atoms. The all magnetic susceptibilities have been situated at the transitions temperatures of each parameters. The obtained values increase when increases the values of x, L and J. The effect of exchanges interactions and crystal field on the magnetization has been discussed. The magnetic hysteresis cycles for several dilutions x, sizes L, exchange interactions J and temperatures T. The magnetic coercive increases with increasing the exchange interactions and decreases when the temperatures values increasing.

  9. 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.

  10. Quantum Mechanical Single Molecule Partition Function from PathIntegral Monte Carlo Simulations

    Energy Technology Data Exchange (ETDEWEB)

    Chempath, Shaji; Bell, Alexis T.; Predescu, Cristian

    2006-10-01

    An algorithm for calculating the partition function of a molecule with the path integral Monte Carlo method is presented. Staged thermodynamic perturbation with respect to a reference harmonic potential is utilized to evaluate the ratio of partition functions. Parallel tempering and a new Monte Carlo estimator for the ratio of partition functions are implemented here to achieve well converged simulations that give an accuracy of 0.04 kcal/mol in the reported free energies. The method is applied to various test systems, including a catalytic system composed of 18 atoms. Absolute free energies calculated by this method lead to corrections as large as 2.6 kcal/mol at 300 K for some of the examples presented.

  11. Communication: Calculation of interatomic forces and optimization of molecular geometry with auxiliary-field quantum Monte Carlo

    Science.gov (United States)

    Motta, Mario; Zhang, Shiwei

    2018-05-01

    We propose an algorithm for accurate, systematic, and scalable computation of interatomic forces within the auxiliary-field quantum Monte Carlo (AFQMC) method. The algorithm relies on the Hellmann-Feynman theorem and incorporates Pulay corrections in the presence of atomic orbital basis sets. We benchmark the method for small molecules by comparing the computed forces with the derivatives of the AFQMC potential energy surface and by direct comparison with other quantum chemistry methods. We then perform geometry optimizations using the steepest descent algorithm in larger molecules. With realistic basis sets, we obtain equilibrium geometries in agreement, within statistical error bars, with experimental values. The increase in computational cost for computing forces in this approach is only a small prefactor over that of calculating the total energy. This paves the way for a general and efficient approach for geometry optimization and molecular dynamics within AFQMC.

  12. 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

  13. Multilevel sequential Monte Carlo samplers

    KAUST Repository

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

    2016-01-01

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

  14. Multilevel sequential Monte Carlo samplers

    KAUST Repository

    Beskos, Alexandros

    2016-08-29

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

  15. 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)

  16. Bridging the gap between quantum Monte Carlo and F12-methods

    Science.gov (United States)

    Chinnamsetty, Sambasiva Rao; Luo, Hongjun; Hackbusch, Wolfgang; Flad, Heinz-Jürgen; Uschmajew, André

    2012-06-01

    Tensor product approximation of pair-correlation functions opens a new route from quantum Monte Carlo (QMC) to explicitly correlated F12 methods. Thereby one benefits from stochastic optimization techniques used in QMC to get optimal pair-correlation functions which typically recover more than 85% of the total correlation energy. Our approach incorporates, in particular, core and core-valence correlation which are poorly described by homogeneous and isotropic ansatz functions usually applied in F12 calculations. We demonstrate the performance of the tensor product approximation by applications to atoms and small molecules. It turns out that the canonical tensor format is especially suitable for the efficient computation of two- and three-electron integrals required by explicitly correlated methods. The algorithm uses a decomposition of three-electron integrals, originally introduced by Boys and Handy and further elaborated by Ten-no in his 3d numerical quadrature scheme, which enables efficient computations in the tensor format. Furthermore, our method includes the adaptive wavelet approximation of tensor components where convergence rates are given in the framework of best N-term approximation theory.

  17. Study of Atoms and Molecules with Auxiliary-Field Quantum Monte Carlo

    Science.gov (United States)

    Purwanto, Wirawan; Suewattana, Malliga; Krakauer, Henry; Zhang, Shiwei; Walter, Eric J.

    2006-03-01

    We study the ground-state properties of second-row atoms and molecules using the phaseless auxiliary-field quantum Monte Carlo (AF QMC) method. This method projects the many-body ground state from a trial wave function by means of random walks in the Slater-determinant space. We use a single Slater-determinant trial wave function obtained from density-functional theory (DFT) or Hartree-Fock (HF) calculations. The calculations were done with a plane-wave basis and supercells with periodic boundary condition. We investigate the finite-size effects and the accuracy of pseudopotentials within DFT, HF, and AF QMC frameworks. Pseudopotentials generated from both LDA (OPIUM) and HF are employed. We find that the many-body QMC calculations show a greater sensitivity to the accuracy of the pseudopotentials. With reliable pseudopotentials, the ionization potentials and dissociation energies obtained using AF QMC are in excellent agreement with the experimental results. S. Zhang and H. Krakauer, Phys. Rev. Lett. 90, 136401 (2003) http://opium.sourceforge.net I. Ovcharenko, A. Aspuru-Guzik, and W. A. Lester, J. Chem. Phys. 114, 7790 (2001)

  18. 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.

  19. 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.

  20. 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

  1. Monte Carlo alpha calculation

    Energy Technology Data Exchange (ETDEWEB)

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

    1985-01-01

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

  2. Phase stability of TiO2 polymorphs from diffusion Quantum Monte Carlo

    International Nuclear Information System (INIS)

    Luo, Ye; Benali, Anouar; Shulenburger, Luke; Krogel, Jaron T; Heinonen, Olle; Kent, Paul R C

    2016-01-01

    Titanium dioxide, TiO 2 , has multiple applications in catalysis, energy conversion and memristive devices because of its electronic structure. Most of these applications utilize the naturally existing phases: rutile, anatase and brookite. Despite the simple form of TiO 2 and its wide uses, there is long-standing disagreement between theory and experiment on the energetic ordering of these phases that has never been resolved. We present the first analysis of phase stability at zero temperature using the highly accurate many-body fixed node diffusion Quantum Monte Carlo (QMC) method. We also include the effects of temperature by calculating the Helmholtz free energy including both internal energy and vibrational contributions from density functional perturbation theory based quasi harmonic phonon calculations. Our QMC calculations find that anatase is the most stable phase at zero temperature, consistent with many previous mean-field calculations. However, at elevated temperatures, rutile becomes the most stable phase. For all finite temperatures, brookite is always the least stable phase. (paper)

  3. 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.)

  4. Linear filtering applied to Monte Carlo criticality calculations

    International Nuclear Information System (INIS)

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

    1975-01-01

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

  5. 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

  6. Communication: Toward an improved control of the fixed-node error in quantum Monte Carlo: The case of the water molecule

    International Nuclear Information System (INIS)

    Caffarel, Michel; Applencourt, Thomas; Scemama, Anthony; Giner, Emmanuel

    2016-01-01

    All-electron Fixed-node Diffusion Monte Carlo calculations for the nonrelativistic ground-state energy of the water molecule at equilibrium geometry are presented. The determinantal part of the trial wavefunction is obtained from a selected Configuration Interaction calculation [Configuration Interaction using a Perturbative Selection done Iteratively (CIPSI) method] including up to about 1.4 × 10 6 of determinants. Calculations are made using the cc-pCVnZ family of basis sets, with n = 2 to 5. In contrast with most quantum Monte Carlo works no re-optimization of the determinantal part in presence of a Jastrow is performed. For the largest cc-pCV5Z basis set the lowest upper bound for the ground-state energy reported so far of −76.437 44(18) is obtained. The fixed-node energy is found to decrease regularly as a function of the cardinal number n and the Complete Basis Set limit associated with exact nodes is easily extracted. The resulting energy of −76.438 94(12) — in perfect agreement with the best experimentally derived value — is the most accurate theoretical estimate reported so far. We emphasize that employing selected configuration interaction nodes of increasing quality in a given family of basis sets may represent a simple, deterministic, reproducible, and systematic way of controlling the fixed-node error in diffusion Monte Carlo.

  7. Communication: Toward an improved control of the fixed-node error in quantum Monte Carlo: The case of the water molecule

    Energy Technology Data Exchange (ETDEWEB)

    Caffarel, Michel; Applencourt, Thomas; Scemama, Anthony [Laboratoire de Chimie et Physique Quantique, CNRS-Université de Toulouse, Toulouse (France); Giner, Emmanuel [Dipartimento di Scienze Chimiche e Farmaceutiche, Universit degli Studi di Ferrara, Ferrara (Italy)

    2016-04-21

    All-electron Fixed-node Diffusion Monte Carlo calculations for the nonrelativistic ground-state energy of the water molecule at equilibrium geometry are presented. The determinantal part of the trial wavefunction is obtained from a selected Configuration Interaction calculation [Configuration Interaction using a Perturbative Selection done Iteratively (CIPSI) method] including up to about 1.4 × 10{sup 6} of determinants. Calculations are made using the cc-pCVnZ family of basis sets, with n = 2 to 5. In contrast with most quantum Monte Carlo works no re-optimization of the determinantal part in presence of a Jastrow is performed. For the largest cc-pCV5Z basis set the lowest upper bound for the ground-state energy reported so far of −76.437 44(18) is obtained. The fixed-node energy is found to decrease regularly as a function of the cardinal number n and the Complete Basis Set limit associated with exact nodes is easily extracted. The resulting energy of −76.438 94(12) — in perfect agreement with the best experimentally derived value — is the most accurate theoretical estimate reported so far. We emphasize that employing selected configuration interaction nodes of increasing quality in a given family of basis sets may represent a simple, deterministic, reproducible, and systematic way of controlling the fixed-node error in diffusion Monte Carlo.

  8. 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)

  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. Constrained-path quantum Monte Carlo approach for non-yrast states within the shell model

    Energy Technology Data Exchange (ETDEWEB)

    Bonnard, J. [INFN, Sezione di Padova, Padova (Italy); LPC Caen, ENSICAEN, Universite de Caen, CNRS/IN2P3, Caen (France); Juillet, O. [LPC Caen, ENSICAEN, Universite de Caen, CNRS/IN2P3, Caen (France)

    2016-04-15

    The present paper intends to present an extension of the constrained-path quantum Monte Carlo approach allowing to reconstruct non-yrast states in order to reach the complete spectroscopy of nuclei within the interacting shell model. As in the yrast case studied in a previous work, the formalism involves a variational symmetry-restored wave function assuming two central roles. First, it guides the underlying Brownian motion to improve the efficiency of the sampling. Second, it constrains the stochastic paths according to the phaseless approximation to control sign or phase problems that usually plague fermionic QMC simulations. Proof-of-principle results in the sd valence space are reported. They prove the ability of the scheme to offer remarkably accurate binding energies for both even- and odd-mass nuclei irrespective of the considered interaction. (orig.)

  11. Monte Carlo approaches to light nuclei

    International Nuclear Information System (INIS)

    Carlson, J.

    1990-01-01

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

  12. Monte Carlo approaches to light nuclei

    Energy Technology Data Exchange (ETDEWEB)

    Carlson, J.

    1990-01-01

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

  13. 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...

  14. Lecture 1. Monte Carlo basics. Lecture 2. Adjoint Monte Carlo. Lecture 3. Coupled Forward-Adjoint calculations

    Energy Technology Data Exchange (ETDEWEB)

    Hoogenboom, J.E. [Delft University of Technology, Interfaculty Reactor Institute, Delft (Netherlands)

    2000-07-01

    The Monte Carlo method is a statistical method to solve mathematical and physical problems using random numbers. The principle of the methods will be demonstrated for a simple mathematical problem and for neutron transport. Various types of estimators will be discussed, as well as generally applied variance reduction methods like splitting, Russian roulette and importance biasing. The theoretical formulation for solving eigenvalue problems for multiplying systems will be shown. Some reflections will be given about the applicability of the Monte Carlo method, its limitations and its future prospects for reactor physics calculations. Adjoint Monte Carlo is a Monte Carlo game to solve the adjoint neutron (or photon) transport equation. The adjoint transport equation can be interpreted in terms of simulating histories of artificial particles, which show properties of neutrons that move backwards in history. These particles will start their history at the detector from which the response must be estimated and give a contribution to the estimated quantity when they hit or pass through the neutron source. Application to multigroup transport formulation will be demonstrated Possible implementation for the continuous energy case will be outlined. The inherent advantages and disadvantages of the method will be discussed. The Midway Monte Carlo method will be presented for calculating a detector response due to a (neutron or photon) source. A derivation will be given of the basic formula for the Midway Monte Carlo method The black absorber technique, allowing for a cutoff of particle histories when reaching the midway surface in one of the calculations will be derived. An extension of the theory to coupled neutron-photon problems is given. The method will be demonstrated for an oil well logging problem, comprising a neutron source in a borehole and photon detectors to register the photons generated by inelastic neutron scattering. (author)

  15. Lecture 1. Monte Carlo basics. Lecture 2. Adjoint Monte Carlo. Lecture 3. Coupled Forward-Adjoint calculations

    International Nuclear Information System (INIS)

    Hoogenboom, J.E.

    2000-01-01

    The Monte Carlo method is a statistical method to solve mathematical and physical problems using random numbers. The principle of the methods will be demonstrated for a simple mathematical problem and for neutron transport. Various types of estimators will be discussed, as well as generally applied variance reduction methods like splitting, Russian roulette and importance biasing. The theoretical formulation for solving eigenvalue problems for multiplying systems will be shown. Some reflections will be given about the applicability of the Monte Carlo method, its limitations and its future prospects for reactor physics calculations. Adjoint Monte Carlo is a Monte Carlo game to solve the adjoint neutron (or photon) transport equation. The adjoint transport equation can be interpreted in terms of simulating histories of artificial particles, which show properties of neutrons that move backwards in history. These particles will start their history at the detector from which the response must be estimated and give a contribution to the estimated quantity when they hit or pass through the neutron source. Application to multigroup transport formulation will be demonstrated Possible implementation for the continuous energy case will be outlined. The inherent advantages and disadvantages of the method will be discussed. The Midway Monte Carlo method will be presented for calculating a detector response due to a (neutron or photon) source. A derivation will be given of the basic formula for the Midway Monte Carlo method The black absorber technique, allowing for a cutoff of particle histories when reaching the midway surface in one of the calculations will be derived. An extension of the theory to coupled neutron-photon problems is given. The method will be demonstrated for an oil well logging problem, comprising a neutron source in a borehole and photon detectors to register the photons generated by inelastic neutron scattering. (author)

  16. Monte Carlo Techniques for Nuclear Systems - Theory Lectures

    International Nuclear Information System (INIS)

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

    2016-01-01

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

  17. Monte Carlo Techniques for Nuclear Systems - Theory Lectures

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-11-29

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

  18. Monte Carlo Transport for Electron Thermal Transport

    Science.gov (United States)

    Chenhall, Jeffrey; Cao, Duc; Moses, Gregory

    2015-11-01

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

  19. Many-body optimization using an ab initio monte carlo method.

    Science.gov (United States)

    Haubein, Ned C; McMillan, Scott A; Broadbelt, Linda J

    2003-01-01

    Advances in computing power have made it possible to study solvated molecules using ab initio quantum chemistry. Inclusion of discrete solvent molecules is required to determine geometric information about solute/solvent clusters. Monte Carlo methods are well suited to finding minima in many-body systems, and ab initio methods are applicable to the widest range of systems. A first principles Monte Carlo (FPMC) method was developed to find minima in many-body systems, and emphasis was placed on implementing moves that increase the likelihood of finding minimum energy structures. Partial optimization and molecular interchange moves aid in finding minima and overcome the incomplete sampling that is unavoidable when using ab initio methods. FPMC was validated by studying the boron trifluoride-water system, and then the method was used to examine the methyl carbenium ion in water to demonstrate its application to solvation problems.

  20. 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)

  1. Is Monte Carlo embarrassingly parallel?

    Energy Technology Data Exchange (ETDEWEB)

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

    2012-07-01

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

  2. Is Monte Carlo embarrassingly parallel?

    International Nuclear Information System (INIS)

    Hoogenboom, J. E.

    2012-01-01

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

  3. Phase Diagram of Hydrogen and a Hydrogen-Helium Mixture at Planetary Conditions by Quantum Monte Carlo Simulations

    Science.gov (United States)

    Mazzola, Guglielmo; Helled, Ravit; Sorella, Sandro

    2018-01-01

    Understanding planetary interiors is directly linked to our ability of simulating exotic quantum mechanical systems such as hydrogen (H) and hydrogen-helium (H-He) mixtures at high pressures and temperatures. Equation of state (EOS) tables based on density functional theory are commonly used by planetary scientists, although this method allows only for a qualitative description of the phase diagram. Here we report quantum Monte Carlo (QMC) molecular dynamics simulations of pure H and H-He mixture. We calculate the first QMC EOS at 6000 K for a H-He mixture of a protosolar composition, and show the crucial influence of He on the H metallization pressure. Our results can be used to calibrate other EOS calculations and are very timely given the accurate determination of Jupiter's gravitational field from the NASA Juno mission and the effort to determine its structure.

  4. Molecular dynamics and Monte Carlo calculations in statistical mechanics

    International Nuclear Information System (INIS)

    Wood, W.W.; Erpenbeck, J.J.

    1976-01-01

    Monte Carlo and molecular dynamics calculations on statistical mechanical systems is reviewed giving some of the more significant recent developments. It is noted that the term molecular dynamics refers to the time-averaging technique for hard-core and square-well interactions and for continuous force-law interactions. Ergodic questions, methodology, quantum mechanical, Lorentz, and one-dimensional, hard-core, and square and triangular-well systems, short-range soft potentials, and other systems are included. 268 references

  5. Fully accelerating quantum Monte Carlo simulations of real materials on GPU clusters

    Science.gov (United States)

    Esler, Kenneth

    2011-03-01

    Quantum Monte Carlo (QMC) has proved to be an invaluable tool for predicting the properties of matter from fundamental principles, combining very high accuracy with extreme parallel scalability. By solving the many-body Schrödinger equation through a stochastic projection, it achieves greater accuracy than mean-field methods and better scaling with system size than quantum chemical methods, enabling scientific discovery across a broad spectrum of disciplines. In recent years, graphics processing units (GPUs) have provided a high-performance and low-cost new approach to scientific computing, and GPU-based supercomputers are now among the fastest in the world. The multiple forms of parallelism afforded by QMC algorithms make the method an ideal candidate for acceleration in the many-core paradigm. We present the results of porting the QMCPACK code to run on GPU clusters using the NVIDIA CUDA platform. Using mixed precision on GPUs and MPI for intercommunication, we observe typical full-application speedups of approximately 10x to 15x relative to quad-core CPUs alone, while reproducing the double-precision CPU results within statistical error. We discuss the algorithm modifications necessary to achieve good performance on this heterogeneous architecture and present the results of applying our code to molecules and bulk materials. Supported by the U.S. DOE under Contract No. DOE-DE-FG05-08OR23336 and by the NSF under No. 0904572.

  6. Variational Variance Reduction for Monte Carlo Criticality Calculations

    International Nuclear Information System (INIS)

    Densmore, Jeffery D.; Larsen, Edward W.

    2001-01-01

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

  7. Monte Carlo Solutions for Blind Phase Noise Estimation

    Directory of Open Access Journals (Sweden)

    Çırpan Hakan

    2009-01-01

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

  8. Monte Carlo based diffusion coefficients for LMFBR analysis

    International Nuclear Information System (INIS)

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

    2010-01-01

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

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

    Science.gov (United States)

    Gilbreth, C. N.; Alhassid, Y.

    2015-03-01

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

  10. Computer system for Monte Carlo experimentation

    International Nuclear Information System (INIS)

    Grier, D.A.

    1986-01-01

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

  11. Comparison of a quantum random number generator with pseudorandom number generators for their use in molecular Monte Carlo simulations.

    Science.gov (United States)

    Ghersi, Dario; Parakh, Abhishek; Mezei, Mihaly

    2017-12-05

    Four pseudorandom number generators were compared with a physical, quantum-based random number generator using the NIST suite of statistical tests, which only the quantum-based random number generator could successfully pass. We then measured the effect of the five random number generators on various calculated properties in different Markov-chain Monte Carlo simulations. Two types of systems were tested: conformational sampling of a small molecule in aqueous solution and liquid methanol under constant temperature and pressure. The results show that poor quality pseudorandom number generators produce results that deviate significantly from those obtained with the quantum-based random number generator, particularly in the case of the small molecule in aqueous solution setup. In contrast, the widely used Mersenne Twister pseudorandom generator and a 64-bit Linear Congruential Generator with a scrambler produce results that are statistically indistinguishable from those obtained with the quantum-based random number generator. © 2017 Wiley Periodicals, Inc. © 2017 Wiley Periodicals, Inc.

  12. Deterministic flows of order-parameters in stochastic processes of quantum Monte Carlo method

    International Nuclear Information System (INIS)

    Inoue, Jun-ichi

    2010-01-01

    In terms of the stochastic process of quantum-mechanical version of Markov chain Monte Carlo method (the MCMC), we analytically derive macroscopically deterministic flow equations of order parameters such as spontaneous magnetization in infinite-range (d(= ∞)-dimensional) quantum spin systems. By means of the Trotter decomposition, we consider the transition probability of Glauber-type dynamics of microscopic states for the corresponding (d + 1)-dimensional classical system. Under the static approximation, differential equations with respect to macroscopic order parameters are explicitly obtained from the master equation that describes the microscopic-law. In the steady state, we show that the equations are identical to the saddle point equations for the equilibrium state of the same system. The equation for the dynamical Ising model is recovered in the classical limit. We also check the validity of the static approximation by making use of computer simulations for finite size systems and discuss several possible extensions of our approach to disordered spin systems for statistical-mechanical informatics. Especially, we shall use our procedure to evaluate the decoding process of Bayesian image restoration. With the assistance of the concept of dynamical replica theory (the DRT), we derive the zero-temperature flow equation of image restoration measure showing some 'non-monotonic' behaviour in its time evolution.

  13. 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.

  14. LCG Monte-Carlo Data Base

    CERN Document Server

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

    2004-01-01

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

  15. 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

  16. A deterministic alternative to the full configuration interaction quantum Monte Carlo method

    Energy Technology Data Exchange (ETDEWEB)

    Tubman, Norm M.; Lee, Joonho; Takeshita, Tyler Y.; Head-Gordon, Martin; Whaley, K. Birgitta [University of California, Berkeley, Berkeley, California 94720 (United States)

    2016-07-28

    Development of exponentially scaling methods has seen great progress in tackling larger systems than previously thought possible. One such technique, full configuration interaction quantum Monte Carlo, is a useful algorithm that allows exact diagonalization through stochastically sampling determinants. The method derives its utility from the information in the matrix elements of the Hamiltonian, along with a stochastic projected wave function, to find the important parts of Hilbert space. However, the stochastic representation of the wave function is not required to search Hilbert space efficiently, and here we describe a highly efficient deterministic method that can achieve chemical accuracy for a wide range of systems, including the difficult Cr{sub 2} molecule. We demonstrate for systems like Cr{sub 2} that such calculations can be performed in just a few cpu hours which makes it one of the most efficient and accurate methods that can attain chemical accuracy for strongly correlated systems. In addition our method also allows efficient calculation of excited state energies, which we illustrate with benchmark results for the excited states of C{sub 2}.

  17. Quantum Monte Carlo Studies of Bulk and Few- or Single-Layer Black Phosphorus

    Science.gov (United States)

    Shulenburger, Luke; Baczewski, Andrew; Zhu, Zhen; Guan, Jie; Tomanek, David

    2015-03-01

    The electronic and optical properties of phosphorus depend strongly on the structural properties of the material. Given the limited experimental information on the structure of phosphorene, it is natural to turn to electronic structure calculations to provide this information. Unfortunately, given phosphorus' propensity to form layered structures bound by van der Waals interactions, standard density functional theory methods provide results of uncertain accuracy. Recently, it has been demonstrated that Quantum Monte Carlo (QMC) methods achieve high accuracy when applied to solids in which van der Waals forces play a significant role. In this talk, we will present QMC results from our recent calculations on black phosphorus, focusing on the structural and energetic properties of monolayers, bilayers and bulk structures. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. DOE's National Nuclear Security Administration under Contract DE-AC04-94AL85000.

  18. Igo - A Monte Carlo Code For Radiotherapy Planning

    International Nuclear Information System (INIS)

    Goldstein, M.; Regev, D.

    1999-01-01

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

  19. Monte Carlo techniques for analyzing deep-penetration problems

    International Nuclear Information System (INIS)

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

    1986-01-01

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

  20. 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.

  1. 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

  2. Non statistical Monte-Carlo

    International Nuclear Information System (INIS)

    Mercier, B.

    1985-04-01

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

  3. Optical Gaps in Pristine and Heavily Doped Silicon Nanocrystals: DFT versus Quantum Monte Carlo Benchmarks.

    Science.gov (United States)

    Derian, R; Tokár, K; Somogyi, B; Gali, Á; Štich, I

    2017-12-12

    We present a time-dependent density functional theory (TDDFT) study of the optical gaps of light-emitting nanomaterials, namely, pristine and heavily B- and P-codoped silicon crystalline nanoparticles. Twenty DFT exchange-correlation functionals sampled from the best currently available inventory such as hybrids and range-separated hybrids are benchmarked against ultra-accurate quantum Monte Carlo results on small model Si nanocrystals. Overall, the range-separated hybrids are found to perform best. The quality of the DFT gaps is correlated with the deviation from Koopmans' theorem as a possible quality guide. In addition to providing a generic test of the ability of TDDFT to describe optical properties of silicon crystalline nanoparticles, the results also open up a route to benchmark-quality DFT studies of nanoparticle sizes approaching those studied experimentally.

  4. Monte Carlo techniques for analyzing deep penetration problems

    International Nuclear Information System (INIS)

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

    1985-01-01

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

  5. Monte Carlo techniques for analyzing deep penetration problems

    International Nuclear Information System (INIS)

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

    1985-01-01

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

  6. Biases in Monte Carlo eigenvalue calculations

    Energy Technology Data Exchange (ETDEWEB)

    Gelbard, E.M.

    1992-12-01

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

  7. Biases in Monte Carlo eigenvalue calculations

    Energy Technology Data Exchange (ETDEWEB)

    Gelbard, E.M.

    1992-01-01

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

  8. Biases in Monte Carlo eigenvalue calculations

    International Nuclear Information System (INIS)

    Gelbard, E.M.

    1992-01-01

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

  9. Importance iteration in MORSE Monte Carlo calculations

    International Nuclear Information System (INIS)

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

    1994-01-01

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

  10. Importance iteration in MORSE Monte Carlo calculations

    International Nuclear Information System (INIS)

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

    1994-02-01

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

  11. Computation of Ground-State Properties in Molecular Systems: Back-Propagation with Auxiliary-Field Quantum Monte Carlo.

    Science.gov (United States)

    Motta, Mario; Zhang, Shiwei

    2017-11-14

    We address the computation of ground-state properties of chemical systems and realistic materials within the auxiliary-field quantum Monte Carlo method. The phase constraint to control the Fermion phase problem requires the random walks in Slater determinant space to be open-ended with branching. This in turn makes it necessary to use back-propagation (BP) to compute averages and correlation functions of operators that do not commute with the Hamiltonian. Several BP schemes are investigated, and their optimization with respect to the phaseless constraint is considered. We propose a modified BP method for the computation of observables in electronic systems, discuss its numerical stability and computational complexity, and assess its performance by computing ground-state properties in several molecular systems, including small organic molecules.

  12. 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.

  13. 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

  14. Strategije drevesnega preiskovanja Monte Carlo

    OpenAIRE

    VODOPIVEC, TOM

    2018-01-01

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

  15. Monte Carlo electron/photon transport

    International Nuclear Information System (INIS)

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

    1985-01-01

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

  16. Nature of Interlayer Binding and Stacking of sp–sp 2 Hybridized Carbon Layers: A Quantum Monte Carlo Study

    International Nuclear Information System (INIS)

    Shin, Hyeondeok; Lee, Hoonkyung; Heinonen, Olle; Benali, Anouar; Kwon, Yongkyung

    2017-01-01

    α-graphyne is a two-dimensional sheet of sp-sp2 hybridized carbon atoms in a honeycomb lattice. While the geometrical structure is similar to that of graphene, the hybridized triple bonds give rise to electronic structure that is different from that of graphene. Similar to graphene, α-graphyne can be stacked in bilayers with two stable configurations, but the different stackings have very different electronic structures: one is predicted to have gapless parabolic bands and the other a tunable bandgap which is attractive for applications. In order to realize applications, it is crucial to understand which stacking is more stable. This is difficult to model, as the stability is a result of weak interlayer van der Waals interactions which are not well captured by density functional theory (DFT). We have used quantum Monte Carlo simulations that accurately include van der Waals interactions to calculate the interlayer binding energy of bilayer graphyne and to determine its most stable stacking mode. Our results show that inter-layer bindings of sp- and sp2-bonded carbon networks are significantly underestimated in a Kohn-Sham DFT approach, even with an exchange-correlation potential corrected to include, in some approximation, van der Waals interactions. Finally, our quantum Monte Carlo calculations reveal that the interlayer binding energy difference between the two stacking modes is only 0.9(4) eV/atom. From this we conclude that the two stable stacking modes of bilayer α-graphyne are almost degenerate with each other, and both will occur with about the same probability at room temperature unless there is a synthesis path that prefers one stacking over the other.

  17. 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

  18. 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.

  19. Bayesian Optimal Experimental Design Using Multilevel Monte Carlo

    KAUST Repository

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

    2015-01-01

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

  20. Bayesian Optimal Experimental Design Using Multilevel Monte Carlo

    KAUST Repository

    Ben Issaid, Chaouki

    2015-01-07

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

  1. Numerical stabilization of entanglement computation in auxiliary-field quantum Monte Carlo simulations of interacting many-fermion systems.

    Science.gov (United States)

    Broecker, Peter; Trebst, Simon

    2016-12-01

    In the absence of a fermion sign problem, auxiliary-field (or determinantal) quantum Monte Carlo (DQMC) approaches have long been the numerical method of choice for unbiased, large-scale simulations of interacting many-fermion systems. More recently, the conceptual scope of this approach has been expanded by introducing ingenious schemes to compute entanglement entropies within its framework. On a practical level, these approaches, however, suffer from a variety of numerical instabilities that have largely impeded their applicability. Here we report on a number of algorithmic advances to overcome many of these numerical instabilities and significantly improve the calculation of entanglement measures in the zero-temperature projective DQMC approach, ultimately allowing us to reach similar system sizes as for the computation of conventional observables. We demonstrate the applicability of this improved DQMC approach by providing an entanglement perspective on the quantum phase transition from a magnetically ordered Mott insulator to a band insulator in the bilayer square lattice Hubbard model at half filling.

  2. 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)

  3. Successful vectorization - reactor physics Monte Carlo code

    International Nuclear Information System (INIS)

    Martin, W.R.

    1989-01-01

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

  4. Bayesian phylogeny analysis via stochastic approximation Monte Carlo

    KAUST Repository

    Cheon, Sooyoung; Liang, Faming

    2009-01-01

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

  5. Reflections on early Monte Carlo calculations

    International Nuclear Information System (INIS)

    Spanier, J.

    1992-01-01

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

  6. Reconstruction of Monte Carlo replicas from Hessian parton distributions

    Energy Technology Data Exchange (ETDEWEB)

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

    2017-03-20

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

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

    International Nuclear Information System (INIS)

    Kapfer, Sebastian C; Krauth, Werner

    2013-01-01

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

  8. 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)

  9. 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

  10. Wielandt acceleration for MCNP5 Monte Carlo eigenvalue calculations

    International Nuclear Information System (INIS)

    Brown, F.

    2007-01-01

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

  11. Monte Carlo shielding analyses using an automated biasing procedure

    International Nuclear Information System (INIS)

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

    1988-01-01

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

  12. Applications of the Monte Carlo method in radiation protection

    International Nuclear Information System (INIS)

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

    1999-01-01

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

  13. Pore-scale uncertainty quantification with multilevel Monte Carlo

    KAUST Repository

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

    2014-01-01

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

  14. 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

  15. Current and future applications of Monte Carlo

    International Nuclear Information System (INIS)

    Zaidi, H.

    2003-01-01

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

  16. Self-learning Monte Carlo with deep neural networks

    Science.gov (United States)

    Shen, Huitao; Liu, Junwei; Fu, Liang

    2018-05-01

    The self-learning Monte Carlo (SLMC) method is a general algorithm to speedup MC simulations. Its efficiency has been demonstrated in various systems by introducing an effective model to propose global moves in the configuration space. In this paper, we show that deep neural networks can be naturally incorporated into SLMC, and without any prior knowledge can learn the original model accurately and efficiently. Demonstrated in quantum impurity models, we reduce the complexity for a local update from O (β2) in Hirsch-Fye algorithm to O (β lnβ ) , which is a significant speedup especially for systems at low temperatures.

  17. Analytic nuclear forces and molecular properties from full configuration interaction quantum Monte Carlo

    International Nuclear Information System (INIS)

    Thomas, Robert E.; Overy, Catherine; Opalka, Daniel; Alavi, Ali; Knowles, Peter J.; Booth, George H.

    2015-01-01

    Unbiased stochastic sampling of the one- and two-body reduced density matrices is achieved in full configuration interaction quantum Monte Carlo with the introduction of a second, “replica” ensemble of walkers, whose population evolves in imaginary time independently from the first and which entails only modest additional computational overheads. The matrices obtained from this approach are shown to be representative of full configuration-interaction quality and hence provide a realistic opportunity to achieve high-quality results for a range of properties whose operators do not necessarily commute with the Hamiltonian. A density-matrix formulated quasi-variational energy estimator having been already proposed and investigated, the present work extends the scope of the theory to take in studies of analytic nuclear forces, molecular dipole moments, and polarisabilities, with extensive comparison to exact results where possible. These new results confirm the suitability of the sampling technique and, where sufficiently large basis sets are available, achieve close agreement with experimental values, expanding the scope of the method to new areas of investigation

  18. SPQR: a Monte Carlo reactor kinetics code

    International Nuclear Information System (INIS)

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

    1980-02-01

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

  19. Optix: A Monte Carlo scintillation light transport code

    Energy Technology Data Exchange (ETDEWEB)

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

    2014-02-11

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

  20. Bayesian phylogeny analysis via stochastic approximation Monte Carlo

    KAUST Repository

    Cheon, Sooyoung

    2009-11-01

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

  1. Present status and future prospects of neutronics Monte Carlo

    International Nuclear Information System (INIS)

    Gelbard, E.M.

    1990-01-01

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

  2. Neutron point-flux calculation by Monte Carlo

    International Nuclear Information System (INIS)

    Eichhorn, M.

    1986-04-01

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

  3. 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

  4. Shell model the Monte Carlo way

    International Nuclear Information System (INIS)

    Ormand, W.E.

    1995-01-01

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

  5. Shell model the Monte Carlo way

    Energy Technology Data Exchange (ETDEWEB)

    Ormand, W.E.

    1995-03-01

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

  6. Research on perturbation based Monte Carlo reactor criticality search

    International Nuclear Information System (INIS)

    Li Zeguang; Wang Kan; Li Yangliu; Deng Jingkang

    2013-01-01

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

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

    International Nuclear Information System (INIS)

    Booth, T.E.

    1985-01-01

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

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

    International Nuclear Information System (INIS)

    Giorla, J.

    1985-10-01

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

  9. Monte Carlo applications to radiation shielding problems

    International Nuclear Information System (INIS)

    Subbaiah, K.V.

    2009-01-01

    Monte Carlo methods are a class of computational algorithms that rely on repeated random sampling of physical and mathematical systems to compute their results. However, basic concepts of MC are both simple and straightforward and can be learned by using a personal computer. Uses of Monte Carlo methods require large amounts of random numbers, and it was their use that spurred the development of pseudorandom number generators, which were far quicker to use than the tables of random numbers which had been previously used for statistical sampling. In Monte Carlo simulation of radiation transport, the history (track) of a particle is viewed as a random sequence of free flights that end with an interaction event where the particle changes its direction of movement, loses energy and, occasionally, produces secondary particles. The Monte Carlo simulation of a given experimental arrangement (e.g., an electron beam, coming from an accelerator and impinging on a water phantom) consists of the numerical generation of random histories. To simulate these histories we need an interaction model, i.e., a set of differential cross sections (DCS) for the relevant interaction mechanisms. The DCSs determine the probability distribution functions (pdf) of the random variables that characterize a track; 1) free path between successive interaction events, 2) type of interaction taking place and 3) energy loss and angular deflection in a particular event (and initial state of emitted secondary particles, if any). Once these pdfs are known, random histories can be generated by using appropriate sampling methods. If the number of generated histories is large enough, quantitative information on the transport process may be obtained by simply averaging over the simulated histories. The Monte Carlo method yields the same information as the solution of the Boltzmann transport equation, with the same interaction model, but is easier to implement. In particular, the simulation of radiation

  10. 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

  11. 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.

  12. A Monte Carlo algorithm for the Vavilov distribution

    International Nuclear Information System (INIS)

    Yi, Chul-Young; Han, Hyon-Soo

    1999-01-01

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

  13. 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).

  14. Nested Sampling with Constrained Hamiltonian Monte Carlo

    OpenAIRE

    Betancourt, M. J.

    2010-01-01

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

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

    International Nuclear Information System (INIS)

    Xu Shuyan; Liu Baojie; Li Qin

    2007-01-01

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

  16. High-order Path Integral Monte Carlo methods for solving strongly correlated fermion problems

    Science.gov (United States)

    Chin, Siu A.

    2015-03-01

    In solving for the ground state of a strongly correlated many-fermion system, the conventional second-order Path Integral Monte Carlo method is plagued with the sign problem. This is due to the large number of anti-symmetric free fermion propagators that are needed to extract the square of the ground state wave function at large imaginary time. In this work, I show that optimized fourth-order Path Integral Monte Carlo methods, which uses no more than 5 free-fermion propagators, in conjunction with the use of the Hamiltonian energy estimator, can yield accurate ground state energies for quantum dots with up to 20 polarized electrons. The correlations are directly built-in and no explicit wave functions are needed. This work is supported by the Qatar National Research Fund NPRP GRANT #5-674-1-114.

  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. 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

  19. 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.

  20. Monte Carlo evaluation of path integral for the nuclear shell model

    International Nuclear Information System (INIS)

    Lang, G.H.

    1993-01-01

    The authors present a path-integral formulation of the nuclear shell model using auxillary fields; the path-integral is evaluated by Monte Carlo methods. The method scales favorably with valence-nucleon number and shell-model basis: full-basis calculations are demonstrated up to the rare-earth region, which cannot be treated by other methods. Observables are calculated for the ground state and in a thermal ensemble. Dynamical correlations are obtained, from which strength functions are extracted through the Maximum Entropy method. Examples in the s-d shell, where exact diagonalization can be carried out, compared well with exact results. The open-quotes sign problemclose quotes generic to quantum Monte Carlo calculations is found to be absent in the attractive pairing-plus-multipole interactions. The formulation is general for interacting fermion systems and is well suited for parallel computation. The authors have implemented it on the Intel Touchstone Delta System, achieving better than 99% parallelization

  1. Discrete Diffusion Monte Carlo for Electron Thermal Transport

    Science.gov (United States)

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

    2014-10-01

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

  2. Monte Carlo techniques in diagnostic and therapeutic nuclear medicine

    International Nuclear Information System (INIS)

    Zaidi, H.

    2002-01-01

    Monte Carlo techniques have become one of the most popular tools in different areas of medical radiation physics following the development and subsequent implementation of powerful computing systems for clinical use. In particular, they have been extensively applied to simulate processes involving random behaviour and to quantify physical parameters that are difficult or even impossible to calculate analytically or to determine by experimental measurements. The use of the Monte Carlo method to simulate radiation transport turned out to be the most accurate means of predicting absorbed dose distributions and other quantities of interest in the radiation treatment of cancer patients using either external or radionuclide radiotherapy. The same trend has occurred for the estimation of the absorbed dose in diagnostic procedures using radionuclides. There is broad consensus in accepting that the earliest Monte Carlo calculations in medical radiation physics were made in the area of nuclear medicine, where the technique was used for dosimetry modelling and computations. Formalism and data based on Monte Carlo calculations, developed by the Medical Internal Radiation Dose (MIRD) committee of the Society of Nuclear Medicine, were published in a series of supplements to the Journal of Nuclear Medicine, the first one being released in 1968. Some of these pamphlets made extensive use of Monte Carlo calculations to derive specific absorbed fractions for electron and photon sources uniformly distributed in organs of mathematical phantoms. Interest in Monte Carlo-based dose calculations with β-emitters has been revived with the application of radiolabelled monoclonal antibodies to radioimmunotherapy. As a consequence of this generalized use, many questions are being raised primarily about the need and potential of Monte Carlo techniques, but also about how accurate it really is, what would it take to apply it clinically and make it available widely to the medical physics

  3. Monte Carlo strategies in scientific computing

    CERN Document Server

    Liu, Jun S

    2008-01-01

    This paperback edition is a reprint of the 2001 Springer edition This book provides a self-contained and up-to-date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo techniques can be "standardized" and compared Given the interdisciplinary nature of the topics and a moderate prerequisite for the reader, this book should be of interest to a broad audience of quantitative researchers such as computational biologists, computer scientists, econometricians, engineers, probabilists, and statisticians It can also be used as the textbook for a graduate-level course on Monte Carlo methods Many problems discussed in the alter chapters can be potential thesis topics for masters’ or PhD students in statistics or computer science departments Jun Liu is Professor of Statistics at Harvard University, with a courtesy Professor appointment at Harvard Biostatistics Department Professor Liu was the recipient of the 2002 COPSS Presidents' Award, the most prestigious one for sta...

  4. 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.

  5. 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.

  6. 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)

  7. 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

  8. 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

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

    International Nuclear Information System (INIS)

    Booth, T.E.

    1992-12-01

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

  10. The vector and parallel processing of MORSE code on Monte Carlo Machine

    International Nuclear Information System (INIS)

    Hasegawa, Yukihiro; Higuchi, Kenji.

    1995-11-01

    Multi-group Monte Carlo Code for particle transport, MORSE is modified for high performance computing on Monte Carlo Machine Monte-4. The method and the results are described. Monte-4 was specially developed to realize high performance computing of Monte Carlo codes for particle transport, which have been difficult to obtain high performance in vector processing on conventional vector processors. Monte-4 has four vector processor units with the special hardware called Monte Carlo pipelines. The vectorization and parallelization of MORSE code and the performance evaluation on Monte-4 are described. (author)

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

    International Nuclear Information System (INIS)

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

    2011-01-01

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

  12. Multi-Subband Ensemble Monte Carlo simulations of scaled GAA MOSFETs

    Science.gov (United States)

    Donetti, L.; Sampedro, C.; Ruiz, F. G.; Godoy, A.; Gamiz, F.

    2018-05-01

    We developed a Multi-Subband Ensemble Monte Carlo simulator for non-planar devices, taking into account two-dimensional quantum confinement. It couples self-consistently the solution of the 3D Poisson equation, the 2D Schrödinger equation, and the 1D Boltzmann transport equation with the Ensemble Monte Carlo method. This simulator was employed to study MOS devices based on ultra-scaled Gate-All-Around Si nanowires with diameters in the range from 4 nm to 8 nm with gate length from 8 nm to 14 nm. We studied the output and transfer characteristics, interpreting the behavior in the sub-threshold region and in the ON state in terms of the spatial charge distribution and the mobility computed with the same simulator. We analyzed the results, highlighting the contribution of different valleys and subbands and the effect of the gate bias on the energy and velocity profiles. Finally the scaling behavior was studied, showing that only the devices with D = 4nm maintain a good control of the short channel effects down to the gate length of 8nm .

  13. Uncertainty analysis in Monte Carlo criticality computations

    International Nuclear Information System (INIS)

    Qi Ao

    2011-01-01

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

  14. Two- and three-nucleon chiral interactions in quantum Monte Carlo calculations for nuclear physics

    Energy Technology Data Exchange (ETDEWEB)

    Lynn, Joel [Institut fuer Kernphysik, Technische Universitaet Darmstadt, 64289 Darmstadt (Germany); Tews, Ingo [Institute for Nuclear Theory, University of Washington, Seattle, Washington 98195 (United States); Carlson, Joseph; Gandolfi, Stefano [Theoretical Division, Los Alamos National Laboratory, Los Alamos, New Mexico 87545 (United States); Gezerlis, Alexandros [Department of Physics, University of Guelph, Guelph, Ontario, N1G 2W1 (Canada); Schmidt, Kevin [Department of Physics, Arizona State University, Tempe, Arizona 85287 (United States); Schwenk, Achim [Institut fuer Kernphysik, Technische Universitaet Darmstadt, 64289 Darmstadt (Germany); ExtreMe Matter Institute EMMI, GSI Helmholtzzentrum fuer Schwerionenforschung GmbH, 64291 Darmstadt (Germany)

    2016-07-01

    I present our recent work on Green's function Monte Carlo calculations of light nuclei using local two- and three-nucleon interactions derived from chiral effective field theory up to next-to-next-to-leading order (N{sup 2}LO). I discuss the choice of observables we make to fit the two low-energy constants which enter in the three-nucleon sector at N{sup 2}LO: the {sup 4}He binding energy and n-α elastic scattering P-wave phase shifts. I then show some results for light nuclei. I also show our results for the energy per neutron in pure neutron matter using the auxiliary-field diffusion Monte Carlo method and discuss regulator choices. Finally I discuss some exciting future projects which are now possible.

  15. Modified Monte Carlo procedure for particle transport problems

    International Nuclear Information System (INIS)

    Matthes, W.

    1978-01-01

    The simulation of photon transport in the atmosphere with the Monte Carlo method forms part of the EURASEP-programme. The specifications for the problems posed for a solution were such, that the direct application of the analogue Monte Carlo method was not feasible. For this reason the standard Monte Carlo procedure was modified in the sense that additional properly weighted branchings at each collision and transport process in a photon history were introduced. This modified Monte Carlo procedure leads to a clear and logical separation of the essential parts of a problem and offers a large flexibility for variance reducing techniques. More complex problems, as foreseen in the EURASEP-programme (e.g. clouds in the atmosphere, rough ocean-surface and chlorophyl-distribution in the ocean) can be handled by recoding some subroutines. This collision- and transport-splitting procedure can of course be performed differently in different space- and energy regions. It is applied here only for a homogeneous problem

  16. Random number generators tested on quantum Monte Carlo simulations.

    Science.gov (United States)

    Hongo, Kenta; Maezono, Ryo; Miura, Kenichi

    2010-08-01

    We have tested and compared several (pseudo) random number generators (RNGs) applied to a practical application, ground state energy calculations of molecules using variational and diffusion Monte Carlo metheds. A new multiple recursive generator with 8th-order recursion (MRG8) and the Mersenne twister generator (MT19937) are tested and compared with the RANLUX generator with five luxury levels (RANLUX-[0-4]). Both MRG8 and MT19937 are proven to give the same total energy as that evaluated with RANLUX-4 (highest luxury level) within the statistical error bars with less computational cost to generate the sequence. We also tested the notorious implementation of linear congruential generator (LCG), RANDU, for comparison. (c) 2010 Wiley Periodicals, Inc.

  17. An Overview of the Monte Carlo Application ToolKit (MCATK)

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-01-07

    MCATK is a C++ component-based Monte Carlo neutron-gamma transport software library designed to build specialized applications and designed to provide new functionality in existing general-purpose Monte Carlo codes like MCNP; it was developed with Agile software engineering methodologies under the motivation to reduce costs. The characteristics of MCATK can be summarized as follows: MCATK physics – continuous energy neutron-gamma transport with multi-temperature treatment, static eigenvalue (k and α) algorithms, time-dependent algorithm, fission chain algorithms; MCATK geometry – mesh geometries, solid body geometries. MCATK provides verified, unit-tested Monte Carlo components, flexibility in Monte Carlo applications development, and numerous tools such as geometry and cross section plotters. Recent work has involved deterministic and Monte Carlo analysis of stochastic systems. Static and dynamic analysis is discussed, and the results of a dynamic test problem are given.

  18. Molecular Properties by Quantum Monte Carlo: An Investigation on the Role of the Wave Function Ansatz and the Basis Set in the Water Molecule

    Science.gov (United States)

    Zen, Andrea; Luo, Ye; Sorella, Sandro; Guidoni, Leonardo

    2014-01-01

    Quantum Monte Carlo methods are accurate and promising many body techniques for electronic structure calculations which, in the last years, are encountering a growing interest thanks to their favorable scaling with the system size and their efficient parallelization, particularly suited for the modern high performance computing facilities. The ansatz of the wave function and its variational flexibility are crucial points for both the accurate description of molecular properties and the capabilities of the method to tackle large systems. In this paper, we extensively analyze, using different variational ansatzes, several properties of the water molecule, namely, the total energy, the dipole and quadrupole momenta, the ionization and atomization energies, the equilibrium configuration, and the harmonic and fundamental frequencies of vibration. The investigation mainly focuses on variational Monte Carlo calculations, although several lattice regularized diffusion Monte Carlo calculations are also reported. Through a systematic study, we provide a useful guide to the choice of the wave function, the pseudopotential, and the basis set for QMC calculations. We also introduce a new method for the computation of forces with finite variance on open systems and a new strategy for the definition of the atomic orbitals involved in the Jastrow-Antisymmetrised Geminal power wave function, in order to drastically reduce the number of variational parameters. This scheme significantly improves the efficiency of QMC energy minimization in case of large basis sets. PMID:24526929

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

    NARCIS (Netherlands)

    Waarts, P.H.

    2003-01-01

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

  20. Quantum Monte Carlo detection of SU(2 symmetry breaking in the participation entropies of line subsystems

    Directory of Open Access Journals (Sweden)

    David J. Luitz, Nicolas Laflorencie

    2017-03-01

    Full Text Available Using quantum Monte Carlo simulations, we compute the participation (Shannon-R\\'enyi entropies for groundstate wave functions of Heisenberg antiferromagnets for one-dimensional (line subsystems of length $L$ embedded in two-dimensional ($L\\times L$ square lattices. We also study the line entropy at finite temperature, i.e. of the diagonal elements of the density matrix, for three-dimensional ($L\\times L\\times L$ cubic lattices. The breaking of SU(2 symmetry is clearly captured by a universal logarithmic scaling term $l_q\\ln L$ in the R\\'enyi entropies, in good agreement with the recent field-theory results of Misguish, Pasquier and Oshikawa [arXiv:1607.02465]. We also study the dependence of the log prefactor $l_q$ on the R\\'enyi index $q$ for which a transition is detected at $q_c\\simeq 1$.

  1. Suppression of the initial transient in Monte Carlo criticality simulations; Suppression du regime transitoire initial des simulations Monte-Carlo de criticite

    Energy Technology Data Exchange (ETDEWEB)

    Richet, Y

    2006-12-15

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

  2. A Monte Carlo study of radiation trapping effects

    International Nuclear Information System (INIS)

    Wang, J.B.; Williams, J.F.; Carter, C.J.

    1997-01-01

    A Monte Carlo simulation of radiative transfer in an atomic beam is carried out to investigate the effects of radiation trapping on electron-atom collision experiments. The collisionally excited atom is represented by a simple electric dipole, for which the emission intensity distribution is well known. The spatial distribution, frequency and free path of this and the sequential dipoles were determined by a computer random generator according to the probabilities given by quantum theory. By altering the atomic number density at the target site, the pressure dependence of the observed atomic lifetime, the angular intensity distribution and polarisation of the radiation field is studied. 7 refs., 5 figs

  3. Monte Carlo criticality analysis for dissolvers with neutron poison

    International Nuclear Information System (INIS)

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

    1987-01-01

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

  4. Improvements for Monte Carlo burnup calculation

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-07-01

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

  5. Monte Carlo dose distributions for radiosurgery

    International Nuclear Information System (INIS)

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

    2001-01-01

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

  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, 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

  8. H + H2 reaction barrier: A fixed-node quantum Monte Carlo study

    International Nuclear Information System (INIS)

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

    1985-01-01

    The classical barrier height for the H+H 2 exchange reaction, as well as the energies at two other points along the reaction path, are calculated using fixed-node quantum Monte Carlo (FNQMC). Several single-determinant importance functions are used at the saddle point in order to relate the quality of the importance function to the accuracy and precision of the final result. The computed barrier is an upper bound since the energy of H and of H 2 is obtained exactly by FNQMC. Our best upper bound (9.70 +- 0.13 kcal/mol) has a mean within 0.1 kcal/mol of the presumed exact value. This best bound is obtained with a single determinant, double-zeta basis importance function. Contrary to experience with expansion methods, it is found that an importance function with a basis set of near Hartree--Fock quality, as well as one derived from a spin-unrestricted SCF calculation, are among the least efficient and least accurate of the importance functions used. Specifically, a nodal surface appearing in the lowest energy molecular orbital in these functions apparently increases the FNQMC energy. The FNQMC energy at the two other points along the reaction path is found to agree with the most accurate CI results of Liu to within statistical error

  9. Quasi Monte Carlo methods for optimization models of the energy industry with pricing and load processes; Quasi-Monte Carlo Methoden fuer Optimierungsmodelle der Energiewirtschaft mit Preis- und Last-Prozessen

    Energy Technology Data Exchange (ETDEWEB)

    Leoevey, H.; Roemisch, W. [Humboldt-Univ., Berlin (Germany)

    2015-07-01

    We discuss progress in quasi Monte Carlo methods for numerical calculation integrals or expected values and justify why these methods are more efficient than the classic Monte Carlo methods. Quasi Monte Carlo methods are found to be particularly efficient if the integrands have a low effective dimension. That's why We also discuss the concept of effective dimension and prove on the example of a stochastic Optimization model of the energy industry that such models can posses a low effective dimension. Modern quasi Monte Carlo methods are therefore for such models very promising. [German] Wir diskutieren Fortschritte bei Quasi-Monte Carlo Methoden zur numerischen Berechnung von Integralen bzw. Erwartungswerten und begruenden warum diese Methoden effizienter sind als die klassischen Monte Carlo Methoden. Quasi-Monte Carlo Methoden erweisen sich als besonders effizient, falls die Integranden eine geringe effektive Dimension besitzen. Deshalb diskutieren wir auch den Begriff effektive Dimension und weisen am Beispiel eines stochastischen Optimierungsmodell aus der Energiewirtschaft nach, dass solche Modelle eine niedrige effektive Dimension besitzen koennen. Moderne Quasi-Monte Carlo Methoden sind deshalb fuer solche Modelle sehr erfolgversprechend.

  10. BREM5 electroweak Monte Carlo

    International Nuclear Information System (INIS)

    Kennedy, D.C. II.

    1987-01-01

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

  11. PEPSI: a Monte Carlo generator for polarized leptoproduction

    International Nuclear Information System (INIS)

    Mankiewicz, L.

    1992-01-01

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

  12. Importance estimation in Monte Carlo modelling of neutron and photon transport

    International Nuclear Information System (INIS)

    Mickael, M.W.

    1992-01-01

    The estimation of neutron and photon importance in a three-dimensional geometry is achieved using a coupled Monte Carlo and diffusion theory calculation. The parameters required for the solution of the multigroup adjoint diffusion equation are estimated from an analog Monte Carlo simulation of the system under investigation. The solution of the adjoint diffusion equation is then used as an estimate of the particle importance in the actual simulation. This approach provides an automated and efficient variance reduction method for Monte Carlo simulations. The technique has been successfully applied to Monte Carlo simulation of neutron and coupled neutron-photon transport in the nuclear well-logging field. The results show that the importance maps obtained in a few minutes of computer time using this technique are in good agreement with Monte Carlo generated importance maps that require prohibitive computing times. The application of this method to Monte Carlo modelling of the response of neutron porosity and pulsed neutron instruments has resulted in major reductions in computation time. (Author)

  13. Auxiliary-field quantum Monte Carlo calculations of molecular systems with a Gaussian basis

    International Nuclear Information System (INIS)

    Al-Saidi, W.A.; Zhang Shiwei; Krakauer, Henry

    2006-01-01

    We extend the recently introduced phaseless auxiliary-field quantum Monte Carlo (QMC) approach to any single-particle basis and apply it to molecular systems with Gaussian basis sets. QMC methods in general scale favorably with the system size as a low power. A QMC approach with auxiliary fields, in principle, allows an exact solution of the Schroedinger equation in the chosen basis. However, the well-known sign/phase problem causes the statistical noise to increase exponentially. The phaseless method controls this problem by constraining the paths in the auxiliary-field path integrals with an approximate phase condition that depends on a trial wave function. In the present calculations, the trial wave function is a single Slater determinant from a Hartree-Fock calculation. The calculated all-electron total energies show typical systematic errors of no more than a few millihartrees compared to exact results. At equilibrium geometries in the molecules we studied, this accuracy is roughly comparable to that of coupled cluster with single and double excitations and with noniterative triples [CCSD(T)]. For stretched bonds in H 2 O, our method exhibits a better overall accuracy and a more uniform behavior than CCSD(T)

  14. 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.

  15. 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

  16. Study on random number generator in Monte Carlo code

    International Nuclear Information System (INIS)

    Oya, Kentaro; Kitada, Takanori; Tanaka, Shinichi

    2011-01-01

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

  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. 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)

  20. A radiating shock evaluated using Implicit Monte Carlo Diffusion

    International Nuclear Information System (INIS)

    Cleveland, M.; Gentile, N.

    2013-01-01

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

  1. 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

  2. A Field-Theoretical Approach to the P vs. NP Problem via the Phase Sign of Quantum Monte Carlo

    Directory of Open Access Journals (Sweden)

    Andrei T. Patrascu

    2017-10-01

    Full Text Available I present here a new method that allows the introduction of a discrete auxiliary symmetry in a theory in such a way that the eigenvalue spectrum of the fermion functional determinant is made up of complex conjugated pairs. The method implies a particular way of introducing and integrating over auxiliary fields related to a set of artificial shift symmetries. Gauge fixing the artificial continuous shift symmetries in the direct and dual sectors leads to the appearance of direct and dual Becchi–Rouet–Stora–Tyutin (BRST-type global symmetries and of a symplectic structure over the field space. Such a method may allow the extension of the applicability of quantum Monte Carlo methods to some problems plagued by the fermionic sign problem.

  3. Automated Monte Carlo biasing for photon-generated electrons near surfaces.

    Energy Technology Data Exchange (ETDEWEB)

    Franke, Brian Claude; Crawford, Martin James; Kensek, Ronald Patrick

    2009-09-01

    This report describes efforts to automate the biasing of coupled electron-photon Monte Carlo particle transport calculations. The approach was based on weight-windows biasing. Weight-window settings were determined using adjoint-flux Monte Carlo calculations. A variety of algorithms were investigated for adaptivity of the Monte Carlo tallies. Tree data structures were used to investigate spatial partitioning. Functional-expansion tallies were used to investigate higher-order spatial representations.

  4. 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.

  5. Clinical implementation of full Monte Carlo dose calculation in proton beam therapy

    International Nuclear Information System (INIS)

    Paganetti, Harald; Jiang, Hongyu; Parodi, Katia; Slopsema, Roelf; Engelsman, Martijn

    2008-01-01

    The goal of this work was to facilitate the clinical use of Monte Carlo proton dose calculation to support routine treatment planning and delivery. The Monte Carlo code Geant4 was used to simulate the treatment head setup, including a time-dependent simulation of modulator wheels (for broad beam modulation) and magnetic field settings (for beam scanning). Any patient-field-specific setup can be modeled according to the treatment control system of the facility. The code was benchmarked against phantom measurements. Using a simulation of the ionization chamber reading in the treatment head allows the Monte Carlo dose to be specified in absolute units (Gy per ionization chamber reading). Next, the capability of reading CT data information was implemented into the Monte Carlo code to model patient anatomy. To allow time-efficient dose calculation, the standard Geant4 tracking algorithm was modified. Finally, a software link of the Monte Carlo dose engine to the patient database and the commercial planning system was established to allow data exchange, thus completing the implementation of the proton Monte Carlo dose calculation engine ('DoC++'). Monte Carlo re-calculated plans are a valuable tool to revisit decisions in the planning process. Identification of clinically significant differences between Monte Carlo and pencil-beam-based dose calculations may also drive improvements of current pencil-beam methods. As an example, four patients (29 fields in total) with tumors in the head and neck regions were analyzed. Differences between the pencil-beam algorithm and Monte Carlo were identified in particular near the end of range, both due to dose degradation and overall differences in range prediction due to bony anatomy in the beam path. Further, the Monte Carlo reports dose-to-tissue as compared to dose-to-water by the planning system. Our implementation is tailored to a specific Monte Carlo code and the treatment planning system XiO (Computerized Medical Systems Inc

  6. Exponential convergence on a continuous Monte Carlo transport problem

    International Nuclear Information System (INIS)

    Booth, T.E.

    1997-01-01

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

  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. Isotopic depletion with Monte Carlo

    International Nuclear Information System (INIS)

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

    1996-06-01

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

  9. Multilevel sequential Monte-Carlo samplers

    KAUST Repository

    Jasra, Ajay

    2016-01-01

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

  10. 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

  11. Multilevel sequential Monte-Carlo samplers

    KAUST Repository

    Jasra, Ajay

    2016-01-05

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

  12. A flexible coupling scheme for Monte Carlo and thermal-hydraulics codes

    Energy Technology Data Exchange (ETDEWEB)

    Hoogenboom, J. Eduard, E-mail: J.E.Hoogenboom@tudelft.nl [Delft University of Technology (Netherlands); Ivanov, Aleksandar; Sanchez, Victor, E-mail: Aleksandar.Ivanov@kit.edu, E-mail: Victor.Sanchez@kit.edu [Karlsruhe Institute of Technology, Institute of Neutron Physics and Reactor Technology, Eggenstein-Leopoldshafen (Germany); Diop, Cheikh, E-mail: Cheikh.Diop@cea.fr [CEA/DEN/DANS/DM2S/SERMA, Commissariat a l' Energie Atomique, Gif-sur-Yvette (France)

    2011-07-01

    A coupling scheme between a Monte Carlo code and a thermal-hydraulics code is being developed within the European NURISP project for comprehensive and validated reactor analysis. The scheme is flexible as it allows different Monte Carlo codes and different thermal-hydraulics codes to be used. At present the MCNP and TRIPOLI4 Monte Carlo codes can be used and the FLICA4 and SubChanFlow thermal-hydraulics codes. For all these codes only an original executable is necessary. A Python script drives the iterations between Monte Carlo and thermal-hydraulics calculations. It also calls a conversion program to merge a master input file for the Monte Carlo code with the appropriate temperature and coolant density data from the thermal-hydraulics calculation. Likewise it calls another conversion program to merge a master input file for the thermal-hydraulics code with the power distribution data from the Monte Carlo calculation. Special attention is given to the neutron cross section data for the various required temperatures in the Monte Carlo calculation. Results are shown for an infinite lattice of PWR fuel pin cells and a 3 x 3 fuel BWR pin cell cluster. Various possibilities for further improvement and optimization of the coupling system are discussed. (author)

  13. A flexible coupling scheme for Monte Carlo and thermal-hydraulics codes

    International Nuclear Information System (INIS)

    Hoogenboom, J. Eduard; Ivanov, Aleksandar; Sanchez, Victor; Diop, Cheikh

    2011-01-01

    A coupling scheme between a Monte Carlo code and a thermal-hydraulics code is being developed within the European NURISP project for comprehensive and validated reactor analysis. The scheme is flexible as it allows different Monte Carlo codes and different thermal-hydraulics codes to be used. At present the MCNP and TRIPOLI4 Monte Carlo codes can be used and the FLICA4 and SubChanFlow thermal-hydraulics codes. For all these codes only an original executable is necessary. A Python script drives the iterations between Monte Carlo and thermal-hydraulics calculations. It also calls a conversion program to merge a master input file for the Monte Carlo code with the appropriate temperature and coolant density data from the thermal-hydraulics calculation. Likewise it calls another conversion program to merge a master input file for the thermal-hydraulics code with the power distribution data from the Monte Carlo calculation. Special attention is given to the neutron cross section data for the various required temperatures in the Monte Carlo calculation. Results are shown for an infinite lattice of PWR fuel pin cells and a 3 x 3 fuel BWR pin cell cluster. Various possibilities for further improvement and optimization of the coupling system are discussed. (author)

  14. Parallel MCNP Monte Carlo transport calculations with MPI

    International Nuclear Information System (INIS)

    Wagner, J.C.; Haghighat, A.

    1996-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2017-04-15

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

  16. Multilevel Monte Carlo in Approximate Bayesian Computation

    KAUST Repository

    Jasra, Ajay

    2017-02-13

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

  17. 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.)

  18. 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

  19. Bridging the gap between quantum Monte Carlo and F12-methods

    International Nuclear Information System (INIS)

    Chinnamsetty, Sambasiva Rao; Luo, Hongjun; Hackbusch, Wolfgang; Flad, Heinz-Jürgen; Uschmajew, André

    2012-01-01

    Graphical abstract: Tensor product approximation of pair-correlation functions: τ(x,y)≈∑ κ=1 κ u k (1) (x 1 ,y 1 )u k (2) (x 2 ,y 2 )u k (3) (x 3 ,y 3 ) Pair-correlation function τ(x,y)∣ ∣x·y∣=∣x∣∣y∣ of the He atom and corresponding tensor product approximation errors. Display Omitted - Abstract: Tensor product approximation of pair-correlation functions opens a new route from quantum Monte Carlo (QMC) to explicitly correlated F12 methods. Thereby one benefits from stochastic optimization techniques used in QMC to get optimal pair-correlation functions which typically recover more than 85% of the total correlation energy. Our approach incorporates, in particular, core and core-valence correlation which are poorly described by homogeneous and isotropic ansatz functions usually applied in F12 calculations. We demonstrate the performance of the tensor product approximation by applications to atoms and small molecules. It turns out that the canonical tensor format is especially suitable for the efficient computation of two- and three-electron integrals required by explicitly correlated methods. The algorithm uses a decomposition of three-electron integrals, originally introduced by Boys and Handy and further elaborated by Ten-no in his 3d numerical quadrature scheme, which enables efficient computations in the tensor format. Furthermore, our method includes the adaptive wavelet approximation of tensor components where convergence rates are given in the framework of best N-term approximation theory.

  20. Contributon Monte Carlo

    International Nuclear Information System (INIS)

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

    1979-05-01

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

  1. Stochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilities

    KAUST Repository

    Cheon, Sooyoung

    2013-02-16

    Importance sampling and Markov chain Monte Carlo methods have been used in exact inference for contingency tables for a long time, however, their performances are not always very satisfactory. In this paper, we propose a stochastic approximation Monte Carlo importance sampling (SAMCIS) method for tackling this problem. SAMCIS is a combination of adaptive Markov chain Monte Carlo and importance sampling, which employs the stochastic approximation Monte Carlo algorithm (Liang et al., J. Am. Stat. Assoc., 102(477):305-320, 2007) to draw samples from an enlarged reference set with a known Markov basis. Compared to the existing importance sampling and Markov chain Monte Carlo methods, SAMCIS has a few advantages, such as fast convergence, ergodicity, and the ability to achieve a desired proportion of valid tables. The numerical results indicate that SAMCIS can outperform the existing importance sampling and Markov chain Monte Carlo methods: It can produce much more accurate estimates in much shorter CPU time than the existing methods, especially for the tables with high degrees of freedom. © 2013 Springer Science+Business Media New York.

  2. Stochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilities

    KAUST Repository

    Cheon, Sooyoung; Liang, Faming; Chen, Yuguo; Yu, Kai

    2013-01-01

    Importance sampling and Markov chain Monte Carlo methods have been used in exact inference for contingency tables for a long time, however, their performances are not always very satisfactory. In this paper, we propose a stochastic approximation Monte Carlo importance sampling (SAMCIS) method for tackling this problem. SAMCIS is a combination of adaptive Markov chain Monte Carlo and importance sampling, which employs the stochastic approximation Monte Carlo algorithm (Liang et al., J. Am. Stat. Assoc., 102(477):305-320, 2007) to draw samples from an enlarged reference set with a known Markov basis. Compared to the existing importance sampling and Markov chain Monte Carlo methods, SAMCIS has a few advantages, such as fast convergence, ergodicity, and the ability to achieve a desired proportion of valid tables. The numerical results indicate that SAMCIS can outperform the existing importance sampling and Markov chain Monte Carlo methods: It can produce much more accurate estimates in much shorter CPU time than the existing methods, especially for the tables with high degrees of freedom. © 2013 Springer Science+Business Media New York.

  3. Bayesian Monte Carlo method

    International Nuclear Information System (INIS)

    Rajabalinejad, M.

    2010-01-01

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

  4. New Approaches and Applications for Monte Carlo Perturbation Theory

    Energy Technology Data Exchange (ETDEWEB)

    Aufiero, Manuele; Bidaud, Adrien; Kotlyar, Dan; Leppänen, Jaakko; Palmiotti, Giuseppe; Salvatores, Massimo; Sen, Sonat; Shwageraus, Eugene; Fratoni, Massimiliano

    2017-02-01

    This paper presents some of the recent and new advancements in the extension of Monte Carlo Perturbation Theory methodologies and application. In particular, the discussed problems involve Brunup calculation, perturbation calculation based on continuous energy functions, and Monte Carlo Perturbation Theory in loosely coupled systems.

  5. 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.

  6. 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)

  7. MC 93 - Proceedings of the International Conference on Monte Carlo Simulation in High Energy and Nuclear Physics

    Science.gov (United States)

    Dragovitsch, Peter; Linn, Stephan L.; Burbank, Mimi

    1994-01-01

    The Table of Contents for the book is as follows: * Preface * Heavy Fragment Production for Hadronic Cascade Codes * Monte Carlo Simulations of Space Radiation Environments * Merging Parton Showers with Higher Order QCD Monte Carlos * An Order-αs Two-Photon Background Study for the Intermediate Mass Higgs Boson * GEANT Simulation of Hall C Detector at CEBAF * Monte Carlo Simulations in Radioecology: Chernobyl Experience * UNIMOD2: Monte Carlo Code for Simulation of High Energy Physics Experiments; Some Special Features * Geometrical Efficiency Analysis for the Gamma-Neutron and Gamma-Proton Reactions * GISMO: An Object-Oriented Approach to Particle Transport and Detector Modeling * Role of MPP Granularity in Optimizing Monte Carlo Programming * Status and Future Trends of the GEANT System * The Binary Sectioning Geometry for Monte Carlo Detector Simulation * A Combined HETC-FLUKA Intranuclear Cascade Event Generator * The HARP Nucleon Polarimeter * Simulation and Data Analysis Software for CLAS * TRAP -- An Optical Ray Tracing Program * Solutions of Inverse and Optimization Problems in High Energy and Nuclear Physics Using Inverse Monte Carlo * FLUKA: Hadronic Benchmarks and Applications * Electron-Photon Transport: Always so Good as We Think? Experience with FLUKA * Simulation of Nuclear Effects in High Energy Hadron-Nucleus Collisions * Monte Carlo Simulations of Medium Energy Detectors at COSY Jülich * Complex-Valued Monte Carlo Method and Path Integrals in the Quantum Theory of Localization in Disordered Systems of Scatterers * Radiation Levels at the SSCL Experimental Halls as Obtained Using the CLOR89 Code System * Overview of Matrix Element Methods in Event Generation * Fast Electromagnetic Showers * GEANT Simulation of the RMC Detector at TRIUMF and Neutrino Beams for KAON * Event Display for the CLAS Detector * Monte Carlo Simulation of High Energy Electrons in Toroidal Geometry * GEANT 3.14 vs. EGS4: A Comparison Using the DØ Uranium/Liquid Argon

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

    Directory of Open Access Journals (Sweden)

    WAYAN ARTHINI

    2012-09-01

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

  9. 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

  10. 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)

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

    African Journals Online (AJOL)

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

  12. Perturbation based Monte Carlo criticality search in density, enrichment and concentration

    International Nuclear Information System (INIS)

    Li, Zeguang; Wang, Kan; Deng, Jingkang

    2015-01-01

    Highlights: • A new perturbation based Monte Carlo criticality search method is proposed. • The method could get accurate results with only one individual criticality run. • The method is used to solve density, enrichment and concentration search problems. • Results show the feasibility and good performances of this method. • The relationship between results’ accuracy and perturbation order is discussed. - Abstract: Criticality search is a very important aspect in reactor physics analysis. Due to the advantages of Monte Carlo method and the development of computer technologies, Monte Carlo criticality search is becoming more and more necessary and feasible. Existing Monte Carlo criticality search methods need large amount of individual criticality runs and may have unstable results because of the uncertainties of criticality results. In this paper, a new perturbation based Monte Carlo criticality search method is proposed and discussed. This method only needs one individual criticality calculation with perturbation tallies to estimate k eff changing function using initial k eff and differential coefficients results, and solves polynomial equations to get the criticality search results. The new perturbation based Monte Carlo criticality search method is implemented in the Monte Carlo code RMC, and criticality search problems in density, enrichment and concentration are taken out. Results show that this method is quite inspiring in accuracy and efficiency, and has advantages compared with other criticality search methods

  13. 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)

  14. PENENTUAN HARGA OPSI BELI TIPE ASIA DENGAN METODE MONTE CARLO-CONTROL VARIATE

    Directory of Open Access Journals (Sweden)

    NI NYOMAN AYU ARTANADI

    2017-01-01

    Full Text Available Option is a contract between the writer and the holder which entitles the holder to buy or sell an underlying asset at the maturity date for a specified price known as an exercise price. Asian option is a type of financial derivatives which the payoff taking the average value over the time series of the asset price. The aim of the study is to present the Monte Carlo-Control Variate as an extension of Standard Monte Carlo applied on the calculation of the Asian option price. Standard Monte Carlo simulations 10.000.000 generate standard error 0.06 and the option price convergent at Rp.160.00 while Monte Carlo-Control Variate simulations 100.000 generate standard error 0.01 and the option price convergent at Rp.152.00. This shows the Monte Carlo-Control Variate achieve faster option price toward convergent of the Monte Carlo Standar.

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

    International Nuclear Information System (INIS)

    Pevey, Ronald E.

    2005-01-01

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

  16. Biased Monte Carlo optimization: the basic approach

    International Nuclear Information System (INIS)

    Campioni, Luca; Scardovelli, Ruben; Vestrucci, Paolo

    2005-01-01

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

  17. Self-learning Monte Carlo (dynamical biasing)

    International Nuclear Information System (INIS)

    Matthes, W.

    1981-01-01

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

  18. Kinetic Monte Carlo modeling of the efficiency roll-off in a multilayer white organic light-emitting device

    NARCIS (Netherlands)

    Mesta, M.; van Eersel, H.; Coehoorn, R.; Bobbert, P.A.

    2016-01-01

    Triplet-triplet annihilation (TTA) and triplet-polaron quenching (TPQ) in organic light-emitting devices (OLEDs) lead to a roll-off of the internal quantum efficiency (IQE) with increasing current density J. We employ a kinetic Monte Carlo modeling study to analyze the measured IQE and color balance

  19. RNA folding kinetics using Monte Carlo and Gillespie algorithms.

    Science.gov (United States)

    Clote, Peter; Bayegan, Amir H

    2018-04-01

    RNA secondary structure folding kinetics is known to be important for the biological function of certain processes, such as the hok/sok system in E. coli. Although linear algebra provides an exact computational solution of secondary structure folding kinetics with respect to the Turner energy model for tiny ([Formula: see text]20 nt) RNA sequences, the folding kinetics for larger sequences can only be approximated by binning structures into macrostates in a coarse-grained model, or by repeatedly simulating secondary structure folding with either the Monte Carlo algorithm or the Gillespie algorithm. Here we investigate the relation between the Monte Carlo algorithm and the Gillespie algorithm. We prove that asymptotically, the expected time for a K-step trajectory of the Monte Carlo algorithm is equal to [Formula: see text] times that of the Gillespie algorithm, where [Formula: see text] denotes the Boltzmann expected network degree. If the network is regular (i.e. every node has the same degree), then the mean first passage time (MFPT) computed by the Monte Carlo algorithm is equal to MFPT computed by the Gillespie algorithm multiplied by [Formula: see text]; however, this is not true for non-regular networks. In particular, RNA secondary structure folding kinetics, as computed by the Monte Carlo algorithm, is not equal to the folding kinetics, as computed by the Gillespie algorithm, although the mean first passage times are roughly correlated. Simulation software for RNA secondary structure folding according to the Monte Carlo and Gillespie algorithms is publicly available, as is our software to compute the expected degree of the network of secondary structures of a given RNA sequence-see http://bioinformatics.bc.edu/clote/RNAexpNumNbors .

  20. A NEW MONTE CARLO METHOD FOR TIME-DEPENDENT NEUTRINO RADIATION TRANSPORT

    International Nuclear Information System (INIS)

    Abdikamalov, Ernazar; Ott, Christian D.; O'Connor, Evan; Burrows, Adam; Dolence, Joshua C.; Löffler, Frank; Schnetter, Erik

    2012-01-01

    Monte Carlo approaches to radiation transport have several attractive properties such as simplicity of implementation, high accuracy, and good parallel scaling. Moreover, Monte Carlo methods can handle complicated geometries and are relatively easy to extend to multiple spatial dimensions, which makes them potentially interesting in modeling complex multi-dimensional astrophysical phenomena such as core-collapse supernovae. The aim of this paper is to explore Monte Carlo methods for modeling neutrino transport in core-collapse supernovae. We generalize the Implicit Monte Carlo photon transport scheme of Fleck and Cummings and gray discrete-diffusion scheme of Densmore et al. to energy-, time-, and velocity-dependent neutrino transport. Using our 1D spherically-symmetric implementation, we show that, similar to the photon transport case, the implicit scheme enables significantly larger timesteps compared with explicit time discretization, without sacrificing accuracy, while the discrete-diffusion method leads to significant speed-ups at high optical depth. Our results suggest that a combination of spectral, velocity-dependent, Implicit Monte Carlo and discrete-diffusion Monte Carlo methods represents a robust approach for use in neutrino transport calculations in core-collapse supernovae. Our velocity-dependent scheme can easily be adapted to photon transport.

  1. A NEW MONTE CARLO METHOD FOR TIME-DEPENDENT NEUTRINO RADIATION TRANSPORT

    Energy Technology Data Exchange (ETDEWEB)

    Abdikamalov, Ernazar; Ott, Christian D.; O' Connor, Evan [TAPIR, California Institute of Technology, MC 350-17, 1200 E California Blvd., Pasadena, CA 91125 (United States); Burrows, Adam; Dolence, Joshua C. [Department of Astrophysical Sciences, Princeton University, Peyton Hall, Ivy Lane, Princeton, NJ 08544 (United States); Loeffler, Frank; Schnetter, Erik, E-mail: abdik@tapir.caltech.edu [Center for Computation and Technology, Louisiana State University, 216 Johnston Hall, Baton Rouge, LA 70803 (United States)

    2012-08-20

    Monte Carlo approaches to radiation transport have several attractive properties such as simplicity of implementation, high accuracy, and good parallel scaling. Moreover, Monte Carlo methods can handle complicated geometries and are relatively easy to extend to multiple spatial dimensions, which makes them potentially interesting in modeling complex multi-dimensional astrophysical phenomena such as core-collapse supernovae. The aim of this paper is to explore Monte Carlo methods for modeling neutrino transport in core-collapse supernovae. We generalize the Implicit Monte Carlo photon transport scheme of Fleck and Cummings and gray discrete-diffusion scheme of Densmore et al. to energy-, time-, and velocity-dependent neutrino transport. Using our 1D spherically-symmetric implementation, we show that, similar to the photon transport case, the implicit scheme enables significantly larger timesteps compared with explicit time discretization, without sacrificing accuracy, while the discrete-diffusion method leads to significant speed-ups at high optical depth. Our results suggest that a combination of spectral, velocity-dependent, Implicit Monte Carlo and discrete-diffusion Monte Carlo methods represents a robust approach for use in neutrino transport calculations in core-collapse supernovae. Our velocity-dependent scheme can easily be adapted to photon transport.

  2. Therapeutic Applications of Monte Carlo Calculations in Nuclear Medicine

    International Nuclear Information System (INIS)

    Coulot, J

    2003-01-01

    Monte Carlo techniques are involved in many applications in medical physics, and the field of nuclear medicine has seen a great development in the past ten years due to their wider use. Thus, it is of great interest to look at the state of the art in this domain, when improving computer performances allow one to obtain improved results in a dramatically reduced time. The goal of this book is to make, in 15 chapters, an exhaustive review of the use of Monte Carlo techniques in nuclear medicine, also giving key features which are not necessary directly related to the Monte Carlo method, but mandatory for its practical application. As the book deals with therapeutic' nuclear medicine, it focuses on internal dosimetry. After a general introduction on Monte Carlo techniques and their applications in nuclear medicine (dosimetry, imaging and radiation protection), the authors give an overview of internal dosimetry methods (formalism, mathematical phantoms, quantities of interest). Then, some of the more widely used Monte Carlo codes are described, as well as some treatment planning softwares. Some original techniques are also mentioned, such as dosimetry for boron neutron capture synovectomy. It is generally well written, clearly presented, and very well documented. Each chapter gives an overview of each subject, and it is up to the reader to investigate it further using the extensive bibliography provided. Each topic is discussed from a practical point of view, which is of great help for non-experienced readers. For instance, the chapter about mathematical aspects of Monte Carlo particle transport is very clear and helps one to apprehend the philosophy of the method, which is often a difficulty with a more theoretical approach. Each chapter is put in the general (clinical) context, and this allows the reader to keep in mind the intrinsic limitation of each technique involved in dosimetry (for instance activity quantitation). Nevertheless, there are some minor remarks to

  3. Grain-boundary melting: A Monte Carlo study

    DEFF Research Database (Denmark)

    Besold, Gerhard; Mouritsen, Ole G.

    1994-01-01

    Grain-boundary melting in a lattice-gas model of a bicrystal is studied by Monte Carlo simulation using the grand canonical ensemble. Well below the bulk melting temperature T(m), a disordered liquidlike layer gradually emerges at the grain boundary. Complete interfacial wetting can be observed...... when the temperature approaches T(m) from below. Monte Carlo data over an extended temperature range indicate a logarithmic divergence w(T) approximately - ln(T(m)-T) of the width of the disordered layer w, in agreement with mean-field theory....

  4. Analysis of error in Monte Carlo transport calculations

    International Nuclear Information System (INIS)

    Booth, T.E.

    1979-01-01

    The Monte Carlo method for neutron transport calculations suffers, in part, because of the inherent statistical errors associated with the method. Without an estimate of these errors in advance of the calculation, it is difficult to decide what estimator and biasing scheme to use. Recently, integral equations have been derived that, when solved, predicted errors in Monte Carlo calculations in nonmultiplying media. The present work allows error prediction in nonanalog Monte Carlo calculations of multiplying systems, even when supercritical. Nonanalog techniques such as biased kernels, particle splitting, and Russian Roulette are incorporated. Equations derived here allow prediction of how much a specific variance reduction technique reduces the number of histories required, to be weighed against the change in time required for calculation of each history. 1 figure, 1 table

  5. 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)

  6. PyMercury: Interactive Python for the Mercury Monte Carlo Particle Transport Code

    International Nuclear Information System (INIS)

    Iandola, F.N.; O'Brien, M.J.; Procassini, R.J.

    2010-01-01

    Monte Carlo particle transport applications are often written in low-level languages (C/C++) for optimal performance on clusters and supercomputers. However, this development approach often sacrifices straightforward usability and testing in the interest of fast application performance. To improve usability, some high-performance computing applications employ mixed-language programming with high-level and low-level languages. In this study, we consider the benefits of incorporating an interactive Python interface into a Monte Carlo application. With PyMercury, a new Python extension to the Mercury general-purpose Monte Carlo particle transport code, we improve application usability without diminishing performance. In two case studies, we illustrate how PyMercury improves usability and simplifies testing and validation in a Monte Carlo application. In short, PyMercury demonstrates the value of interactive Python for Monte Carlo particle transport applications. In the future, we expect interactive Python to play an increasingly significant role in Monte Carlo usage and testing.

  7. 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)

  8. Markov Chain Monte Carlo

    Indian Academy of Sciences (India)

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

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

    International Nuclear Information System (INIS)

    Corcoran, M.D.

    1985-01-01

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

  10. Fate of the open-shell singlet ground state in the experimentally accessible acenes: A quantum Monte Carlo study

    Science.gov (United States)

    Dupuy, Nicolas; Casula, Michele

    2018-04-01

    By means of the Jastrow correlated antisymmetrized geminal power (JAGP) wave function and quantum Monte Carlo (QMC) methods, we study the ground state properties of the oligoacene series, up to the nonacene. The JAGP is the accurate variational realization of the resonating-valence-bond (RVB) ansatz proposed by Pauling and Wheland to describe aromatic compounds. We show that the long-ranged RVB correlations built in the acenes' ground state are detrimental for the occurrence of open-shell diradical or polyradical instabilities, previously found by lower-level theories. We substantiate our outcome by a direct comparison with another wave function, tailored to be an open-shell singlet (OSS) for long-enough acenes. By comparing on the same footing the RVB and OSS wave functions, both optimized at a variational QMC level and further projected by the lattice regularized diffusion Monte Carlo method, we prove that the RVB wave function has always a lower variational energy and better nodes than the OSS, for all molecular species considered in this work. The entangled multi-reference RVB state acts against the electron edge localization implied by the OSS wave function and weakens the diradical tendency for higher oligoacenes. These properties are reflected by several descriptors, including wave function parameters, bond length alternation, aromatic indices, and spin-spin correlation functions. In this context, we propose a new aromatic index estimator suitable for geminal wave functions. For the largest acenes taken into account, the long-range decay of the charge-charge correlation functions is compatible with a quasi-metallic behavior.

  11. Quantum Monte Carlo simulations of Ti4 O7 Magnéli phase

    Science.gov (United States)

    Benali, Anouar; Shulenburger, Luke; Krogel, Jaron; Zhong, Xiaoliang; Kent, Paul; Heinonen, Olle

    2015-03-01

    Ti4O7 is ubiquitous in Ti-oxides. It has been extensively studied, both experimentally and theoretically in the past decades using multiple levels of theories, resulting in multiple diverse results. The latest DFT +SIC methods and state of the art HSE06 hybrid functionals even propose a new anti-ferromagnetic state at low temperature. Using Quantum Monte Carlo (QMC), as implemented in the QMCPACK simulation package, we investigated the electronic and magnetic properties of Ti4O7 at low (120K) and high (298K) temperatures and at different magnetic states. This research used resources of the Argonne Leadership Computing Facility at Argonne National Laboratory, which is supported by the Office of Science of the U.S. Department of Energy under contract DE-AC02-06CH11357. L.S, J.K and P.K were supported through Predictive Theory and Modeling for Materials and Chemical Science program by the Office of Basic Energy Sciences (BES), Department of Energy (DOE) Sandia National Laboratories is a multiprogram laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under Contract No. DE-AC04-94AL85000.

  12. Communication: Water on hexagonal boron nitride from diffusion Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

    Al-Hamdani, Yasmine S.; Ma, Ming; Michaelides, Angelos, E-mail: angelos.michaelides@ucl.ac.uk [Thomas Young Centre and London Centre for Nanotechnology, 17–19 Gordon Street, London WC1H 0AH (United Kingdom); Department of Chemistry, University College London, 20 Gordon Street, London WC1H 0AJ (United Kingdom); Alfè, Dario [Thomas Young Centre and London Centre for Nanotechnology, 17–19 Gordon Street, London WC1H 0AH (United Kingdom); Department of Earth Sciences, University College London, Gower Street, London WC1E 6BT (United Kingdom); Lilienfeld, O. Anatole von [Institute of Physical Chemistry and National Center for Computational Design and Discovery of Novel Materials, Department of Chemistry, University of Basel, Klingelbergstrasse 80, CH-4056 Basel (Switzerland); Argonne Leadership Computing Facility, Argonne National Laboratories, 9700 S. Cass Avenue Argonne, Lemont, Illinois 60439 (United States)

    2015-05-14

    Despite a recent flurry of experimental and simulation studies, an accurate estimate of the interaction strength of water molecules with hexagonal boron nitride is lacking. Here, we report quantum Monte Carlo results for the adsorption of a water monomer on a periodic hexagonal boron nitride sheet, which yield a water monomer interaction energy of −84 ± 5 meV. We use the results to evaluate the performance of several widely used density functional theory (DFT) exchange correlation functionals and find that they all deviate substantially. Differences in interaction energies between different adsorption sites are however better reproduced by DFT.

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

    Directory of Open Access Journals (Sweden)

    Paro AD

    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 

  14. Microcanonical Monte Carlo

    International Nuclear Information System (INIS)

    Creutz, M.

    1986-01-01

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

  15. 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.

  16. 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

  17. 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

  18. 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...

  19. 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

  20. Kinetic energy classification and smoothing for compact B-spline basis sets in quantum Monte Carlo

    Science.gov (United States)

    Krogel, Jaron T.; Reboredo, Fernando A.

    2018-01-01

    Quantum Monte Carlo calculations of defect properties of transition metal oxides have become feasible in recent years due to increases in computing power. As the system size has grown, availability of on-node memory has become a limiting factor. Saving memory while minimizing computational cost is now a priority. The main growth in memory demand stems from the B-spline representation of the single particle orbitals, especially for heavier elements such as transition metals where semi-core states are present. Despite the associated memory costs, splines are computationally efficient. In this work, we explore alternatives to reduce the memory usage of splined orbitals without significantly affecting numerical fidelity or computational efficiency. We make use of the kinetic energy operator to both classify and smooth the occupied set of orbitals prior to splining. By using a partitioning scheme based on the per-orbital kinetic energy distributions, we show that memory savings of about 50% is possible for select transition metal oxide systems. For production supercells of practical interest, our scheme incurs a performance penalty of less than 5%.

  1. Deterministic alternatives to the full configuration interaction quantum Monte Carlo method for strongly correlated systems

    Science.gov (United States)

    Tubman, Norm; Whaley, Birgitta

    The development of exponential scaling methods has seen great progress in tackling larger systems than previously thought possible. One such technique, full configuration interaction quantum Monte Carlo, allows exact diagonalization through stochastically sampling of determinants. The method derives its utility from the information in the matrix elements of the Hamiltonian, together with a stochastic projected wave function, which are used to explore the important parts of Hilbert space. However, a stochastic representation of the wave function is not required to search Hilbert space efficiently and new deterministic approaches have recently been shown to efficiently find the important parts of determinant space. We shall discuss the technique of Adaptive Sampling Configuration Interaction (ASCI) and the related heat-bath Configuration Interaction approach for ground state and excited state simulations. We will present several applications for strongly correlated Hamiltonians. This work was supported through the Scientific Discovery through Advanced Computing (SciDAC) program funded by the U.S. Department of Energy, Office of Science, Advanced Scientific Computing Research and Basic Energy Sciences.

  2. 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.

  3. Exploring cluster Monte Carlo updates with Boltzmann machines.

    Science.gov (United States)

    Wang, Lei

    2017-11-01

    Boltzmann machines are physics informed generative models with broad applications in machine learning. They model the probability distribution of an input data set with latent variables and generate new samples accordingly. Applying the Boltzmann machines back to physics, they are ideal recommender systems to accelerate the Monte Carlo simulation of physical systems due to their flexibility and effectiveness. More intriguingly, we show that the generative sampling of the Boltzmann machines can even give different cluster Monte Carlo algorithms. The latent representation of the Boltzmann machines can be designed to mediate complex interactions and identify clusters of the physical system. We demonstrate these findings with concrete examples of the classical Ising model with and without four-spin plaquette interactions. In the future, automatic searches in the algorithm space parametrized by Boltzmann machines may discover more innovative Monte Carlo updates.

  4. Exploring cluster Monte Carlo updates with Boltzmann machines

    Science.gov (United States)

    Wang, Lei

    2017-11-01

    Boltzmann machines are physics informed generative models with broad applications in machine learning. They model the probability distribution of an input data set with latent variables and generate new samples accordingly. Applying the Boltzmann machines back to physics, they are ideal recommender systems to accelerate the Monte Carlo simulation of physical systems due to their flexibility and effectiveness. More intriguingly, we show that the generative sampling of the Boltzmann machines can even give different cluster Monte Carlo algorithms. The latent representation of the Boltzmann machines can be designed to mediate complex interactions and identify clusters of the physical system. We demonstrate these findings with concrete examples of the classical Ising model with and without four-spin plaquette interactions. In the future, automatic searches in the algorithm space parametrized by Boltzmann machines may discover more innovative Monte Carlo updates.

  5. 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

  6. Effect of error propagation of nuclide number densities on Monte Carlo burn-up calculations

    International Nuclear Information System (INIS)

    Tohjoh, Masayuki; Endo, Tomohiro; Watanabe, Masato; Yamamoto, Akio

    2006-01-01

    As a result of improvements in computer technology, the continuous energy Monte Carlo burn-up calculation has received attention as a good candidate for an assembly calculation method. However, the results of Monte Carlo calculations contain the statistical errors. The results of Monte Carlo burn-up calculations, in particular, include propagated statistical errors through the variance of the nuclide number densities. Therefore, if statistical error alone is evaluated, the errors in Monte Carlo burn-up calculations may be underestimated. To make clear this effect of error propagation on Monte Carlo burn-up calculations, we here proposed an equation that can predict the variance of nuclide number densities after burn-up calculations, and we verified this equation using enormous numbers of the Monte Carlo burn-up calculations by changing only the initial random numbers. We also verified the effect of the number of burn-up calculation points on Monte Carlo burn-up calculations. From these verifications, we estimated the errors in Monte Carlo burn-up calculations including both statistical and propagated errors. Finally, we made clear the effects of error propagation on Monte Carlo burn-up calculations by comparing statistical errors alone versus both statistical and propagated errors. The results revealed that the effects of error propagation on the Monte Carlo burn-up calculations of 8 x 8 BWR fuel assembly are low up to 60 GWd/t

  7. 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)

  8. 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.

  9. 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)

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

    International Nuclear Information System (INIS)

    Dufek, Jan; Valtavirta, Ville

    2014-01-01

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

  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. Artificial neural networks, a new alternative to Monte Carlo calculations for radiotherapy

    International Nuclear Information System (INIS)

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

    2010-01-01

    In order to reduce the computing time needed by Monte Carlo codes in the field of irradiation physics, notably in dosimetry, the authors report the use of artificial neural networks in combination with preliminary Monte Carlo calculations. During the learning phase, Monte Carlo calculations are performed in homogeneous media to allow the building up of the neural network. Then, dosimetric calculations (in heterogeneous media, unknown by the network) can be performed by the so-learned network. Results with an equivalent precision can be obtained within less than one minute on a simple PC whereas several days are needed with a Monte Carlo calculation

  13. Herwig: The Evolution of a Monte Carlo Simulation

    CERN Multimedia

    CERN. Geneva

    2015-01-01

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

  14. Monte Carlo tests of the ELIPGRID-PC algorithm

    International Nuclear Information System (INIS)

    Davidson, J.R.

    1995-04-01

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

  15. 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

  16. Two proposed convergence criteria for Monte Carlo solutions

    International Nuclear Information System (INIS)

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

    1992-01-01

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

  17. 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.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-01-01

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

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

    Science.gov (United States)

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

    2004-12-01

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

  1. 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

  2. Magnitude of pseudopotential localization errors in fixed node diffusion quantum Monte Carlo.

    Science.gov (United States)

    Krogel, Jaron T; Kent, P R C

    2017-06-28

    Growth in computational resources has lead to the application of real space diffusion quantum Monte Carlo to increasingly heavy elements. Although generally assumed to be small, we find that when using standard techniques, the pseudopotential localization error can be large, on the order of an electron volt for an isolated cerium atom. We formally show that the localization error can be reduced to zero with improvements to the Jastrow factor alone, and we define a metric of Jastrow sensitivity that may be useful in the design of pseudopotentials. We employ an extrapolation scheme to extract the bare fixed node energy and estimate the localization error in both the locality approximation and the T-moves schemes for the Ce atom in charge states 3+ and 4+. The locality approximation exhibits the lowest Jastrow sensitivity and generally smaller localization errors than T-moves although the locality approximation energy approaches the localization free limit from above/below for the 3+/4+ charge state. We find that energy minimized Jastrow factors including three-body electron-electron-ion terms are the most effective at reducing the localization error for both the locality approximation and T-moves for the case of the Ce atom. Less complex or variance minimized Jastrows are generally less effective. Our results suggest that further improvements to Jastrow factors and trial wavefunction forms may be needed to reduce localization errors to chemical accuracy when medium core pseudopotentials are applied to heavy elements such as Ce.

  3. Monte Carlo radiation transport: A revolution in science

    International Nuclear Information System (INIS)

    Hendricks, J.

    1993-01-01

    When Enrico Fermi, Stan Ulam, Nicholas Metropolis, John von Neuman, and Robert Richtmyer invented the Monte Carlo method fifty years ago, little could they imagine the far-flung consequences, the international applications, and the revolution in science epitomized by their abstract mathematical method. The Monte Carlo method is used in a wide variety of fields to solve exact computational models approximately by statistical sampling. It is an alternative to traditional physics modeling methods which solve approximate computational models exactly by deterministic methods. Modern computers and improved methods, such as variance reduction, have enhanced the method to the point of enabling a true predictive capability in areas such as radiation or particle transport. This predictive capability has contributed to a radical change in the way science is done: design and understanding come from computations built upon experiments rather than being limited to experiments, and the computer codes doing the computations have become the repository for physics knowledge. The MCNP Monte Carlo computer code effort at Los Alamos is an example of this revolution. Physicians unfamiliar with physics details can design cancer treatments using physics buried in the MCNP computer code. Hazardous environments and hypothetical accidents can be explored. Many other fields, from underground oil well exploration to aerospace, from physics research to energy production, from safety to bulk materials processing, benefit from MCNP, the Monte Carlo method, and the revolution in science

  4. 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)

  5. 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

  6. 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

  7. PEPSI - a Monte Carlo generator for polarized leptoproduction

    International Nuclear Information System (INIS)

    Mankiewicz, L.

    1992-01-01

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

  8. 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.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2017-12-14

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

  10. 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

  11. 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

  12. Geometry and Dynamics for Markov Chain Monte Carlo

    Science.gov (United States)

    Barp, Alessandro; Briol, François-Xavier; Kennedy, Anthony D.; Girolami, Mark

    2018-03-01

    Markov Chain Monte Carlo methods have revolutionised mathematical computation and enabled statistical inference within many previously intractable models. In this context, Hamiltonian dynamics have been proposed as an efficient way of building chains which can explore probability densities efficiently. The method emerges from physics and geometry and these links have been extensively studied by a series of authors through the last thirty years. However, there is currently a gap between the intuitions and knowledge of users of the methodology and our deep understanding of these theoretical foundations. The aim of this review is to provide a comprehensive introduction to the geometric tools used in Hamiltonian Monte Carlo at a level accessible to statisticians, machine learners and other users of the methodology with only a basic understanding of Monte Carlo methods. This will be complemented with some discussion of the most recent advances in the field which we believe will become increasingly relevant to applied scientists.

  13. Vectorizing and macrotasking Monte Carlo neutral particle algorithms

    International Nuclear Information System (INIS)

    Heifetz, D.B.

    1987-04-01

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

  14. New Advancements in the Study of the Uniform Electron Gas with Full Configuration Interaction Quantum Monte Carlo

    Science.gov (United States)

    Ruggeri, Michele; Luo, Hongjun; Alavi, Ali

    Full Configuration Interaction Quantum Monte Carlo (FCIQMC) is able to give remarkably accurate results in the study of atoms and molecules. The study of the uniform electron gas (UEG) on the other hand has proven to be much harder, particularly in the low density regime. The source of this difficulty comes from the strong interparticle correlations that arise at low density, and essentially forbid the study of the electron gas in proximity of Wigner crystallization. We extend a previous study on the three dimensional electron gas computing the energy of a fully polarized gas for N=27 electrons at high and medium density (rS = 0 . 5 to 5 . 0). We show that even when dealing with a polarized UEG the computational cost of the study of systems with rS > 5 . 0 is prohibitive; in order to deal with correlations and to extend the density range that to be studied we introduce a basis of localized states and an effective transcorrelated Hamiltonian.

  15. The ground state tunneling splitting and the zero point energy of malonaldehyde: a quantum Monte Carlo determination.

    Science.gov (United States)

    Viel, Alexandra; Coutinho-Neto, Maurício D; Manthe, Uwe

    2007-01-14

    Quantum dynamics calculations of the ground state tunneling splitting and of the zero point energy of malonaldehyde on the full dimensional potential energy surface proposed by Yagi et al. [J. Chem. Phys. 1154, 10647 (2001)] are reported. The exact diffusion Monte Carlo and the projection operator imaginary time spectral evolution methods are used to compute accurate benchmark results for this 21-dimensional ab initio potential energy surface. A tunneling splitting of 25.7+/-0.3 cm-1 is obtained, and the vibrational ground state energy is found to be 15 122+/-4 cm-1. Isotopic substitution of the tunneling hydrogen modifies the tunneling splitting down to 3.21+/-0.09 cm-1 and the vibrational ground state energy to 14 385+/-2 cm-1. The computed tunneling splittings are slightly higher than the experimental values as expected from the potential energy surface which slightly underestimates the barrier height, and they are slightly lower than the results from the instanton theory obtained using the same potential energy surface.

  16. Multi-Index Monte Carlo (MIMC)

    KAUST Repository

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

    2015-01-01

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

  17. Multi-Index Monte Carlo (MIMC)

    KAUST Repository

    Haji Ali, Abdul Lateef

    2015-01-07

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

  18. 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)

  19. Monte Carlo calculations of thermodynamic properties of deuterium under high pressures

    International Nuclear Information System (INIS)

    Levashov, P R; Filinov, V S; BoTan, A; Fortov, V E; Bonitz, M

    2008-01-01

    Two different numerical approaches have been applied for calculations of shock Hugoniots and compression isentrope of deuterium: direct path integral Monte Carlo and reactive Monte Carlo. The results show good agreement between two methods at intermediate pressure which is an indication of correct accounting of dissociation effects in the direct path integral Monte Carlo method. Experimental data on both shock and quasi-isentropic compression of deuterium are well described by calculations. Thus dissociation of deuterium molecules in these experiments together with interparticle interaction play significant role

  20. Dynamical Monte Carlo investigation of spin reversals and nonequilibrium magnetization of single-molecule magnets

    OpenAIRE

    Liu, Gui-Bin; Liu, Bang-Gui

    2010-01-01

    In this paper, we combine thermal effects with Landau-Zener (LZ) quantum tunneling effects in a dynamical Monte Carlo (DMC) framework to produce satisfactory magnetization curves of single-molecule magnet (SMM) systems. We use the giant spin approximation for SMM spins and consider regular lattices of SMMs with magnetic dipolar interactions (MDI). We calculate spin reversal probabilities from thermal-activated barrier hurdling, direct LZ tunneling, and thermal-assisted LZ tunnelings in the pr...

  1. 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.

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

    International Nuclear Information System (INIS)

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

    2011-01-01

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

  3. Monte Carlo Calculation of Sensitivities to Secondary Angular Distributions. Theory and Validation

    International Nuclear Information System (INIS)

    Perell, R. L.

    2002-01-01

    The basic methods for solution of the transport equation that are in practical use today are the discrete ordinates (SN) method, and the Monte Carlo (Monte Carlo) method. While the SN method is typically less computation time consuming, the Monte Carlo method is often preferred for detailed and general description of three-dimensional geometries, and for calculations using cross sections that are point-wise energy dependent. For analysis of experimental and calculated results, sensitivities are needed. Sensitivities to material parameters in general, and to the angular distribution of the secondary (scattered) neutrons in particular, can be calculated by well known SN methods, using the fluxes obtained from solution of the direct and the adjoint transport equations. Algorithms to calculate sensitivities to cross-sections with Monte Carlo methods have been known for quite a time. However, only just recently we have developed a general Monte Carlo algorithm for the calculation of sensitivities to the angular distribution of the secondary neutrons

  4. Simplified monte carlo simulation for Beijing spectrometer

    International Nuclear Information System (INIS)

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

    1986-01-01

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

  5. 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

  6. 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.

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

    Science.gov (United States)

    Alexander, Andrew William

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

  8. A contribution to the Monte Carlo method in the reactor theory

    International Nuclear Information System (INIS)

    Lieberoth, J.

    1976-01-01

    The report gives a contribution to the further development of the Monte-Carlo Method to solve the neutron transport problem. The necessary fundamentals, mainly of statistical nature, are collected and partly derived, such as the statistical weight, the use of random numbers or the Monte-Carlo integration method. Special emphasis is put on the so-called team-method, which will help to reduce the statistical error of Monte-Carlo estimates, and on the path-method, which can be used to calculate the neutron fluxes in pre-defined local points

  9. Weighted-delta-tracking for Monte Carlo particle transport

    International Nuclear Information System (INIS)

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

    2015-01-01

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

  10. Fixed-Node Diffusion Quantum Monte Carlo Method on Dissociation Energies and Their Trends for R-X Bonds (R = Me, Et, i-Pr, t-Bu).

    Science.gov (United States)

    Hou, Aiqiang; Zhou, Xiaojun; Wang, Ting; Wang, Fan

    2018-05-15

    Achieving both bond dissociation energies (BDEs) and their trends for the R-X bonds with R = Me, Et, i-Pr, and t-Bu reliably is nontrivial. Density functional theory (DFT) methods with traditional exchange-correlation functionals usually have large error on both the BDEs and their trends. The M06-2X functional gives rise to reliable BDEs, but the relative BDEs are determined not as accurately. More demanding approaches such as some double-hybrid functionals, for example, G4 and CCSD(T), are generally required to achieve the BDEs and their trends reliably. The fixed-node diffusion quantum Monte Carlo method (FN-DMC) is employed to calculated BDEs of these R-X bonds with X = H, CH 3 , OCH 3 , OH, and F in this work. The single Slater-Jastrow wave function is adopted as trial wave function, and pseudopotentials (PPs) developed for quantum Monte Carlo calculations are chosen. Error of these PPs is modest in wave function methods, while it is more pronounced in DFT calculations. Our results show that accuracy of BDEs with FN-DMC is similar to that of M06-2X and G4, and trends in BDEs are calculated more reliably than M06-2X. Both BDEs and trends in BDEs of these bonds are reproduced reasonably with FN-DMC. FN-DMC using PPs can thus be applied to BDEs and their trends of similar chemical bonds in larger molecules reliably and provide valuable information on properties of these molecules.

  11. T-Opt: A 3D Monte Carlo simulation for light delivery design in photodynamic therapy (Conference Presentation)

    Science.gov (United States)

    Honda, Norihiro; Hazama, Hisanao; Awazu, Kunio

    2017-02-01

    The interstitial photodynamic therapy (iPDT) with 5-aminolevulinic acid (5-ALA) is a safe and feasible treatment modality of malignant glioblastoma. In order to cover the tumour volume, the exact position of the light diffusers within the lesion is needed to decide precisely. The aim of this study is the development of evaluation method of treatment volume with 3D Monte Carlo simulation for iPDT using 5-ALA. Monte Carlo simulations of fluence rate were performed using the optical properties of the brain tissue infiltrated by tumor cells and normal tissue. 3-D Monte Carlo simulation was used to calculate the position of the light diffusers within the lesion and light transport. The fluence rate near the diffuser was maximum and decreased exponentially with distance. The simulation can calculate the amount of singlet oxygen generated by PDT. In order to increase the accuracy of simulation results, the parameter for simulation includes the quantum yield of singlet oxygen generation, the accumulated concentration of photosensitizer within tissue, fluence rate, molar extinction coefficient at the wavelength of excitation light. The simulation is useful for evaluation of treatment region of iPDT with 5-ALA.

  12. A continuation multilevel Monte Carlo algorithm

    KAUST Repository

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

    2014-01-01

    We propose a novel Continuation Multi Level Monte Carlo (CMLMC) algorithm for weak approximation of stochastic models. The CMLMC algorithm solves the given approximation problem for a sequence of decreasing tolerances, ending when the required error

  13. 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.

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

    DEFF Research Database (Denmark)

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

    2003-01-01

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

  15. A Monte Carlo burnup code linking MCNP and REBUS

    International Nuclear Information System (INIS)

    Hanan, N.A.; Olson, A.P.; Pond, R.B.; Matos, J.E.

    1998-01-01

    The REBUS-3 burnup code, used in the anl RERTR Program, is a very general code that uses diffusion theory (DIF3D) to obtain the fluxes required for reactor burnup analyses. Diffusion theory works well for most reactors. However, to include the effects of exact geometry and strong absorbers that are difficult to model using diffusion theory, a Monte Carlo method is required. MCNP, a general-purpose, generalized-geometry, time-dependent, Monte Carlo transport code, is the most widely used Monte Carlo code. This paper presents a linking of the MCNP code and the REBUS burnup code to perform these difficult analyses. The linked code will permit the use of the full capabilities of REBUS which include non-equilibrium and equilibrium burnup analyses. Results of burnup analyses using this new linked code are also presented. (author)

  16. A Monte Carlo burnup code linking MCNP and REBUS

    International Nuclear Information System (INIS)

    Hanan, N. A.

    1998-01-01

    The REBUS-3 burnup code, used in the ANL RERTR Program, is a very general code that uses diffusion theory (DIF3D) to obtain the fluxes required for reactor burnup analyses. Diffusion theory works well for most reactors. However, to include the effects of exact geometry and strong absorbers that are difficult to model using diffusion theory, a Monte Carlo method is required. MCNP, a general-purpose, generalized-geometry, time-dependent, Monte Carlo transport code, is the most widely used Monte Carlo code. This paper presents a linking of the MCNP code and the REBUS burnup code to perform these difficult burnup analyses. The linked code will permit the use of the full capabilities of REBUS which include non-equilibrium and equilibrium burnup analyses. Results of burnup analyses using this new linked code are also presented

  17. 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

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

    International Nuclear Information System (INIS)

    Miura, Kenichi

    1986-01-01

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

  19. Monte Carlo Numerical Models for Nuclear Logging Applications

    Directory of Open Access Journals (Sweden)

    Fusheng Li

    2012-06-01

    Full Text Available Nuclear logging is one of most important logging services provided by many oil service companies. The main parameters of interest are formation porosity, bulk density, and natural radiation. Other services are also provided from using complex nuclear logging tools, such as formation lithology/mineralogy, etc. Some parameters can be measured by using neutron logging tools and some can only be measured by using a gamma ray tool. To understand the response of nuclear logging tools, the neutron transport/diffusion theory and photon diffusion theory are needed. Unfortunately, for most cases there are no analytical answers if complex tool geometry is involved. For many years, Monte Carlo numerical models have been used by nuclear scientists in the well logging industry to address these challenges. The models have been widely employed in the optimization of nuclear logging tool design, and the development of interpretation methods for nuclear logs. They have also been used to predict the response of nuclear logging systems for forward simulation problems. In this case, the system parameters including geometry, materials and nuclear sources, etc., are pre-defined and the transportation and interactions of nuclear particles (such as neutrons, photons and/or electrons in the regions of interest are simulated according to detailed nuclear physics theory and their nuclear cross-section data (probability of interacting. Then the deposited energies of particles entering the detectors are recorded and tallied and the tool responses to such a scenario are generated. A general-purpose code named Monte Carlo N– Particle (MCNP has been the industry-standard for some time. In this paper, we briefly introduce the fundamental principles of Monte Carlo numerical modeling and review the physics of MCNP. Some of the latest developments of Monte Carlo Models are also reviewed. A variety of examples are presented to illustrate the uses of Monte Carlo numerical models

  20. Fundamentals of Monte Carlo

    International Nuclear Information System (INIS)

    Wollaber, Allan Benton

    2016-01-01

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

  1. Fundamentals of Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-06-16

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

  2. Markov Chain Monte Carlo Methods for Bayesian Data Analysis in Astronomy

    Science.gov (United States)

    Sharma, Sanjib

    2017-08-01

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

  3. Studies of Monte Carlo Modelling of Jets at ATLAS

    CERN Document Server

    Kar, Deepak; The ATLAS collaboration

    2017-01-01

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

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

    International Nuclear Information System (INIS)

    Frixione, Stefano

    2005-01-01

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

  5. Scattering theory on the lattice and with a Monte Carlo method

    International Nuclear Information System (INIS)

    Kroeger, H.; Moriarty, K.J.M.; Potvin, J.

    1990-01-01

    We present an alternative time-dependent method of calculating the S matrix in quantum systems governed by a Hamiltonian. In the first step one constructs a new Hamiltonian that describes the physics of scattering at energy E with a reduced number of degrees of freedom. Its matrix elements are computed with a Monte Carlo projector method. In the second step the scattering matrix is computed algebraically via diagonalization and exponentiation of the new Hamiltonian. Although we have in mind applications in many-body systems and quantum field theory, the method should be applicable and useful in such diverse areas as atomic and molecular physics, nuclear physics, high-energy physics and solid-state physics. As an illustration of the method, we compute s-wave scattering of two nucleons in a nonrelativistic potential model (Yamaguchi potential), for which the S matrix is known exactly

  6. Monte Carlo-based tail exponent estimator

    Science.gov (United States)

    Barunik, Jozef; Vacha, Lukas

    2010-11-01

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

  7. 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...

  8. 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

  9. Initial Assessment of Parallelization of Monte Carlo Calculation using Graphics Processing Units

    International Nuclear Information System (INIS)

    Choi, Sung Hoon; Joo, Han Gyu

    2009-01-01

    Monte Carlo (MC) simulation is an effective tool for calculating neutron transports in complex geometry. However, because Monte Carlo simulates each neutron behavior one by one, it takes a very long computing time if enough neutrons are used for high precision of calculation. Accordingly, methods that reduce the computing time are required. In a Monte Carlo code, parallel calculation is well-suited since it simulates the behavior of each neutron independently and thus parallel computation is natural. The parallelization of the Monte Carlo codes, however, was done using multi CPUs. By the global demand for high quality 3D graphics, the Graphics Processing Unit (GPU) has developed into a highly parallel, multi-core processor. This parallel processing capability of GPUs can be available to engineering computing once a suitable interface is provided. Recently, NVIDIA introduced CUDATM, a general purpose parallel computing architecture. CUDA is a software environment that allows developers to manage GPU using C/C++ or other languages. In this work, a GPU-based Monte Carlo is developed and the initial assessment of it parallel performance is investigated

  10. Speed-up of ab initio hybrid Monte Carlo and ab initio path integral hybrid Monte Carlo simulations by using an auxiliary potential energy surface

    International Nuclear Information System (INIS)

    Nakayama, Akira; Taketsugu, Tetsuya; Shiga, Motoyuki

    2009-01-01

    Efficiency of the ab initio hybrid Monte Carlo and ab initio path integral hybrid Monte Carlo methods is enhanced by employing an auxiliary potential energy surface that is used to update the system configuration via molecular dynamics scheme. As a simple illustration of this method, a dual-level approach is introduced where potential energy gradients are evaluated by computationally less expensive ab initio electronic structure methods. (author)

  11. The specific bias in dynamic Monte Carlo simulations of nuclear reactors

    International Nuclear Information System (INIS)

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

    2013-01-01

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

  12. 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)

  13. Improved diffusion coefficients generated from Monte Carlo codes

    International Nuclear Information System (INIS)

    Herman, B. R.; Forget, B.; Smith, K.; Aviles, B. N.

    2013-01-01

    Monte Carlo codes are becoming more widely used for reactor analysis. Some of these applications involve the generation of diffusion theory parameters including macroscopic cross sections and diffusion coefficients. Two approximations used to generate diffusion coefficients are assessed using the Monte Carlo code MC21. The first is the method of homogenization; whether to weight either fine-group transport cross sections or fine-group diffusion coefficients when collapsing to few-group diffusion coefficients. The second is a fundamental approximation made to the energy-dependent P1 equations to derive the energy-dependent diffusion equations. Standard Monte Carlo codes usually generate a flux-weighted transport cross section with no correction to the diffusion approximation. Results indicate that this causes noticeable tilting in reconstructed pin powers in simple test lattices with L2 norm error of 3.6%. This error is reduced significantly to 0.27% when weighting fine-group diffusion coefficients by the flux and applying a correction to the diffusion approximation. Noticeable tilting in reconstructed fluxes and pin powers was reduced when applying these corrections. (authors)

  14. Monte Carlo calculations of electron transport on microcomputers

    International Nuclear Information System (INIS)

    Chung, Manho; Jester, W.A.; Levine, S.H.; Foderaro, A.H.

    1990-01-01

    In the work described in this paper, the Monte Carlo program ZEBRA, developed by Berber and Buxton, was converted to run on the Macintosh computer using Microsoft BASIC to reduce the cost of Monte Carlo calculations using microcomputers. Then the Eltran2 program was transferred to an IBM-compatible computer. Turbo BASIC and Microsoft Quick BASIC have been used on the IBM-compatible Tandy 4000SX computer. The paper shows the running speed of the Monte Carlo programs on the different computers, normalized to one for Eltran2 on the Macintosh-SE or Macintosh-Plus computer. Higher values refer to faster running times proportionally. Since Eltran2 is a one-dimensional program, it calculates energy deposited in a semi-infinite multilayer slab. Eltran2 has been modified to a two-dimensional program called Eltran3 to computer more accurately the case with a point source, a small detector, and a short source-to-detector distance. The running time of Eltran3 is about twice as long as that of Eltran2 for a similar case

  15. pyNSMC: A Python Module for Null-Space Monte Carlo Uncertainty Analysis

    Science.gov (United States)

    White, J.; Brakefield, L. K.

    2015-12-01

    The null-space monte carlo technique is a non-linear uncertainty analyses technique that is well-suited to high-dimensional inverse problems. While the technique is powerful, the existing workflow for completing null-space monte carlo is cumbersome, requiring the use of multiple commandline utilities, several sets of intermediate files and even a text editor. pyNSMC is an open-source python module that automates the workflow of null-space monte carlo uncertainty analyses. The module is fully compatible with the PEST and PEST++ software suites and leverages existing functionality of pyEMU, a python framework for linear-based uncertainty analyses. pyNSMC greatly simplifies the existing workflow for null-space monte carlo by taking advantage of object oriented design facilities in python. The core of pyNSMC is the ensemble class, which draws and stores realized random vectors and also provides functionality for exporting and visualizing results. By relieving users of the tedium associated with file handling and command line utility execution, pyNSMC instead focuses the user on the important steps and assumptions of null-space monte carlo analysis. Furthermore, pyNSMC facilitates learning through flow charts and results visualization, which are available at many points in the algorithm. The ease-of-use of the pyNSMC workflow is compared to the existing workflow for null-space monte carlo for a synthetic groundwater model with hundreds of estimable parameters.

  16. Safety assessment of infrastructures using a new Bayesian Monte Carlo method

    NARCIS (Netherlands)

    Rajabali Nejad, Mohammadreza; Demirbilek, Z.

    2011-01-01

    A recently developed Bayesian Monte Carlo (BMC) method and its application to safety assessment of structures are described in this paper. We use a one-dimensional BMC method that was proposed in 2009 by Rajabalinejad in order to develop a weighted logical dependence between successive Monte Carlo

  17. Monte Carlo studies of ZEPLIN III

    CERN Document Server

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

    2002-01-01

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

  18. Multi-Index Monte Carlo (MIMC)

    KAUST Repository

    Haji Ali, Abdul Lateef

    2016-01-06

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

  19. Multi-Index Monte Carlo (MIMC)

    KAUST Repository

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

    2016-01-01

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

  20. MONTE CARLO SIMULATION AND VALUATION: A STOCHASTIC APPROACH SIMULAÇÃO DE MONTE CARLO E VALUATION: UMA ABORDAGEM ESTOCÁSTICA

    Directory of Open Access Journals (Sweden)

    Marcos Roberto Gois de Oliveira

    2013-01-01

    Full Text Available Among the various business valuation methodologies, the discounted cash flow is still the most adopted nowadays on both academic and professional environment. Although many authors support thatmethodology as the most adequate one for business valuation, its projective feature implies in an uncertaintyissue presents in all financial models based on future expectations, the risk that the projected assumptionsdoes not occur. One of the alternatives to measure the risk inherent to the discounted cash flow valuation isto add Monte Carlo Simulation to the deterministic business valuation model in order to create a stochastic model, which can perform a statistic analysis of risk. The objective of this work was to evaluate thepertinence regarding the Monte Carlo Simulation adoption to measure the uncertainty inherent to the business valuation using discounted cash flow, identifying whether the Monte Carlo simulation enhance theaccuracy of this asset pricing methodology. The results of this work assures the operational e icacy ofdiscounted cash flow business valuation using Monte Carlo Simulation, confirming that the adoption of thatmethodology allows a relevant enhancement of the results in comparison with those obtained by using thedeterministic business valuation model.Dentre as diversas metodologias de avaliação de empresas, a avaliação por fluxo de caixa descontadocontinua sendo a mais adotada na atualidade, tanto no meio acadêmico como no profissional. Embora  essametodologia seja considerada por diversos autores como a mais adequada para a avaliação de empresas no contexto atual, seu caráter projetivo remete a um componente de incerteza presente em todos os modelos baseados em expectativas futuras o risco de as premissas de projeção adotadas não se concretizarem. Uma das alternativas para a mensuração do risco inerente à avaliação de empresas pelo fluxo de caixa descontadoconsiste na incorporação da Simulação de Monte

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

    Science.gov (United States)

    Hoogenboom, J. Eduard; Dufek, Jan

    2014-06-01

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

  2. Optimized iteration in coupled Monte-Carlo - Thermal-hydraulics calculations

    International Nuclear Information System (INIS)

    Hoogenboom, J.E.; Dufek, J.

    2013-01-01

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

  3. 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.

  4. Calibration and Monte Carlo modelling of neutron long counters

    CERN Document Server

    Tagziria, H

    2000-01-01

    The Monte Carlo technique has become a very powerful tool in radiation transport as full advantage is taken of enhanced cross-section data, more powerful computers and statistical techniques, together with better characterisation of neutron and photon source spectra. At the National Physical Laboratory, calculations using the Monte Carlo radiation transport code MCNP-4B have been combined with accurate measurements to characterise two long counters routinely used to standardise monoenergetic neutron fields. New and more accurate response function curves have been produced for both long counters. A novel approach using Monte Carlo methods has been developed, validated and used to model the response function of the counters and determine more accurately their effective centres, which have always been difficult to establish experimentally. Calculations and measurements agree well, especially for the De Pangher long counter for which details of the design and constructional material are well known. The sensitivit...

  5. Adaptive anisotropic diffusion filtering of Monte Carlo dose distributions

    International Nuclear Information System (INIS)

    Miao Binhe; Jeraj, Robert; Bao Shanglian; Mackie, Thomas R

    2003-01-01

    The Monte Carlo method is the most accurate method for radiotherapy dose calculations, if used correctly. However, any Monte Carlo dose calculation is burdened with statistical noise. In this paper, denoising of Monte Carlo dose distributions with a three-dimensional adaptive anisotropic diffusion method was investigated. The standard anisotropic diffusion method was extended by changing the filtering parameters adaptively according to the local statistical noise. Smoothing of dose distributions with different noise levels in an inhomogeneous phantom, a conventional and an IMRT treatment case is shown. The resultant dose distributions were analysed using several evaluating criteria. It is shown that the adaptive anisotropic diffusion method can reduce statistical noise significantly (two to five times, corresponding to the reduction of simulation time by a factor of up to 20), while preserving important gradients of the dose distribution well. The choice of free parameters of the method was found to be fairly robust

  6. 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

  7. MONK - a general purpose Monte Carlo neutronics program

    International Nuclear Information System (INIS)

    Sherriffs, V.S.W.

    1978-01-01

    MONK is a Monte Carlo neutronics code written principally for criticality calculations relevant to the transport, storage, and processing of fissile material. The code exploits the ability of the Monte Carlo method to represent complex shapes with very great accuracy. The nuclear data used is derived from the UK Nuclear Data File processed to the required format by a subsidiary program POND. A general description is given of the MONK code together with the subsidiary program SCAN which produces diagrams of the system specified. Details of the data input required by MONK and SCAN are also given. (author)

  8. 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)

  9. Methodology of Continuous-Energy Adjoint Monte Carlo for Neutron, Photon, and Coupled Neutron-Photon Transport

    International Nuclear Information System (INIS)

    Hoogenboom, J. Eduard

    2003-01-01

    Adjoint Monte Carlo may be a useful alternative to regular Monte Carlo calculations in cases where a small detector inhibits an efficient Monte Carlo calculation as only very few particle histories will cross the detector. However, in general purpose Monte Carlo codes, normally only the multigroup form of adjoint Monte Carlo is implemented. In this article the general methodology for continuous-energy adjoint Monte Carlo neutron transport is reviewed and extended for photon and coupled neutron-photon transport. In the latter cases the discrete photons generated by annihilation or by neutron capture or inelastic scattering prevent a direct application of the general methodology. Two successive reaction events must be combined in the selection process to accommodate the adjoint analog of a reaction resulting in a photon with a discrete energy. Numerical examples illustrate the application of the theory for some simplified problems

  10. 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)

  11. PEPSI — a Monte Carlo generator for polarized leptoproduction

    Science.gov (United States)

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

    1992-09-01

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

  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. Hypothesis testing of scientific Monte Carlo calculations

    Science.gov (United States)

    Wallerberger, Markus; Gull, Emanuel

    2017-11-01

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

  14. Testing Lorentz Invariance Emergence in the Ising Model using Monte Carlo simulations

    CERN Document Server

    Dias Astros, Maria Isabel

    2017-01-01

    In the context of the Lorentz invariance as an emergent phenomenon at low energy scales to study quantum gravity a system composed by two 3D interacting Ising models (one with an anisotropy in one direction) was proposed. Two Monte Carlo simulations were run: one for the 2D Ising model and one for the target model. In both cases the observables (energy, magnetization, heat capacity and magnetic susceptibility) were computed for different lattice sizes and a Binder cumulant introduced in order to estimate the critical temperature of the systems. Moreover, the correlation function was calculated for the 2D Ising model.

  15. 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.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    1998-04-01

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

  17. Minimum variance Monte Carlo importance sampling with parametric dependence

    International Nuclear Information System (INIS)

    Ragheb, M.M.H.; Halton, J.; Maynard, C.W.

    1981-01-01

    An approach for Monte Carlo Importance Sampling with parametric dependence is proposed. It depends upon obtaining by proper weighting over a single stage the overall functional dependence of the variance on the importance function parameter over a broad range of its values. Results corresponding to minimum variance are adapted and other results rejected. Numerical calculation for the estimation of intergrals are compared to Crude Monte Carlo. Results explain the occurrences of the effective biases (even though the theoretical bias is zero) and infinite variances which arise in calculations involving severe biasing and a moderate number of historis. Extension to particle transport applications is briefly discussed. The approach constitutes an extension of a theory on the application of Monte Carlo for the calculation of functional dependences introduced by Frolov and Chentsov to biasing, or importance sample calculations; and is a generalization which avoids nonconvergence to the optimal values in some cases of a multistage method for variance reduction introduced by Spanier. (orig.) [de

  18. Benchmarking time-dependent neutron problems with Monte Carlo codes

    International Nuclear Information System (INIS)

    Couet, B.; Loomis, W.A.

    1990-01-01

    Many nuclear logging tools measure the time dependence of a neutron flux in a geological formation to infer important properties of the formation. The complex geometry of the tool and the borehole within the formation does not permit an exact deterministic modelling of the neutron flux behaviour. While this exact simulation is possible with Monte Carlo methods the computation time does not facilitate quick turnaround of results useful for design and diagnostic purposes. Nonetheless a simple model based on the diffusion-decay equation for the flux of neutrons of a single energy group can be useful in this situation. A combination approach where a Monte Carlo calculation benchmarks a deterministic model in terms of the diffusion constants of the neutrons propagating in the media and their flux depletion rates thus offers the possibility of quick calculation with assurance as to accuracy. We exemplify this approach with the Monte Carlo benchmarking of a logging tool problem, showing standoff and bedding response. (author)

  19. 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

  20. Physical time scale in kinetic Monte Carlo simulations of continuous-time Markov chains.

    Science.gov (United States)

    Serebrinsky, Santiago A

    2011-03-01

    We rigorously establish a physical time scale for a general class of kinetic Monte Carlo algorithms for the simulation of continuous-time Markov chains. This class of algorithms encompasses rejection-free (or BKL) and rejection (or "standard") algorithms. For rejection algorithms, it was formerly considered that the availability of a physical time scale (instead of Monte Carlo steps) was empirical, at best. Use of Monte Carlo steps as a time unit now becomes completely unnecessary.