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Sample records for techniques monte carlo

  1. 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...

  2. Variance Reduction Techniques in Monte Carlo Methods

    NARCIS (Netherlands)

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

    2010-01-01

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

  3. Variance Reduction Techniques in Monte Carlo Methods

    NARCIS (Netherlands)

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

    2010-01-01

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

  4. Gas discharges modeling by Monte Carlo technique

    Directory of Open Access Journals (Sweden)

    Savić Marija

    2010-01-01

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

  5. Monte Carlo techniques for analyzing deep penetration problems

    Energy Technology Data Exchange (ETDEWEB)

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

    1985-01-01

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

  6. 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

  7. Stratified source-sampling techniques for Monte Carlo eigenvalue analysis.

    Energy Technology Data Exchange (ETDEWEB)

    Mohamed, A.

    1998-07-10

    In 1995, at a conference on criticality safety, a special session was devoted to the Monte Carlo ''Eigenvalue of the World'' problem. Argonne presented a paper, at that session, in which the anomalies originally observed in that problem were reproduced in a much simplified model-problem configuration, and removed by a version of stratified source-sampling. In this paper, stratified source-sampling techniques are generalized and applied to three different Eigenvalue of the World configurations which take into account real-world statistical noise sources not included in the model problem, but which differ in the amount of neutronic coupling among the constituents of each configuration. It is concluded that, in Monte Carlo eigenvalue analysis of loosely-coupled arrays, the use of stratified source-sampling reduces the probability of encountering an anomalous result over that if conventional source-sampling methods are used. However, this gain in reliability is substantially less than that observed in the model-problem results.

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

    Directory of Open Access Journals (Sweden)

    Hassan Ghodrati

    2014-03-01

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

  9. A Investigation of Radiotherapy Electron Beams Using Monte Carlo Techniques

    Science.gov (United States)

    Ding, George X.

    1995-01-01

    not be previously answered without the full simulation of a variety of medical accelerators. This study also demonstrates that the Monte Carlo technique is a powerful tool for the optimal design of accelerator treatment heads.

  10. MORSE Monte Carlo code

    Energy Technology Data Exchange (ETDEWEB)

    Cramer, S.N.

    1984-01-01

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

  11. A comparison of Monte Carlo dose calculation denoising techniques

    Science.gov (United States)

    El Naqa, I.; Kawrakow, I.; Fippel, M.; Siebers, J. V.; Lindsay, P. E.; Wickerhauser, M. V.; Vicic, M.; Zakarian, K.; Kauffmann, N.; Deasy, J. O.

    2005-03-01

    Recent studies have demonstrated that Monte Carlo (MC) denoising techniques can reduce MC radiotherapy dose computation time significantly by preferentially eliminating statistical fluctuations ('noise') through smoothing. In this study, we compare new and previously published approaches to MC denoising, including 3D wavelet threshold denoising with sub-band adaptive thresholding, content adaptive mean-median-hybrid (CAMH) filtering, locally adaptive Savitzky-Golay curve-fitting (LASG), anisotropic diffusion (AD) and an iterative reduction of noise (IRON) method formulated as an optimization problem. Several challenging phantom and computed-tomography-based MC dose distributions with varying levels of noise formed the test set. Denoising effectiveness was measured in three ways: by improvements in the mean-square-error (MSE) with respect to a reference (low noise) dose distribution; by the maximum difference from the reference distribution and by the 'Van Dyk' pass/fail criteria of either adequate agreement with the reference image in low-gradient regions (within 2% in our case) or, in high-gradient regions, a distance-to-agreement-within-2% of less than 2 mm. Results varied significantly based on the dose test case: greater reductions in MSE were observed for the relatively smoother phantom-based dose distribution (up to a factor of 16 for the LASG algorithm); smaller reductions were seen for an intensity modulated radiation therapy (IMRT) head and neck case (typically, factors of 2-4). Although several algorithms reduced statistical noise for all test geometries, the LASG method had the best MSE reduction for three of the four test geometries, and performed the best for the Van Dyk criteria. However, the wavelet thresholding method performed better for the head and neck IMRT geometry and also decreased the maximum error more effectively than LASG. In almost all cases, the evaluated methods provided acceleration of MC results towards statistically more accurate

  12. A comparison of Monte Carlo dose calculation denoising techniques

    Energy Technology Data Exchange (ETDEWEB)

    Naqa, I El [Washington University, St Louis, MO (United States); Kawrakow, I [National Research Council of Canada, Ottawa, Ontario, Canada (Canada); Fippel, M [Univ Tuebingen, Tuebingen (Germany); Siebers, J V [Virginia Commonwealth University, Richmond, VA (United States); Lindsay, P E [Washington University, St Louis, MO (United States); Wickerhauser, M V [Washington University, St Louis, MO (United States); Vicic, M [Washington University, St Louis, MO (United States); Zakarian, K [Washington University, St Louis, MO (United States); Kauffmann, N [Ecole Polytechnique, Palaiseau (France); Deasy, J O [Washington University, St Louis, MO (United States)

    2005-03-07

    Recent studies have demonstrated that Monte Carlo (MC) denoising techniques can reduce MC radiotherapy dose computation time significantly by preferentially eliminating statistical fluctuations ('noise') through smoothing. In this study, we compare new and previously published approaches to MC denoising, including 3D wavelet threshold denoising with sub-band adaptive thresholding, content adaptive mean-median-hybrid (CAMH) filtering, locally adaptive Savitzky-Golay curve-fitting (LASG), anisotropic diffusion (AD) and an iterative reduction of noise (IRON) method formulated as an optimization problem. Several challenging phantom and computed-tomography-based MC dose distributions with varying levels of noise formed the test set. Denoising effectiveness was measured in three ways: by improvements in the mean-square-error (MSE) with respect to a reference (low noise) dose distribution; by the maximum difference from the reference distribution and by the 'Van Dyk' pass/fail criteria of either adequate agreement with the reference image in low-gradient regions (within 2% in our case) or, in high-gradient regions, a distance-to-agreement-within-2% of less than 2 mm. Results varied significantly based on the dose test case: greater reductions in MSE were observed for the relatively smoother phantom-based dose distribution (up to a factor of 16 for the LASG algorithm); smaller reductions were seen for an intensity modulated radiation therapy (IMRT) head and neck case (typically, factors of 2-4). Although several algorithms reduced statistical noise for all test geometries, the LASG method had the best MSE reduction for three of the four test geometries, and performed the best for the Van Dyk criteria. However, the wavelet thresholding method performed better for the head and neck IMRT geometry and also decreased the maximum error more effectively than LASG. In almost all cases, the evaluated methods provided acceleration of MC results towards

  13. Asteroid mass estimation using Markov-Chain Monte Carlo techniques

    Science.gov (United States)

    Siltala, Lauri; Granvik, Mikael

    2016-10-01

    Estimates for asteroid masses are based on their gravitational perturbations on the orbits of other objects such as Mars, spacecraft, or other asteroids and/or their satellites. In the case of asteroid-asteroid perturbations, this leads to a 13-dimensional inverse problem where the aim is to derive the mass of the perturbing asteroid and six orbital elements for both the perturbing asteroid and the test asteroid using astrometric observations. We have developed and implemented three different mass estimation algorithms utilizing asteroid-asteroid perturbations into the OpenOrb asteroid-orbit-computation software: the very rough 'marching' approximation, in which the asteroid orbits are fixed at a given epoch, reducing the problem to a one-dimensional estimation of the mass, an implementation of the Nelder-Mead simplex method, and most significantly, a Markov-Chain Monte Carlo (MCMC) approach. We will introduce each of these algorithms with particular focus on the MCMC algorithm, and present example results for both synthetic and real data. Our results agree with the published mass estimates, but suggest that the published uncertainties may be misleading as a consequence of using linearized mass-estimation methods. Finally, we discuss remaining challenges with the algorithms as well as future plans, particularly in connection with ESA's Gaia mission.

  14. Household water use and conservation models using Monte Carlo techniques

    Science.gov (United States)

    Cahill, R.; Lund, J. R.; DeOreo, B.; Medellín-Azuara, J.

    2013-10-01

    The increased availability of end use measurement studies allows for mechanistic and detailed approaches to estimating household water demand and conservation potential. This study simulates water use in a single-family residential neighborhood using end-water-use parameter probability distributions generated from Monte Carlo sampling. This model represents existing water use conditions in 2010 and is calibrated to 2006-2011 metered data. A two-stage mixed integer optimization model is then developed to estimate the least-cost combination of long- and short-term conservation actions for each household. This least-cost conservation model provides an estimate of the upper bound of reasonable conservation potential for varying pricing and rebate conditions. The models were adapted from previous work in Jordan and are applied to a neighborhood in San Ramon, California in the eastern San Francisco Bay Area. The existing conditions model produces seasonal use results very close to the metered data. The least-cost conservation model suggests clothes washer rebates are among most cost-effective rebate programs for indoor uses. Retrofit of faucets and toilets is also cost-effective and holds the highest potential for water savings from indoor uses. This mechanistic modeling approach can improve understanding of water demand and estimate cost-effectiveness of water conservation programs.

  15. Extended Ensemble Monte Carlo

    OpenAIRE

    Iba, Yukito

    2000-01-01

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

  16. Automated importance generation and biasing techniques for Monte Carlo shielding techniques by the TRIPOLI-3 code

    Energy Technology Data Exchange (ETDEWEB)

    Both, J.P.; Nimal, J.C.; Vergnaud, T. (CEA Centre d' Etudes Nucleaires de Saclay, 91 - Gif-sur-Yvette (France). Service d' Etudes des Reacteurs et de Mathematiques Appliquees)

    1990-01-01

    We discuss an automated biasing procedure for generating the parameters necessary to achieve efficient Monte Carlo biasing shielding calculations. The biasing techniques considered here are exponential transform and collision biasing deriving from the concept of the biased game based on the importance function. We use a simple model of the importance function with exponential attenuation as the distance to the detector increases. This importance function is generated on a three-dimensional mesh including geometry and with graph theory algorithms. This scheme is currently being implemented in the third version of the neutron and gamma ray transport code TRIPOLI-3. (author).

  17. The Utilization of the Monte Carlo Technique for Rational Drug Discovery.

    Science.gov (United States)

    Toropova, Mariya A; Raška, Ivan; Toropov, Andrey A; Rašková, Mária

    2016-01-01

    Quantitative structure - activity relationships (QSARs) are built up for three endpoints (i) blood-brain barrier permeability; (ii) butyrylcholinesterase (BChE) inhibitory activity; and (iii) for biological effect of antibacterial drugs. The models are based on utilization of the Monte Carlo technique. The CORAL software available on the Internet has been utilized for the calculations. The principles of validation of models together with principles of selection of potential therapeutic agents are suggested. An original version of the definition for the domain of applicability as well as the mechanistic interpretation of model calculated with the Monte Carlo technique are described. Advantages and disadvantages of the utilized approach are discussed.

  18. Computer program uses Monte Carlo techniques for statistical system performance analysis

    Science.gov (United States)

    Wohl, D. P.

    1967-01-01

    Computer program with Monte Carlo sampling techniques determines the effect of a component part of a unit upon the overall system performance. It utilizes the full statistics of the disturbances and misalignments of each component to provide unbiased results through simulated random sampling.

  19. Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox

    DEFF Research Database (Denmark)

    Nonejad, Nima

    This paper details Particle Markov chain Monte Carlo techniques for analysis of unobserved component time series models using several economic data sets. PMCMC combines the particle filter with the Metropolis-Hastings algorithm. Overall PMCMC provides a very compelling, computationally fast...

  20. Monte Carlo methods for electromagnetics

    CERN Document Server

    Sadiku, Matthew NO

    2009-01-01

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

  1. Monte Carlo fundamentals

    Energy Technology Data Exchange (ETDEWEB)

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

    1996-02-01

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

  2. Monte Carlo methods

    OpenAIRE

    Bardenet, R.

    2012-01-01

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

  3. 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

  4. Application of Monte Carlo Technique for Determining Maneuvering Loads from Statistical Information on Airplane Motions

    Science.gov (United States)

    Hamer, Harold A.; Mayer, John P.; Huston, Wilber B.

    1961-01-01

    Results of a statistical analysis of horizontal-tail loads on a fighter airplane are presented. The data were obtained from a number of operational training missions with flight at altitudes up to about 50,000 feet and at Mach numbers up to 1.22. The analysis was performed to determine the feasibility of calculating horizontal-tail load from data on the flight conditions and airplane motions. In the analysis the calculated loads are compared with the measured loads for the different types of missions performed. The loads were calculated by two methods: a direct approach and a Monte Carlo technique. The procedures used and some of the problems associated with the data analysis are discussed. frequencies of occurrence of tail loads of given magnitudes are derived from statistical information on the flight quantities. In the direct method, a time history of tail load is calculated from time-history measurements of the flight quantities. The Monte Carlo method could be useful for extending loads information for design of prospective airplanes . For the Monte Carlo method, the The results indicate that the accuracy of loads, regardless of the method used for calculation, is largely dependent on the knowledge of the pertinent airplane aerodynamic characteristics and center-of-gravity location. In addition, reliable Monte Carlo results require an adequate sample of statistical data and a knowledge of the more important statistical dependencies between the various flight conditions and airplane motions.

  5. Monte Carlo techniques for time-dependent radiative transfer in 3-D supernovae

    CERN Document Server

    Lucy, L B

    2004-01-01

    Monte Carlo techniques based on indivisible energy packets are described for computing light curves and spectra for 3-D supernovae. The radiative transfer is time-dependent and includes all effects of O(v/c). Monte Carlo quantization is achieved by discretizing the initial distribution of 56Ni into radioactive pellets. Each pellet decays with the emission of a single energy packet comprising gamma-ray photons representing one line from either the 56Ni or the 56Co decay spectrum. Subsequently, these energy packets propagate through the homologously-expanding ejecta with appropriate changes in the nature of their contained energy as they undergo Compton scatterings and pure absorptions. The 3-D code is tested by applying it to a spherically-symmetric SN in which the transfer of optical radiation is treated with a grey absorption coefficient. This 1-D problem is separately solved using Castor's co-moving frame moment equations. Satisfactory agreement is obtained. The Monte Carlo code is a platform onto which mor...

  6. Quantum Monte Carlo simulation

    OpenAIRE

    Wang, Yazhen

    2011-01-01

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

  7. Monte Carlo transition probabilities

    OpenAIRE

    Lucy, L. B.

    2001-01-01

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

  8. Monte Carlo Simulation Of Emission Tomography And Other Medical Imaging Techniques.

    Science.gov (United States)

    Harrison, Robert L

    2010-01-05

    An introduction to Monte Carlo simulation of emission tomography. This paper reviews the history and principles of Monte Carlo simulation, then applies these principles to emission tomography using the public domain simulation package SimSET (a Simulation System for Emission Tomography) as an example. Finally, the paper discusses how the methods are modified for X-ray computed tomography and radiotherapy simulations.

  9. Application of variance reduction techniques in Monte Carlo simulation of clinical electron linear accelerator

    Science.gov (United States)

    Zoubair, M.; El Bardouni, T.; El Gonnouni, L.; Boulaich, Y.; El Bakkari, B.; El Younoussi, C.

    2012-01-01

    Computation time constitutes an important and a problematic parameter in Monte Carlo simulations, which is inversely proportional to the statistical errors so there comes the idea to use the variance reduction techniques. These techniques play an important role in reducing uncertainties and improving the statistical results. Several variance reduction techniques have been developed. The most known are Transport cutoffs, Interaction forcing, Bremsstrahlung splitting and Russian roulette. Also, the use of a phase space seems to be appropriate to reduce enormously the computing time. In this work, we applied these techniques on a linear accelerator (LINAC) using the MCNPX computer Monte Carlo code. This code gives a rich palette of variance reduction techniques. In this study we investigated various cards related to the variance reduction techniques provided by MCNPX. The parameters found in this study are warranted to be used efficiently in MCNPX code. Final calculations are performed in two steps that are related by a phase space. Results show that, comparatively to direct simulations (without neither variance-reduction nor phase space), the adopted method allows an improvement in the simulation efficiency by a factor greater than 700.

  10. An efficient interpolation technique for jump proposals in reversible-jump Markov chain Monte Carlo calculations.

    Science.gov (United States)

    Farr, W M; Mandel, I; Stevens, D

    2015-06-01

    Selection among alternative theoretical models given an observed dataset is an important challenge in many areas of physics and astronomy. Reversible-jump Markov chain Monte Carlo (RJMCMC) is an extremely powerful technique for performing Bayesian model selection, but it suffers from a fundamental difficulty and it requires jumps between model parameter spaces, but cannot efficiently explore both parameter spaces at once. Thus, a naive jump between parameter spaces is unlikely to be accepted in the Markov chain Monte Carlo (MCMC) algorithm and convergence is correspondingly slow. Here, we demonstrate an interpolation technique that uses samples from single-model MCMCs to propose intermodel jumps from an approximation to the single-model posterior of the target parameter space. The interpolation technique, based on a kD-tree data structure, is adaptive and efficient in modest dimensionality. We show that our technique leads to improved convergence over naive jumps in an RJMCMC, and compare it to other proposals in the literature to improve the convergence of RJMCMCs. We also demonstrate the use of the same interpolation technique as a way to construct efficient 'global' proposal distributions for single-model MCMCs without prior knowledge of the structure of the posterior distribution, and discuss improvements that permit the method to be used in higher dimensional spaces efficiently.

  11. New techniques in Monte Carlo simulation: experience with a prototype of generic programming application to Geant4 physics processes

    CERN Document Server

    Pia, Maria Grazia; Begalli, Marcia; Quintieri, Lina; Saracco, Paolo; Sudhakar, Manju; Weidenspointner, Georg; Zoglauer, Andreas

    2010-01-01

    An investigation is in progress to evaluate extensively and quantitatively the possible benefits and drawbacks of new programming paradigms in a Monte Carlo simulation environment, namely in the domain of physics modeling. The prototype design and extensive benchmarks, including a variety of rigorous quantitative metrics, are presented. The results of this research project allow the evaluation of new software techniques for their possible adoption in Monte Carlo simulation on objective, quantitative ground.

  12. Analysis of Far-Field Radiation from Apertures Using Monte Carlo Integration Technique

    Directory of Open Access Journals (Sweden)

    Mohammad Mehdi Fakharian

    2014-12-01

    Full Text Available An integration technique based on the use of Monte Carlo Integration (MCI is proposed for the analysis of the electromagnetic radiation from apertures. The technique that can be applied to the calculation of the aperture antenna radiation patterns is the equivalence principle followed by physical optics, which can then be used to compute far-field antenna radiation patterns. However, this technique is often complex mathematically, because it requires integration over the closed surface. This paper presents an extremely simple formulation to calculate the far-fields from some types of aperture radiators by using MCI technique. The accuracy and effectiveness of this technique are demonstrated in three cases of radiation from the apertures and results are compared with the solutions using FE simulation and Gaussian quadrature rules.

  13. The Virtual Monte Carlo

    CERN Document Server

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

    2003-01-01

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

  14. Kinetic Activation-Relaxation Technique and Self-Evolving Atomistic Kinetic Monte Carlo: Comparison of on-the-fly kinetic Monte Carlo algorithms

    CERN Document Server

    Béland, Laurent K; Stoller, Roger; Xu, Haixuan

    2014-01-01

    We present a comparison of the kinetic Activation-Relaxation Technique (k-ART) and the Self-Evolving Atomistic Kinetic Monte Carlo (SEAKMC), two off-lattice, on-the-fly kinetic Monte Carlo (KMC) techniques that were recently used to solve several materials science problems. We show that if the initial displacements are localized the dimer method and the Activation-Relaxation Technique \\emph{nouveau} provide similar performance. We also show that k-ART and SEAKMC, although based on different approximations, are in agreement with each other, as demonstrated by the examples of 50 vacancies in a 1950-atom Fe box and of interstitial loops in 16000-atom boxes. Generally speaking, k-ART's treatment of geometry and flickers is more flexible, e.g. it can handle amorphous systems, and rigorous than SEAKMC's, while the later's concept of active volumes permits a significant speedup of simulations for the systems under consideration and therefore allows investigations of processes requiring large systems that are not acc...

  15. Monte Carlo Simulation Of Emission Tomography And Other Medical Imaging Techniques

    Science.gov (United States)

    Harrison, Robert L.

    2010-01-01

    An introduction to Monte Carlo simulation of emission tomography. This paper reviews the history and principles of Monte Carlo simulation, then applies these principles to emission tomography using the public domain simulation package SimSET (a Simulation System for Emission Tomography) as an example. Finally, the paper discusses how the methods are modified for X-ray computed tomography and radiotherapy simulations. PMID:20733931

  16. Monte Carlo parametric studies of neutron interrogation with the Associated Particle Technique for cargo container inspections

    Science.gov (United States)

    Deyglun, Clément; Carasco, Cédric; Pérot, Bertrand

    2014-06-01

    The detection of Special Nuclear Materials (SNM) by neutron interrogation is extensively studied by Monte Carlo simulation at the Nuclear Measurement Laboratory of CEA Cadarache (French Alternative Energies and Atomic Energy Commission). The active inspection system is based on the Associated Particle Technique (APT). Fissions induced by tagged neutrons (i.e. correlated to an alpha particle in the DT neutron generator) in SNM produce high multiplicity coincidences which are detected with fast plastic scintillators. At least three particles are detected in a short time window following the alpha detection, whereas nonnuclear materials mainly produce single events, or pairs due to (n,2n) and (n,n'γ) reactions. To study the performances of an industrial cargo container inspection system, Monte Carlo simulations are performed with the MCNP-PoliMi transport code, which records for each neutron history the relevant information: reaction types, position and time of interactions, energy deposits, secondary particles, etc. The output files are post-processed with a specific tool developed with ROOT data analysis software. Particles not correlated with an alpha particle (random background), counting statistics, and time-energy resolutions of the data acquisition system are taken into account in the numerical model. Various matrix compositions, suspicious items, SNM shielding and positions inside the container, are simulated to assess the performances and limitations of an industrial system.

  17. Population synthesis of radio and gamma-ray millisecond pulsars using Markov Chain Monte Carlo techniques

    Science.gov (United States)

    Gonthier, Peter L.; Koh, Yew-Meng; Kust Harding, Alice

    2016-04-01

    We present preliminary results of a new population synthesis of millisecond pulsars (MSP) from the Galactic disk using Markov Chain Monte Carlo techniques to better understand the model parameter space. We include empirical radio and gamma-ray luminosity models that are dependent on the pulsar period and period derivative with freely varying exponents. The magnitudes of the model luminosities are adjusted to reproduce the number of MSPs detected by a group of thirteen radio surveys as well as the MSP birth rate in the Galaxy and the number of MSPs detected by Fermi. We explore various high-energy emission geometries like the slot gap, outer gap, two pole caustic and pair starved polar cap models. The parameters associated with the birth distributions for the mass accretion rate, magnetic field, and period distributions are well constrained. With the set of four free parameters, we employ Markov Chain Monte Carlo simulations to explore the model parameter space. We present preliminary comparisons of the simulated and detected distributions of radio and gamma-ray pulsar characteristics. We estimate the contribution of MSPs to the diffuse gamma-ray background with a special focus on the Galactic Center.We express our gratitude for the generous support of the National Science Foundation (RUI: AST-1009731), Fermi Guest Investigator Program and the NASA Astrophysics Theory and Fundamental Program (NNX09AQ71G).

  18. Proton Upset Monte Carlo Simulation

    Science.gov (United States)

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

    2009-01-01

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

  19. The use of Monte Carlo technique to optimize the dose distribution in total skin irradiation

    Energy Technology Data Exchange (ETDEWEB)

    Poli, M.E.R. E-mail: esmeraldapoli@hotmail.com; Pereira, S.A.; Yoriyaz, H

    2001-06-01

    Cutaneous T-cell lymphoma (mycosis fungoides) is an indolent disease with a low percentage of cure. Total skin irradiation using an electron beam has become an efficient treatment of mycosis fungoides with curative intention, with success in almost 40% of the patients. In this work, we propose the use of a Monte Carlo technique to simulate the dose distribution in the patients during total skin irradiation treatments. Use was made of MCNP-4B, a well known and established code used to simulate transport of electrons, photons and neutrons through matter, especially in the area of reactor physics, and also finding increasing utility in medical physics. The goal of our work is to simulate different angles between each beam with a fixed treatment distance in order to obtain a uniform dose distribution in the patient.

  20. Gating Techniques for Rao-Blackwellized Monte Carlo Data Association Filter

    Directory of Open Access Journals (Sweden)

    Yazhao Wang

    2014-01-01

    Full Text Available This paper studies the Rao-Blackwellized Monte Carlo data association (RBMCDA filter for multiple target tracking. The elliptical gating strategies are redesigned and incorporated into the framework of the RBMCDA filter. The obvious benefit is the reduction of the time cost because the data association procedure can be carried out with less validated measurements. In addition, the overlapped parts of the neighboring validation regions are divided into several separated subregions according to the possible origins of the validated measurements. In these subregions, the measurement uncertainties can be taken into account more reasonably than those of the simple elliptical gate. This would help to achieve higher tracking ability of the RBMCDA algorithm by a better association prior approximation. Simulation results are provided to show the effectiveness of the proposed gating techniques.

  1. Monte Carlo analysis of a control technique for a tunable white lighting system

    DEFF Research Database (Denmark)

    Chakrabarti, Maumita; Thorseth, Anders; Jepsen, Jørgen

    2017-01-01

    A simulated colour control mechanism for a multi-coloured LED lighting system is presented. The system achieves adjustable and stable white light output and allows for system-to-system reproducibility after application of the control mechanism. The control unit works using a pre-calibrated lookup...... table for an experimentally realized system, with a calibrated tristimulus colour sensor. A Monte Carlo simulation is used to examine the system performance concerning the variation of luminous flux and chromaticity of the light output. The inputs to the Monte Carlo simulation, are variations of the LED...... peak wavelength, the LED rated luminous flux bin, the influence of the operating conditions, ambient temperature, driving current, and the spectral response of the colour sensor. The system performance is investigated by evaluating the outputs from the Monte Carlo simulation. The outputs show...

  2. Monte Carlo analysis of a control technique for a tunable white lighting system

    DEFF Research Database (Denmark)

    Chakrabarti, Maumita; Thorseth, Anders; Jepsen, Jørgen

    2017-01-01

    A simulated colour control mechanism for a multi-coloured LED lighting system is presented. The system achieves adjustable and stable white light output and allows for system-to-system reproducibility after application of the control mechanism. The control unit works using a pre-calibrated lookup...... table for an experimentally realized system, with a calibrated tristimulus colour sensor. A Monte Carlo simulation is used to examine the system performance concerning the variation of luminous flux and chromaticity of the light output. The inputs to the Monte Carlo simulation, are variations of the LED...... peak wavelength, the LED rated luminous flux bin, the influence of the operating conditions, ambient temperature, driving current, and the spectral response of the colour sensor. The system performance is investigated by evaluating the outputs from the Monte Carlo simulation. The outputs show...

  3. Monte Carlo Option Princing

    Directory of Open Access Journals (Sweden)

    Cecilia Maya

    2004-12-01

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

  4. Monte Carlo and nonlinearities

    CERN Document Server

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

    2016-01-01

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

  5. 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.

  6. An Efficient Interpolation Technique for Jump Proposals in Reversible-Jump Markov Chain Monte Carlo Calculations

    CERN Document Server

    Farr, Will M

    2011-01-01

    Selection among alternative theoretical models given an observed data set is an important challenge in many areas of physics and astronomy. Reversible-jump Markov chain Monte Carlo (RJMCMC) is an extremely powerful technique for performing Bayesian model selection, but it suffers from a fundamental difficulty: it requires jumps between model parameter spaces, but cannot retain a memory of the favored locations in more than one parameter space at a time. Thus, a naive jump between parameter spaces is unlikely to be accepted in the MCMC algorithm and convergence is correspondingly slow. Here we demonstrate an interpolation technique that uses samples from single-model MCMCs to propose inter-model jumps from an approximation to the single-model posterior of the target parameter space. The interpolation technique, based on a kD-tree data structure, is adaptive and efficient in arbitrary dimensions. We show that our technique leads to dramatically improved convergence over naive jumps in an RJMCMC, and compare it ...

  7. Implementation of variance-reduction techniques for Monte Carlo nuclear logging calculations with neutron sources

    NARCIS (Netherlands)

    Maucec, M

    2005-01-01

    Monte Carlo simulations for nuclear logging applications are considered to be highly demanding transport problems. In this paper, the implementation of weight-window variance reduction schemes in a 'manual' fashion to improve the efficiency of calculations for a neutron logging tool is presented. Th

  8. Using Monte Carlo Techniques to Demonstrate the Meaning and Implications of Multicollinearity

    Science.gov (United States)

    Vaughan, Timothy S.; Berry, Kelly E.

    2005-01-01

    This article presents an in-class Monte Carlo demonstration, designed to demonstrate to students the implications of multicollinearity in a multiple regression study. In the demonstration, students already familiar with multiple regression concepts are presented with a scenario in which the "true" relationship between the response and predictor…

  9. Expected-value techniques for Monte Carlo modeling of well logging problems

    Energy Technology Data Exchange (ETDEWEB)

    Mosher, Scott W. [Claremont Research Institute of Applied Mathematical Sciences, School of Mathematics, Claremont Graduate University, Claremont, CA 91711 (United States); Maucec, Marko, E-mail: marko.maucec@halliburton.co [Claremont Research Institute of Applied Mathematical Sciences, School of Mathematics, Claremont Graduate University, Claremont, CA 91711 (United States); Spanier, Jerome [Claremont Research Institute of Applied Mathematical Sciences, School of Mathematics, Claremont Graduate University, Claremont, CA 91711 (United States); Badruzzaman, Ahmed; Chedester, Clint [ChevronTexaco Energy Technology Company, 6001 Bollinger Canyon Road, D-2208, San Ramon, CA 94583 (United States); Evans, Michael [Schlumberger, 110 Gillingham Lane, Sugar Land, TX 77478 (United States)

    2010-02-01

    This article describes research performed to develop an expected-value (EV) estimation capability for improving the efficiency of Monte Carlo simulations of oil well logging problems. The basic idea underlying EV estimation is that event-level interaction and transport probabilities are known and can be averaged exactly to produce unbiased estimators that properly account for potential future events in the simulation. Conventional surface-crossing and track-length based estimators do not provide any information unless a particle history actually reaches a detector region. Expected-value estimators, however, can extract information from particles that merely travel along a direction intercepting the detector region. This paper describes two expected-value estimators that have been developed for oil well logging simulations. The first estimates the volume-averaged scalar flux or reaction rate in a detector. The second estimates a weighted surface-averaged incident current that can be enfolded with a detector response function to estimate pulse-height spectra. Though EV estimation reduces variance at the event level, it does not guarantee reduced variance at the history level. However, our oil well logging tests indicate that the EV approach generally improves information content, enhances the efficiency of the transport simulation, and provides an efficient technique to obtain the fluxes, reaction rates, and pulse-height spectra in detectors, especially when applied in conjunction with weight-window variance reduction techniques.

  10. Monte Carlo simulation in proton computed tomography: a study of image reconstruction technique

    Energy Technology Data Exchange (ETDEWEB)

    Inocente, Guilherme Franco; Stenico, Gabriela V.; Hormaza, Joel Mesa [Universidade Estadual Paulista Julio de Mesquita Filho (UNESP), Botucatu, SP (Brazil). Inst. de Biociencias. Dept. de Fisica e Biofisica

    2012-07-01

    Full text: The radiation method is one of the most used for cancer treatment. In this context arises therapy with proton beams in front of conventional radiotherapy. It is known that with proton therapy there are more advantages to the patient treated when compared with more conventional methods. The dose distributed along the path, especially in healthy tissues - neighbor the tumor, is smaller and the accuracy of treatment is much better. To carry out the treatment, the patient undergoes a plan through images for visualization and location of the target volume. The main method for obtaining these images is computed tomography X-ray (XCT). For treatment with proton beam this imaging technique can to generate some uncertainties. The purpose of this project is to study the feasibility of reconstructing images generated from the irradiation with proton beams, thereby reducing some inaccuracies, as it will be the same type of radiation as treatment planning, and also to drastically reduce some errors location, since the planning can be done at the same place and just before where the patient is treated. This study aims to obtain a relationship between the intrinsic property of the interaction of photons and protons with matter. For this we use computational simulation based on Monte Carlo method with the code SRIM 2008 and MCNPX v.2.5.0, to reconstruct images using the technique used in conventional computed tomography. (author)

  11. Dynamical Models for NGC 6503 using a Markov Chain Monte Carlo Technique

    CERN Document Server

    Puglielli, David; Courteau, Stéphane

    2010-01-01

    We use Bayesian statistics and Markov chain Monte Carlo (MCMC) techniques to construct dynamical models for the spiral galaxy NGC 6503. The constraints include surface brightness profiles which display a Freeman Type II structure; HI and ionized gas rotation curves; the stellar rotation, which is nearly coincident with the ionized gas curve; and the line of sight stellar dispersion, with a sigma-drop at the centre. The galaxy models consist of a Sersic bulge, an exponential disc with an optional inner truncation and a cosmologically motivated dark halo. The Bayesian/MCMC technique yields the joint posterior probability distribution function for the input parameters. We examine several interpretations of the data: the Type II surface brightness profile may be due to dust extinction, to an inner truncated disc or to a ring of bright stars; and we test separate fits to the gas and stellar rotation curves to determine if the gas traces the gravitational potential. We test each of these scenarios for bar stability...

  12. LMC: Logarithmantic Monte Carlo

    Science.gov (United States)

    Mantz, Adam B.

    2017-06-01

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

  13. Denoising of electron beam Monte Carlo dose distributions using digital filtering techniques

    Science.gov (United States)

    Deasy, Joseph O.

    2000-07-01

    The Monte Carlo (MC) method has long been viewed as the ultimate dose distribution computational technique. The inherent stochastic dose fluctuations (i.e. noise), however, have several important disadvantages: noise will affect estimates of all the relevant dosimetric and radiobiological indices, and noise will degrade the resulting dose contour visualizations. We suggest the use of a post-processing denoising step to reduce statistical fluctuations and also improve dose contour visualization. We report the results of applying four different two-dimensional digital smoothing filters to two-dimensional dose images. The Integrated Tiger Series MC code was used to generate 10 MeV electron beam dose distributions at various depths in two different phantoms. The observed qualitative effects of filtering include: (a) the suppression of voxel-to-voxel (high-frequency) noise and (b) the resulting contour plots are visually more comprehensible. Drawbacks include, in some cases, slight blurring of penumbra near the surface and slight blurring of other very sharp real dosimetric features. Of the four digital filters considered here, one, a filter based on a local least-squares principle, appears to suppress noise with negligible degradation of real dosimetric features. We conclude that denoising of electron beam MC dose distributions is feasible and will yield improved dosimetric reliability and improved visualization of dose distributions.

  14. Denoising of electron beam Monte Carlo dose distributions using digital filtering techniques

    Energy Technology Data Exchange (ETDEWEB)

    Deasy, Joseph O. [Mallinckrodt Institute of Radiology, Washington University School of Medicine, 510 So. Kingshighway Blvd, St Louis, MO 63110 (United States). E-mail: deasy at radonc.wustl.edu

    2000-07-01

    The Monte Carlo (MC) method has long been viewed as the ultimate dose distribution computational technique. The inherent stochastic dose fluctuations (i.e. noise), however, have several important disadvantages: noise will affect estimates of all the relevant dosimetric and radiobiological indices, and noise will degrade the resulting dose contour visualizations. We suggest the use of a post-processing denoising step to reduce statistical fluctuations and also improve dose contour visualization. We report the results of applying four different two-dimensional digital smoothing filters to two-dimensional dose images. The Integrated Tiger Series MC code was used to generate 10 MeV electron beam dose distributions at various depths in two different phantoms. The observed qualitative effects of filtering include: (a) the suppression of voxel-to-voxel (high-frequency) noise and (b) the resulting contour plots are visually more comprehensible. Drawbacks include, in some cases, slight blurring of penumbra near the surface and slight blurring of other very sharp real dosimetric features. Of the four digital filters considered here, one, a filter based on a local least-squares principle, appears to suppress noise with negligible degradation of real dosimetric features. We conclude that denoising of electron beam MC dose distributions is feasible and will yield improved dosimetric reliability and improved visualization of dose distributions. (author)

  15. Extended canonical Monte Carlo methods: Improving accuracy of microcanonical calculations using a reweighting technique

    Science.gov (United States)

    Velazquez, L.; Castro-Palacio, J. C.

    2015-03-01

    Velazquez and Curilef [J. Stat. Mech. (2010) P02002, 10.1088/1742-5468/2010/02/P02002; J. Stat. Mech. (2010) P04026, 10.1088/1742-5468/2010/04/P04026] have proposed a methodology to extend Monte Carlo algorithms that are based on canonical ensemble. According to our previous study, their proposal allows us to overcome slow sampling problems in systems that undergo any type of temperature-driven phase transition. After a comprehensive review about ideas and connections of this framework, we discuss the application of a reweighting technique to improve the accuracy of microcanonical calculations, specifically, the well-known multihistograms method of Ferrenberg and Swendsen [Phys. Rev. Lett. 63, 1195 (1989), 10.1103/PhysRevLett.63.1195]. As an example of application, we reconsider the study of the four-state Potts model on the square lattice L ×L with periodic boundary conditions. This analysis allows us to detect the existence of a very small latent heat per site qL during the occurrence of temperature-driven phase transition of this model, whose size dependence seems to follow a power law qL(L ) ∝(1/L ) z with exponent z ≃0 .26 ±0 .02. Discussed is the compatibility of these results with the continuous character of temperature-driven phase transition when L →+∞ .

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

    CERN Document Server

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

    2010-01-01

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

  17. Using a Monte-Carlo-based approach to evaluate the uncertainty on fringe projection technique

    CERN Document Server

    Molimard, Jérôme

    2013-01-01

    A complete uncertainty analysis on a given fringe projection set-up has been performed using Monte-Carlo approach. In particular the calibration procedure is taken into account. Two applications are given: at a macroscopic scale, phase noise is predominant whilst at microscopic scale, both phase noise and calibration errors are important. Finally, uncertainty found at macroscopic scale is close to some experimental tests (~100 {\\mu}m).

  18. 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

  19. Lattice gauge theories and Monte Carlo simulations

    CERN Document Server

    Rebbi, Claudio

    1983-01-01

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

  20. MCMini: Monte Carlo on GPGPU

    Energy Technology Data Exchange (ETDEWEB)

    Marcus, Ryan C. [Los Alamos National Laboratory

    2012-07-25

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

  1. Source of statistical noises in the Monte Carlo sampling techniques for coherently scattered photons.

    Science.gov (United States)

    Muhammad, Wazir; Lee, Sang Hoon

    2013-01-01

    Detailed comparisons of the predictions of the Relativistic Form Factors (RFFs) and Modified Form Factors (MFFs) and their advantages and shortcomings in calculating elastic scattering cross sections can be found in the literature. However, the issues related to their implementation in the Monte Carlo (MC) sampling for coherently scattered photons is still under discussion. Secondly, the linear interpolation technique (LIT) is a popular method to draw the integrated values of squared RFFs/MFFs (i.e. A(Z, v(i)²)) over squared momentum transfer (v(i)² = v(1)²,......, v(59)²). In the current study, the role/issues of RFFs/MFFs and LIT in the MC sampling for the coherent scattering were analyzed. The results showed that the relative probability density curves sampled on the basis of MFFs are unable to reveal any extra scientific information as both the RFFs and MFFs produced the same MC sampled curves. Furthermore, no relationship was established between the multiple small peaks and irregular step shapes (i.e. statistical noise) in the PDFs and either RFFs or MFFs. In fact, the noise in the PDFs appeared due to the use of LIT. The density of the noise depends upon the interval length between two consecutive points in the input data table of A(Z, v(i)²) and has no scientific background. The probability density function curves became smoother as the interval lengths were decreased. In conclusion, these statistical noises can be efficiently removed by introducing more data points in the A(Z, v(i)²) data tables.

  2. Monte Carlo Modeling of Dual and Triple Photon Energy Absorptiometry Technique

    Directory of Open Access Journals (Sweden)

    Alireza Kamali-Asl

    2007-12-01

    Full Text Available Introduction: Osteoporosis is a bone disease in which there is a reduction in the amount of bone mineral content leading to an increase in the risk of bone fractures. The affected individuals not only have to go through lots of pain and suffering but this disease also results in high economic costs to the society due to a large number of fractures.  A timely and accurate diagnosis of this disease makes it possible to start a treatment and thus preventing bone fractures as a result of osteoporosis. Radiographic methods are particularly well suited for in vivo determination of bone mineral density (BMD due to the relatively high x-ray absorption properties of bone mineral compared to other tissues. Materials and Methods: Monte Carlo simulation has been conducted to explore the possibilities of triple photon energy absorptiometry (TPA in the measurement of bone mineral content. The purpose of this technique is to correctly measure the bone mineral density in the presence of fatty and soft tissues. The same simulations have been done for a dual photon energy absorptiometry (DPA system and an extended DPA system. Results: Using DPA with three components improves the accuracy of the obtained result while the simulation results show that TPA system is not accurate enough to be considered as an adequate method for the measurement of bone mineral density. Discussion: The reason for the improvement in the accuracy is the consideration of fatty tissue in TPA method while having attenuation coefficient as a function of energy makes TPA an inadequate method. Conclusion: Using TPA method is not a perfect solution to overcome the problem of non uniformity in the distribution of fatty tissue.

  3. 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 ...

  4. Reverse Monte Carlo studies of CeO2 using neutron and synchrotron radiation techniques

    Science.gov (United States)

    Clark, Adam H.; Marchbank, Huw R.; Hyde, Timothy I.; Playford, Helen Y.; Tucker, Matthew G.; Sankar, Gopinathan

    2017-03-01

    A reverse Monte Carlo analysis method was employed to extract the structure of CeO2 from Neutron total scattering (comprising both neutron diffraction (ND) and pair-distribution functions (PDF) and Ce L3- and K-edge EXAFS data. Here it is shown that there is a noticeable difference between using short ranged x-ray absorption spectroscopy data and using medium-long range PDF and ND data in regards to the disorder of the cerium atoms. This illustrates the importance of considering multiple length scales and radiation sources.

  5. Development of advanced geometric models and acceleration techniques for Monte Carlo simulation in Medical Physics

    OpenAIRE

    Badal Soler, Andreu

    2008-01-01

    Els programes de simulació Monte Carlo de caràcter general s'utilitzen actualment en una gran varietat d'aplicacions.Tot i això, els models geomètrics implementats en la majoria de programes imposen certes limitacions a la forma dels objectes que es poden definir. Aquests models no són adequats per descriure les superfícies arbitràries que es troben en estructures anatòmiques o en certs aparells mèdics i, conseqüentment, algunes aplicacions que requereixen l'ús de models geomètrics molt detal...

  6. Monte Carlo Technique Used to Model the Degradation of Internal Spacecraft Surfaces by Atomic Oxygen

    Science.gov (United States)

    Banks, Bruce A.; Miller, Sharon K.

    2004-01-01

    Atomic oxygen is one of the predominant constituents of Earth's upper atmosphere. It is created by the photodissociation of molecular oxygen (O2) into single O atoms by ultraviolet radiation. It is chemically very reactive because a single O atom readily combines with another O atom or with other atoms or molecules that can form a stable oxide. The effects of atomic oxygen on the external surfaces of spacecraft in low Earth orbit can have dire consequences for spacecraft life, and this is a well-known and much studied problem. Much less information is known about the effects of atomic oxygen on the internal surfaces of spacecraft. This degradation can occur when openings in components of the spacecraft exterior exist that allow the entry of atomic oxygen into regions that may not have direct atomic oxygen attack but rather scattered attack. Openings can exist because of spacecraft venting, microwave cavities, and apertures for Earth viewing, Sun sensors, or star trackers. The effects of atomic oxygen erosion of polymers interior to an aperture on a spacecraft were simulated at the NASA Glenn Research Center by using Monte Carlo computational techniques. A two-dimensional model was used to provide quantitative indications of the attenuation of atomic oxygen flux as a function of the distance into a parallel-walled cavity. The model allows the atomic oxygen arrival direction, the Maxwell Boltzman temperature, and the ram energy to be varied along with the interaction parameters of the degree of recombination upon impact with polymer or nonreactive surfaces, the initial reaction probability, the reaction probability dependence upon energy and angle of attack, degree of specularity of scattering of reactive and nonreactive surfaces, and the degree of thermal accommodation upon impact with reactive and non-reactive surfaces to be varied to allow the model to produce atomic oxygen erosion geometries that replicate actual experimental results from space. The degree of

  7. Metropolis Methods for Quantum Monte Carlo Simulations

    OpenAIRE

    Ceperley, D. M.

    2003-01-01

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

  8. Phenomenology of Large Extra Dimensions Models at Hadrons Colliders using Monte Carlo Techniques (Spin-2 Graviton)

    CERN Document Server

    Bakhet, Nady; Hussein, Tarek

    2015-01-01

    Large Extra Dimensions Models have been proposed to remove the hierarchy problem and give an explanation why the gravity is so much weaker than the other three forces. In this work, we present an analysis of Monte Carlo data events for new physics signatures of spin-2 Graviton in context of ADD model with total dimensions $D=4+\\delta,$ $\\delta = 1,2,3,4,5,6 $ where $ \\delta $ is the extra special dimension, this model involves missing momentum $P_{T}^{miss}$ in association with jet in the final state via the process $pp(\\bar{p}) \\rightarrow G+jet$, Also, we present an analysis in context of the RS model with 5-dimensions via the process $pp(\\bar{p}) \\rightarrow G+jet$, $G \\rightarrow e^{+}e^{-}$ with final state $e^{+}e^{-}+jet$. We used Monte Carlo event generator Pythia8 to produce efficient signal selection rules at the Large Hadron Collider with $\\sqrt{s}$=14TeV and at the Tevatron $\\sqrt{s}$=1.96TeV .

  9. Self-consistent kinetic lattice Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

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

    1999-07-01

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

  10. Lectures on Monte Carlo methods

    CERN Document Server

    Madras, Neal

    2001-01-01

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

  11. Monte Carlo radiation transport in external beam radiotherapy

    OpenAIRE

    Çeçen, Yiğit

    2013-01-01

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

  12. Validation of total skin electron irradiation (TSEI) technique dosimetry data by Monte Carlo simulation.

    Science.gov (United States)

    Nevelsky, Alexander; Borzov, Egor; Daniel, Shahar; Bar-Deroma, Rachel

    2016-07-08

    Total skin electron irradiation (TSEI) is a complex technique which requires many nonstandard measurements and dosimetric procedures. The purpose of this work was to validate measured dosimetry data by Monte Carlo (MC) simulations using EGSnrc-based codes (BEAMnrc and DOSXYZnrc). Our MC simulations consisted of two major steps. In the first step, the incident electron beam parameters (energy spectrum, FWHM, mean angular spread) were adjusted to match the measured data (PDD and profile) at SSD = 100 cm for an open field. In the second step, these parameters were used to calculate dose distributions at the treatment distance of 400 cm. MC simulations of dose distributions from single and dual fields at the treatment distance were performed in a water phantom. Dose distribution from the full treatment with six dual fields was simulated in a CT-based anthropomorphic phantom. MC calculations were compared to the available set of measurements used in clinical practice. For one direct field, MC calculated PDDs agreed within 3%/1 mm with the measurements, and lateral profiles agreed within 3% with the measured data. For the OF, the measured and calculated results were within 2% agreement. The optimal angle of 17° was confirmed for the dual field setup. Dose distribution from the full treatment with six dual fields was simulated in a CT-based anthropomorphic phantom. The MC-calculated multiplication factor (B12-factor), which relates the skin dose for the whole treatment to the dose from one calibration field, for setups with and without degrader was 2.9 and 2.8, respectively. The measured B12-factor was 2.8 for both setups. The difference between calculated and measured values was within 3.5%. It was found that a degrader provides more homogeneous dose distribution. The measured X-ray contamination for the full treatment was 0.4%; this is compared to the 0.5% X-ray contamination obtained with the MC calculation. Feasibility of MC simulation in an anthropomorphic phantom

  13. Verifying interpretive criteria for bioaerosol data using (bootstrap) Monte Carlo techniques.

    Science.gov (United States)

    Spicer, R Christopher; Gangloff, Harry

    2008-02-01

    A number of interpretive descriptors have been proposed for bioaerosol data due to the lack of health-based numerical standards, but very few have been verified as to their ability to describe a suspect indoor environment. Culturable and nonculturable (spore trap) sampling using the bootstrap version of Monte Carlo simulation (BMC) at several sites during 2003-2006 served as a source of indoor and outdoor data to test various criteria with regard to their variability in characterizing an indoor or outdoor environment. The purpose was to gain some insight for the reliability of some of the interpretive criteria in use as well as to demonstrate the utility of BMC methods as a generalized technique for validation of various interpretive criteria for bioaerosols. The ratio of nonphylloplane (NP) fungi (total of Aspergillus and Penicillium) to phylloplane (P) fungi (total of Cladosporium, Alternaria, and Epicoccum), or NP/P, is a descriptor that has been used to identify "dominance" of nonphylloplane fungi (NP/P > 1.0), assumed to be indicative of a problematic indoor environment. However, BMC analysis of spore trap and culturable bioaerosol data using the NP/P ratio identified frequent dominance by nonphylloplane fungi in outdoor air. Similarly, the NP/P descriptor indicated dominance of nonphylloplane fungi in buildings with visible mold growth and/or known water intrusion with a frequency often in the range of 0.5 Fixed numerical criteria for spore trap data of 900 and 1300 spores/m(3) for total spores and 750 Aspergillus/Penicillium spores/m(3) exhibited similar variability, as did ratios of nonphylloplane to total fungi, phylloplane to total fungi, and indoor/outdoor ratios for total fungal spores. Analysis of bioaerosol data by BMC indicates that numerical levels or descriptors based on dominance of certain fungi are unreliable as criteria for characterizing a given environment. The utility of BMC analysis lies in its generalized application to test mathematically

  14. 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...

  15. Monte Carlo simulations for plasma physics

    Energy Technology Data Exchange (ETDEWEB)

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

    2000-07-01

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

  16. Monte Carlo methods for particle transport

    CERN Document Server

    Haghighat, Alireza

    2015-01-01

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

  17. Smart detectors for Monte Carlo radiative transfer

    CERN Document Server

    Baes, Maarten

    2008-01-01

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

  18. Monte Carlo integration on GPU

    OpenAIRE

    Kanzaki, J.

    2010-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Asier Lacasta Soto

    2015-07-01

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

  20. Fast patient-specific Monte Carlo brachytherapy dose calculations via the correlated sampling variance reduction technique

    Energy Technology Data Exchange (ETDEWEB)

    Sampson, Andrew; Le Yi; Williamson, Jeffrey F. [Department of Radiation Oncology, Virginia Commonwealth University, Richmond, Virginia 23298 (United States)

    2012-02-15

    Purpose: To demonstrate potential of correlated sampling Monte Carlo (CMC) simulation to improve the calculation efficiency for permanent seed brachytherapy (PSB) implants without loss of accuracy. Methods: CMC was implemented within an in-house MC code family (PTRAN) and used to compute 3D dose distributions for two patient cases: a clinical PSB postimplant prostate CT imaging study and a simulated post lumpectomy breast PSB implant planned on a screening dedicated breast cone-beam CT patient exam. CMC tallies the dose difference, {Delta}D, between highly correlated histories in homogeneous and heterogeneous geometries. The heterogeneous geometry histories were derived from photon collisions sampled in a geometrically identical but purely homogeneous medium geometry, by altering their particle weights to correct for bias. The prostate case consisted of 78 Model-6711 {sup 125}I seeds. The breast case consisted of 87 Model-200 {sup 103}Pd seeds embedded around a simulated lumpectomy cavity. Systematic and random errors in CMC were unfolded using low-uncertainty uncorrelated MC (UMC) as the benchmark. CMC efficiency gains, relative to UMC, were computed for all voxels, and the mean was classified in regions that received minimum doses greater than 20%, 50%, and 90% of D{sub 90}, as well as for various anatomical regions. Results: Systematic errors in CMC relative to UMC were less than 0.6% for 99% of the voxels and 0.04% for 100% of the voxels for the prostate and breast cases, respectively. For a 1 x 1 x 1 mm{sup 3} dose grid, efficiency gains were realized in all structures with 38.1- and 59.8-fold average gains within the prostate and breast clinical target volumes (CTVs), respectively. Greater than 99% of the voxels within the prostate and breast CTVs experienced an efficiency gain. Additionally, it was shown that efficiency losses were confined to low dose regions while the largest gains were located where little difference exists between the homogeneous and

  1. Multilevel sequential Monte Carlo samplers

    KAUST Repository

    Beskos, Alexandros

    2016-08-29

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

  2. Complexation between a macromolecule and an amphiphile by Monte Carlo technique.

    Science.gov (United States)

    Gharibi, Hussein; Behjatmanesh-Ardakani, Reza; Hashemianzadeh, Majid; Mousavi-Khoshdel, Morteza

    2006-07-13

    Using a simple modified version of Larson's model, we studied the complexation between a macromolecule and an amphiphile in a dilute range of concentrations. The main characteristic of amphiphile molecules, that is, the hydrophobicity of the tails and hydrophilicity of the heads, is used to model the self-assembling process. Contrary to the molecular thermodynamics approaches, no prior shape was considered for the aggregates and the system was allowed to choose the most stable structure. For true ensemble averaging, without any synthetic results, configurational bias Monte Carlo and reptation moves are used to produce a Markov chain of configurations. From the results, it is found that the macromolecule causes the clusters of surfactants to be formed at a concentration much lower than the critical micelle concentration. Furthermore, the shape of the clusters tends to be more spherical, which is in line with theory and experiments. From the results, it is learned how a polymer can change the behavior of an amphiphilic molecule. All of the results are in good qualitative agreement with experimental and molecular thermodynamics results. Furthermore, the model predicts network formation between bound clusters at high concentrations of the surfactant.

  3. Monte Carlo comparisons of the top quark mass measurement techniques using kinematic constraints

    Science.gov (United States)

    Ryu, Geonmo; Kim, Ji Hyun; Lee, Jason Sang Hun; Park, Inkyu

    2016-12-01

    A Monte Carlo study to compare the sensitivities of the top-quark mass-reconstruction methods using the b-quark decay as a kinematic constraint was performed. The top quark is reconstructed from its decay products, the W boson and the b-quark, and its mass can be obtained by using the 4-vector sum of their final states. However, missing neutrinos and the poor jet energy resolution makes the mass measurement biased and imprecise, always requiring further calibration, and dominates the systematic uncertainties. Several new ideas to increase the mass resolution by using the kinematic constraints of the b quark decays using a charm quark meson were suggested and performed to overcome such systematic limits. In this study, we compare three methods, one using J/ ψ, another using D 0, and the other using D* meson, by extracting their sensitivities to the top-quark mass, as well as their statistical advantages. This study is intended to set a priority in the real data analyses using a new data set from abundant tbar t production in the Large Hadron Collider (LHC) Run 2.

  4. Monte Carlo techniques for the study of cancer patients fractionation in head and neck treated with radiotherapy; Tecnicas de Monte Carlo para el estudio del fraccionamiento en pacientes de cancer de cabeza y cuello tratados con radioterapia

    Energy Technology Data Exchange (ETDEWEB)

    Carrasco Herrera, M. A.; Jimenez Dominguez, M.; Perucha Ortega, M.; Herrador Cordoba, M.

    2011-07-01

    The dose fractionation than the standard head and neck cancer in some situations involve a significant increase of local control and overall survival. There is clinical evidence of these results in case of hyperfractionated treatments, although the choice of optimal fractionation generally is not obtained from the results of any model, in this study has provided the tumor control probability (TCP) for various subdivisions modified (hypo fractionated and hyperfractionated) using Monte Carlo simulation techniques.

  5. Equilibrium Statistics: Monte Carlo Methods

    Science.gov (United States)

    Kröger, Martin

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

  6. 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.

  7. Monte Carlo Hamiltonian: Linear Potentials

    Institute of Scientific and Technical Information of China (English)

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

    2002-01-01

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

  8. Depth-of-interaction estimates in pixelated scintillator sensors using Monte Carlo techniques

    Science.gov (United States)

    Sharma, Diksha; Sze, Christina; Bhandari, Harish; Nagarkar, Vivek; Badano, Aldo

    2017-01-01

    Image quality in thick scintillator detectors can be improved by minimizing parallax errors through depth-of-interaction (DOI) estimation. A novel sensor for low-energy single photon imaging having a thick, transparent, crystalline pixelated micro-columnar CsI:Tl scintillator structure has been described, with possible future application in small-animal single photon emission computed tomography (SPECT) imaging when using thicker structures under development. In order to understand the fundamental limits of this new structure, we introduce cartesianDETECT2, an open-source optical transport package that uses Monte Carlo methods to obtain estimates of DOI for improving spatial resolution of nuclear imaging applications. Optical photon paths are calculated as a function of varying simulation parameters such as columnar surface roughness, bulk, and top-surface absorption. We use scanning electron microscope images to estimate appropriate surface roughness coefficients. Simulation results are analyzed to model and establish patterns between DOI and photon scattering. The effect of varying starting locations of optical photons on the spatial response is studied. Bulk and top-surface absorption fractions were varied to investigate their effect on spatial response as a function of DOI. We investigated the accuracy of our DOI estimation model for a particular screen with various training and testing sets, and for all cases the percent error between the estimated and actual DOI over the majority of the detector thickness was ±5% with a maximum error of up to ±10% at deeper DOIs. In addition, we found that cartesianDETECT2 is computationally five times more efficient than MANTIS. Findings indicate that DOI estimates can be extracted from a double-Gaussian model of the detector response. We observed that our model predicts DOI in pixelated scintillator detectors reasonably well.

  9. Investigation of physical vapor deposition techniques of conformal shell coating for core/shell structures by Monte Carlo simulations

    Energy Technology Data Exchange (ETDEWEB)

    Cansizoglu, H., E-mail: hxis@ualr.edu; Yurukcu, M.; Cansizoglu, M.F.; Karabacak, T.

    2015-05-29

    Vertically aligned core/shell nanowire (nanorod) arrays are favorable candidates in many nano-scale devices such as solar cells, detectors, and integrated circuits. The quality of the shell coating around nanowire arrays is as crucial as the quality of the nanowires in device applications. For this reason, we worked on different physical vapor deposition (PVD) techniques and conducted Monte Carlo simulations to estimate the best deposition technique for a conformal shell coating. Our results show that a small angle (≤ 45°) between incoming flux of particles and the substrate surface normal is necessary for PVD techniques with a directional incoming flux (e.g. thermal or e-beam evaporation) for a reasonable conformal coating. On the other hand, PVD techniques with an angular flux distribution (e.g. sputtering) can provide a fairly conformal shell coating around nanowire arrays without a need of small angle deposition. We also studied the shape effect of the arrays on the conformality of the coating and discovered that arrays of the tapered-top nanorods and the pyramids can be coated with a more conformal and thicker coating compared to the coating on the arrays of flat-top nanowires due to their larger openings in between structures. Our results indicate that conventional PVD techniques, which offer low cost and large scale thin film fabrication, can be utilized for highly conformal and uniform shell coating formation in core/shell nanowire device applications. - Highlights: • We examined the shell coating growth in core/shell nanostructures. • We investigated the effect of physical vapor deposition method on the conformality of the shell. • We used Monte Carlo simulations to simulate the shell growth on nanowire templates. • Angular atomic flux (i.e., sputtering at high pressure) leads to conformal and uniform coatings. • A small angle (< 45°) to the directional flux needs to be introduced for conformal coatings.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2010-11-17

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

  11. Monte carlo simulations of organic photovoltaics.

    Science.gov (United States)

    Groves, Chris; Greenham, Neil C

    2014-01-01

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

  12. SMCTC: Sequential Monte Carlo in C++

    Directory of Open Access Journals (Sweden)

    Adam M. Johansen

    2009-04-01

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

  13. Quantum speedup of Monte Carlo methods.

    Science.gov (United States)

    Montanaro, Ashley

    2015-09-08

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

  14. 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...

  15. Monte Carlo Particle Lists: MCPL

    CERN Document Server

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

    2016-01-01

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

  16. An Introduction to Monte Carlo Methods

    Science.gov (United States)

    Raeside, D. E.

    1974-01-01

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

  17. Evaluation of a commercial electron treatment planning system based on Monte Carlo techniques (eMC).

    Science.gov (United States)

    Pemler, Peter; Besserer, Jürgen; Schneider, Uwe; Neuenschwander, Hans

    2006-01-01

    A commercial electron beam treatment planning system on the basis of a Monte Carlo algorithm (Varian Eclipse, eMC V7.2.35) was evaluated. Measured dose distributions were used for comparison with dose distributions predicted by eMC calculations. Tests were carried out for various applicators and field sizes, irregular shaped cut outs and an inhomogeneity phantom for energies between 6 Me V and 22 MeV Monitor units were calculated for all applicator/energy combinations and field sizes down to 3 cm diameter and source-to-surface distances of 100 cm and 110 cm. A mass-density-to-Hounsfield-Units calibration was performed to compare dose distributions calculated with a default and an individual calibration. The relationship between calculation parameters of the eMC and the resulting dose distribution was studied in detail. Finally, the algorithm was also applied to a clinical case (boost treatment of the breast) to reveal possible problems in the implementation. For standard geometries there was a good agreement between measurements and calculations, except for profiles for low energies (6 MeV) and high energies (18 Me V 22 MeV), in which cases the algorithm overestimated the dose off-axis in the high-dose region. For energies of 12 MeV and higher there were oscillations in the plateau region of the corresponding depth dose curves calculated with a grid size of 1 mm. With irregular cut outs, an overestimation of the dose was observed for small slits and low energies (4% for 6 MeV), as well as for asymmetric cases and extended source-to-surface distances (12% for SSD = 120 cm). While all monitor unit calculations for SSD = 100 cm were within 3% compared to measure-ments, there were large deviations for small cut outs and source-to-surface distances larger than 100 cm (7%for a 3 cm diameter cut-out and a source-to-surface distance of 10 cm).

  18. Multiple-Event Location Using the Markov-Chain Monte Carlo Technique

    Energy Technology Data Exchange (ETDEWEB)

    Myers, S C; Johannesson, G; Hanley, W

    2005-07-13

    The goal of next-generation seismic location is to ascertain a consistent set of event locations and travel-time corrections through simultaneous analysis of all relevant data. Towards that end, we are developing a new multiple-event location algorithm that utilizes the Markov-Chain Monte Carlo (MCMC) method for solving large, non-linear event inverse problems. Unlike most inverse methods, the MCMC approach produces a suite of solutions, each of which is consistent with seismic and other observations, as well as prior estimates of data and model uncertainties. In the MCMC multiple-event locator (MCMCloc), the model uncertainties consist of prior estimates on the accuracy of each input event location, travel-time prediction uncertainties, phase measurement uncertainties, and assessments of phase identification. The prior uncertainty estimates include correlations between travel-time predictions, correlations between measurement errors, and the probability of misidentifying one phase for another (or bogus picks). The implementation of prior constraints on location accuracy allows the direct utilization of ground-truth events in the location algorithm. This is a significant improvement over most other multiple-event locators (GMEL is an exception), for which location accuracy is achieved through post-processing comparisons with ground-truth information. Like the double-difference algorithm, the implementation of a correlation structure for travel-time predictions allows MCMCloc to operate over arbitrarily large geographic areas. MCMCloc can accommodate non-Gaussian and multi-modal pick distributions, which can enhance application to poorly recorded events. Further, MCMCloc allows for ambiguous determination of phase assignments, and the solution includes the probability that phases are properly assigned. The probabilities that phase assignments are correct are propagated to the estimates of all other model parameters. Posteriori estimates of event locations, path

  19. Applications of Monte Carlo Methods in Calculus.

    Science.gov (United States)

    Gordon, Sheldon P.; Gordon, Florence S.

    1990-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

    Soran, P.D.

    1988-06-28

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

  1. Diagrammatic Monte Carlo approach for diagrammatic extensions of dynamical mean-field theory -- convergence analysis of the dual fermion technique

    CERN Document Server

    Gukelberger, Jan; Hafermann, Hartmut

    2016-01-01

    The dual-fermion approach provides a formally exact prescription for calculating properties of a correlated electron system in terms of a diagrammatic expansion around dynamical mean-field theory (DMFT). It can address the full range of interactions, the lowest order theory is asymptotically exact in both the weak- and strong-coupling limits, and the technique naturally incorporates long-range correlations beyond the reach of current cluster extensions to DMFT. Most practical implementations, however, neglect higher-order interaction vertices beyond two-particle scattering in the dual effective action and further truncate the diagrammatic expansion in the two-particle scattering vertex to a leading-order or ladder-type approximation. In this work we compute the dual-fermion expansion for the Hubbard model including all diagram topologies with two-particle interactions to high orders by means of a stochastic diagrammatic Monte Carlo algorithm. We use benchmarking against numerically exact Diagrammatic Determin...

  2. (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.

  3. Monte Carlo Simulation of X-rays Multiple Refractive Scattering from Fine Structure Objects imaged with the DEI Technique

    CERN Document Server

    Khromova, A N; Arfelli, F; Menk, R H; Besch, H J; Plothow-Besch, H; 10.1109/NSSMIC.2004.1466758

    2010-01-01

    In this work we present a novel 3D Monte Carlo photon transport program for simulation of multiple refractive scattering based on the refractive properties of X-rays in highly scattering media, like lung tissue. Multiple scattering reduces not only the quality of the image, but contains also information on the internal structure of the object. This information can be exploited utilizing image modalities such as Diffraction Enhanced Imaging (DEI). To study the effect of multiple scattering a Monte Carlo program was developed that simulates multiple refractive scattering of X-ray photons on monodisperse PMMA (poly-methyl-methacrylate) microspheres representing alveoli in lung tissue. Eventually, the results of the Monte Carlo program were compared to the measurements taken at the SYRMEP beamline at Elettra (Trieste, Italy) on special phantoms showing a good agreement between both data.

  4. Assessment of fusion facility dose rate map using mesh adaptivity enhancements of hybrid Monte Carlo/deterministic techniques

    Energy Technology Data Exchange (ETDEWEB)

    Ibrahim, Ahmad M., E-mail: ibrahimam@ornl.gov [Oak Ridge National Laboratory, P.O. Box 2008, Oak Ridge, TN 37831 (United States); Wilson, Paul P. [University of Wisconsin-Madison, 1500 Engineering Dr., Madison, WI 53706 (United States); Sawan, Mohamed E., E-mail: sawan@engr.wisc.edu [University of Wisconsin-Madison, 1500 Engineering Dr., Madison, WI 53706 (United States); Mosher, Scott W.; Peplow, Douglas E.; Grove, Robert E. [Oak Ridge National Laboratory, P.O. Box 2008, Oak Ridge, TN 37831 (United States)

    2014-10-15

    Highlights: •Calculate the prompt dose rate everywhere throughout the entire fusion energy facility. •Utilize FW-CADIS to accurately perform difficult neutronics calculations for fusion energy systems. •Develop three mesh adaptivity algorithms to enhance FW-CADIS efficiency in fusion-neutronics calculations. -- Abstract: Three mesh adaptivity algorithms were developed to facilitate and expedite the use of the CADIS and FW-CADIS hybrid Monte Carlo/deterministic techniques in accurate full-scale neutronics simulations of fusion energy systems with immense sizes and complicated geometries. First, a macromaterial approach enhances the fidelity of the deterministic models without changing the mesh. Second, a deterministic mesh refinement algorithm generates meshes that capture as much geometric detail as possible without exceeding a specified maximum number of mesh elements. Finally, a weight window coarsening algorithm decouples the weight window mesh and energy bins from the mesh and energy group structure of the deterministic calculations in order to remove the memory constraint of the weight window map from the deterministic mesh resolution. The three algorithms were used to enhance an FW-CADIS calculation of the prompt dose rate throughout the ITER experimental facility and resulted in a 23.3% increase in the number of mesh tally elements in which the dose rates were calculated in a 10-day Monte Carlo calculation. Additionally, because of the significant increase in the efficiency of FW-CADIS simulations, the three algorithms enabled this difficult calculation to be accurately solved on a regular computer cluster, eliminating the need for a world-class super computer.

  5. Density matrix quantum Monte Carlo

    CERN Document Server

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

    2013-01-01

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

  6. Efficient kinetic Monte Carlo simulation

    Science.gov (United States)

    Schulze, Tim P.

    2008-02-01

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

  7. Monte Carlo simulation of X-ray imaging and spectroscopy experiments using quadric geometry and variance reduction techniques

    Science.gov (United States)

    Golosio, Bruno; Schoonjans, Tom; Brunetti, Antonio; Oliva, Piernicola; Masala, Giovanni Luca

    2014-03-01

    The simulation of X-ray imaging experiments is often performed using deterministic codes, which can be relatively fast and easy to use. However, such codes are generally not suitable for the simulation of even slightly more complex experimental conditions, involving, for instance, first-order or higher-order scattering, X-ray fluorescence emissions, or more complex geometries, particularly for experiments that combine spatial resolution with spectral information. In such cases, simulations are often performed using codes based on the Monte Carlo method. In a simple Monte Carlo approach, the interaction position of an X-ray photon and the state of the photon after an interaction are obtained simply according to the theoretical probability distributions. This approach may be quite inefficient because the final channels of interest may include only a limited region of space or photons produced by a rare interaction, e.g., fluorescent emission from elements with very low concentrations. In the field of X-ray fluorescence spectroscopy, this problem has been solved by combining the Monte Carlo method with variance reduction techniques, which can reduce the computation time by several orders of magnitude. In this work, we present a C++ code for the general simulation of X-ray imaging and spectroscopy experiments, based on the application of the Monte Carlo method in combination with variance reduction techniques, with a description of sample geometry based on quadric surfaces. We describe the benefits of the object-oriented approach in terms of code maintenance, the flexibility of the program for the simulation of different experimental conditions and the possibility of easily adding new modules. Sample applications in the fields of X-ray imaging and X-ray spectroscopy are discussed. Catalogue identifier: AERO_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AERO_v1_0.html Program obtainable from: CPC Program Library, Queen’s University, Belfast, N. Ireland

  8. Adaptive Multilevel Monte Carlo Simulation

    KAUST Repository

    Hoel, H

    2011-08-23

    This work generalizes a multilevel forward Euler Monte Carlo method introduced in Michael B. Giles. (Michael Giles. Oper. Res. 56(3):607–617, 2008.) for the approximation of expected values depending on the solution to an Itô stochastic differential equation. The work (Michael Giles. Oper. Res. 56(3):607– 617, 2008.) proposed and analyzed a forward Euler multilevelMonte Carlo method based on a hierarchy of uniform time discretizations and control variates to reduce the computational effort required by a standard, single level, Forward Euler Monte Carlo method. This work introduces an adaptive hierarchy of non uniform time discretizations, generated by an adaptive algorithmintroduced in (AnnaDzougoutov et al. Raùl Tempone. Adaptive Monte Carlo algorithms for stopped diffusion. In Multiscale methods in science and engineering, volume 44 of Lect. Notes Comput. Sci. Eng., pages 59–88. Springer, Berlin, 2005; Kyoung-Sook Moon et al. Stoch. Anal. Appl. 23(3):511–558, 2005; Kyoung-Sook Moon et al. An adaptive algorithm for ordinary, stochastic and partial differential equations. In Recent advances in adaptive computation, volume 383 of Contemp. Math., pages 325–343. Amer. Math. Soc., Providence, RI, 2005.). This form of the adaptive algorithm generates stochastic, path dependent, time steps and is based on a posteriori error expansions first developed in (Anders Szepessy et al. Comm. Pure Appl. Math. 54(10):1169– 1214, 2001). Our numerical results for a stopped diffusion problem, exhibit savings in the computational cost to achieve an accuracy of ϑ(TOL),from(TOL−3), from using a single level version of the adaptive algorithm to ϑ(((TOL−1)log(TOL))2).

  9. ANALYSIS OF MONTE CARLO SIMULATION SAMPLING TECHNIQUES ON SMALL SIGNAL STABILITY OF WIND GENERATOR- CONNECTED POWER SYSTEM

    Directory of Open Access Journals (Sweden)

    TEMITOPE RAPHAEL AYODELE

    2016-04-01

    Full Text Available Monte Carlo simulation using Simple Random Sampling (SRS technique is popularly known for its ability to handle complex uncertainty problems. However, to produce a reasonable result, it requires huge sample size. This makes it to be computationally expensive, time consuming and unfit for online power system applications. In this article, the performance of Latin Hypercube Sampling (LHS technique is explored and compared with SRS in term of accuracy, robustness and speed for small signal stability application in a wind generator-connected power system. The analysis is performed using probabilistic techniques via eigenvalue analysis on two standard networks (Single Machine Infinite Bus and IEEE 16–machine 68 bus test system. The accuracy of the two sampling techniques is determined by comparing their different sample sizes with the IDEAL (conventional. The robustness is determined based on a significant variance reduction when the experiment is repeated 100 times with different sample sizes using the two sampling techniques in turn. Some of the results show that sample sizes generated from LHS for small signal stability application produces the same result as that of the IDEAL values starting from 100 sample size. This shows that about 100 sample size of random variable generated using LHS method is good enough to produce reasonable results for practical purpose in small signal stability application. It is also revealed that LHS has the least variance when the experiment is repeated 100 times compared to SRS techniques. This signifies the robustness of LHS over that of SRS techniques. 100 sample size of LHS produces the same result as that of the conventional method consisting of 50000 sample size. The reduced sample size required by LHS gives it computational speed advantage (about six times over the conventional method.

  10. Monte Carlo simulations of ripple filters designed for proton and carbon ion beams in hadrontherapy with active scanning technique

    Energy Technology Data Exchange (ETDEWEB)

    Bourhaleb, F; Givehchi, N; Iliescu, S; Rosa, A La; Pecka, A; Peroni, C [Dipartimento di Fisica Sperimentale, Universita' di Torino, Via P. Giuria 1, Torino 10125 (Italy); Attili, A; Cirio, R; Marchetto, F; Donetti, M; Garella, M A; Giordanengo, S; Pardo, J [INFN, Sezione di Torino, Via P. Giuria 1, Torino 10125 (Italy); Cirrone, P [INFN, Laboratori Nazionali del Sud, Via S.Sofia 62, Catania 95125 (Italy)], E-mail: bourhaleb@to.infn.it

    2008-02-01

    Proton and carbon ion beams have a very sharp Bragg peak. For proton beams of energies smaller than 100 MeV, fitting with a gaussian the region of the maximum of the Bragg peak, the sigma along the beam direction is smaller than 1 mm, while for carbon ion beams, the sigma derived with the same technique is smaller than 1 mm for energies up to 360 MeV. In order to use low energy proton and carbon ion beams in hadrontherapy and to achieve an acceptable homogeneity of the spread out Bragg peak (SOBP) either the peak positions along the beam have to be quite close to each other or the longitudinal peak shape needs to be broaden at least few millimeters by means of a properly designed ripple filter. With a synchrotron accelerator in conjunction with active scanning techniques the use of a ripple filter is necessary to reduce the numbers of energy switches necessary to obtain a smooth SOBP, leading also to shorter overall irradiation times. We studied the impact of the design of the ripple filter on the dose uniformity in the SOBP region by means of Monte Carlo simulations, implemented using the package Geant4. We simulated the beam delivery line supporting both proton and carbon ion beams using different energies of the beams. We compared the effect of different kind of ripple filters and their advantages.

  11. Near-infrared optical properties of ex vivo human skin and subcutaneous tissues measured using the Monte Carlo inversion technique

    Science.gov (United States)

    Simpson, C. Rebecca; Kohl, Matthias; Essenpreis, Matthias; Cope, Mark

    1998-09-01

    The absorption and transport scattering coefficients of caucasian and negroid dermis, subdermal fat and muscle have been measured for all wavelengths between 620 and 1000 nm. Samples of tissue 2 mm thick were measured ex vivo to determine their reflectance and transmittance. A Monte Carlo model of the measurement system and light transport in tissue was then used to recover the optical coefficients. The sample reflectance and transmittance were measured using a single integrating sphere `comparison' method. This has the advantage over conventional double-sphere techniques in that no corrections are required for sphere properties, and so measurements sufficiently accurate to recover the absorption coefficient reliably could be made. The optical properties of caucasian dermis were found to be approximately twice those of the underlying fat layer. At 633 nm, the mean optical properties over 12 samples were and for absorption coefficient and and for transport scattering coefficient for caucasian dermis and the underlying fat layer respectively. The transport scattering coefficient for all biological samples showed a monotonic decrease with increasing wavelength. The method was calibrated using solid tissue phantoms and by comparison with a temporally resolved technique.

  12. Photon detection efficiency of laboratory-based x-ray phase contrast imaging techniques for mammography: a Monte Carlo study

    Science.gov (United States)

    Saghamanesh, S.; Aghamiri, S. M.; Kamali-Asl, A.; Yashiro, W.

    2017-09-01

    An important challenge in real-world biomedical applications of x-ray phase contrast imaging (XPCI) techniques is the efficient use of the photon flux generated by an incoherent and polychromatic x-ray source. This efficiency can directly influence dose and exposure time and ideally should not affect the superior contrast and sensitivity of XPCI. In this paper, we present a quantitative evaluation of the photon detection efficiency of two laboratory-based XPCI methods, grating interferometry (GI) and coded-aperture (CA). We adopt a Monte Carlo approach to simulate existing prototypes of those systems, tailored for mammography applications. Our simulations were validated by means of a simple experiment performed on a CA XPCI system. Our results show that the fraction of detected photons in the standard energy range of mammography are about 1.4% and 10% for the GI and CA techniques, respectively. The simulations indicate that the design of the optical components plays an important role in the higher efficiency of CA compared to the GI method. It is shown that the use of lower absorbing materials as the substrates for GI gratings can improve its flux efficiency by up to four times. Along similar lines, we also show that an optimized and compact configuration of GI could lead to a 3.5 times higher fraction of detected counts compared to a standard and non-optimised GI implementation.

  13. Hybrid Monte Carlo with Chaotic Mixing

    CERN Document Server

    Kadakia, Nirag

    2016-01-01

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

  14. Composite biasing in Monte Carlo radiative transfer

    CERN Document Server

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

    2016-01-01

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

  15. Monte Carlo approach to turbulence

    Energy Technology Data Exchange (ETDEWEB)

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

    2009-11-15

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

  16. Quantum Monte Carlo using a Stochastic Poisson Solver

    Energy Technology Data Exchange (ETDEWEB)

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

    2005-05-06

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

  17. 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.

  18. Investigation of Cu(In,Ga)Se{sub 2} using Monte Carlo and the cluster expansion technique

    Energy Technology Data Exchange (ETDEWEB)

    Ludwig, Christian D.R.; Gruhn, Thomas; Felser, Claudia [Institute of Inorganic and Analytical Chemistry, Johannes Gutenberg-University, Mainz (Germany); Windeln, Johannes [IBM Germany, Mgr. Technology Center ISC EMEA, Mainz (Germany)

    2010-07-01

    CIGS based solar cells are among the most promising thin-film techniques for cheap, yet efficient modules. They have been investigated for many years, but the full potential of CIGS cells has not yet been exhausted and many effects are not understood. For instance, the band gap of the absorber material Cu(In,Ga)Se{sub 2} varies with Ga content. The question why solar cells with high Ga content have low efficiencies, despite the fact that the band gap should have the optimum value, is still unanswered. We are using Monte Carlo simulations in combination with a cluster expansion to investigate the homogeneity of the In-Ga distribution as a possible cause of the low efficiency of cells with high Ga content. The cluster expansion is created by a fit to ab initio electronic structure energies. The results we found are crucial for the processing of solar cells, shed light on structural properties and give hints on how to significantly improve solar cell performance. Above the transition temperature from the separated to the mixed phase, we observe different sizes of the In and Ga domains for a given temperature. The In domains in the Ga-rich compound are smaller and less abundant than the Ga domains in the In-rich compound. This translates into the Ga-rich material being less homogeneous.

  19. Monte Carlo Simulation of Alloy Design Techniques: Fracture and Welding Studied Using the BFS Method for Alloys

    Science.gov (United States)

    Bozzolo, Guillermo H.; Good, Brian; Noebe, Ronald D.; Honecy, Frank; Abel, Phillip

    1999-01-01

    Large-scale simulations of dynamic processes at the atomic level have developed into one of the main areas of work in computational materials science. Until recently, severe computational restrictions, as well as the lack of accurate methods for calculating the energetics, resulted in slower growth in the area than that required by current alloy design programs. The Computational Materials Group at the NASA Lewis Research Center is devoted to the development of powerful, accurate, economical tools to aid in alloy design. These include the BFS (Bozzolo, Ferrante, and Smith) method for alloys (ref. 1) and the development of dedicated software for large-scale simulations based on Monte Carlo- Metropolis numerical techniques, as well as state-of-the-art visualization methods. Our previous effort linking theoretical and computational modeling resulted in the successful prediction of the microstructure of a five-element intermetallic alloy, in excellent agreement with experimental results (refs. 2 and 3). This effort also produced a complete description of the role of alloying additions in intermetallic binary, ternary, and higher order alloys (ref. 4).

  20. Approaching Chemical Accuracy with Quantum Monte Carlo

    OpenAIRE

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

    2012-01-01

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

  1. Mean field simulation for Monte Carlo integration

    CERN Document Server

    Del Moral, Pierre

    2013-01-01

    In the last three decades, there has been a dramatic increase in the use of interacting particle methods as a powerful tool in real-world applications of Monte Carlo simulation in computational physics, population biology, computer sciences, and statistical machine learning. Ideally suited to parallel and distributed computation, these advanced particle algorithms include nonlinear interacting jump diffusions; quantum, diffusion, and resampled Monte Carlo methods; Feynman-Kac particle models; genetic and evolutionary algorithms; sequential Monte Carlo methods; adaptive and interacting Marko

  2. Monte Carlo Treatment Planning for Advanced Radiotherapy

    DEFF Research Database (Denmark)

    Cronholm, Rickard

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

  3. 1-D EQUILIBRIUM DISCRETE DIFFUSION MONTE CARLO

    Energy Technology Data Exchange (ETDEWEB)

    T. EVANS; ET AL

    2000-08-01

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

  4. Multilevel sequential Monte-Carlo samplers

    KAUST Repository

    Jasra, Ajay

    2016-01-05

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

  5. Monte Carlo simulations on SIMD computer architectures

    Energy Technology Data Exchange (ETDEWEB)

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

    1992-03-01

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

  6. Observation and modeling of biological colloids with neutron scattering techniques and Monte Carlo simulations

    NARCIS (Netherlands)

    Van Heijkamp, L.F.

    2011-01-01

    In this study non-invasive neutron scattering techniques are used on soft condensed matter, probing colloidal length scales. Neutrons penetrate deeply into matter and have a different interaction with hydrogen and deuterium, allowing for tunable contrast using light and heavy water as solvents. The

  7. Observation and modeling of biological colloids with neutron scattering techniques and Monte Carlo simulations

    NARCIS (Netherlands)

    Van Heijkamp, L.F.

    2011-01-01

    In this study non-invasive neutron scattering techniques are used on soft condensed matter, probing colloidal length scales. Neutrons penetrate deeply into matter and have a different interaction with hydrogen and deuterium, allowing for tunable contrast using light and heavy water as solvents. The

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

    OpenAIRE

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

    2006-01-01

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

  9. Langevin Monte Carlo filtering for target tracking

    NARCIS (Netherlands)

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

    2015-01-01

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

  10. An introduction to Monte Carlo methods

    NARCIS (Netherlands)

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

    2015-01-01

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

  11. An introduction to Monte Carlo methods

    NARCIS (Netherlands)

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

    2015-01-01

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

  12. Challenges of Monte Carlo Transport

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-06-10

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

  13. A Markov chain Monte Carlo technique for identification of combinations of allelic variants underlying complex diseases in humans.

    Science.gov (United States)

    Favorov, Alexander V; Andreewski, Timophey V; Sudomoina, Marina A; Favorova, Olga O; Parmigiani, Giovanni; Ochs, Michael F

    2005-12-01

    In recent years, the number of studies focusing on the genetic basis of common disorders with a complex mode of inheritance, in which multiple genes of small effect are involved, has been steadily increasing. An improved methodology to identify the cumulative contribution of several polymorphous genes would accelerate our understanding of their importance in disease susceptibility and our ability to develop new treatments. A critical bottleneck is the inability of standard statistical approaches, developed for relatively modest predictor sets, to achieve power in the face of the enormous growth in our knowledge of genomics. The inability is due to the combinatorial complexity arising in searches for multiple interacting genes. Similar "curse of dimensionality" problems have arisen in other fields, and Bayesian statistical approaches coupled to Markov chain Monte Carlo (MCMC) techniques have led to significant improvements in understanding. We present here an algorithm, APSampler, for the exploration of potential combinations of allelic variations positively or negatively associated with a disease or with a phenotype. The algorithm relies on the rank comparison of phenotype for individuals with and without specific patterns (i.e., combinations of allelic variants) isolated in genetic backgrounds matched for the remaining significant patterns. It constructs a Markov chain to sample only potentially significant variants, minimizing the potential of large data sets to overwhelm the search. We tested APSampler on a simulated data set and on a case-control MS (multiple sclerosis) study for ethnic Russians. For the simulated data, the algorithm identified all the phenotype-associated allele combinations coded into the data and, for the MS data, it replicated the previously known findings.

  14. The MC21 Monte Carlo Transport Code

    Energy Technology Data Exchange (ETDEWEB)

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

    2007-01-09

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

  15. Using Supervised Learning to Improve Monte Carlo Integral Estimation

    CERN Document Server

    Tracey, Brendan; Alonso, Juan J

    2011-01-01

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

  16. 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

  17. Determination of output factor for 6 MV small photon beam: comparison between Monte Carlo simulation technique and microDiamond detector

    Science.gov (United States)

    Krongkietlearts, K.; Tangboonduangjit, P.; Paisangittisakul, N.

    2016-03-01

    In order to improve the life's quality for a cancer patient, the radiation techniques are constantly evolving. Especially, the two modern techniques which are intensity modulated radiation therapy (IMRT) and volumetric modulated arc therapy (VMAT) are quite promising. They comprise of many small beam sizes (beamlets) with various intensities to achieve the intended radiation dose to the tumor and minimal dose to the nearby normal tissue. The study investigates whether the microDiamond detector (PTW manufacturer), a synthetic single crystal diamond detector, is suitable for small field output factor measurement. The results were compared with those measured by the stereotactic field detector (SFD) and the Monte Carlo simulation (EGSnrc/BEAMnrc/DOSXYZ). The calibration of Monte Carlo simulation was done using the percentage depth dose and dose profile measured by the photon field detector (PFD) of the 10×10 cm2 field size with 100 cm SSD. Comparison of the values obtained from the calculations and measurements are consistent, no more than 1% difference. The output factors obtained from the microDiamond detector have been compared with those of SFD and Monte Carlo simulation, the results demonstrate the percentage difference of less than 2%.

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

    OpenAIRE

    NeuroData; Paninski, L

    2015-01-01

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

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

    OpenAIRE

    Bjorkman, J. E.; Wood, Kenneth

    2001-01-01

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

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

    Science.gov (United States)

    Elishakoff, I.; Colombi, P.

    1993-01-01

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

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

    CERN Document Server

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

    2015-01-01

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

  2. 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.

  3. Discrete range clustering using Monte Carlo methods

    Science.gov (United States)

    Chatterji, G. B.; Sridhar, B.

    1993-01-01

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

  4. 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.

  5. 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.

  6. Quantum Monte Carlo for minimum energy structures

    CERN Document Server

    Wagner, Lucas K

    2010-01-01

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

  7. Fast quantum Monte Carlo on a GPU

    CERN Document Server

    Lutsyshyn, Y

    2013-01-01

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

  8. 11th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing

    CERN Document Server

    Nuyens, Dirk

    2016-01-01

    This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Leuven (Belgium) in April 2014. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in finance, statistics and computer graphics.

  9. Monte-Carlo simulation-based statistical modeling

    CERN Document Server

    Chen, John

    2017-01-01

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

  10. EXTENDED MONTE CARLO LOCALIZATION ALGORITHM FOR MOBILE SENSOR NETWORKS

    Institute of Scientific and Technical Information of China (English)

    2008-01-01

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

  11. Quantum Monte Carlo Calculations of Light Nuclei

    CERN Document Server

    Pieper, Steven C

    2007-01-01

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

  12. Improved Monte Carlo Renormalization Group Method

    Science.gov (United States)

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

    1985-01-01

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

  13. Bayesian Optimal Experimental Design Using Multilevel Monte Carlo

    KAUST Repository

    Issaid, Chaouki Ben

    2015-01-07

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

  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. Monte Carlo Algorithms for Linear Problems

    OpenAIRE

    DIMOV, Ivan

    2000-01-01

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

  16. The Feynman Path Goes Monte Carlo

    OpenAIRE

    Sauer, Tilman

    2001-01-01

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

  17. Monte Carlo Hamiltonian:Inverse Potential

    Institute of Scientific and Technical Information of China (English)

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

    2004-01-01

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

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

    CERN Document Server

    Kleiss, R H

    2006-01-01

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

  19. 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.

  20. 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).

  1. Quantum Monte Carlo Calculations of Neutron Matter

    CERN Document Server

    Carlson, J; Ravenhall, D G

    2003-01-01

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

  2. Accurate Ab initio calculation of ionization potentials of the first-row transition metals with the configuration-interaction quantum Monte Carlo technique.

    Science.gov (United States)

    Thomas, Robert E; Booth, George H; Alavi, Ali

    2015-01-23

    Accurate ionization potentials of the first-row transition-metal atoms are obtained via the initiator full configuration quantum Monte Carlo technique, performing a stochastic integration of the electronic Schrödinger equation in exponentially large Hilbert spaces, with a mean absolute error of 0.13  kcal/mol (5 meV). This accuracy requires correlation of the 3p semicore electrons and in some cases the 3s manifold, along with extrapolation of the correlation energies to the complete-basis-set limit, and provides a new theoretical benchmark for the ionization potentials of these systems.

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

    Energy Technology Data Exchange (ETDEWEB)

    Pevey, Ronald E.

    2005-09-15

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

  4. Use of a Monte Carlo technique to complete a fragmented set of H2S emission rates from a wastewater treatment plant.

    Science.gov (United States)

    Schauberger, Günther; Piringer, Martin; Baumann-Stanzer, Kathrin; Knauder, Werner; Petz, Erwin

    2013-12-15

    The impact of ambient concentrations in the vicinity of a plant can only be assessed if the emission rate is known. In this study, based on measurements of ambient H2S concentrations and meteorological parameters, the a priori unknown emission rates of a tannery wastewater treatment plant are calculated by an inverse dispersion technique. The calculations are determined using the Gaussian Austrian regulatory dispersion model. Following this method, emission data can be obtained, though only for a measurement station that is positioned such that the wind direction at the measurement station is leeward of the plant. Using the inverse transform sampling, which is a Monte Carlo technique, the dataset can also be completed for those wind directions for which no ambient concentration measurements are available. For the model validation, the measured ambient concentrations are compared with the calculated ambient concentrations obtained from the synthetic emission data of the Monte Carlo model. The cumulative frequency distribution of this new dataset agrees well with the empirical data. This inverse transform sampling method is thus a useful supplement for calculating emission rates using the inverse dispersion technique.

  5. Fission source sampling in coupled Monte Carlo simulations

    Energy Technology Data Exchange (ETDEWEB)

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

    2017-05-15

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

  6. Numerical simulation of super-short pulsed discharge in helium with particle-in-cell Monte Carlo collisions technique

    Institute of Scientific and Technical Information of China (English)

    Shi Feng; Zhang Li-Li; Wang De-Zhen

    2009-01-01

    This paper reports that a simulation of glow discharge in pure helium gas at the pressure of 1.333×103 Pa under a high-voltage nanosecond pulse is performed by using a one-dimensional particle-in-cell Monte Carlo collisions (PIC-MCC) model. Numerical modelling results show that the cathode sheath is much thicker than that of anode during the pulse discharge, and that there exists the phenomenon of field reversal at relative high pressures near the end of the pulse, which results from the cumulative positive charges due to their finite mobility during the cathode sheath expansion. Moreover, electron energy distribution function (EEDF) and ion energy distribution function (IEDF) have been also observed. In the early stage of the pulse, a large amount of electrons can be accelerated above the ionization threshold energy. However, in the second half of the pulse, as the field in bulk plasma decreases and thereafter the reverse field forms due to the excessive charges in cathode sheath, although the plasma density grows, the high energy part of EEDF decreases. It concludes that the large volume non-equilibrium plasmas can be obtained with high-voltage nanosecond pulse discharges.

  7. The kinetic activation-relaxation technique: an off-lattice, self-learning kinetic Monte Carlo algorithm with on-the-fly event search

    Science.gov (United States)

    Mousseau, Nomand

    2012-02-01

    While kinetic Monte Carlo algorithm has been proposed almost 40 years ago, its application in materials science has been mostly limited to lattice-based motion due to the difficulties associated with identifying new events and building usable catalogs when atoms moved into off-lattice position. Here, I present the kinetic activation-relaxation technique (kinetic ART) is an off-lattice, self-learning kinetic Monte Carlo algorithm with on-the-fly event search [1]. It combines ART nouveau [2], a very efficient unbiased open-ended activated method for finding transition states, with a topological classification [3] that allows a discrete cataloguing of local environments in complex systems, including disordered materials. In kinetic ART, local topologies are first identified for all atoms in a system. ART nouveau event searches are then launched for new topologies, building an extensive catalog of barriers and events. Next, all low energy events are fully reconstructed and relaxed, allowing to take complete account of elastic effects in the system's kinetics. Using standard kinetic Monte Carlo, the clock is brought forward and an event is then selected and applied before a new search for topologies is launched. In addition to presenting the various elements of the algorithm, I will discuss three recent applications to ion-bombarded silicon, defect diffusion in Fe and structural relaxation in amorphous silicon.[4pt] This work was done in collaboration with Laurent Karim B'eland, Peter Brommer, Fedwa El-Mellouhi, Jean-Francois Joly and Laurent Lewis.[4pt] [1] F. El-Mellouhi, N. Mousseau and L.J. Lewis, Phys. Rev. B. 78, 153202 (2008); L.K. B'eland et al., Phys. Rev. E 84, 046704 (2011).[2] G.T. Barkema and N. Mousseau, Phys. Rev. Lett. 77, 4358 (1996); E. Machado-Charry et al., J. Chem Phys. 135, 034102, (2011).[3] B.D. McKay, Congressus Numerantium 30, 45 (1981).

  8. Invited review article: physics and Monte Carlo techniques as relevant to cryogenic, phonon, and ionization readout of Cryogenic Dark Matter Search radiation detectors.

    Science.gov (United States)

    Leman, Steven W

    2012-09-01

    This review discusses detector physics and Monte Carlo techniques for cryogenic, radiation detectors that utilize combined phonon and ionization readout. A general review of cryogenic phonon and charge transport is provided along with specific details of the Cryogenic Dark Matter Search detector instrumentation. In particular, this review covers quasidiffusive phonon transport, which includes phonon focusing, anharmonic decay, and isotope scattering. The interaction of phonons in the detector surface is discussed along with the downconversion of phonons in superconducting films. The charge transport physics include a mass tensor which results from the crystal band structure and is modeled with a Herring-Vogt transformation. Charge scattering processes involve the creation of Neganov-Luke phonons. Transition-edge-sensor (TES) simulations include a full electric circuit description and all thermal processes including Joule heating, cooling to the substrate, and thermal diffusion within the TES, the latter of which is necessary to model normal-superconducting phase separation. Relevant numerical constants are provided for these physical processes in germanium, silicon, aluminum, and tungsten. Random number sampling methods including inverse cumulative distribution function (CDF) and rejection techniques are reviewed. To improve the efficiency of charge transport modeling, an additional second order inverse CDF method is developed here along with an efficient barycentric coordinate sampling method of electric fields. Results are provided in a manner that is convenient for use in Monte Carlo and references are provided for validation of these models.

  9. Invited Review Article: Physics and Monte Carlo techniques as relevant to cryogenic, phonon, and ionization readout of Cryogenic Dark Matter Search radiation detectors

    Energy Technology Data Exchange (ETDEWEB)

    Leman, Steven W. [Kavli Institute for Astrophysics and Space Research, Massachusetts Institute of Technology, Cambridge, Massachusetts 02139 (United States)

    2012-09-15

    This review discusses detector physics and Monte Carlo techniques for cryogenic, radiation detectors that utilize combined phonon and ionization readout. A general review of cryogenic phonon and charge transport is provided along with specific details of the Cryogenic Dark Matter Search detector instrumentation. In particular, this review covers quasidiffusive phonon transport, which includes phonon focusing, anharmonic decay, and isotope scattering. The interaction of phonons in the detector surface is discussed along with the downconversion of phonons in superconducting films. The charge transport physics include a mass tensor which results from the crystal band structure and is modeled with a Herring-Vogt transformation. Charge scattering processes involve the creation of Neganov-Luke phonons. Transition-edge-sensor (TES) simulations include a full electric circuit description and all thermal processes including Joule heating, cooling to the substrate, and thermal diffusion within the TES, the latter of which is necessary to model normal-superconducting phase separation. Relevant numerical constants are provided for these physical processes in germanium, silicon, aluminum, and tungsten. Random number sampling methods including inverse cumulative distribution function (CDF) and rejection techniques are reviewed. To improve the efficiency of charge transport modeling, an additional second order inverse CDF method is developed here along with an efficient barycentric coordinate sampling method of electric fields. Results are provided in a manner that is convenient for use in Monte Carlo and references are provided for validation of these models.

  10. Approaching Chemical Accuracy with Quantum Monte Carlo

    CERN Document Server

    Petruzielo, F R; Umrigar, C J

    2012-01-01

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

  11. Accurate study of FosPeg® distribution in a mouse model using fluorescence imaging technique and fluorescence white monte carlo simulations

    DEFF Research Database (Denmark)

    Xie, Haiyan; Liu, Haichun; Svenmarker, Pontus

    2010-01-01

    Fluorescence imaging is used for quantitative in vivo assessment of drug concentration. Light attenuation in tissue is compensated for through Monte-Carlo simulations. The intrinsic fluorescence intensity, directly proportional to the drug concentration, could be obtained....

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

    Institute of Scientific and Technical Information of China (English)

    罗季

    2008-01-01

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

  13. On nonlinear Markov chain Monte Carlo

    CERN Document Server

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

    2011-01-01

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

  14. Commensurabilities between ETNOs: a Monte Carlo survey

    CERN Document Server

    Marcos, C de la Fuente

    2016-01-01

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

  15. Accurate barrier heights using diffusion Monte Carlo

    CERN Document Server

    Krongchon, Kittithat; Wagner, Lucas K

    2016-01-01

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

  16. Accelerated GPU based SPECT Monte Carlo simulations

    Science.gov (United States)

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

    2016-06-01

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

  17. Accelerated GPU based SPECT Monte Carlo simulations.

    Science.gov (United States)

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

    2016-06-07

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

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

    Directory of Open Access Journals (Sweden)

    Rosli Said

    2005-12-01

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

  19. Principled Variance Reduction Techniques for Real Time Patient-Specific Monte Carlo Applications within Brachytherapy and Cone-Beam Computed Tomography

    Science.gov (United States)

    Sampson, Andrew Joseph

    This dissertation describes the application of two principled variance reduction strategies to increase the efficiency for two applications within medical physics. The first, called correlated Monte Carlo (CMC) applies to patient-specific, permanent-seed brachytherapy (PSB) dose calculations. The second, called adjoint-biased forward Monte Carlo (ABFMC), is used to compute cone-beam computed tomography (CBCT) scatter projections. CMC was applied for two PSB cases: a clinical post-implant prostate, and a breast with a simulated lumpectomy cavity. CMC computes the dose difference, DeltaD, between the highly correlated dose computing homogeneous and heterogeneous geometries. The particle transport in the heterogeneous geometry assumed a purely homogeneous environment, and altered particle weights accounted for bias. Average gains of 37 to 60 are reported from using CMC, relative to un-correlated Monte Carlo (UMC) calculations, for the prostate and breast CTV's, respectively. To further increase the efficiency up to 1500 fold above UMC, an approximation called interpolated correlated Monte Carlo (ICMC) was applied. ICMC computes DeltaD using CMC on a low-resolution (LR) spatial grid followed by interpolation to a high-resolution (HR) voxel grid followed. The interpolated, HR DeltaD is then summed with a HR, pre-computed, homogeneous dose map. ICMC computes an approximate, but accurate, HR heterogeneous dose distribution from LR MC calculations achieving an average 2% standard deviation within the prostate and breast CTV's in 1.1 sec and 0.39 sec, respectively. Accuracy for 80% of the voxels using ICMC is within 3% for anatomically realistic geometries. Second, for CBCT scatter projections, ABFMC was implemented via weight windowing using a solution to the adjoint Boltzmann transport equation computed either via the discrete ordinates method (DOM), or a MC implemented forward-adjoint importance generator (FAIG). ABFMC, implemented via DOM or FAIG, was tested for a

  20. 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.

  1. Quantum Monte Carlo with variable spins.

    Science.gov (United States)

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

    2016-06-28

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

  2. A brief introduction to Monte Carlo simulation.

    Science.gov (United States)

    Bonate, P L

    2001-01-01

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

  3. Quantum Monte Carlo with Variable Spins

    CERN Document Server

    Melton, Cody A; Mitas, Lubos

    2016-01-01

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

  4. CosmoPMC: Cosmology Population Monte Carlo

    CERN Document Server

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

    2011-01-01

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

  5. Adiabatic optimization versus diffusion Monte Carlo methods

    Science.gov (United States)

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

    2016-10-01

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

  6. Self-learning Monte Carlo method

    Science.gov (United States)

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

    2017-01-01

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

  7. 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...

  8. Dose enhancement in gold nanoparticle-aided radiotherapy for the therapeutic photon beams using Monte Carlo technique

    Directory of Open Access Journals (Sweden)

    Nitin Ramesh Kakade

    2015-01-01

    Full Text Available Background: Gold nanoparticle (GNP-aided radiation therapy (RT is useful to make the tumor more sensitive to radiation damage because of the enhancement in the dose inside the tumor region. Polymer gel dosimeter (PGD can be a good choice for the physical measurement of dose enhancement produced by GNP inside the gel. Materials and Methods: The present study uses EGSnrc Monte Carlo code to estimate dose enhancement factor (DEF due to the introduction of GNPs inside the PGD at different concentrations (7 and 18 mg Au/g of gel when irradiated by therapeutic X-rays of energy 100 kVp, 150 kVp, 6 MV, and 15 MV. The simulation was also carried out to quantify the dose enhancement in PAGAT gel and tumor for 100 kVp X-rays. Results: For 100 kVp X-rays, average DEF of 1.86 and 2.91 is observed in the PAGAT gel dosimeter with 7 and 18 mg Au/g of gel, respectively. Average DEF of 1.69 and 2.61 is recorded for 150 kVp X-rays with 7 and 18 mg Au/g of gel, respectively. No clinically meaningful DEF was observed for 6 and 15 MV photon beams. Furthermore, the dose enhancement within the PAGAT gel dosimeter and tumor closely matches with each other. Conclusion: The polymer gel dosimetry can be a suitable method of dose estimation and verification for clinical implementation of GNP-aided RT. GNP-aided RT has the potential of delivering high localized tumoricidal dose with significant sparing of normal structures when the treatment is delivered with low energy X-rays.

  9. Dose enhancement in gold nanoparticle-aided radiotherapy for the therapeutic photon beams using Monte Carlo technique.

    Science.gov (United States)

    Kakade, Nitin Ramesh; Sharma, Sunil Dutt

    2015-01-01

    Gold nanoparticle (GNP)-aided radiation therapy (RT) is useful to make the tumor more sensitive to radiation damage because of the enhancement in the dose inside the tumor region. Polymer gel dosimeter (PGD) can be a good choice for the physical measurement of dose enhancement produced by GNP inside the gel. The present study uses EGSnrc Monte Carlo code to estimate dose enhancement factor (DEF) due to the introduction of GNPs inside the PGD at different concentrations (7 and 18 mg Au/g of gel) when irradiated by therapeutic X-rays of energy 100 kVp, 150 kVp, 6 MV, and 15 MV. The simulation was also carried out to quantify the dose enhancement in PAGAT gel and tumor for 100 kVp X-rays. For 100 kVp X-rays, average DEF of 1.86 and 2.91 is observed in the PAGAT gel dosimeter with 7 and 18 mg Au/g of gel, respectively. Average DEF of 1.69 and 2.61 is recorded for 150 kVp X-rays with 7 and 18 mg Au/g of gel, respectively. No clinically meaningful DEF was observed for 6 and 15 MV photon beams. Furthermore, the dose enhancement within the PAGAT gel dosimeter and tumor closely matches with each other. The polymer gel dosimetry can be a suitable method of dose estimation and verification for clinical implementation of GNP-aided RT. GNP-aided RT has the potential of delivering high localized tumoricidal dose with significant sparing of normal structures when the treatment is delivered with low energy X-rays.

  10. Parallel Markov chain Monte Carlo simulations.

    Science.gov (United States)

    Ren, Ruichao; Orkoulas, G

    2007-06-07

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

  11. Monte Carlo Hamiltonian:Linear Potentials

    Institute of Scientific and Technical Information of China (English)

    LUOXiang-Qian; HelmutKROEGER; 等

    2002-01-01

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

  12. Monte Carlo dose distributions for radiosurgery

    Energy Technology Data Exchange (ETDEWEB)

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

    2001-07-01

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

  13. Monte Carlo simulation of neutron scattering instruments

    Energy Technology Data Exchange (ETDEWEB)

    Seeger, P.A.

    1995-12-31

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

  14. The Rational Hybrid Monte Carlo Algorithm

    CERN Document Server

    Clark, M A

    2006-01-01

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

  15. The Rational Hybrid Monte Carlo algorithm

    Science.gov (United States)

    Clark, Michael

    2006-12-01

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

  16. Monte Carlo scatter correction for SPECT

    Science.gov (United States)

    Liu, Zemei

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

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

    CERN Document Server

    Lester, William A; Reynolds, PJ

    1994-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

    Granero Cabanero, D.

    2015-07-01

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

  19. 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.

  20. Calculation of fracta dimension of fractured rock mass by monte-carlo  analogy technique%采用Monte-Carlo模拟技术计算 裂隙岩体的分维数

    Institute of Scientific and Technical Information of China (English)

    柴军瑞

    2000-01-01

    采用结构面现场测量及统计分析建立岩体结构的概率模型,进而采用Monte-Carlo模拟技术生成岩体裂隙网络模型,由生成的岩体裂隙网络模型计算岩体裂隙分布的分维数;并给出了工程应用实例。%The probability model of rock mass structure and the fracture network model of rock mass are established by means of the field measurement and statistic analysis and the Monte-Carlo analogy technique. The fractal dimension of the fracture distribution of rock mass is obtained by the fracture network. An engineering example is also given in this paper.

  1. Monte Carlo simulation of electrons in dense gases

    Science.gov (United States)

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

    2014-10-01

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

  2. Vectorizing and macrotasking Monte Carlo neutral particle algorithms

    Energy Technology Data Exchange (ETDEWEB)

    Heifetz, D.B.

    1987-04-01

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

  3. A comparison of Monte Carlo generators

    CERN Document Server

    Golan, Tomasz

    2014-01-01

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

  4. Monte Carlo Tools for Jet Quenching

    OpenAIRE

    Zapp, Korinna

    2011-01-01

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

  5. Scalable Domain Decomposed Monte Carlo Particle Transport

    Energy Technology Data Exchange (ETDEWEB)

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

    2013-12-05

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

  6. Monte Carlo methods beyond detailed balance

    NARCIS (Netherlands)

    Schram, Raoul D.; Barkema, Gerard T.

    2015-01-01

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

  7. An analysis of Monte Carlo tree search

    CSIR Research Space (South Africa)

    James, S

    2017-02-01

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

  8. Monte Carlo Simulation of Counting Experiments.

    Science.gov (United States)

    Ogden, Philip M.

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

  9. Quantum Monte Carlo diagonalization method as a variational calculation

    Energy Technology Data Exchange (ETDEWEB)

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

    1997-05-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2012-09-15

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

  11. Exploring Mass Perception with Markov Chain Monte Carlo

    Science.gov (United States)

    Cohen, Andrew L.; Ross, Michael G.

    2009-01-01

    Several previous studies have examined the ability to judge the relative mass of objects in idealized collisions. With a newly developed technique of psychological Markov chain Monte Carlo sampling (A. N. Sanborn & T. L. Griffiths, 2008), this work explores participants; perceptions of different collision mass ratios. The results reveal…

  12. Exploring Mass Perception with Markov Chain Monte Carlo

    Science.gov (United States)

    Cohen, Andrew L.; Ross, Michael G.

    2009-01-01

    Several previous studies have examined the ability to judge the relative mass of objects in idealized collisions. With a newly developed technique of psychological Markov chain Monte Carlo sampling (A. N. Sanborn & T. L. Griffiths, 2008), this work explores participants; perceptions of different collision mass ratios. The results reveal…

  13. Novel Quantum Monte Carlo Approaches for Quantum Liquids

    Science.gov (United States)

    Rubenstein, Brenda M.

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

  14. On a full Monte Carlo approach to quantum mechanics

    Science.gov (United States)

    Sellier, J. M.; Dimov, I.

    2016-12-01

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

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

    OpenAIRE

    Murthy, K. P. N.

    2001-01-01

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

  16. 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.

  17. Monte Carlo simulations for heavy ion dosimetry

    Energy Technology Data Exchange (ETDEWEB)

    Geithner, O.

    2006-07-26

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

  18. Parallel Monte Carlo Simulation of Aerosol Dynamics

    Directory of Open Access Journals (Sweden)

    Kun Zhou

    2014-02-01

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

  19. Commensurabilities between ETNOs: a Monte Carlo survey

    Science.gov (United States)

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

    2016-07-01

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

  20. Parallel Monte Carlo simulation of aerosol dynamics

    KAUST Repository

    Zhou, K.

    2014-01-01

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

  1. Monte Carlo study of real time dynamics

    CERN Document Server

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

    2016-01-01

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

  2. 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...

  3. An enhanced Monte Carlo outlier detection method.

    Science.gov (United States)

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

    2015-09-30

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

  4. Multilevel Monte Carlo Approaches for Numerical Homogenization

    KAUST Repository

    Efendiev, Yalchin R.

    2015-10-01

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

  5. Inhomogeneous Monte Carlo simulations of dermoscopic spectroscopy

    Science.gov (United States)

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

    2012-03-01

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

  6. Handbook of Markov chain Monte Carlo

    CERN Document Server

    Brooks, Steve

    2011-01-01

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

  7. Accelerated Monte Carlo by Embedded Cluster Dynamics

    Science.gov (United States)

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

    1991-07-01

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

  8. An introduction to Monte Carlo methods

    Science.gov (United States)

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

    2015-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    1997-09-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    1997-09-01

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

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

    Science.gov (United States)

    Todorov, V.; Dimov, I. T.

    2016-10-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

    Metropolis, N.

    1985-01-01

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

  13. Visibility assessment : Monte Carlo characterization of temporal variability.

    Energy Technology Data Exchange (ETDEWEB)

    Laulainen, N.; Shannon, J.; Trexler, E. C., Jr.

    1997-12-12

    Current techniques for assessing the benefits of certain anthropogenic emission reductions are largely influenced by limitations in emissions data and atmospheric modeling capability and by the highly variant nature of meteorology. These data and modeling limitations are likely to continue for the foreseeable future, during which time important strategic decisions need to be made. Statistical atmospheric quality data and apportionment techniques are used in Monte-Carlo models to offset serious shortfalls in emissions, entrainment, topography, statistical meteorology data and atmospheric modeling. This paper describes the evolution of Department of Energy (DOE) Monte-Carlo based assessment models and the development of statistical inputs. A companion paper describes techniques which are used to develop the apportionment factors used in the assessment models.

  14. Monte Carlo methods for pricing financial options

    Indian Academy of Sciences (India)

    N Bolia; S Juneja

    2005-04-01

    Pricing financial options is amongst the most important and challenging problems in the modern financial industry. Except in the simplest cases, the prices of options do not have a simple closed form solution and efficient computational methods are needed to determine them. Monte Carlo methods have increasingly become a popular computational tool to price complex financial options, especially when the underlying space of assets has a large dimensionality, as the performance of other numerical methods typically suffer from the ‘curse of dimensionality’. However, even Monte-Carlo techniques can be quite slow as the problem-size increases, motivating research in variance reduction techniques to increase the efficiency of the simulations. In this paper, we review some of the popular variance reduction techniques and their application to pricing options. We particularly focus on the recent Monte-Carlo techniques proposed to tackle the difficult problem of pricing American options. These include: regression-based methods, random tree methods and stochastic mesh methods. Further, we show how importance sampling, a popular variance reduction technique, may be combined with these methods to enhance their effectiveness. We also briefly review the evolving options market in India.

  15. A zero-variance based scheme for Monte Carlo criticality simulations

    NARCIS (Netherlands)

    Christoforou, S.

    2010-01-01

    The ability of the Monte Carlo method to solve particle transport problems by simulating the particle behaviour makes it a very useful technique in nuclear reactor physics. However, the statistical nature of Monte Carlo implies that there will always be a variance associated with the estimate obtain

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

    Science.gov (United States)

    Díez, A; Largo, J; Solana, J R

    2006-08-21

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

  17. Calculation of extrapolation curves in the 4π(LS)β-γ coincidence technique with the Monte Carlo code Geant4.

    Science.gov (United States)

    Bobin, C; Thiam, C; Bouchard, J

    2016-03-01

    At LNE-LNHB, a liquid scintillation (LS) detection setup designed for Triple to Double Coincidence Ratio (TDCR) measurements is also used in the β-channel of a 4π(LS)β-γ coincidence system. This LS counter based on 3 photomultipliers was first modeled using the Monte Carlo code Geant4 to enable the simulation of optical photons produced by scintillation and Cerenkov effects. This stochastic modeling was especially designed for the calculation of double and triple coincidences between photomultipliers in TDCR measurements. In the present paper, this TDCR-Geant4 model is extended to 4π(LS)β-γ coincidence counting to enable the simulation of the efficiency-extrapolation technique by the addition of a γ-channel. This simulation tool aims at the prediction of systematic biases in activity determination due to eventual non-linearity of efficiency-extrapolation curves. First results are described in the case of the standardization (59)Fe. The variation of the γ-efficiency in the β-channel due to the Cerenkov emission is investigated in the case of the activity measurements of (54)Mn. The problem of the non-linearity between β-efficiencies is featured in the case of the efficiency tracing technique for the activity measurements of (14)C using (60)Co as a tracer.

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

    Science.gov (United States)

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

    2006-10-01

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

  19. Global Monte Carlo Simulation with High Order Polynomial Expansions

    Energy Technology Data Exchange (ETDEWEB)

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

    2007-12-13

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

  20. Use of Monte Carlo simulations in the assessment of calibration strategies-Part I: an introduction to Monte Carlo mathematics.

    Science.gov (United States)

    Burrows, John

    2013-04-01

    An introduction to the use of the mathematical technique of Monte Carlo simulations to evaluate least squares regression calibration is described. Monte Carlo techniques involve the repeated sampling of data from a population that may be derived from real (experimental) data, but is more conveniently generated by a computer using a model of the analytical system and a randomization process to produce a large database. Datasets are selected from this population and fed into the calibration algorithms under test, thus providing a facile way of producing a sufficiently large number of assessments of the algorithm to enable a statically valid appraisal of the calibration process to be made. This communication provides a description of the technique that forms the basis of the results presented in Parts II and III of this series, which follow in this issue, and also highlights the issues arising from the use of small data populations in bioanalysis.

  1. Monte Carlo modelling of positron transport in real world applications

    Science.gov (United States)

    Marjanović, S.; Banković, A.; Šuvakov, M.; Petrović, Z. Lj

    2014-05-01

    Due to the unstable nature of positrons and their short lifetime, it is difficult to obtain high positron particle densities. This is why the Monte Carlo simulation technique, as a swarm method, is very suitable for modelling most of the current positron applications involving gaseous and liquid media. The ongoing work on the measurements of cross-sections for positron interactions with atoms and molecules and swarm calculations for positrons in gasses led to the establishment of good cross-section sets for positron interaction with gasses commonly used in real-world applications. Using the standard Monte Carlo technique and codes that can follow both low- (down to thermal energy) and high- (up to keV) energy particles, we are able to model different systems directly applicable to existing experimental setups and techniques. This paper reviews the results on modelling Surko-type positron buffer gas traps, application of the rotating wall technique and simulation of positron tracks in water vapor as a substitute for human tissue, and pinpoints the challenges in and advantages of applying Monte Carlo simulations to these systems.

  2. On adaptive resampling strategies for sequential Monte Carlo methods

    OpenAIRE

    Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay

    2012-01-01

    Sequential Monte Carlo (SMC) methods are a class of techniques to sample approximately from any sequence of probability distributions using a combination of importance sampling and resampling steps. This paper is concerned with the convergence analysis of a class of SMC methods where the times at which resampling occurs are computed online using criteria such as the effective sample size. This is a popular approach amongst practitioners but there are very few convergence results available for...

  3. Assessing Excel VBA Suitability for Monte Carlo Simulation

    OpenAIRE

    2015-01-01

    Monte Carlo (MC) simulation includes a wide range of stochastic techniques used to quantitatively evaluate the behavior of complex systems or processes. Microsoft Excel spreadsheets with Visual Basic for Applications (VBA) software is, arguably, the most commonly employed general purpose tool for MC simulation. Despite the popularity of the Excel in many industries and educational institutions, it has been repeatedly criticized for its flaws and often described as questionable, if not complet...

  4. SKIRT: the design of a suite of input models for Monte Carlo radiative transfer simulations

    CERN Document Server

    Baes, Maarten

    2015-01-01

    The Monte Carlo method is the most popular technique to perform radiative transfer simulations in a general 3D geometry. The algorithms behind and acceleration techniques for Monte Carlo radiative transfer are discussed extensively in the literature, and many different Monte Carlo codes are publicly available. On the contrary, the design of a suite of components that can be used for the distribution of sources and sinks in radiative transfer codes has received very little attention. The availability of such models, with different degrees of complexity, has many benefits. For example, they can serve as toy models to test new physical ingredients, or as parameterised models for inverse radiative transfer fitting. For 3D Monte Carlo codes, this requires algorithms to efficiently generate random positions from 3D density distributions. We describe the design of a flexible suite of components for the Monte Carlo radiative transfer code SKIRT. The design is based on a combination of basic building blocks (which can...

  5. Status of Monte-Carlo Event Generators

    Energy Technology Data Exchange (ETDEWEB)

    Hoeche, Stefan; /SLAC

    2011-08-11

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

  6. Quantum Monte Carlo for vibrating molecules

    Energy Technology Data Exchange (ETDEWEB)

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

    1996-08-01

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

  7. A Monte Carlo algorithm for degenerate plasmas

    Energy Technology Data Exchange (ETDEWEB)

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

    2013-09-15

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

  8. A note on simultaneous Monte Carlo tests

    DEFF Research Database (Denmark)

    Hahn, Ute

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

  9. Archimedes, the Free Monte Carlo simulator

    CERN Document Server

    Sellier, Jean Michel D

    2012-01-01

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

  10. Cluster hybrid Monte Carlo simulation algorithms

    Science.gov (United States)

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

    2002-06-01

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

  11. Introduction to Cluster Monte Carlo Algorithms

    Science.gov (United States)

    Luijten, E.

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

  12. Monte Carlo simulation for the transport beamline

    Energy Technology Data Exchange (ETDEWEB)

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

    2013-07-26

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

  13. Mosaic crystal algorithm for Monte Carlo simulations

    CERN Document Server

    Seeger, P A

    2002-01-01

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

  14. Diffusion quantum Monte Carlo for molecules

    Energy Technology Data Exchange (ETDEWEB)

    Lester, W.A. Jr.

    1986-07-01

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

  15. Exascale Monte Carlo R&D

    Energy Technology Data Exchange (ETDEWEB)

    Marcus, Ryan C. [Los Alamos National Laboratory

    2012-07-24

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

  16. Analysis of the radiation shielding of the bunker of a 230MeV proton cyclotron therapy facility; comparison of analytical and Monte Carlo techniques.

    Science.gov (United States)

    Sunil, C

    2016-04-01

    The neutron ambient dose equivalent outside the radiation shield of a proton therapy cyclotron vault is estimated using the unshielded dose equivalent rates and the attenuation lengths obtained from the literature and by simulations carried out with the FLUKA Monte Carlo radiation transport code. The source terms derived from the literature and that obtained from the FLUKA calculations differ by a factor of 2-3, while the attenuation lengths obtained from the literature differ by 20-40%. The instantaneous dose equivalent rates outside the shield differ by a few orders of magnitude, not only in comparison with the Monte Carlo simulation results, but also with the results obtained by line of sight attenuation calculations with the different parameters obtained from the literature. The attenuation of neutrons caused by the presence of bulk iron, such as magnet yokes is expected to reduce the dose equivalent by as much as a couple of orders of magnitude outside the shield walls.

  17. Coherent Scattering Imaging Monte Carlo Simulation

    Science.gov (United States)

    Hassan, Laila Abdulgalil Rafik

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

  18. Ground States of the Lithium Atom and its Ions up to Z = 10 in the Presence of Magnetic Field using Variational Monte Carlo Technique

    CERN Document Server

    Doma, S B; Farag, A M; El-Gammal, F N

    2016-01-01

    The variational Monte Carlo method is applied to investigate the ground state energy of the lithium atom and its ions up to Z=10 in the presence of an external magnetic field regime. Our calculations are based on using three forms of compact and accurate trial wave functions, which were put forward in calculating energies in the absence of magnetic field. The obtained results are in good agreement with the most recent accurate values and also with the exact values.

  19. Monte Carlo Simulations: Number of Iterations and Accuracy

    Science.gov (United States)

    2015-07-01

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

  20. Alternative Monte Carlo Approach for General Global Illumination

    Institute of Scientific and Technical Information of China (English)

    徐庆; 李朋; 徐源; 孙济洲

    2004-01-01

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

  1. Validation of Compton Scattering Monte Carlo Simulation Models

    CERN Document Server

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

    2014-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2007-09-21

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

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

    DEFF Research Database (Denmark)

    Mrkvička, Tomáš; Myllymäki, Mari; Hahn, Ute

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

  4. Monte Carlo uncertainty analyses for integral beryllium experiments

    CERN Document Server

    Fischer, U; Tsige-Tamirat, H

    2000-01-01

    The novel Monte Carlo technique for calculating point detector sensitivities has been applied to two representative beryllium transmission experiments with the objective to investigate the sensitivity of important responses such as the neutron multiplication and to assess the related uncertainties due to the underlying cross-section data uncertainties. As an important result, it has been revealed that the neutron multiplication power of beryllium can be predicted with good accuracy using state-of-the-art nuclear data evaluations. Severe discrepancies do exist for the spectral neutron flux distribution that would transmit into significant uncertainties of the calculated neutron spectra and of the nuclear blanket performance in blanket design calculations. With regard to this, it is suggested to re-analyse the secondary energy and angle distribution data of beryllium by means of Monte Carlo based sensitivity and uncertainty calculations. Related code development work is underway.

  5. Quantum Monte Carlo study of the protonated water dimer

    CERN Document Server

    Dagrada, Mario; Saitta, Antonino M; Sorella, Sandro; Mauri, Francesco

    2013-01-01

    We report an extensive theoretical study of the protonated water dimer (Zundel ion) by means of the highly correlated variational Monte Carlo and lattice regularized Monte Carlo approaches. This system represents the simplest model for proton transfer (PT) and a correct description of its properties is essential in order to understand the PT mechanism in more complex acqueous systems. Our Jastrow correlated AGP wave function ensures an accurate treatment of electron correlations. Exploiting the advantages of contracting the primitive basis set over atomic hybrid orbitals, we are able to limit dramatically the number of variational parameters with a systematic control on the numerical precision, crucial in order to simulate larger systems. We investigate energetics and geometrical properties of the Zundel ion as a function of the oxygen-oxygen distance, taken as reaction coordinate. In both cases, our QMC results are found in excellent agreement with coupled cluster CCSD(T) technique, the quantum chemistry "go...

  6. Monte Carlo Methods for Bridging the Timescale Gap

    Science.gov (United States)

    Wilding, Nigel; Landau, David P.

    We identify the origin, and elucidate the character of the extended time-scales that plague computer simulation studies of first and second order phase transitions. A brief survey is provided of a number of new and existing techniques that attempt to circumvent these problems. Attention is then focused on two novel methods with which we have particular experience: “Wang-Landau sampling” and Phase Switch Monte Carlo. Detailed case studies are made of the application of the Wang-Landau approach to calculate the density of states of the 2D Ising model and the Edwards-Anderson spin glass. The principles and operation of Phase Switch Monte Carlo are described and its utility in tackling ‘difficult’ first order phase transitions is illustrated via a case study of hard-sphere freezing. We conclude with a brief overview of promising new methods for the improvement of deterministic, spin dynamics simulations.

  7. Accelerated Monte Carlo simulations with restricted Boltzmann machines

    Science.gov (United States)

    Huang, Li; Wang, Lei

    2017-01-01

    Despite their exceptional flexibility and popularity, Monte Carlo methods often suffer from slow mixing times for challenging statistical physics problems. We present a general strategy to overcome this difficulty by adopting ideas and techniques from the machine learning community. We fit the unnormalized probability of the physical model to a feed-forward neural network and reinterpret the architecture as a restricted Boltzmann machine. Then, exploiting its feature detection ability, we utilize the restricted Boltzmann machine to propose efficient Monte Carlo updates to speed up the simulation of the original physical system. We implement these ideas for the Falicov-Kimball model and demonstrate an improved acceptance ratio and autocorrelation time near the phase transition point.

  8. Accelerate Monte Carlo Simulations with Restricted Boltzmann Machines

    CERN Document Server

    Huang, Li

    2016-01-01

    Despite their exceptional flexibility and popularity, the Monte Carlo methods often suffer from slow mixing times for challenging statistical physics problems. We present a general strategy to overcome this difficulty by adopting ideas and techniques from the machine learning community. We fit the unnormalized probability of the physical model to a feedforward neural network and reinterpret the architecture as a restricted Boltzmann machine. Then, exploiting its feature detection ability, we utilize the restricted Boltzmann machine for efficient Monte Carlo updates and to speed up the simulation of the original physical system. We implement these ideas for the Falicov-Kimball model and demonstrate improved acceptance ratio and autocorrelation time near the phase transition point.

  9. THE MCNPX MONTE CARLO RADIATION TRANSPORT CODE

    Energy Technology Data Exchange (ETDEWEB)

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

    2007-01-10

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

  10. Chemical application of diffusion quantum Monte Carlo

    Science.gov (United States)

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

    1983-10-01

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

  11. Information Geometry and Sequential Monte Carlo

    CERN Document Server

    Sim, Aaron; Stumpf, Michael P H

    2012-01-01

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

  12. Monte Carlo Simulation as a Research Management Tool

    Energy Technology Data Exchange (ETDEWEB)

    Douglas, L. J.

    1986-06-01

    Monte Carlo simulation provides a research manager with a performance monitoring tool to supplement the standard schedule- and resource-based tools such as the Program Evaluation and Review Technique (PERT) and Critical Path Method (CPM). The value of the Monte Carlo simulation in a research environment is that it 1) provides a method for ranking competing processes, 2) couples technical improvements to the process economics, and 3) provides a mechanism to determine the value of research dollars. In this paper the Monte Carlo simulation approach is developed and applied to the evaluation of three competing processes for converting lignocellulosic biomass to ethanol. The technique is shown to be useful for ranking the processes and illustrating the importance of the timeframe of the analysis on the decision process. The results show that acid hydrolysis processes have higher potential for near-term application (2-5 years), while the enzymatic hydrolysis approach has an equal chance to be competitive in the long term (beyond 10 years).

  13. Quantum Monte Carlo Endstation for Petascale Computing

    Energy Technology Data Exchange (ETDEWEB)

    Lubos Mitas

    2011-01-26

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

  14. The dynamical activation-relaxation technique (DART): an on-the-fly kinetic Monte-Carlo algorithm

    Science.gov (United States)

    El-Mellouhi, Fadwa; Cote, Michel; Lewis, Laurent J.; Mousseau, Normand

    2008-03-01

    We present DART, the dynamical activation-relaxation technique, that combines the activation-relaxation technique (ART nouveau) with a non-lattice KMC method that allows the on-the-fly identification of barriers and the full treatment of lattice deformations. Most KMC schemes rely on the use of a fixed list of events and barriers, which are drawn with the proper weight during the simulation. While this works well for a number of problems (such as metal-on-metal growth), it cannot be used for processes where the events may change with time. DART overcomes this limitation. ART nouveau has been used extensively for the study of activated mechanisms in different materials within both an empirical and an ab-initio description of the systems. In the DART implementation, KMC moves are based on a catalog of events constructed on-the-fly using ART. After each KMC move, this catalog is updated so as to take into account new environments that may appear. A topological description of the structure of the system at each moment allows the method to identify rapidly these new environments and to move forward efficiently. In this talk, we will describe the method and present the case of interstitial diffusion in Si. Our results are compared with previous molecular-dynamics and on-lattice KMC simulations.

  15. 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...

  16. Application of Monte Carlo techniques to optimization of high-energy beam transport in a stochastic environment

    Science.gov (United States)

    Parrish, R. V.; Dieudonne, J. E.; Filippas, T. A.

    1971-01-01

    An algorithm employing a modified sequential random perturbation, or creeping random search, was applied to the problem of optimizing the parameters of a high-energy beam transport system. The stochastic solution of the mathematical model for first-order magnetic-field expansion allows the inclusion of state-variable constraints, and the inclusion of parameter constraints allowed by the method of algorithm application eliminates the possibility of infeasible solutions. The mathematical model and the algorithm were programmed for a real-time simulation facility; thus, two important features are provided to the beam designer: (1) a strong degree of man-machine communication (even to the extent of bypassing the algorithm and applying analog-matching techniques), and (2) extensive graphics for displaying information concerning both algorithm operation and transport-system behavior. Chromatic aberration was also included in the mathematical model and in the optimization process. Results presented show this method as yielding better solutions (in terms of resolutions) to the particular problem than those of a standard analog program as well as demonstrating flexibility, in terms of elements, constraints, and chromatic aberration, allowed by user interaction with both the algorithm and the stochastic model. Example of slit usage and a limited comparison of predicted results and actual results obtained with a 600 MeV cyclotron are given.

  17. SU-E-I-42: Normalized Embryo/fetus Doses for Fluoroscopically Guided Pacemaker Implantation Procedures Calculated Using a Monte Carlo Technique

    Energy Technology Data Exchange (ETDEWEB)

    Damilakis, J; Stratakis, J; Solomou, G [University of Crete, Heraklion (Greece)

    2014-06-01

    Purpose: It is well known that pacemaker implantation is sometimes needed in pregnant patients with symptomatic bradycardia. To our knowledge, there is no reported experience regarding radiation doses to the unborn child resulting from fluoroscopy during pacemaker implantation. The purpose of the current study was to develop a method for estimating embryo/fetus dose from fluoroscopically guided pacemaker implantation procedures performed on pregnant patients during all trimesters of gestation. Methods: The Monte Carlo N-Particle (MCNP) radiation transport code was employed in this study. Three mathematical anthropomorphic phantoms representing the average pregnant patient at the first, second and third trimesters of gestation were generated using Bodybuilder software (White Rock science, White Rock, NM). The normalized embryo/fetus dose from the posteroanterior (PA), the 30° left-anterior oblique (LAO) and the 30° right-anterior oblique (RAO) projections were calculated for a wide range of kVp (50–120 kVp) and total filtration values (2.5–9.0 mm Al). Results: The results consist of radiation doses normalized to a) entrance skin dose (ESD) and b) dose area product (DAP) so that the dose to the unborn child from any fluoroscopic technique and x-ray device used can be calculated. ESD normalized doses ranged from 0.008 (PA, first trimester) to 2.519 μGy/mGy (RAO, third trimester). DAP normalized doses ranged from 0.051 (PA, first trimester) to 12.852 μGy/Gycm2 (RAO, third trimester). Conclusion: Embryo/fetus doses from fluoroscopically guided pacemaker implantation procedures performed on pregnant patients during all stages of gestation can be estimated using the method developed in this study. This study was supported by the Greek Ministry of Education and Religious Affairs, General Secretariat for Research and Technology, Operational Program ‘Education and Lifelong Learning’, ARISTIA (Research project: CONCERT)

  18. On adaptive resampling strategies for sequential Monte Carlo methods

    CERN Document Server

    Del Moral, Pierre; Jasra, Ajay; 10.3150/10-BEJ335

    2012-01-01

    Sequential Monte Carlo (SMC) methods are a class of techniques to sample approximately from any sequence of probability distributions using a combination of importance sampling and resampling steps. This paper is concerned with the convergence analysis of a class of SMC methods where the times at which resampling occurs are computed online using criteria such as the effective sample size. This is a popular approach amongst practitioners but there are very few convergence results available for these methods. By combining semigroup techniques with an original coupling argument, we obtain functional central limit theorems and uniform exponential concentration estimates for these algorithms.

  19. Morse Monte Carlo Radiation Transport Code System

    Energy Technology Data Exchange (ETDEWEB)

    Emmett, M.B.

    1975-02-01

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

  20. Variational Monte Carlo study of pentaquark states

    Energy Technology Data Exchange (ETDEWEB)

    Mark W. Paris

    2005-07-01

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

  1. Monte Carlo simulation of neutron scattering instruments

    Energy Technology Data Exchange (ETDEWEB)

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

    1998-12-01

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

  2. Atomistic Monte Carlo simulation of lipid membranes

    DEFF Research Database (Denmark)

    Wüstner, Daniel; Sklenar, Heinz

    2014-01-01

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

  3. Experimental Monte Carlo Quantum Process Certification

    CERN Document Server

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

    2012-01-01

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

  4. Monte Carlo exploration of warped Higgsless models

    Energy Technology Data Exchange (ETDEWEB)

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

    2004-10-01

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

  5. Monte Carlo Exploration of Warped Higgsless Models

    CERN Document Server

    Hewett, J L; Rizzo, T G

    2004-01-01

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

  6. Monte Carlo Implementation of Polarized Hadronization

    CERN Document Server

    Matevosyan, Hrayr H; Thomas, Anthony W

    2016-01-01

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

  7. Variable length trajectory compressible hybrid Monte Carlo

    CERN Document Server

    Nishimura, Akihiko

    2016-01-01

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

  8. Lunar Regolith Albedos Using Monte Carlos

    Science.gov (United States)

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

    2003-01-01

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

  9. Nuclear reactions in Monte Carlo codes.

    Science.gov (United States)

    Ferrari, A; Sala, P R

    2002-01-01

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

  10. Atomistic Monte Carlo simulation of lipid membranes

    DEFF Research Database (Denmark)

    Wüstner, Daniel; Sklenar, Heinz

    2014-01-01

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

  11. Geometric Monte Carlo and Black Janus Geometries

    CERN Document Server

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

    2016-01-01

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

  12. Modeling neutron guides using Monte Carlo simulations

    CERN Document Server

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

    2002-01-01

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

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

    Science.gov (United States)

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

    2007-12-01

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

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

    NARCIS (Netherlands)

    DERAEDT, H

    1992-01-01

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

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

    CERN Document Server

    Wagner, Lucas K; Mitas, Lubos

    2007-01-01

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

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

    NARCIS (Netherlands)

    Raedt, H. De

    1992-01-01

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

  17. Reporting Monte Carlo Studies in Structural Equation Modeling

    NARCIS (Netherlands)

    Boomsma, Anne

    2013-01-01

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

  18. Practical schemes for accurate forces in quantum Monte Carlo

    NARCIS (Netherlands)

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

    2014-01-01

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

  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. The Monte Carlo Method. Popular Lectures in Mathematics.

    Science.gov (United States)

    Sobol', I. M.

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

  1. 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.

  2. Sensitivity of Monte Carlo simulations to input distributions

    Energy Technology Data Exchange (ETDEWEB)

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

    2001-07-01

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

  3. Further experience in Bayesian analysis using Monte Carlo Integration

    NARCIS (Netherlands)

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

    1980-01-01

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

  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. 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.

  6. Practical schemes for accurate forces in quantum Monte Carlo

    NARCIS (Netherlands)

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

    2014-01-01

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

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

    CERN Document Server

    Caciulescu, Alexandru Razvan

    2016-01-01

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

  8. Monte Carlo modelling of TRIGA research reactor

    Science.gov (United States)

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

    2010-10-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2011-07-01

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

  10. Fission Matrix Capability for MCNP Monte Carlo

    Energy Technology Data Exchange (ETDEWEB)

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

    2012-09-05

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

  11. Vectorized Monte Carlo methods for reactor lattice analysis

    Science.gov (United States)

    Brown, F. B.

    1984-01-01

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

  12. Quantum Monte Carlo methods algorithms for lattice models

    CERN Document Server

    Gubernatis, James; Werner, Philipp

    2016-01-01

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

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

    CERN Document Server

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

    2001-01-01

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

  14. Hybrid Monte Carlo with Fat Link Fermion Actions

    CERN Document Server

    Kamleh, W; Williams, A G; Kamleh, Waseem; Leinweber, Derek B.; Williams, Anthony G.

    2004-01-01

    The use of APE smearing or other blocking techniques in lattice fermion actions can provide many advantages. There are many variants of these fat link actions in lattice QCD currently, such as FLIC fermions. The FLIC fermion formalism makes use of the APE blocking technique in combination with a projection of the blocked links back into the special unitary group. This reunitarisation is often performed using an iterative maximisation of a gauge invariant measure. This technique is not differentiable with respect to the gauge field and thus prevents the use of standard Hybrid Monte Carlo simulation algorithms. The use of an alternative projection technique circumvents this difficulty and allows the simulation of dynamical fat link fermions with standard HMC and its variants. The necessary equations of motion for FLIC fermions are derived, and some initial simulation results are presented. The technique is more general however, and is straightforwardly applicable to other smearing techniques or fat link actions...

  15. Using adaptive neuro-fuzzy inference system technique for crosstalk correction in simultaneous {sup 99m}Tc/{sup 201}Tl SPECT imaging: A Monte Carlo simulation study

    Energy Technology Data Exchange (ETDEWEB)

    Heidary, Saeed, E-mail: saeedheidary@aut.ac.ir; Setayeshi, Saeed, E-mail: setayesh@aut.ac.ir

    2015-01-11

    This work presents a simulation based study by Monte Carlo which uses two adaptive neuro-fuzzy inference systems (ANFIS) for cross talk compensation of simultaneous {sup 99m}Tc/{sup 201}Tl dual-radioisotope SPECT imaging. We have compared two neuro-fuzzy systems based on fuzzy c-means (FCM) and subtractive (SUB) clustering. Our approach incorporates eight energy-windows image acquisition from 28 keV to 156 keV and two main photo peaks of {sup 201}Tl (77±10% keV) and {sup 99m}Tc (140±10% keV). The Geant4 application in emission tomography (GATE) is used as a Monte Carlo simulator for three cylindrical and a NURBS Based Cardiac Torso (NCAT) phantom study. Three separate acquisitions including two single-isotopes and one dual isotope were performed in this study. Cross talk and scatter corrected projections are reconstructed by an iterative ordered subsets expectation maximization (OSEM) algorithm which models the non-uniform attenuation in the projection/back-projection. ANFIS-FCM/SUB structures are tuned to create three to sixteen fuzzy rules for modeling the photon cross-talk of the two radioisotopes. Applying seven to nine fuzzy rules leads to a total improvement of the contrast and the bias comparatively. It is found that there is an out performance for the ANFIS-FCM due to its acceleration and accurate results.

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

    Science.gov (United States)

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

    2014-01-01

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

  17. Monte Carlo studies of model Langmuir monolayers.

    Science.gov (United States)

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

    2001-04-01

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

  18. MCNP{trademark} Monte Carlo: A precis of MCNP

    Energy Technology Data Exchange (ETDEWEB)

    Adams, K.J.

    1996-06-01

    MCNP{trademark} is a general purpose three-dimensional time-dependent neutron, photon, and electron transport code. It is highly portable and user-oriented, and backed by stringent software quality assurance practices and extensive experimental benchmarks. The cross section database is based upon the best evaluations available. MCNP incorporates state-of-the-art analog and adaptive Monte Carlo techniques. The code is documented in a 600 page manual which is augmented by numerous Los Alamos technical reports which detail various aspects of the code. MCNP represents over a megahour of development and refinement over the past 50 years and an ongoing commitment to excellence.

  19. Monte-Carlo Simulation on Neutron Instruments at CARR

    Institute of Scientific and Technical Information of China (English)

    2001-01-01

    The design of high resolution neutron powder diffractometer(HRPD) and two cold neutron guides(CNGs) to be built at China advanced research reactor(CARR) are studied by Monte-Carlo simulation technique.The HRPD instrument is desiged to have a minimum resolution of 0.2% and neutron fluence rate of greater than 106 cm-2 ·s-1 at sample position. The resolution curves, neutron fluence rate and effective neutron beam size at sample position are given. Differences in resolutions and intensity between the

  20. Monte Carlo estimation of the number of tatami tilings

    CERN Document Server

    Kimura, Kenji

    2016-01-01

    Motivated by the way Japanese tatami mats are placed on the floor, we consider domino tilings with a constraint and estimate the number of such tilings of plane regions. We map the system onto a monomer-dimer model with a novel local interaction on the dual lattice. We use a variant of the Hamiltonian replica exchange Monte Carlo method and the multi-parameter reweighting technique to study the model. The properties of the quantity are studied beyond exact enumeration and combinatorial method. The logarithm of the number of the tilings is linear in the boundary length of the region for all the regions studied.

  1. More about Zener drag studies with Monte Carlo simulations

    Science.gov (United States)

    Di Prinzio, Carlos L.; Druetta, Esteban; Nasello, Olga Beatriz

    2013-03-01

    Grain growth (GG) processes in the presence of second-phase and stationary particles have been widely studied but the results found are inconsistent. We present new GG simulations in two- and three-dimensional (2D and 3D) polycrystalline samples with second phase stationary particles, using the Monte Carlo technique. Simulations using values of particle concentration greater than 15% and particle radii different from 1 or 3 are performed, thus covering a range of particle radii and concentrations not previously studied. It is shown that only the results for 3D samples follow Zener's law.

  2. Hybrid Monte Carlo algorithm with fat link fermion actions

    CERN Document Server

    Kamleh, Waseem; Williams, Anthony G; 10.1103/PhysRevD.70.014502

    2004-01-01

    The use of APE smearing or other blocking techniques in lattice fermion actions can provide many advantages. There are many variants of these fat link actions in lattice QCD currently, such as flat link irrelevant clover (FLIC) fermions. The FLIC fermion formalism makes use of the APE blocking technique in combination with a projection of the blocked links back into the special unitary group. This reunitarization is often performed using an iterative maximization of a gauge invariant measure. This technique is not differentiable with respect to the gauge field and thus prevents the use of standard Hybrid Monte Carlo simulation algorithms. The use of an alternative projection technique circumvents this difficulty and allows the simulation of dynamical fat link fermions with standard HMC and its variants. The necessary equations of motion for FLIC fermions are derived, and some initial simulation results are presented. The technique is more general however, and is straightforwardly applicable to other smearing ...

  3. A Reliability Evaluation Method for Military Logistics Nodes with Monte Carlo Technique%基于Monte Carlo的军事物流结点可靠性评估方法

    Institute of Scientific and Technical Information of China (English)

    甘明; 林志翔; 王丰; 芮迎春

    2014-01-01

    Military logistics nodes are basic elements of military logistics network. Reliability evaluation of nodes that takes uncertain factors into account is more objective due to the fact that battlefield environment is changing all the time and reliability of nodes is always affected by lots of uncertain factors. This paper presents a systematic reliability evaluation technique using a series of reliability indices, sets up a reliability evaluation model that takes uncertain factors of military logistics nodes into account, and works out a solution algorithm based on Monte Carlo technique. This paper also analyzes those factors which impact reliability of nodes, on the basis of which, some measures are presented to improve reliability of military logistics nodes. Case studies on some certain campaign-level logistics network indicate that the proposed method is feasible and accuracy.%军事物流网络结点是构成军事物流网络的基本要素。战场环境瞬息万变,结点的可靠性往往受许多不确定因素的影响,计及不确定因素的评估方法可以更客观、真实地评估结点的可靠性。基于此,提出了刻画物流结点可靠性的评估指标体系,建立了计及不确定因素的军事物流结点可靠性评估模型,给出了Monte Carlo求解算法。对影响结点可靠性的因素进行了分析,在此基础上提出了改善军事物流结点可靠性的措施。以某战役级军事物流网络为例进行算例分析,验证了该方法的可行性和正确性。

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

    Energy Technology Data Exchange (ETDEWEB)

    Urbatsch, T.J.

    1995-11-01

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

  5. Dairy goat kids fed liquid diets in substitution of goat milk and slaughtered at different ages: an economic viability analysis using Monte Carlo techniques.

    Science.gov (United States)

    Knupp, L S; Veloso, C M; Marcondes, M I; Silveira, T S; Silva, A L; Souza, N O; Knupp, S N R; Cannas, A

    2016-03-01

    The aim of this study was to analyze the economic viability of producing dairy goat kids fed liquid diets in alternative of goat milk and slaughtered at two different ages. Forty-eight male newborn Saanen and Alpine kids were selected and allocated to four groups using a completely randomized factorial design: goat milk (GM), cow milk (CM), commercial milk replacer (CMR) and fermented cow colostrum (FC). Each group was then divided into two groups: slaughter at 60 and 90 days of age. The animals received Tifton hay and concentrate ad libitum. The values of total costs of liquid and solid feed plus labor, income and average gross margin were calculated. The data were then analyzed using the Monte Carlo techniques with the @Risk 5.5 software, with 1000 iterations of the variables being studied through the model. The kids fed GM and CMR generated negative profitability values when slaughtered at 60 days (US$ -16.4 and US$ -2.17, respectively) and also at 90 days (US$ -30.8 and US$ -0.18, respectively). The risk analysis showed that there is a 98% probability that profitability would be negative when GM is used. In this regard, CM and FC presented low risk when the kids were slaughtered at 60 days (8.5% and 21.2%, respectively) and an even lower risk when animals were slaughtered at 90 days (5.2% and 3.8%, respectively). The kids fed CM and slaughtered at 90 days presented the highest average gross income (US$ 67.88) and also average gross margin (US$ 18.43/animal). For the 60-day rearing regime to be economically viable, the CMR cost should not exceed 11.47% of the animal-selling price. This implies that the replacer cannot cost more than US$ 0.39 and 0.43/kg for the 60- and 90-day feeding regimes, respectively. The sensitivity analysis showed that the variables with the greatest impact on the final model's results were animal selling price, liquid diet cost, final weight at slaughter and labor. In conclusion, the production of male dairy goat kids can be economically

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

    Directory of Open Access Journals (Sweden)

    Samuel Livingstone

    2014-06-01

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

  7. Dosimetric study of prostate brachytherapy using techniques of Monte-Carlo simulation, experimental measurements and comparison with a treatment plan; Estudo dosimetrico de braquiterapia da prostata utilizando tecnicas de simulacao de Monte-Carlo, medidas experimentais, e comparacao com um procedimento de plano de tratamento

    Energy Technology Data Exchange (ETDEWEB)

    Teles, Pedro; Barros, Silvia; Vaz, Pedro; Goncalves, Isabel [Instituto Tecnologico e Nuclear, Sacavem (Portugal). Instituto Superior Tecnico; Cardoso, Simone [Universidade Federal do Rio de Janeiro (UFRJ), Rio de Janeiro, RJ (Brazil); Facure, Alessandro [Comissao Nacional de Energia Nuclear, Rio de Janeiro, RJ (Brazil); Rosa, Luiz da; Santos, Maira [Instituto de Radioprotecao e Dosimetria (IRD/CNEN-RJ), Rio de Janeiro, RJ (Brazil); Pereira Junior, Pedro Paulo [Dosimetrika (Brazil); Zankl, Maria [German Research Centre for Environmental Health, Munchen (Germany). Helmholtz Zentrum Munchen

    2013-10-01

    Prostate Brachytherapy is a radiotherapy technique, which consists in inserting a number of radioactive seeds (containing, usually, the following radionuclides {sup 125} l, {sup 241}Am or {sup 103}Pd ) surrounding or in the vicinity of, prostate tumor tissue . The main objective of this technique is to maximize the radiation dose to the tumor and minimize it in other tissues and organs healthy, in order to reduce its morbidity. The absorbed dose distribution in the prostate, using this technique is usually non-homogeneous and time dependent. Various parameters such as the type of seed, the attenuation interactions between them, their geometrical arrangement within the prostate, the actual geometry of the seeds,and further swelling of the prostate gland after implantation greatly influence the course of absorbed dose in the prostate and surrounding areas. Quantification of these parameters is therefore extremely important for dose optimization and improvement of their plans conventional treatment, which in many cases not fully take into account. The Monte Carlo techniques allow to study these parameters quickly and effectively. In this work, we use the program MCNPX and generic voxel phantom (GOLEM) where simulated different geometric arrangements of seeds containing {sup 125}I, Amersham Health model of type 6711 in prostates of different sizes, in order to try to quantify some of the parameters. The computational model was validated using a phantom prostate cubic RW3 type , consisting of tissue equivalent, and thermoluminescent dosimeters. Finally, to have a term of comparison with a treatment real plan it was simulate a treatment plan used in a hospital of Rio de Janeiro, with exactly the same parameters, and our computational model. The results obtained in our study seem to indicate that the parameters described above may be a source of uncertainty in the correct evaluation of the dose required for actual treatment plans. The use of Monte Carlo techniques can

  8. Rare event simulation using Monte Carlo methods

    CERN Document Server

    Rubino, Gerardo

    2009-01-01

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

  9. A continuation multilevel Monte Carlo algorithm

    KAUST Repository

    Collier, Nathan

    2014-09-05

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

  10. Monte Carlo Simulations of the Photospheric Process

    CERN Document Server

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

    2015-01-01

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

  11. Finding Planet Nine: a Monte Carlo approach

    CERN Document Server

    Marcos, C de la Fuente

    2016-01-01

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

  12. Atomistic Monte Carlo simulation of lipid membranes.

    Science.gov (United States)

    Wüstner, Daniel; Sklenar, Heinz

    2014-01-24

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

  13. Monte Carlo simulations of Protein Adsorption

    Science.gov (United States)

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

    2008-03-01

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

  14. Monte Carlo simulations of the NIMROD diffractometer

    Energy Technology Data Exchange (ETDEWEB)

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

    2006-11-15

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

  15. Monte Carlo Simulation of River Meander Modelling

    Science.gov (United States)

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

    2010-12-01

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

  16. Diffusion Monte Carlo in internal coordinates.

    Science.gov (United States)

    Petit, Andrew S; McCoy, Anne B

    2013-08-15

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

  17. Monte Carlo simulations for focusing elliptical guides

    Energy Technology Data Exchange (ETDEWEB)

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

    2009-07-01

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

  18. Monte Carlo Production Management at CMS

    CERN Document Server

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

    2015-01-01

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

  19. Monte Carlo models of dust coagulation

    CERN Document Server

    Zsom, Andras

    2010-01-01

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

  20. Atomistic Monte Carlo Simulation of Lipid Membranes

    Directory of Open Access Journals (Sweden)

    Daniel Wüstner

    2014-01-01

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

  1. Measuring Berry curvature with quantum Monte Carlo

    CERN Document Server

    Kolodrubetz, Michael

    2014-01-01

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

  2. 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.

  3. Europium Structural Effect on a Borosilicate Glass of Nuclear Interest: Combining Experimental Techniques with Reverse Monte Carlo Modelling to Investigate Short to Medium Range Order

    Science.gov (United States)

    Bouty, O.; Delaye, J. M.; Peuget, S.; Charpentier, T.

    In-depth understanding of the effects of actinides in borosilicate glass matrices used for nuclear waste disposal is of great importance for nuclear spent fuel reprocessing cycle and fission products immobilization. This work carried out on ternary simplified glasses (Si, B, Na) doped respectively with 1 mol. % and 3.85 mol. % europium, presents a comprehensive study on the behaviour of trivalent europium taken as a surrogate of trivalent actinides. Neutron scattering, Wide Angle X- ray Scattering, Nuclear Magnetic Resonance, Raman Spectroscopy and Reverse Monte Carlo simulations were performed. For both glasses, it was found that europium coordination number was around 6 ± 0.2, revealing an octahedral spatial configuration. Europium species accommodates in both silicate and borate site distributions but preferentially in the silicate network. Europium induces a IVB/IIIB ratio decrease and a silicate network polymerization according to NMR 29Si chemical shift and Raman spectra evolution.

  4. Estimation of low energy neutron flux ($E_n\\leq15$ MeV) in India-based Neutrino Observatory cavern using Monte Carlo techniques

    CERN Document Server

    Dokania, N; Mathimalar, S; Garai, A; Nanal, V; Pillay, R G; Bhushan, K G

    2015-01-01

    The neutron flux at low energy ($E_n\\leq15$ MeV) resulting from the radioactivity of the rock in the underground cavern of the India-based Neutrino Observatory is estimated using Geant4-based Monte Carlo simulations. The neutron production rate due to the spontaneous fission of U, Th and ($\\alpha, n$) interactions in the rock is determined employing the actual rock composition. It has been demonstrated that the total flux is equivalent to a finite size cylindrical rock ($D=L=140$ cm) element. The energy integrated neutron flux thus obtained at the center of the underground tunnel is 2.76 (0.47) $\\times 10^{-6}\\rm~n ~cm^{-2}~s^{-1}$. The estimated neutron flux is of the same order ($\\sim10^{-6}\\rm~n ~cm^{-2}~s^{-1}$)~as measured in other underground laboratories.

  5. Development of new source diagnostic methods and variance reduction techniques for Monte Carlo eigenvalue problems with a focus on high dominance ratio problems

    Science.gov (United States)

    Wenner, Michael T.

    Obtaining the solution to the linear Boltzmann equation is often is often a daunting task. The time-independent form is an equation of six independent variables which cannot be solved analytically in all but some special problems. Instead, numerical approaches have been devised. This work focuses on improving Monte Carlo methods for its solution in eigenvalue form. First, a statistical method of stationarity detection called the KPSS test adapted as a Monte Carlo eigenvalue source convergence test. The KPSS test analyzes the source center of mass series which was chosen since it should be indicative of overall source behavior, and is physically easy to understand. A source center of mass plot alone serves as a good visual source convergence diagnostic. The KPSS test and three different information theoretic diagnostics were implemented into the well known KENOV.a code inside of the SCALE (version 5) code package from Oak Ridge National Laboratory and compared through analysis of a simple problem and several difficult source convergence benchmarks. Results showed that the KPSS test can add to the overall confidence by identifying more problematic simulations than without its usage. Not only this, the source center of mass information on hand visually aids in the understanding of the problem physics. The second major focus of this dissertation concerned variance reduction methodologies for Monte Carlo eigenvalue problems. The CADIS methodology, based on importance sampling, was adapted to the eigenvalue problems. It was shown that the straight adaption of importance sampling can provide a significant variance reduction in determination of keff (in cases studied up to 30%?). A modified version of this methodology was developed which utilizes independent deterministic importance simulations. In this new methodology, each particle is simulated multiple times, once to every other discretized source region utilizing the importance for that region only. Since each particle

  6. Moisture content prediction in poultry litter using artificial intelligence techniques and Monte Carlo simulation to determine the economic yield from energy use.

    Science.gov (United States)

    Rico-Contreras, José Octavio; Aguilar-Lasserre, Alberto Alfonso; Méndez-Contreras, Juan Manuel; López-Andrés, Jhony Josué; Cid-Chama, Gabriela

    2017-11-01

    The objective of this study is to determine the economic return of poultry litter combustion in boilers to produce bioenergy (thermal and electrical), as this biomass has a high-energy potential due to its component elements, using fuzzy logic to predict moisture and identify the high-impact variables. This is carried out using a proposed 7-stage methodology, which includes a statistical analysis of agricultural systems and practices to identify activities contributing to moisture in poultry litter (for example, broiler chicken management, number of air extractors, and avian population density), and thereby reduce moisture to increase the yield of the combustion process. Estimates of poultry litter production and heating value are made based on 4 different moisture content percentages (scenarios of 25%, 30%, 35%, and 40%), and then a risk analysis is proposed using the Monte Carlo simulation to select the best investment alternative and to estimate the environmental impact for greenhouse gas mitigation. The results show that dry poultry litter (25%) is slightly better for combustion, generating 3.20% more energy. Reducing moisture from 40% to 25% involves considerable economic investment due to the purchase of equipment to reduce moisture; thus, when calculating financial indicators, the 40% scenario is the most attractive, as it is the current scenario. Thus, this methodology proposes a technology approach based on the use of advanced tools to predict moisture and representation of the system (Monte Carlo simulation), where the variability and uncertainty of the system are accurately represented. Therefore, this methodology is considered generic for any bioenergy generation system and not just for the poultry sector, whether it uses combustion or another type of technology. Copyright © 2017 Elsevier Ltd. All rights reserved.

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

    Science.gov (United States)

    Anderson, Amos Gerald

    2010-06-01

    combination of Generalized Valence Bond wavefunctions, improved correlation functions, and stabilized weighting techniques for calculations run on graphics cards, represents a new way for using Quantum Monte Carlo to study arbitrarily sized molecules.

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

    Science.gov (United States)

    Elhatisari, Serdar; Lee, Dean

    2014-12-01

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

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

    CERN Document Server

    Elhatisari, Serdar

    2014-01-01

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

  10. Pore-scale uncertainty quantification with multilevel Monte Carlo

    KAUST Repository

    Icardi, Matteo

    2014-01-06

    Computational fluid dynamics (CFD) simulations of pore-scale transport processes in porous media have recently gained large popularity. However the geometrical details of the pore structures can be known only in a very low number of samples and the detailed flow computations can be carried out only on a limited number of cases. The explicit introduction of randomness in the geometry and in other setup parameters can be crucial for the optimization of pore-scale investigations for random homogenization. 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 of estimating quantities of interest within a prescribed accuracy constraint. Random samples of pore geometries with a hierarchy of geometrical complexities and grid refinements, are synthetically generated and used to propagate the uncertainties in the flow simulations and compute statistics of macro-scale effective parameters.

  11. Monte Carlo Criticality Methods and Analysis Capabilities in SCALE

    Energy Technology Data Exchange (ETDEWEB)

    Goluoglu, Sedat [ORNL; Petrie Jr, Lester M [ORNL; Dunn, Michael E [ORNL; Hollenbach, Daniel F [ORNL; Rearden, Bradley T [ORNL

    2011-01-01

    This paper describes the Monte Carlo codes KENO V.a and KENO-VI in SCALE that are primarily used to calculate multiplication factors and flux distributions of fissile systems. Both codes allow explicit geometric representation of the target systems and are used internationally for safety analyses involving fissile materials. KENO V.a has limiting geometric rules such as no intersections and no rotations. These limitations make KENO V.a execute very efficiently and run very fast. On the other hand, KENO-VI allows very complex geometric modeling. Both KENO codes can utilize either continuous-energy or multigroup cross-section data and have been thoroughly verified and validated with ENDF libraries through ENDF/B-VII.0, which has been first distributed with SCALE 6. Development of the Monte Carlo solution technique and solution methodology as applied in both KENO codes is explained in this paper. Available options and proper application of the options and techniques are also discussed. Finally, performance of the codes is demonstrated using published benchmark problems.

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

    Indian Academy of Sciences (India)

    Rajeeva L Karandikar

    2006-04-01

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

  13. 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.

  14. Bayesian phylogeny analysis via stochastic approximation Monte Carlo.

    Science.gov (United States)

    Cheon, Sooyoung; Liang, Faming

    2009-11-01

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

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

    Science.gov (United States)

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

    1992-12-01

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

  16. An Introduction to Multilevel Monte Carlo for Option Valuation

    CERN Document Server

    Higham, Desmond J

    2015-01-01

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

  17. MODELING LEACHING OF VIRUSES BY THE MONTE CARLO METHOD

    Science.gov (United States)

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

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

    NARCIS (Netherlands)

    MIKOSCH, T; WANG, QA

    1995-01-01

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

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

    NARCIS (Netherlands)

    MIKOSCH, T; WANG, QA

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

  20. Accelerating Monte Carlo Renderers by Ray Histogram Fusion

    Directory of Open Access Journals (Sweden)

    Mauricio Delbracio

    2015-03-01

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

  1. 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.

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

    CERN Document Server

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

    2010-01-01

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

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

    OpenAIRE

    Azadi, Sam; Cohen, R. E

    2015-01-01

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

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

    Science.gov (United States)

    Bacallado, Sergio; Diaconis, Persi; Holmes, Susan

    2015-07-01

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

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

    Science.gov (United States)

    Michel, Manon; Mayer, Johannes; Krauth, Werner

    2015-10-01

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

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

    CERN Document Server

    Delyon, François; Holzmann, Markus

    2016-01-01

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

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

    Science.gov (United States)

    Hassan, H. A.

    1999-01-01

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

  8. Monte Carlo Simulation of Optical Properties of Wake Bubbles

    Institute of Scientific and Technical Information of China (English)

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

    2007-01-01

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

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

    Science.gov (United States)

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

    2017-02-01

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

  10. Monte Carlo methods for light propagation in biological tissues

    OpenAIRE

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

    2016-01-01

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

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

    OpenAIRE

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

    2010-01-01

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

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

    Directory of Open Access Journals (Sweden)

    L SETTAOUTI

    2003-12-01

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

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

    Science.gov (United States)

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

    2014-11-01

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

  14. Application of Monte Carlo methods in tomotherapy and radiation biophysics

    Science.gov (United States)

    Hsiao, Ya-Yun

    Helical tomotherapy is an attractive treatment for cancer therapy because highly conformal dose distributions can be achieved while the on-board megavoltage CT provides simultaneous images for accurate patient positioning. The convolution/superposition (C/S) dose calculation methods typically used for Tomotherapy treatment planning may overestimate skin (superficial) doses by 3-13%. Although more accurate than C/S methods, Monte Carlo (MC) simulations are too slow for routine clinical treatment planning. However, the computational requirements of MC can be reduced by developing a source model for the parts of the accelerator that do not change from patient to patient. This source model then becomes the starting point for additional simulations of the penetration of radiation through patient. In the first section of this dissertation, a source model for a helical tomotherapy is constructed by condensing information from MC simulations into series of analytical formulas. The MC calculated percentage depth dose and beam profiles computed using the source model agree within 2% of measurements for a wide range of field sizes, which suggests that the proposed source model provides an adequate representation of the tomotherapy head for dose calculations. Monte Carlo methods are a versatile technique for simulating many physical, chemical and biological processes. In the second major of this thesis, a new methodology is developed to simulate of the induction of DNA damage by low-energy photons. First, the PENELOPE Monte Carlo radiation transport code is used to estimate the spectrum of initial electrons produced by photons. The initial spectrum of electrons are then combined with DNA damage yields for monoenergetic electrons from the fast Monte Carlo damage simulation (MCDS) developed earlier by Semenenko and Stewart (Purdue University). Single- and double-strand break yields predicted by the proposed methodology are in good agreement (1%) with the results of published

  15. PREFACE: First European Workshop on Monte Carlo Treatment Planning

    Science.gov (United States)

    Reynaert, Nick

    2007-07-01

    The "First European Workshop on Monte Carlo treatment planning", was an initiative of the European working group on Monte Carlo treatment planning (EWG-MCTP). It was organised at Ghent University (Belgium) on 22-25October 2006. The meeting was very successful and was attended by 150 participants. The impressive list of invited speakers and the scientific contributions (posters and oral presentations) have led to a very interesting program, that was well appreciated by all attendants. In addition, the presence of seven vendors of commercial MCTP software systems provided serious added value to the workshop. For each vendor, a representative has given a presentation in a dedicated session, explaining the current status of their system. It is clear that, for "traditional" radiotherapy applications (using photon or electron beams), Monte Carlo dose calculations have become the state of the art, and are being introduced into almost all commercial treatment planning systems. Invited lectures illustrated that scientific challenges are currently associated with 4D applications (e.g. respiratory motion) and the introduction of MC dose calculations in inverse planning. But it was striking that the Monte Carlo technique is also becoming very important in more novel treatment modalities such as BNCT, hadron therapy, stereotactic radiosurgery, Tomotherapy, etc. This emphasizes the continuous growing interest in MCTP. The people who attended the dosimetry session will certainly remember the high level discussion on the determination of correction factors for different ion chambers, used in small fields. The following proceedings will certainly confirm the high scientific level of the meeting. I would like to thank the members of the local organizing committee for all the hard work done before, during and after this meeting. The organisation of such an event is not a trivial task and it would not have been possible without the help of all my colleagues. I would also like to thank

  16. Non-Boltzmann Ensembles and Monte Carlo Simulations

    Science.gov (United States)

    Murthy, K. P. N.

    2016-10-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2014-11-11

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

  18. Monte Carlo Volcano Seismic Moment Tensors

    Science.gov (United States)

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

    2015-12-01

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

  19. Quantum Monte Carlo with directed loops.

    Science.gov (United States)

    Syljuåsen, Olav F; Sandvik, Anders W

    2002-10-01

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

  20. Monte Carlo simulation of large electron fields

    Science.gov (United States)

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

    2008-03-01

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

  1. Dosimetry applications in GATE Monte Carlo toolkit.

    Science.gov (United States)

    Papadimitroulas, Panagiotis

    2017-02-21

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

  2. Monte Carlo implementation of polarized hadronization

    Science.gov (United States)

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

    2017-01-01

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

  3. kmos: A lattice kinetic Monte Carlo framework

    Science.gov (United States)

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

    2014-07-01

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

  4. Perturbation Monte Carlo methods for tissue structure alterations.

    Science.gov (United States)

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

    2013-01-01

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

  5. A Survey on Multilevel Monte Carlo for European Options

    Directory of Open Access Journals (Sweden)

    Masoud Moharamnejad

    2016-03-01

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

  6. McSCIA: application of the equivalence theorem in a Monte Carlo radiative transfer model for spherical shell

    NARCIS (Netherlands)

    Spada, F.M.; Krol, M.C.|info:eu-repo/dai/nl/078760410; Stammes, P.

    2006-01-01

    A new multiple-scattering Monte Carlo 3-D radiative transfer model named McSCIA (Monte Carlo for SCIAmachy) is presented. The backward technique is used to efficiently simulate narrow field of view instruments. The McSCIA algorithm has been formulated as a function of the Earth’s radius, and can

  7. McSCIA: application of the equivalence theorem in a Monte Carlo radiative transfer model for spherical shell atmospheres

    NARCIS (Netherlands)

    Spada, F.; Krol, M.C.; Stammes, P.

    2006-01-01

    A new multiple-scatteringMonte Carlo 3-D radiative transfer model named McSCIA (Monte Carlo for SCIA-machy) is presented. The backward technique is used to efficiently simulate narrow field of view instruments. The McSCIA algorithm has been formulated as a function of the Earth's radius, and can

  8. Characteristics of miniature electronic brachytherapy x-ray sources based on TG-43U1 formalism using Monte Carlo simulation techniques

    Energy Technology Data Exchange (ETDEWEB)

    Safigholi, Habib; Faghihi, Reza; Jashni, Somaye Karimi; Meigooni, Ali S. [Faculty of Engineering, Science and Research Branch, Islamic Azad University, Fars, 73481-13111, Persepolis (Iran, Islamic Republic of); Department of Nuclear Engineering and Radiation Research Center, Shiraz University, 71936-16548, Shiraz (Iran, Islamic Republic of); Shiraz University of Medical Sciences, 71348-14336, Shiraz (Iran, Islamic Republic of); Department of Radiation therapy, Comprehensive Cancer Center of Nevada, 3730 South Eastern Avenue, Las Vegas, Nevada 89169 (United States)

    2012-04-15

    Purpose: The goal of this study is to determine a method for Monte Carlo (MC) characterization of the miniature electronic brachytherapy x-ray sources (MEBXS) and to set dosimetric parameters according to TG-43U1 formalism. TG-43U1 parameters were used to get optimal designs of MEBXS. Parameters that affect the dose distribution such as anode shapes, target thickness, target angles, and electron beam source characteristics were evaluated. Optimized MEBXS designs were obtained and used to determine radial dose functions and 2D anisotropy functions in the electron energy range of 25-80 keV. Methods: Tungsten anode material was considered in two different geometries, hemispherical and conical-hemisphere. These configurations were analyzed by the 4C MC code with several different optimization techniques. The first optimization compared target thickness layers versus electron energy. These optimized thicknesses were compared with published results by Ihsan et al.[Nucl. Instrum. Methods Phys. Res. B 264, 371-377 (2007)]. The second optimization evaluated electron source characteristics by changing the cathode shapes and electron energies. Electron sources studied included; (1) point sources, (2) uniform cylinders, and (3) nonuniform cylindrical shell geometries. The third optimization was used to assess the apex angle of the conical-hemisphere target. The goal of these optimizations was to produce 2D-dose anisotropy functions closer to unity. An overall optimized MEBXS was developed from this analysis. The results obtained from this model were compared to known characteristics of HDR {sup 125}I, LDR {sup 103}Pd, and Xoft Axxent electronic brachytherapy source (XAEBS) [Med. Phys. 33, 4020-4032 (2006)]. Results: The optimized anode thicknesses as a function of electron energy is fitted by the linear equation Y ({mu}m) = 0.0459X (keV)-0.7342. The optimized electron source geometry is obtained for a disk-shaped parallel beam (uniform cylinder) with 0.9 mm radius. The TG-43

  9. Quantum Monte Carlo of ThO2

    Science.gov (United States)

    Hu, Shuming; Mitas, Lubos

    2012-02-01

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

  10. On the time scale associated with Monte Carlo simulations.

    Science.gov (United States)

    Bal, Kristof M; Neyts, Erik C

    2014-11-28

    Uniform-acceptance force-bias Monte Carlo (fbMC) methods have been shown to be a powerful technique to access longer timescales in atomistic simulations allowing, for example, phase transitions and growth. Recently, a new fbMC method, the time-stamped force-bias Monte Carlo (tfMC) method, was derived with inclusion of an estimated effective timescale; this timescale, however, does not seem able to explain some of the successes the method. In this contribution, we therefore explicitly quantify the effective timescale tfMC is able to access for a variety of systems, namely a simple single-particle, one-dimensional model system, the Lennard-Jones liquid, an adatom on the Cu(100) surface, a silicon crystal with point defects and a highly defected graphene sheet, in order to gain new insights into the mechanisms by which tfMC operates. It is found that considerable boosts, up to three orders of magnitude compared to molecular dynamics, can be achieved for solid state systems by lowering of the apparent activation barrier of occurring processes, while not requiring any system-specific input or modifications of the method. We furthermore address the pitfalls of using the method as a replacement or complement of molecular dynamics simulations, its ability to explicitly describe correct dynamics and reaction mechanisms, and the association of timescales to MC simulations in general.

  11. On the time scale associated with Monte Carlo simulations

    Energy Technology Data Exchange (ETDEWEB)

    Bal, Kristof M., E-mail: kristof.bal@uantwerpen.be; Neyts, Erik C. [Department of Chemistry, University of Antwerp, Research Group PLASMANT, Universiteitsplein 1, 2610 Wilrijk, Antwerp (Belgium)

    2014-11-28

    Uniform-acceptance force-bias Monte Carlo (fbMC) methods have been shown to be a powerful technique to access longer timescales in atomistic simulations allowing, for example, phase transitions and growth. Recently, a new fbMC method, the time-stamped force-bias Monte Carlo (tfMC) method, was derived with inclusion of an estimated effective timescale; this timescale, however, does not seem able to explain some of the successes the method. In this contribution, we therefore explicitly quantify the effective timescale tfMC is able to access for a variety of systems, namely a simple single-particle, one-dimensional model system, the Lennard-Jones liquid, an adatom on the Cu(100) surface, a silicon crystal with point defects and a highly defected graphene sheet, in order to gain new insights into the mechanisms by which tfMC operates. It is found that considerable boosts, up to three orders of magnitude compared to molecular dynamics, can be achieved for solid state systems by lowering of the apparent activation barrier of occurring processes, while not requiring any system-specific input or modifications of the method. We furthermore address the pitfalls of using the method as a replacement or complement of molecular dynamics simulations, its ability to explicitly describe correct dynamics and reaction mechanisms, and the association of timescales to MC simulations in general.

  12. Monte Carlo simulation for simultaneous particle coagulation and deposition

    Institute of Scientific and Technical Information of China (English)

    ZHAO; Haibo; ZHENG; Chuguang

    2006-01-01

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

  13. 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

  14. A Monte Carlo Method for Calculating Initiation Probability

    Energy Technology Data Exchange (ETDEWEB)

    Greenman, G M; Procassini, R J; Clouse, C J

    2007-03-05

    A Monte Carlo method for calculating the probability of initiating a self-sustaining neutron chain reaction has been developed. In contrast to deterministic codes which solve a non-linear, adjoint form of the Boltzmann equation to calculate initiation probability, this new method solves the forward (standard) form of the equation using a modified source calculation technique. Results from this new method are compared with results obtained from several deterministic codes for a suite of historical test problems. The level of agreement between these code predictions is quite good, considering the use of different numerical techniques and nuclear data. A set of modifications to the historical test problems has also been developed which reduces the impact of neutron source ambiguities on the calculated probabilities.

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

    DEFF Research Database (Denmark)

    Kamran, Faisal; Andersen, Peter E.

    2015-01-01

    Oblique incidence reflectometry has developed into an effective, noncontact, and noninvasive measurement technology for the quantification of both the reduced scattering and absorption coefficients of a sample. The optical properties are deduced by analyzing only the shape of the reflectance...... profiles. This article presents a sensitivity analysis of the technique in turbid media. Monte Carlo simulations are used to investigate the technique and its potential to distinguish the small changes between different levels of scattering. We present various regions of the dynamic range of optical...... properties in which system demands vary to be able to detect subtle changes in the structure of the medium, translated as measured optical properties. Effects of variation in anisotropy are discussed and results presented. Finally, experimental data of milk products with different fat content are considered...

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

    OpenAIRE

    Iwamatsu, Masao; Okabe, Yutaka

    2000-01-01

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

  17. Finding organic vapors - a Monte Carlo approach

    Science.gov (United States)

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

    2010-05-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

    Aydemir, A.Y.

    1993-09-01

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

  19. Uma abordagem simplificada do método Monte Carlo Quântico: da solução de integrais ao problema da distribuição eletrônica A simplified approach to the Quantum Monte Carlo method: from the solution of integrals to the electronic distribution problem

    Directory of Open Access Journals (Sweden)

    Wagner Fernando Delfino Angelotti

    2008-01-01

    Full Text Available The paper presents an introductory and general discussion on the quantum Monte Carlo methods, some fundamental algorithms, concepts and applicability. In order to introduce the quantum Monte Carlo method, preliminary concepts associated with Monte Carlo techniques are discussed.

  20. New Product Development in an Emerging Economy: Analysing the Role of Supplier Involvement Practices by Using Bayesian Markov Chain Monte Carlo Technique

    Directory of Open Access Journals (Sweden)

    Kanagi Kanapathy

    2014-01-01

    Full Text Available The research question is whether the positive relationship found between supplier involvement practices and new product development performances in developed economies also holds in emerging economies. The role of supplier involvement practices in new product development performance is yet to be substantially investigated in the emerging economies (other than China. This premise was examined by distributing a survey instrument (Jayaram’s (2008 published survey instrument that has been utilised in developed economies to Malaysian manufacturing companies. To gauge the relationship between the supplier involvement practices and new product development (NPD project performance of 146 companies, structural equation modelling was adopted. Our findings prove that supplier involvement practices have a significant positive impact on NPD project performance in an emerging economy with respect to quality objectives, design objectives, cost objectives, and “time-to-market” objectives. Further analysis using the Bayesian Markov Chain Monte Carlo algorithm, yielding a more credible and feasible differentiation, confirmed these results (even in the case of an emerging economy and indicated that these practices have a 28% impact on variance of NPD project performance. This considerable effect implies that supplier involvement is a must have, although further research is needed to identify the contingencies for its practices.

  1. Analysis of hysteretic spin transition and size effect in 3D spin crossover compounds investigated by Monte Carlo Entropic sampling technique in the framework of the Ising-type model

    National Research Council Canada - National Science Library

    Chiruta, Daniel; Linares, J; Dahoo, Pierre-Richard; Dimian, Mihai

    2015-01-01

    .... In this contribution we solve the corresponding Hamiltonian for a three-dimensional SCO system taking into account short-range and long-range interaction using a biased Monte Carlo entropic sampling...

  2. An unbiased Hessian representation for Monte Carlo PDFs

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-08-15

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

  3. An Unbiased Hessian Representation for Monte Carlo PDFs

    CERN Document Server

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

    2015-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2004-12-21

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

  5. Markov Chain Monte Carlo Bayesian Learning for Neural Networks

    Science.gov (United States)

    Goodrich, Michael S.

    2011-01-01

    Conventional training methods for neural networks involve starting al a random location in the solution space of the network weights, navigating an error hyper surface to reach a minimum, and sometime stochastic based techniques (e.g., genetic algorithms) to avoid entrapment in a local minimum. It is further typically necessary to preprocess the data (e.g., normalization) to keep the training algorithm on course. Conversely, Bayesian based learning is an epistemological approach concerned with formally updating the plausibility of competing candidate hypotheses thereby obtaining a posterior distribution for the network weights conditioned on the available data and a prior distribution. In this paper, we developed a powerful methodology for estimating the full residual uncertainty in network weights and therefore network predictions by using a modified Jeffery's prior combined with a Metropolis Markov Chain Monte Carlo method.

  6. Monte Carlo simulations of landmine detection using neutron backscattering imaging

    Energy Technology Data Exchange (ETDEWEB)

    Datema, Cor P. E-mail: c.datema@iri.tudelft.nl; Bom, Victor R.; Eijk, Carel W.E. van

    2003-11-01

    Neutron backscattering is a technique that has successfully been applied to the detection of non-metallic landmines. Most of the effort in this field has concentrated on single detectors that are scanned across the soil. Here, two new approaches are presented in which a two-dimensional image of the hydrogen distribution in the soil is made. The first method uses an array of position-sensitive {sup 3}He-tubes that is placed in close proximity of the soil. The second method is based on coded aperture imaging. Here, thermal neutrons from the soil are projected onto a detector which is typically placed one to several meters above the soil. Both methods use a pulsed D/D neutron source. The Monte Carlo simulation package GEANT 4 was used to investigate the performance of both imaging systems.

  7. Optical monitoring of rheumatoid arthritis: Monte Carlo generated reconstruction kernels

    Science.gov (United States)

    Minet, O.; Beuthan, J.; Hielscher, A. H.; Zabarylo, U.

    2008-06-01

    Optical imaging in biomedicine is governed by the light absorption and scattering interaction on microscopic and macroscopic constituents in the medium. Therefore, light scattering characteristics of human tissue correlate with the stage of some diseases. In the near infrared range the scattering event with the coefficient approximately two orders of magnitude greater than absorption plays a dominant role. When measuring the optical parameters variations were discovered that correlate with the rheumatoid arthritis of a small joint. The potential of an experimental setup for transillumination the finger joint with a laser diode and the pattern of the stray light detection are demonstrated. The scattering caused by skin contains no useful information and it can be removed by a deconvolution technique to enhance the diagnostic value of this non-invasive optical method. Monte Carlo simulations ensure both the construction of the corresponding point spread function and both the theoretical verification of the stray light picture in rather complex geometry.

  8. Treatment planning in radiosurgery: parallel Monte Carlo simulation software

    Energy Technology Data Exchange (ETDEWEB)

    Scielzo, G. [Galliera Hospitals, Genova (Italy). Dept. of Hospital Physics; Grillo Ruggieri, F. [Galliera Hospitals, Genova (Italy) Dept. for Radiation Therapy; Modesti, M.; Felici, R. [Electronic Data System, Rome (Italy); Surridge, M. [University of South Hampton (United Kingdom). Parallel Apllication Centre

    1995-12-01

    The main objective of this research was to evaluate the possibility of direct Monte Carlo simulation for accurate dosimetry with short computation time. We made us of: graphics workstation, linear accelerator, water, PMMA and anthropomorphic phantoms, for validation purposes; ionometric, film and thermo-luminescent techniques, for dosimetry; treatment planning system for comparison. Benchmarking results suggest that short computing times can be obtained with use of the parallel version of EGS4 that was developed. Parallelism was obtained assigning simulation incident photons to separate processors, and the development of a parallel random number generator was necessary. Validation consisted in: phantom irradiation, comparison of predicted and measured values good agreement in PDD and dose profiles. Experiments on anthropomorphic phantoms (with inhomogeneities) were carried out, and these values are being compared with results obtained with the conventional treatment planning system.

  9. The ATLAS Fast Monte Carlo Production Chain Project

    CERN Document Server

    Jansky, Roland Wolfgang; The ATLAS collaboration

    2015-01-01

    During the last years ATLAS has successfully deployed a new integrated simulation framework (ISF) which allows a flexible mixture of full and fast detector simulation techniques within the processing of one event. The thereby achieved possible speed-up in detector simulation of up to a factor 100 makes subsequent digitization and reconstruction the dominant contributions to the Monte Carlo (MC) production CPU cost. The slowest components of both digitization and reconstruction are inside the Inner Detector due to the complex signal modeling needed in the emulation of the detector readout and in reconstruction due to the combinatorial nature of the problem to solve, respectively. Alternative fast approaches have been developed for these components: for the silicon based detectors a simpler geometrical clustering approach has been deployed replacing the charge drift emulation in the standard digitization modules, which achieves a very high accuracy in describing the standard output. For the Inner Detector track...

  10. New Monte Carlo method for the self-avoiding walk

    Science.gov (United States)

    Berretti, Alberto; Sokal, Alan D.

    1985-08-01

    We introduce a new Monte Carlo algorithm for the self-avoiding walk (SAW), and show that it is particularly efficient in the critical region (long chains). We also introduce new and more efficient statistical techniques. We employ these methods to extract numerical estimates for the critical parameters of the SAW on the square lattice. We find μ=2.63820 ± 0.00004 ± 0.00030 γ=1.352 ± 0.006 ± 0.025 νv=0.7590 ± 0.0062 ± 0.0042 where the first error bar represents systematic error due to corrections to scaling (subjective 95% confidence limits) and the second bar represents statistical error (classical 95% confidence limits). These results are based on SAWs of average length ≈ 166, using 340 hours CPU time on a CDC Cyber 170-730. We compare our results to previous work and indicate some directions for future research.

  11. Particle acceleration at shocks - A Monte Carlo method

    Science.gov (United States)

    Kirk, J. G.; Schneider, P.

    1987-01-01

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

  12. Finding Planet Nine: apsidal anti-alignment Monte Carlo results

    CERN Document Server

    Marcos, C de la Fuente

    2016-01-01

    The distribution of the orbital elements of the known extreme trans-Neptunian objects or ETNOs has been found to be statistically incompatible with that of an unperturbed asteroid population following heliocentric or, better, barycentric orbits. Such trends, if confirmed by future discoveries of ETNOs, strongly suggest that one or more massive perturbers could be located well beyond Pluto. Within the trans-Plutonian planets paradigm, the Planet Nine hypothesis has received much attention as a robust scenario to explain the observed clustering in physical space of the perihelia of seven ETNOs which also exhibit clustering in orbital pole position. Here, we revisit the subject of clustering in perihelia and poles of the known ETNOs using barycentric orbits, and study the visibility of the latest incarnation of the orbit of Planet Nine applying Monte Carlo techniques and focusing on the effects of the apsidal anti-alignment constraint. We provide visibility maps indicating the most likely location of this putati...

  13. Monte Carlo Modeling of Crystal Channeling at High Energies

    CERN Document Server

    Schoofs, Philippe; Cerutti, Francesco

    Charged particles entering a crystal close to some preferred direction can be trapped in the electromagnetic potential well existing between consecutive planes or strings of atoms. This channeling effect can be used to extract beam particles if the crystal is bent beforehand. Crystal channeling is becoming a reliable and efficient technique for collimating beams and removing halo particles. At CERN, the installation of silicon crystals in the LHC is under scrutiny by the UA9 collaboration with the goal of investigating if they are a viable option for the collimation system upgrade. This thesis describes a new Monte Carlo model of planar channeling which has been developed from scratch in order to be implemented in the FLUKA code simulating particle transport and interactions. Crystal channels are described through the concept of continuous potential taking into account thermal motion of the lattice atoms and using Moliere screening function. The energy of the particle transverse motion determines whether or n...

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

    NARCIS (Netherlands)

    Maucec, M.; Rigollet, C.

    2004-01-01

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

  15. Backscattered radiation into a transmission ionization chamber: measurement and Monte Carlo simulation.

    Science.gov (United States)

    Yoshizumi, Maíra T; Yoriyaz, Hélio; Caldas, Linda V E

    2010-01-01

    Backscattered radiation (BSR) from field-defining collimators can affect the response of a monitor chamber in X-radiation fields. This contribution must be considered since this kind of chamber is used to monitor the equipment response. In this work, the dependence of a transmission ionization chamber response on the aperture diameter of the collimators was studied experimentally and using a Monte Carlo (MC) technique. According to the results, the BSR increases the chamber response of over 4.0% in the case of a totally closed collimator and 50 kV energy beam, using both techniques. The results from Monte Carlo simulation confirm the validity of the simulated geometry.

  16. Use of Monte Carlo methods in environmental risk assessments at the INEL: Applications and issues

    Energy Technology Data Exchange (ETDEWEB)

    Harris, G.; Van Horn, R.

    1996-06-01

    The EPA is increasingly considering the use of probabilistic risk assessment techniques as an alternative or refinement of the current point estimate of risk. This report provides an overview of the probabilistic technique called Monte Carlo Analysis. Advantages and disadvantages of implementing a Monte Carlo analysis over a point estimate analysis for environmental risk assessment are discussed. The general methodology is provided along with an example of its implementation. A phased approach to risk analysis that allows iterative refinement of the risk estimates is recommended for use at the INEL.

  17. Dosimetry of a cone beam CT device for oral and maxillofacial radiology using Monte Carlo techniques and ICRP adult reference computational phantoms.

    Science.gov (United States)

    Morant, J J; Salvadó, M; Hernández-Girón, I; Casanovas, R; Ortega, R; Calzado, A

    2013-01-01

    The aim of this study was to calculate organ and effective doses for a range of available protocols in a particular cone beam CT (CBCT) scanner dedicated to dentistry and to derive effective dose conversion factors. Monte Carlo simulations were used to calculate organ and effective doses using the International Commission on Radiological Protection voxel adult male and female reference phantoms (AM and AF) in an i-CAT CBCT. Nine different fields of view (FOVs) were simulated considering full- and half-rotation modes, and also a high-resolution acquisition for a particular protocol. Dose-area product (DAP) was measured. Dose to organs varied for the different FOVs, usually being higher in the AF phantom. For 360°, effective doses were in the range of 25-66 μSv, and 46 μSv for full head. Higher contributions to the effective dose corresponded to the remainder (31%; 27-36 range), salivary glands (23%; 20-29%), thyroid (13%; 8-17%), red bone marrow (10%; 9-11%) and oesophagus (7%; 4-10%). The high-resolution protocol doubled the standard resolution doses. DAP values were between 181 mGy cm(2) and 556 mGy cm(2) for 360°. For 180° protocols, dose to organs, effective dose and DAP were approximately 40% lower. A conversion factor (DAP to effective dose) of 0.130 ± 0.006 μSv mGy(-1) cm(-2) was derived for all the protocols, excluding full head. A wide variation in dose to eye lens and thyroid was found when shifting the FOV in the AF phantom. Organ and effective doses varied according to field size, acquisition angle and positioning of the beam relative to radiosensitive organs. Good positive correlation between calculated effective dose and measured DAP was found.

  18. Amorphous silicon EPID calibration for dosimetric applications: comparison of a method based on Monte Carlo prediction of response with existing techniques

    Energy Technology Data Exchange (ETDEWEB)

    Parent, L [Joint Department of Physics, Institute of Cancer Research and Royal Marsden NHS Foundation Trust, Sutton (United Kingdom); Fielding, A L [School of Physical and Chemical Sciences, Queensland University of Technology, Brisbane (Australia); Dance, D R [Joint Department of Physics, Institute of Cancer Research and Royal Marsden NHS Foundation Trust, London (United Kingdom); Seco, J [Department of Radiation Oncology, Francis Burr Proton Therapy Center, Massachusetts General Hospital, Harvard Medical School, Boston (United States); Evans, P M [Joint Department of Physics, Institute of Cancer Research and Royal Marsden NHS Foundation Trust, Sutton (United Kingdom)

    2007-07-21

    For EPID dosimetry, the calibration should ensure that all pixels have a similar response to a given irradiation. A calibration method (MC), using an analytical fit of a Monte Carlo simulated flood field EPID image to correct for the flood field image pixel intensity shape, was proposed. It was compared with the standard flood field calibration (FF), with the use of a water slab placed in the beam to flatten the flood field (WS) and with a multiple field calibration where the EPID was irradiated with a fixed 10 x 10 field for 16 different positions (MF). The EPID was used in its normal configuration (clinical setup) and with an additional 3 mm copper slab (modified setup). Beam asymmetry measured with a diode array was taken into account in MC and WS methods. For both setups, the MC method provided pixel sensitivity values within 3% of those obtained with the MF and WS methods (mean difference <1%, standard deviation <2%). The difference of pixel sensitivity between MC and FF methods was up to 12.2% (clinical setup) and 11.8% (modified setup). MC calibration provided images of open fields (5 x 5 to 20 x 20 cm{sup 2}) and IMRT fields to within 3% of that obtained with WS and MF calibrations while differences with images calibrated with the FF method for fields larger than 10 x 10 cm{sup 2} were up to 8%. MC, WS and MF methods all provided a major improvement on the FF method. Advantages and drawbacks of each method were reviewed.

  19. Dosimetry of a cone beam CT device for oral and maxillofacial radiology using Monte Carlo techniques and ICRP adult reference computational phantoms

    Science.gov (United States)

    Morant, JJ; Salvadó, M; Hernández-Girón, I; Casanovas, R; Ortega, R; Calzado, A

    2013-01-01

    Objectives: The aim of this study was to calculate organ and effective doses for a range of available protocols in a particular cone beam CT (CBCT) scanner dedicated to dentistry and to derive effective dose conversion factors. Methods: Monte Carlo simulations were used to calculate organ and effective doses using the International Commission on Radiological Protection voxel adult male and female reference phantoms (AM and AF) in an i-CAT CBCT. Nine different fields of view (FOVs) were simulated considering full- and half-rotation modes, and also a high-resolution acquisition for a particular protocol. Dose–area product (DAP) was measured. Results: Dose to organs varied for the different FOVs, usually being higher in the AF phantom. For 360°, effective doses were in the range of 25–66 μSv, and 46 μSv for full head. Higher contributions to the effective dose corresponded to the remainder (31%; 27–36 range), salivary glands (23%; 20–29%), thyroid (13%; 8–17%), red bone marrow (10%; 9–11%) and oesophagus (7%; 4–10%). The high-resolution protocol doubled the standard resolution doses. DAP values were between 181 mGy cm2 and 556 mGy cm2 for 360°. For 180° protocols, dose to organs, effective dose and DAP were approximately 40% lower. A conversion factor (DAP to effective dose) of 0.130 ± 0.006 μSv mGy−1 cm−2 was derived for all the protocols, excluding full head. A wide variation in dose to eye lens and thyroid was found when shifting the FOV in the AF phantom. Conclusions: Organ and effective doses varied according to field size, acquisition angle and positioning of the beam relative to radiosensitive organs. Good positive correlation between calculated effective dose and measured DAP was found. PMID:22933532

  20. Properties of Reactive Oxygen Species by Quantum Monte Carlo

    CERN Document Server

    Zen, Andrea; Guidoni, Leonardo

    2014-01-01

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

  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. The Monte Carlo method in quantum field theory

    CERN Document Server

    Morningstar, C

    2007-01-01

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

  3. TAKING THE NEXT STEP WITH INTELLIGENT MONTE CARLO

    Energy Technology Data Exchange (ETDEWEB)

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

    2000-10-01

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

  4. 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.

  5. Monte Carlo tests of the ELIPGRID-PC algorithm

    Energy Technology Data Exchange (ETDEWEB)

    Davidson, J.R.

    1995-04-01

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

  6. Efficiency of Monte Carlo sampling in chaotic systems.

    Science.gov (United States)

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

    2014-11-01

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

  7. Sequential Monte Carlo on large binary sampling spaces

    CERN Document Server

    Schäfer, Christian

    2011-01-01

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

  8. Monte Carlo simulation of laser attenuation characteristics in fog

    Science.gov (United States)

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

    2011-06-01

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

  9. VARIATIONAL MONTE-CARLO APPROACH FOR ARTICULATED OBJECT TRACKING

    Directory of Open Access Journals (Sweden)

    Kartik Dwivedi

    2013-12-01

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

  10. Meaningful timescales from Monte Carlo simulations of molecular systems

    CERN Document Server

    Costa, Liborio I

    2016-01-01

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

  11. Monte Carlo Methods for Tempo Tracking and Rhythm Quantization

    CERN Document Server

    Cemgil, A T; 10.1613/jair.1121

    2011-01-01

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

  12. Introduction to the variational and diffusion Monte Carlo methods

    CERN Document Server

    Toulouse, Julien; Umrigar, C J

    2015-01-01

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

  13. 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 ...

  14. Applicability of Quasi-Monte Carlo for lattice systems

    CERN Document Server

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

    2013-01-01

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

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

    DEFF Research Database (Denmark)

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

    2012-01-01

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

  16. Computing Critical Values of Exact Tests by Incorporating Monte Carlo Simulations Combined with Statistical Tables.

    Science.gov (United States)

    Vexler, Albert; Kim, Young Min; Yu, Jihnhee; Lazar, Nicole A; Hutson, Aland

    2014-12-01

    Various exact tests for statistical inference are available for powerful and accurate decision rules provided that corresponding critical values are tabulated or evaluated via Monte Carlo methods. This article introduces a novel hybrid method for computing p-values of exact tests by combining Monte Carlo simulations and statistical tables generated a priori. To use the data from Monte Carlo generations and tabulated critical values jointly, we employ kernel density estimation within Bayesian-type procedures. The p-values are linked to the posterior means of quantiles. In this framework, we present relevant information from the Monte Carlo experiments via likelihood-type functions, whereas tabulated critical values are used to reflect prior distributions. The local maximum likelihood technique is employed to compute functional forms of prior distributions from statistical tables. Empirical likelihood functions are proposed to replace parametric likelihood functions within the structure of the posterior mean calculations to provide a Bayesian-type procedure with a distribution-free set of assumptions. We derive the asymptotic properties of the proposed nonparametric posterior means of quantiles process. Using the theoretical propositions, we calculate the minimum number of needed Monte Carlo resamples for desired level of accuracy on the basis of distances between actual data characteristics (e.g. sample sizes) and characteristics of data used to present corresponding critical values in a table. The proposed approach makes practical applications of exact tests simple and rapid. Implementations of the proposed technique are easily carried out via the recently developed STATA and R statistical packages.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2007-06-15

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

  18. A standard Event Class for Monte Carlo Generators

    Institute of Scientific and Technical Information of China (English)

    L.A.Gerren; M.Fischler

    2001-01-01

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

  19. Parallelization of Monte Carlo codes MVP/GMVP

    Energy Technology Data Exchange (ETDEWEB)

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

    1998-03-01

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

  20. Parton distribution functions in Monte Carlo factorisation scheme

    Science.gov (United States)

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

    2016-12-01

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

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

    Science.gov (United States)

    Sauerwine, Ben; Widom, Michael

    2011-12-01

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

  2. Quasi-Monte Carlo methods for the Heston model

    OpenAIRE

    Jan Baldeaux; Dale Roberts

    2012-01-01

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

  3. Modelling hadronic interactions in cosmic ray Monte Carlo generators

    Directory of Open Access Journals (Sweden)

    Pierog Tanguy

    2015-01-01

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

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

    Science.gov (United States)

    Spezi, Emiliano; Lewis, Geraint

    2008-01-01

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

  5. Applications of quantum Monte Carlo methods in condensed systems

    CERN Document Server

    Kolorenc, Jindrich

    2010-01-01

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

  6. Monte Carlo simulation of electron slowing down in indium

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-07-15

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

  7. Monte Carlo methods and models in finance and insurance

    CERN Document Server

    Korn, Ralf

    2010-01-01

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

  8. 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.

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

    Directory of Open Access Journals (Sweden)

    Çiğdem ALABAŞ

    2001-01-01

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

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

    Institute of Scientific and Technical Information of China (English)

    仲昕; 杨汝清; 周兵

    2003-01-01

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

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

    Science.gov (United States)

    Kalos, M. H.

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

  12. Cosmological Markov Chain Monte Carlo simulation with Cmbeasy

    CERN Document Server

    Müller, C M

    2004-01-01

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

  13. Monte Carlo analysis of radiative transport in oceanographic lidar measurements

    Energy Technology Data Exchange (ETDEWEB)

    Cupini, E.; Ferro, G. [ENEA, Divisione Fisica Applicata, Centro Ricerche Ezio Clementel, Bologna (Italy); Ferrari, N. [Bologna Univ., Bologna (Italy). Dipt. Ingegneria Energetica, Nucleare e del Controllo Ambientale

    2001-07-01

    The analysis of oceanographic lidar systems measurements is often carried out with semi-empirical methods, since there is only a rough understanding of the effects of many environmental variables. The development of techniques for interpreting the accuracy of lidar measurements is needed to evaluate the effects of various environmental situations, as well as of different experimental geometric configurations and boundary conditions. A Monte Carlo simulation model represents a tool that is particularly well suited for answering these important questions. The PREMAR-2F Monte Carlo code has been developed taking into account the main molecular and non-molecular components of the marine environment. The laser radiation interaction processes of diffusion, re-emission, refraction and absorption are treated. In particular are considered: the Rayleigh elastic scattering, produced by atoms and molecules with small dimensions with respect to the laser emission wavelength (i.e. water molecules), the Mie elastic scattering, arising from atoms or molecules with dimensions comparable to the laser wavelength (hydrosols), the Raman inelastic scattering, typical of water, the absorption of water, inorganic (sediments) and organic (phytoplankton and CDOM) hydrosols, the fluorescence re-emission of chlorophyll and yellow substances. PREMAR-2F is an extension of a code for the simulation of the radiative transport in atmospheric environments (PREMAR-2). The approach followed in PREMAR-2 was to combine conventional Monte Carlo techniques with analytical estimates of the probability of the receiver to have a contribution from photons coming back after an interaction in the field of view of the lidar fluorosensor collecting apparatus. This offers an effective mean for modelling a lidar system with realistic geometric constraints. The retrieved semianalytic Monte Carlo radiative transfer model has been developed in the frame of the Italian Research Program for Antarctica (PNRA) and it is

  14. GATE Monte Carlo simulation in a cloud computing environment

    Science.gov (United States)

    Rowedder, Blake Austin

    The GEANT4-based GATE is a unique and powerful Monte Carlo (MC) platform, which provides a single code library allowing the simulation of specific medical physics applications, e.g. PET, SPECT, CT, radiotherapy, and hadron therapy. However, this rigorous yet flexible platform is used only sparingly in the clinic due to its lengthy calculation time. By accessing the powerful computational resources of a cloud computing environment, GATE's runtime can be significantly reduced to clinically feasible levels without the sizable investment of a local high performance cluster. This study investigated a reliable and efficient execution of GATE MC simulations using a commercial cloud computing services. Amazon's Elastic Compute Cloud was used to launch several nodes equipped with GATE. Job data was initially broken up on the local computer, then uploaded to the worker nodes on the cloud. The results were automatically downloaded and aggregated on the local computer for display and analysis. Five simulations were repeated for every cluster size between 1 and 20 nodes. Ultimately, increasing cluster size resulted in a decrease in calculation time that could be expressed with an inverse power model. Comparing the benchmark results to the published values and error margins indicated that the simulation results were not affected by the cluster size and thus that integrity of a calculation is preserved in a cloud computing environment. The runtime of a 53 minute long simulation was decreased to 3.11 minutes when run on a 20-node cluster. The ability to improve the speed of simulation suggests that fast MC simulations are viable for imaging and radiotherapy applications. With high power computing continuing to lower in price and accessibility, implementing Monte Carlo techniques with cloud computing for clinical applications will continue to become more attractive.

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

    Energy Technology Data Exchange (ETDEWEB)

    Morillon, B.

    1996-12-31

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

  16. Application of Photon Transport Monte Carlo Module with GPU-based Parallel System

    Energy Technology Data Exchange (ETDEWEB)

    Park, Chang Je [Sejong University, Seoul (Korea, Republic of); Shon, Heejeong [Golden Eng. Co. LTD, Seoul (Korea, Republic of); Lee, Donghak [CoCo Link Inc., Seoul (Korea, Republic of)

    2015-05-15

    In general, it takes lots of computing time to get reliable results in Monte Carlo simulations especially in deep penetration problems with a thick shielding medium. To mitigate such a weakness of Monte Carlo methods, lots of variance reduction algorithms are proposed including geometry splitting and Russian roulette, weight windows, exponential transform, and forced collision, etc. Simultaneously, advanced computing hardware systems such as GPU(Graphics Processing Units)-based parallel machines are used to get a better performance of the Monte Carlo simulation. The GPU is much easier to access and to manage when comparing a CPU cluster system. It also becomes less expensive these days due to enhanced computer technology. There, lots of engineering areas adapt GPU-bases massive parallel computation technique. based photon transport Monte Carlo method. It provides almost 30 times speedup without any optimization and it is expected almost 200 times with fully supported GPU system. It is expected that GPU system with advanced parallelization algorithm will contribute successfully for development of the Monte Carlo module which requires quick and accurate simulations.

  17. 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.)

  18. Penalized Splines for Smooth Representation of High-dimensional Monte Carlo Datasets

    CERN Document Server

    Whitehorn, Nathan; Lafebre, Sven

    2013-01-01

    Detector response to a high-energy physics process is often estimated by Monte Carlo simulation. For purposes of data analysis, the results of this simulation are typically stored in large multi-dimensional histograms, which can quickly become both too large to easily store and manipulate and numerically problematic due to unfilled bins or interpolation artifacts. We describe here an application of the penalized spline technique to efficiently compute B-spline representations of such tables and discuss aspects of the resulting B-spline fits that simplify many common tasks in handling tabulated Monte Carlo data in high-energy physics analysis, in particular their use in maximum-likelihood fitting.

  19. A Monte Carlo Synthetic-Acceleration Method for Solving the Thermal Radiation Diffusion Equation

    Energy Technology Data Exchange (ETDEWEB)

    Evans, Thomas M [ORNL; Mosher, Scott W [ORNL; Slattery, Stuart [University of Wisconsin, Madison

    2014-01-01

    We present a novel synthetic-acceleration based Monte Carlo method for solving the equilibrium thermal radiation diusion equation in three dimensions. The algorithm performance is compared against traditional solution techniques using a Marshak benchmark problem and a more complex multiple material problem. Our results show that not only can our Monte Carlo method be an eective solver for sparse matrix systems, but also that it performs competitively with deterministic methods including preconditioned Conjugate Gradient while producing numerically identical results. We also discuss various aspects of preconditioning the method and its general applicability to broader classes of problems.

  20. A Monte Carlo synthetic-acceleration method for solving the thermal radiation diffusion equation

    Energy Technology Data Exchange (ETDEWEB)

    Evans, Thomas M., E-mail: evanstm@ornl.gov [Oak Ridge National Laboratory, 1 Bethel Valley Rd., Oak Ridge, TN 37831 (United States); Mosher, Scott W., E-mail: moshersw@ornl.gov [Oak Ridge National Laboratory, 1 Bethel Valley Rd., Oak Ridge, TN 37831 (United States); Slattery, Stuart R., E-mail: sslattery@wisc.edu [University of Wisconsin–Madison, 1500 Engineering Dr., Madison, WI 53716 (United States); Hamilton, Steven P., E-mail: hamiltonsp@ornl.gov [Oak Ridge National Laboratory, 1 Bethel Valley Rd., Oak Ridge, TN 37831 (United States)

    2014-02-01

    We present a novel synthetic-acceleration-based Monte Carlo method for solving the equilibrium thermal radiation diffusion equation in three spatial dimensions. The algorithm performance is compared against traditional solution techniques using a Marshak benchmark problem and a more complex multiple material problem. Our results show that our Monte Carlo method is an effective solver for sparse matrix systems. For solutions converged to the same tolerance, it performs competitively with deterministic methods including preconditioned conjugate gradient and GMRES. We also discuss various aspects of preconditioning the method and its general applicability to broader classes of problems.

  1. B-splines smoothed rejection sampling method and its applications in quasi-Monte Carlo integration

    Institute of Scientific and Technical Information of China (English)

    雷桂媛

    2002-01-01

    The rejection sampling method is one of the most popular methods used in Monte Carlo methods. It turns out that the standard rejection method is closely related to the problem of quasi-Monte Carlo integration of characteristic functions, whose accuracy may be lost due to the discontinuity of the characteristic functions. We proposed a B-splines smoothed rejection sampling method, which smoothed the characteristic function by B-splines smoothing technique without changing the integral quantity. Numerical experiments showed that the convergence rate of nearly O(N-1) is regained by using the B-splines smoothed rejection method in importance sampling.

  2. B-splines smoothed rejection sampling method and its applications in quasi-Monte Carlo integration

    Institute of Scientific and Technical Information of China (English)

    雷桂媛

    2002-01-01

    The rejection sampling method is one of the most popular methods used in Monte Carlo methods. It turns out that the standard rejection method is closely related to the problem of quasi-Monte Carlo integration of characteristic functions, whose accuracy may be lost due to the discontinuity of the characteristic functions. We proposed a B-splines smoothed rejection sampling method, which smoothed the characteristic function by B-splines smoothing technique without changing the integral quantity. Numerical experiments showed that the convergence rate of nearly O( N-1 ) is regained by using the B-splines smoothed rejection method in importance sampling.

  3. Determination of scatter fractions of some materials by experimental studies and Monte Carlo calculations

    CERN Document Server

    Meric, N; Bor, D

    1999-01-01

    Scatter fractions have been determined experimentally for lucite, polyethylene, polypropylene, aluminium and copper of varying thicknesses using a polyenergetic broad X-ray beam of 67 kVp. Simulation of the experiment has been carried out by the Monte Carlo technique under the same input conditions. Comparison of the measured and predicted data with each other and with the previously reported values has been given. The Monte Carlo calculations have also been carried out for water, bakelite and bone to examine the dependence of scatter fraction on the density of the scatterer.

  4. Calculation Aspects of the European Rebalanced Basket Option using Monte Carlo Methods: Valuation

    Directory of Open Access Journals (Sweden)

    CJ van der Merwe

    2012-06-01

    Full Text Available Extra premiums can be charged to a client to guarantee a minimum payout of a contract on a portfolio that gets rebalanced on a regular basis back to fixed proportions. The valuation of this premium can be changed to that of the pricing of a European put option with underlying rebalanced portfolio. This article finds the most efficient estimators for the value of this path-dependant multi-asset put option using different Monte Carlo methods. With the help of a refined method, computing time of the value decreased significantly. Furthermore, Variance Reduction Techniques and Quasi-Monte Carlo methods delivered more accurate and faster converging estimates as well.

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

    CERN Document Server

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

    2012-01-01

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

  6. Annealing evolutionary stochastic approximation Monte Carlo for global optimization

    KAUST Repository

    Liang, Faming

    2010-04-08

    In this paper, we propose a new algorithm, the so-called annealing evolutionary stochastic approximation Monte Carlo (AESAMC) algorithm as a general optimization technique, and study its convergence. AESAMC possesses a self-adjusting mechanism, whose target distribution can be adapted at each iteration according to the current samples. Thus, AESAMC falls into the class of adaptive Monte Carlo methods. This mechanism also makes AESAMC less trapped by local energy minima than nonadaptive MCMC algorithms. Under mild conditions, we show that AESAMC can converge weakly toward a neighboring set of global minima in the space of energy. AESAMC is tested on multiple optimization problems. The numerical results indicate that AESAMC can potentially outperform simulated annealing, the genetic algorithm, annealing stochastic approximation Monte Carlo, and some other metaheuristics in function optimization. © 2010 Springer Science+Business Media, LLC.

  7. Radiation Transport for Explosive Outflows: A Multigroup Hybrid Monte Carlo Method

    CERN Document Server

    Wollaeger, Ryan T; Graziani, Carlo; Couch, Sean M; Jordan, George C; Lamb, Donald Q; Moses, Gregory A

    2013-01-01

    We explore the application of Implicit Monte Carlo (IMC) and Discrete Diffusion Monte Carlo (DDMC) to radiation transport in strong fluid outflows with structured opacity. The IMC method of Fleck & Cummings is a stochastic computational technique for nonlinear radiation transport. IMC is partially implicit in time and may suffer in efficiency when tracking Monte Carlo particles through optically thick materials. The DDMC method of Densmore accelerates an IMC computation where the domain is diffusive. Recently, Abdikamalov extended IMC and DDMC to multigroup, velocity-dependent neutrino transport with the intent of modeling neutrino dynamics in core-collapse supernovae. Densmore has also formulated a multifrequency extension to the originally grey DDMC method. In this article we rigorously formulate IMC and DDMC over a high-velocity Lagrangian grid for possible application to photon transport in the post-explosion phase of Type Ia supernovae. The method described is suitable for a large variety of non-mono...

  8. Monte-Carlo fluid approaches to detached plasmas in non-axisymmetric divertor configurations

    Science.gov (United States)

    Feng, Y.; Frerichs, H.; Kobayashi, M.; Reiter, D.

    2017-03-01

    Fluid transport modeling in three-dimensional boundaries of toroidal confinement devices is reviewed with the emphasis on a Monte-Carlo approach to simulate detached plasmas. The loss of axisymmetry in such configurations presents a major challenge for numerical implementation of the standard fluid model widely applied to fusion experimental devices. A large-scale effort has been made to address this problem under complementary aspects including different magnetic topologies and numerical techniques. In this paper, we give a brief review of the different strategies pioneered and the challenges involved. A more detailed description is provided for the Monte-Carlo code—EMC3-Eirene, where the physics model and the basic idea behind the applied Monte-Carlo method are presented. The focus is put on its applications to detachment studies for stellarators and tokamaks. Here, major achievements and difficulties encountered are described. Model limitations and further development plans are discussed.

  9. MCNP-REN a Monte Carlo tool for neutron detector design

    CERN Document Server

    Abhold, M E

    2002-01-01

    The development of neutron detectors makes extensive use of the predictions of detector response through the use of Monte Carlo techniques in conjunction with the point reactor model. Unfortunately, the point reactor model fails to accurately predict detector response in common applications. For this reason, the general Monte Carlo code developed at Los Alamos National Laboratory, Monte Carlo N-Particle (MCNP), was modified to simulate the pulse streams that would be generated by a neutron detector and normally analyzed by a shift register. This modified code, MCNP-Random Exponentially Distributed Neutron Source (MCNP-REN), along with the Time Analysis Program, predicts neutron detector response without using the point reactor model, making it unnecessary for the user to decide whether or not the assumptions of the point model are met for their application. MCNP-REN is capable of simulating standard neutron coincidence counting as well as neutron multiplicity counting. Measurements of mixed oxide fresh fuel w...

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

    NARCIS (Netherlands)

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

    2007-01-01

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

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

    NARCIS (Netherlands)

    Baier, Hendrik; Winands, Mark H M

    2012-01-01

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

  12. Variational Monte Carlo calculations of few-body nuclei

    Energy Technology Data Exchange (ETDEWEB)

    Wiringa, R.B.

    1986-01-01

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

  13. 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.

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

    Science.gov (United States)

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

    2005-04-01

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

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

    CERN Document Server

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

    2010-01-01

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

  16. A separable shadow Hamiltonian hybrid Monte Carlo method.

    Science.gov (United States)

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

    2009-11-07

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

  17. Monte Carlo simulation of quantum statistical lattice models

    NARCIS (Netherlands)

    Raedt, Hans De; Lagendijk, Ad

    1985-01-01

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

  18. Distributed and Adaptive Darting Monte Carlo through Regenerations

    NARCIS (Netherlands)

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

    2013-01-01

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

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

    NARCIS (Netherlands)

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

    2017-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    1977-02-01

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

  1. Monte Carlo Simulation of Partially Confined Flexible Polymers

    NARCIS (Netherlands)

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

    2002-01-01

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

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

    NARCIS (Netherlands)

    Kootstra, G.; de Boer, B.

    2009-01-01

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

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

    Science.gov (United States)

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

    2014-10-14

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

  4. Monte Carlo simulation of magnetic nanostructured thin films

    Institute of Scientific and Technical Information of China (English)

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

    2004-01-01

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

  5. Multi-microcomputer system for Monte-Carlo calculations

    CERN Document Server

    Berg, B; Krasemann, H

    1981-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    1993-04-01

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

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

    DEFF Research Database (Denmark)

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

    2014-01-01

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

  8. Monte Carlo estimation of the conditional Rasch model

    NARCIS (Netherlands)

    Akkermans, Wies M.W.

    1994-01-01

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

  9. Monte Carlo estimation of the conditional Rasch model

    NARCIS (Netherlands)

    Akkermans, W.

    1998-01-01

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

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

    NARCIS (Netherlands)

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

    2013-01-01

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

  11. Quantum Monte Carlo simulation of topological phase transitions

    Science.gov (United States)

    Yamamoto, Arata; Kimura, Taro

    2016-12-01

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

  12. Calculating coherent pair production with Monte Carlo methods

    Energy Technology Data Exchange (ETDEWEB)

    Bottcher, C.; Strayer, M.R.

    1989-01-01

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

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

    NARCIS (Netherlands)

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

    1996-01-01

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

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

    NARCIS (Netherlands)

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

    2006-01-01

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

  15. Monte Carlo Simulation Optimizing Design of Grid Ionization Chamber

    Institute of Scientific and Technical Information of China (English)

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

    2013-01-01

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

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

    DEFF Research Database (Denmark)

    Nishijima, Kazuyoshi; Anders, Annett

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

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

    Science.gov (United States)

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

    2004-01-01

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

  18. Bayesian Monte Carlo Method for Nuclear Data Evaluation

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-01-15

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

  19. Auxiliary-field quantum Monte Carlo methods in nuclei

    CERN Document Server

    Alhassid, Y

    2016-01-01

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

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

    Science.gov (United States)

    Sigal, Matthew J.; Chalmers, R. Philip

    2016-01-01

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