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.

Development of Monte Carlo decay gamma-ray transport calculation system

Energy Technology Data Exchange (ETDEWEB)

Sato, Satoshi [Japan Atomic Energy Research Inst., Naka, Ibaraki (Japan). Naka Fusion Research Establishment; Kawasaki, Nobuo [Fujitsu Ltd., Tokyo (Japan); Kume, Etsuo [Japan Atomic Energy Research Inst., Center for Promotion of Computational Science and Engineering, Tokai, Ibaraki (Japan)

2001-06-01

In the DT fusion reactor, it is critical concern to evaluate the decay gamma-ray biological dose rates after the reactor shutdown exactly. In order to evaluate the decay gamma-ray biological dose rates exactly, three dimensional Monte Carlo decay gamma-ray transport calculation system have been developed by connecting the three dimensional Monte Carlo particle transport calculation code and the induced activity calculation code. The developed calculation system consists of the following four functions. (1) The operational neutron flux distribution is calculated by the three dimensional Monte Carlo particle transport calculation code. (2) The induced activities are calculated by the induced activity calculation code. (3) The decay gamma-ray source distribution is obtained from the induced activities. (4) The decay gamma-rays are generated by using the decay gamma-ray source distribution, and the decay gamma-ray transport calculation is conducted by the three dimensional Monte Carlo particle transport calculation code. In order to reduce the calculation time drastically, a biasing system for the decay gamma-ray source distribution has been developed, and the function is also included in the present system. In this paper, the outline and the detail of the system, and the execution example are reported. The evaluation for the effect of the biasing system is also reported. (author)

A Monte Carlo reflectance model for soil surfaces with three-dimensional structure

Science.gov (United States)

Cooper, K. D.; Smith, J. A.

1985-01-01

A Monte Carlo soil reflectance model has been developed to study the effect of macroscopic surface irregularities larger than the wavelength of incident flux. The model treats incoherent multiple scattering from Lambertian facets distributed on a periodic surface. Resulting bidirectional reflectance distribution functions are non-Lambertian and compare well with experimental trends reported in the literature. Examples showing the coupling of the Monte Carlo soil model to an adding bidirectional canopy of reflectance model are also given.

Monte Carlo alpha calculation

Energy Technology Data Exchange (ETDEWEB)

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

1985-01-01

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

Monte Carlo investigation of the one-dimensional Potts model

International Nuclear Information System (INIS)

Karma, A.S.; Nolan, M.J.

1983-01-01

Monte Carlo results are presented for a variety of one-dimensional dynamical q-state Potts models. Our calculations confirm the expected universal value z = 2 for the dynamic scaling exponent. Our results also indicate that an increase in q at fixed correlation length drives the dynamics into the scaling regime

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

Science.gov (United States)

2017-12-07

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

Resistance scaling function for two-dimensional superconductors and Monte Carlo vortex-fluctuation simulations

International Nuclear Information System (INIS)

Minnhagen, P.; Weber, H.

1985-01-01

A Monte Carlo simulation of the Ginsburg-Landau Coulomb-gas model for vortex fluctuations is described and compared to the measured resistance scaling function for two-dimensional superconductors. This constitutes a new, more direct way of confirming the vortex-fluctuation explanation for the resistive tail of high-sheet-resistance superconducting films. The Monte Carlo data obtained indicate a striking accordance between theory and experiments

Development and application of the automated Monte Carlo biasing procedure in SAS4

International Nuclear Information System (INIS)

Tang, J.S.; Broadhead, B.L.

1995-01-01

An automated approach for biasing Monte Carlo shielding calculations is described. In particular, adjoint fluxes from a one-dimensional discrete-ordinates calculation are used to generate biasing parameters for a three-dimensional Monte Carlo calculation. The automated procedure consisting of cross-section processing, adjoint flux determination, biasing parameter generation, and the initiation of a MORSE-SGC/S Monte Carlo calculation has been implemented in the SAS4 module of the SCALE computer code system. (author)

A Monte Carlo study of the two-dimensional melting mechanism

NARCIS (Netherlands)

Allen, M.P.; Frenkel, D.; Gignac, W.; Mctaque, J.P.

1983-01-01

We report here a Monte Carlo study of the thermodynamic and structural properties of a two-dimensional system of 2500 particles interacting by a repulsive inverse sixth power potential. Particular effort was made in the melting region, both to identify the defect structures and to ascertain the

Monte Carlo codes and Monte Carlo simulator program

International Nuclear Information System (INIS)

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

1990-03-01

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

Tripoli-4, a three-dimensional poly-kinetic particle transport Monte-Carlo code

International Nuclear Information System (INIS)

Both, J.P.; Lee, Y.K.; Mazzolo, A.; Peneliau, Y.; Petit, O.; Roesslinger, B.; Soldevila, M.

2003-01-01

In this updated of the Monte-Carlo transport code Tripoli-4, we list and describe its current main features. The code computes coupled neutron-photon propagation as well as the electron-photon cascade shower. While providing the user with common biasing techniques, it also implements an automatic weighting scheme. Tripoli-4 enables the user to compute the following physical quantities: a flux, a multiplication factor, a current, a reaction rate, a dose equivalent rate as well as deposit of energy and recoil energies. For each interesting physical quantity, a Monte-Carlo simulation offers different types of estimators. Tripoli-4 has support for execution in parallel mode. Special features and applications are also presented

Tripoli-4, a three-dimensional poly-kinetic particle transport Monte-Carlo code

Energy Technology Data Exchange (ETDEWEB)

Both, J P; Lee, Y K; Mazzolo, A; Peneliau, Y; Petit, O; Roesslinger, B; Soldevila, M [CEA Saclay, Dir. de l' Energie Nucleaire (DEN/DM2S/SERMA/LEPP), 91 - Gif sur Yvette (France)

2003-07-01

In this updated of the Monte-Carlo transport code Tripoli-4, we list and describe its current main features. The code computes coupled neutron-photon propagation as well as the electron-photon cascade shower. While providing the user with common biasing techniques, it also implements an automatic weighting scheme. Tripoli-4 enables the user to compute the following physical quantities: a flux, a multiplication factor, a current, a reaction rate, a dose equivalent rate as well as deposit of energy and recoil energies. For each interesting physical quantity, a Monte-Carlo simulation offers different types of estimators. Tripoli-4 has support for execution in parallel mode. Special features and applications are also presented.

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

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...

Monte Carlo studies of two-dimensional random-anisotropy magnets

Science.gov (United States)

Denholm, D. R.; Sluckin, T. J.

1993-07-01

We have carried out a systematic set of Monte Carlo simulations of the Harris-Plischke-Zuckermann lattice model of random magnetic anisotropy on a two-dimensional square lattice, using the classical Metropolis algorithm. We have considered varying temperature T, external magnetic field H (both in the reproducible and irreproducible limits), time scale of the simulation τ in Monte Carlo steps and anisotropy ratio D/J. In the absence of randomness this model reduces to the XY model in two dimensions, which possesses the familiar Kosterlitz-Thouless low-temperature phase with algebraic but no long-range order. In the presence of random anisotropy we find evidence of a low-temperature phase with some disordered features, which might be identified with a spin-glass phase. The low-temperature Kosterlitz-Thouless phase survives at intermediate temperatures for low randomness, but is no longer present for large D/J. We have also studied the high-H approach to perfect order, for which there are theoretical predictions due to Chudnovsky.

Monte Carlo and Quasi-Monte Carlo Sampling

CERN Document Server

Lemieux, Christiane

2009-01-01

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

CORPORATE VALUATION USING TWO-DIMENSIONAL MONTE CARLO SIMULATION

Directory of Open Access Journals (Sweden)

Toth Reka

2010-12-01

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

Development of three-dimensional program based on Monte Carlo and discrete ordinates bidirectional coupling method

International Nuclear Information System (INIS)

Han Jingru; Chen Yixue; Yuan Longjun

2013-01-01

The Monte Carlo (MC) and discrete ordinates (SN) are the commonly used methods in the design of radiation shielding. Monte Carlo method is able to treat the geometry exactly, but time-consuming in dealing with the deep penetration problem. The discrete ordinate method has great computational efficiency, but it is quite costly in computer memory and it suffers from ray effect. Single discrete ordinates method or single Monte Carlo method has limitation in shielding calculation for large complex nuclear facilities. In order to solve the problem, the Monte Carlo and discrete ordinates bidirectional coupling method is developed. The bidirectional coupling method is implemented in the interface program to transfer the particle probability distribution of MC and angular flux of discrete ordinates. The coupling method combines the advantages of MC and SN. The test problems of cartesian and cylindrical coordinate have been calculated by the coupling methods. The calculation results are performed with comparison to MCNP and TORT and satisfactory agreements are obtained. The correctness of the program is proved. (authors)

Quantum statistical Monte Carlo methods and applications to spin systems

International Nuclear Information System (INIS)

Suzuki, M.

1986-01-01

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

Levy-Lieb-Based Monte Carlo Study of the Dimensionality Behaviour of the Electronic Kinetic Functional

Directory of Open Access Journals (Sweden)

Seshaditya A.

2017-06-01

Full Text Available We consider a gas of interacting electrons in the limit of nearly uniform density and treat the one dimensional (1D, two dimensional (2D and three dimensional (3D cases. We focus on the determination of the correlation part of the kinetic functional by employing a Monte Carlo sampling technique of electrons in space based on an analytic derivation via the Levy-Lieb constrained search principle. Of particular interest is the question of the behaviour of the functional as one passes from 1D to 3D; according to the basic principles of Density Functional Theory (DFT the form of the universal functional should be independent of the dimensionality. However, in practice the straightforward use of current approximate functionals in different dimensions is problematic. Here, we show that going from the 3D to the 2D case the functional form is consistent (concave function but in 1D becomes convex; such a drastic difference is peculiar of 1D electron systems as it is for other quantities. Given the interesting behaviour of the functional, this study represents a basic first-principle approach to the problem and suggests further investigations using highly accurate (though expensive many-electron computational techniques, such as Quantum Monte Carlo.

Bayesian Optimal Experimental Design Using Multilevel Monte Carlo

KAUST Repository

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

2015-01-01

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

Bayesian Optimal Experimental Design Using Multilevel Monte Carlo

KAUST Repository

Ben Issaid, Chaouki

2015-01-07

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

Importance estimation in Monte Carlo modelling of neutron and photon transport

International Nuclear Information System (INIS)

Mickael, M.W.

1992-01-01

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

Monte Carlo study of the three-dimensional spatially anisotropic Ising superantiferromagnet in the presence of a magnetic field

Energy Technology Data Exchange (ETDEWEB)

Salmon, Octavio D.R., E-mail: octaviors@gmail.com [Departamento de Física, Universidade Federal do Amazonas, 3000, Japiim, 69077-000 Manaus-AM (Brazil); Neto, Minos A., E-mail: minosneto@pq.cnpq.br [Departamento de Física, Universidade Federal do Amazonas, 3000, Japiim, 69077-000 Manaus-AM (Brazil); Viana, J. Roberto, E-mail: vianafisica@bol.com.br [Departamento de Física, Universidade Federal do Amazonas, 3000, Japiim, 69077-000 Manaus-AM (Brazil); Padilha, Igor T., E-mail: igorfis@ufam.edu.br [Departamento de Física, Universidade Federal do Amazonas, 3000, Japiim, 69077-000 Manaus-AM (Brazil); Sousa, J. Ricardo de, E-mail: jsousa@ufam.edu.br [Departamento de Física, Universidade Federal do Amazonas, 3000, Japiim, 69077-000 Manaus-AM (Brazil); National Institute of Science and Technology for Complex Systems, 3000, Japiim, 69077-000 Manaus-AM (Brazil)

2013-11-01

The phase transition of the three-dimensional spatially anisotropic Ising antiferromagnetic model in the presence of an uniform longitudinal magnetic field H is studied by using the traditional Monte Carlo (MC) simulation for sizes L=16, 32 and 64. The model consists of ferromagnetic interactions J{sub z}=λ{sub 2}J{sub x} in the x(z) direction and antiferromagnetic interactions J{sub y}=λ{sub 1}J{sub x} in the y direction (Ising superantiferromagnetic). For the particular case λ{sub 1}=λ{sub 2}=1 we obtain the phase diagram in the T–H plane. Was observed first- and second-order transitions in the low and high temperature limits, respectively, with the presence of a tricritical point.

The three-dimensional Monte-Carlo code TRIPOLI-02

International Nuclear Information System (INIS)

Baur, A.; Bourdet, L.; Dejonghe, G.; Gonnord, J.; Monnier, A.; Nimal, J.C.; Vergnaud, T.

1980-04-01

TRIPOLI-2 solves the transport equation for neutrons or gamma rays in tridimensional geometrical configurations. TRIPOLI uses the Monte Carlo method. This method allows to treat exactly the geometrical configurations, the energy losses and the scattering laws. TRIPOLI 2 allows to treat the following problems: gamma transport problems, neutrons transport problems with fixed source (the problems can be time dependent or not), critical problems without fixed source and research of multiplication factor due to fissions, subcritical problems with fixed source and with multiplication by fission. These problems can be separate in two types. First type: shielding problems essentially with deep penetration and streaming through voids. Biasing technics are used to reduce the computing time. Second type: core problems for cell calculations or for small core calculations. In this case, it is necessary to have a fine representation of the cross sections. The thermalization is also treated exactly [fr

Sampling from a polytope and hard-disk Monte Carlo

International Nuclear Information System (INIS)

Kapfer, Sebastian C; Krauth, Werner

2013-01-01

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

Monte Carlo numerical study of lattice field theories

International Nuclear Information System (INIS)

Gan Cheekwan; Kim Seyong; Ohta, Shigemi

1997-01-01

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

A recursive Monte Carlo method for estimating importance functions in deep penetration problems

International Nuclear Information System (INIS)

Goldstein, M.

1980-04-01

A pratical recursive Monte Carlo method for estimating the importance function distribution, aimed at importance sampling for the solution of deep penetration problems in three-dimensional systems, was developed. The efficiency of the recursive method was investigated for sample problems including one- and two-dimensional, monoenergetic and and multigroup problems, as well as for a practical deep-penetration problem with streaming. The results of the recursive Monte Carlo calculations agree fairly well with Ssub(n) results. It is concluded that the recursive Monte Carlo method promises to become a universal method for estimating the importance function distribution for the solution of deep-penetration problems, in all kinds of systems: for many systems the recursive method is likely to be more efficient than previously existing methods; for three-dimensional systems it is the first method that can estimate the importance function with the accuracy required for an efficient solution based on importance sampling of neutron deep-penetration problems in those systems

TRIPOLI-4: Monte Carlo transport code functionalities and applications; TRIPOLI-4: code de transport Monte Carlo fonctionnalites et applications

Energy Technology Data Exchange (ETDEWEB)

Both, J P; Lee, Y K; Mazzolo, A; Peneliau, Y; Petit, O; Roesslinger, B [CEA Saclay, Dir. de l' Energie Nucleaire (DEN), Service d' Etudes de Reacteurs et de Modelisation Avancee, 91 - Gif sur Yvette (France)

2003-07-01

Tripoli-4 is a three dimensional calculations code using the Monte Carlo method to simulate the transport of neutrons, photons, electrons and positrons. This code is used in four application fields: the protection studies, the criticality studies, the core studies and the instrumentation studies. Geometry, cross sections, description of sources, principle. (N.C.)

Monte Carlo method for array criticality calculations

International Nuclear Information System (INIS)

Dickinson, D.; Whitesides, G.E.

1976-01-01

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

Development and application of the automated Monte Carlo biasing procedure in SAS4

International Nuclear Information System (INIS)

Tang, J.S.; Broadhead, B.L.

1993-01-01

An automated approach for biasing Monte Carlo shielding calculations is described. In particular, adjoint fluxes from a one-dimensional discrete-ordinates calculation are used to generate biasing parameters for a three-dimensional Monte Carlo calculation. The automated procedure consisting of cross-section processing, adjoint flux determination, biasing parameter generation, and the initiation of a MORSE-SGC/S Monte Carlo calculation has been implemented in the SAS4 module of the SCALE computer code system. The automated procedure has been used extensively in the investigation of both computational and experimental benchmarks for the NEACRP working group on shielding assessment of transportation packages. The results of these studies indicate that with the automated biasing procedure, Monte Carlo shielding calculations of spent fuel casks can be easily performed with minimum effort and that accurate results can be obtained at reasonable computing cost. The systematic biasing approach described in this paper can also be applied to other similar shielding problems

Diffusion Monte Carlo calculation of three-body systems

International Nuclear Information System (INIS)

Lu Mengjiao; Lin Qihu; Ren Zhongzhou

2012-01-01

The application of the diffusion Monte Carlo algorithm in three-body systems is studied. We develop a program and use it to calculate the property of various three-body systems. Regular Coulomb systems such as atoms, molecules, and ions are investigated. The calculation is then extended to exotic systems where electrons are replaced by muons. Some nuclei with neutron halos are also calculated as three-body systems consisting of a core and two external nucleons. Our results agree well with experiments and others' work. (authors)

Semi-analog Monte Carlo (SMC) method for time-dependent non-linear three-dimensional heterogeneous radiative transfer problems

International Nuclear Information System (INIS)

Yun, Sung Hwan

2004-02-01

Radiative transfer is a complex phenomenon in which radiation field interacts with material. This thermal radiative transfer phenomenon is composed of two equations which are the balance equation of photons and the material energy balance equation. The two equations involve non-linearity due to the temperature and that makes the radiative transfer equation more difficult to solve. During the last several years, there have been many efforts to solve the non-linear radiative transfer problems by Monte Carlo method. Among them, it is known that Semi-Analog Monte Carlo (SMC) method developed by Ahrens and Larsen is accurate regard-less of the time step size in low temperature region. But their works are limited to one-dimensional, low temperature problems. In this thesis, we suggest some method to remove their limitations in the SMC method and apply to the more realistic problems. An initially cold problem was solved over entire temperature region by using piecewise linear interpolation of the heat capacity, while heat capacity is still fitted as a cubic curve within the lowest temperature region. If we assume the heat capacity to be linear in each temperature region, the non-linearity still remains in the radiative transfer equations. We then introduce the first-order Taylor expansion to linearize the non-linear radiative transfer equations. During the linearization procedure, absorption-reemission phenomena may be described by a conventional reemission time sampling scheme which is similar to the repetitive sampling scheme in particle transport Monte Carlo method. But this scheme causes significant stochastic errors, which necessitates many histories. Thus, we present a new reemission time sampling scheme which reduces stochastic errors by storing the information of absorption times. The results of the comparison of the two schemes show that the new scheme has less stochastic errors. Therefore, the improved SMC method is able to solve more realistic problems with

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

International Nuclear Information System (INIS)

Martin, William R.; Brown, Forrest B.

2001-01-01

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

Dynamic bounds coupled with Monte Carlo simulations

Energy Technology Data Exchange (ETDEWEB)

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

2011-02-15

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

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

International Nuclear Information System (INIS)

Perell, R. L.

2002-01-01

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

Adaptive anisotropic diffusion filtering of Monte Carlo dose distributions

International Nuclear Information System (INIS)

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

2003-01-01

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

Implications of Monte Carlo Statistical Errors in Criticality Safety Assessments

International Nuclear Information System (INIS)

Pevey, Ronald E.

2005-01-01

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

An algorithm for three-dimensional Monte-Carlo simulation of charge distribution at biofunctionalized surfaces

KAUST Repository

Bulyha, Alena; Heitzinger, Clemens

2011-01-01

In this work, a Monte-Carlo algorithm in the constant-voltage ensemble for the calculation of 3d charge concentrations at charged surfaces functionalized with biomolecules is presented. The motivation for this work is the theoretical understanding

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

International Nuclear Information System (INIS)

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

1990-01-01

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

Monte Carlo shielding analyses using an automated biasing procedure

International Nuclear Information System (INIS)

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

1988-01-01

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

Status of Monte Carlo at Los Alamos

International Nuclear Information System (INIS)

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

1980-01-01

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

Transforming high-dimensional potential energy surfaces into sum-of-products form using Monte Carlo methods

Science.gov (United States)

Schröder, Markus; Meyer, Hans-Dieter

2017-08-01

We propose a Monte Carlo method, "Monte Carlo Potfit," for transforming high-dimensional potential energy surfaces evaluated on discrete grid points into a sum-of-products form, more precisely into a Tucker form. To this end we use a variational ansatz in which we replace numerically exact integrals with Monte Carlo integrals. This largely reduces the numerical cost by avoiding the evaluation of the potential on all grid points and allows a treatment of surfaces up to 15-18 degrees of freedom. We furthermore show that the error made with this ansatz can be controlled and vanishes in certain limits. We present calculations on the potential of HFCO to demonstrate the features of the algorithm. To demonstrate the power of the method, we transformed a 15D potential of the protonated water dimer (Zundel cation) in a sum-of-products form and calculated the ground and lowest 26 vibrationally excited states of the Zundel cation with the multi-configuration time-dependent Hartree method.

TRIPOLI 01, a three-dimensional polykinetic Monte Carlo program. Pt.1. Presentation of the TRIPOLI code

International Nuclear Information System (INIS)

Baur, A.; Bourdet, L.; Gonnord, J.; Nimal, J.C.; Vergnaud, T.

1977-01-01

TRIPOLI is a package of programs intended for solving the neutron polykinetic transport in any three-dimensional geometry. It is written in FORTRAN for IBM computers and the 400 kilo octets are not overflown (buffers excluded). The Monte Carlo method is used. Particular emphasis is put on the problems of reducing the calculating time through two different ways: weighting or smoothing techniques have been used for processing the strong attenuations with a reasonable computer time consumption, and the quantities have been pre-calculated to reduce to a maximum the simulation time. TRIPOLI has been conceived to solve a large scale of neutron propagation problems involving fast neutrons (calculation of radiation damage in materials, biological dose or inelastic γ production), slow neutrons (mechanical structure activation, neutron flux on control chambers or sources of capture γ radiation); near the cores (materials irradiation inside power or experimental reactors) or at large distances from the sources (activation of the secondary fluid or radiation streaming through the shields). Three new possibilities appear in TRIPOLI 2: calculations in unsteady operation, point calculations of the reaction rates using the method of 'the shockless flux after the shock', and the FINE RESPONSE method in opposition to INTEGRAL RESPONSES [fr

A Multivariate Time Series Method for Monte Carlo Reactor Analysis

International Nuclear Information System (INIS)

Taro Ueki

2008-01-01

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

Electron transport in radiotherapy using local-to-global Monte Carlo

International Nuclear Information System (INIS)

Svatos, M.M.; Chandler, W.P.; Siantar, C.L.H.; Rathkopf, J.A.; Ballinger, C.T.

1994-09-01

Local-to-Global (L-G) Monte Carlo methods are a way to make three-dimensional electron transport both fast and accurate relative to other Monte Carlo methods. This is achieved by breaking the simulation into two stages: a local calculation done over small geometries having the size and shape of the ''steps'' to be taken through the mesh; and a global calculation which relies on a stepping code that samples the stored results of the local calculation. The increase in speed results from taking fewer steps in the global calculation than required by ordinary Monte Carlo codes and by speeding up the calculation per step. The potential for accuracy comes from the ability to use long runs of detailed codes to compile probability distribution functions (PDFs) in the local calculation. Specific examples of successful Local-to-Global algorithms are given

Hamiltonian Monte Carlo study of (1+1)-dimensional models with restricted supersymmetry on the lattice

International Nuclear Information System (INIS)

Ranft, J.; Schiller, A.

1984-01-01

Lattice versions with restricted suppersymmetry of simple (1+1)-dimensional supersymmetric models are numerically studied using a local hamiltonian Monte Carlo method. The pattern of supersymmetry breaking closely follows the expectations of Bartels and Bronzan obtain in an alternative lattice formulation. (orig.)

TRIPOLI-4: Monte Carlo transport code functionalities and applications

International Nuclear Information System (INIS)

Both, J.P.; Lee, Y.K.; Mazzolo, A.; Peneliau, Y.; Petit, O.; Roesslinger, B.

2003-01-01

Tripoli-4 is a three dimensional calculations code using the Monte Carlo method to simulate the transport of neutrons, photons, electrons and positrons. This code is used in four application fields: the protection studies, the criticality studies, the core studies and the instrumentation studies. Geometry, cross sections, description of sources, principle. (N.C.)

Monte Carlo study of the phase diagram for the two-dimensional Z(4) model

International Nuclear Information System (INIS)

Carneiro, G.M.; Pol, M.E.; Zagury, N.

1982-05-01

The phase diagram of the two-dimensional Z(4) model on a square lattice is determined using a Monte Carlo method. The results of this simulation confirm the general features of the phase diagram predicted theoretically for the ferromagnetic case, and show the existence of a new phase with perpendicular order. (Author) [pt

Monte Carlo methods

Directory of Open Access Journals (Sweden)

Bardenet Rémi

2013-07-01

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

Verification of the shift Monte Carlo code with the C5G7 reactor benchmark

International Nuclear Information System (INIS)

Sly, N. C.; Mervin, B. T.; Mosher, S. W.; Evans, T. M.; Wagner, J. C.; Maldonado, G. I.

2012-01-01

Shift is a new hybrid Monte Carlo/deterministic radiation transport code being developed at Oak Ridge National Laboratory. At its current stage of development, Shift includes a parallel Monte Carlo capability for simulating eigenvalue and fixed-source multigroup transport problems. This paper focuses on recent efforts to verify Shift's Monte Carlo component using the two-dimensional and three-dimensional C5G7 NEA benchmark problems. Comparisons were made between the benchmark eigenvalues and those output by the Shift code. In addition, mesh-based scalar flux tally results generated by Shift were compared to those obtained using MCNP5 on an identical model and tally grid. The Shift-generated eigenvalues were within three standard deviations of the benchmark and MCNP5-1.60 values in all cases. The flux tallies generated by Shift were found to be in very good agreement with those from MCNP. (authors)

Inverse Monte Carlo: a unified reconstruction algorithm for SPECT

International Nuclear Information System (INIS)

Floyd, C.E.; Coleman, R.E.; Jaszczak, R.J.

1985-01-01

Inverse Monte Carlo (IMOC) is presented as a unified reconstruction algorithm for Emission Computed Tomography (ECT) providing simultaneous compensation for scatter, attenuation, and the variation of collimator resolution with depth. The technique of inverse Monte Carlo is used to find an inverse solution to the photon transport equation (an integral equation for photon flux from a specified source) for a parameterized source and specific boundary conditions. The system of linear equations so formed is solved to yield the source activity distribution for a set of acquired projections. For the studies presented here, the equations are solved using the EM (Maximum Likelihood) algorithm although other solution algorithms, such as Least Squares, could be employed. While the present results specifically consider the reconstruction of camera-based Single Photon Emission Computed Tomographic (SPECT) images, the technique is equally valid for Positron Emission Tomography (PET) if a Monte Carlo model of such a system is used. As a preliminary evaluation, experimentally acquired SPECT phantom studies for imaging Tc-99m (140 keV) are presented which demonstrate the quantitative compensation for scatter and attenuation for a two dimensional (single slice) reconstruction. The algorithm may be expanded in a straight forward manner to full three dimensional reconstruction including compensation for out of plane scatter

A Monte Carlo simulation model for stationary non-Gaussian processes

DEFF Research Database (Denmark)

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

2003-01-01

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

An algorithm for three-dimensional Monte-Carlo simulation of charge distribution at biofunctionalized surfaces

KAUST Repository

Bulyha, Alena

2011-01-01

In this work, a Monte-Carlo algorithm in the constant-voltage ensemble for the calculation of 3d charge concentrations at charged surfaces functionalized with biomolecules is presented. The motivation for this work is the theoretical understanding of biofunctionalized surfaces in nanowire field-effect biosensors (BioFETs). This work provides the simulation capability for the boundary layer that is crucial in the detection mechanism of these sensors; slight changes in the charge concentration in the boundary layer upon binding of analyte molecules modulate the conductance of nanowire transducers. The simulation of biofunctionalized surfaces poses special requirements on the Monte-Carlo simulations and these are addressed by the algorithm. The constant-voltage ensemble enables us to include the right boundary conditions; the dna strands can be rotated with respect to the surface; and several molecules can be placed in a single simulation box to achieve good statistics in the case of low ionic concentrations relevant in experiments. Simulation results are presented for the leading example of surfaces functionalized with pna and with single- and double-stranded dna in a sodium-chloride electrolyte. These quantitative results make it possible to quantify the screening of the biomolecule charge due to the counter-ions around the biomolecules and the electrical double layer. The resulting concentration profiles show a three-layer structure and non-trivial interactions between the electric double layer and the counter-ions. The numerical results are also important as a reference for the development of simpler screening models. © 2011 The Royal Society of Chemistry.

Efficiency of rejection-free methods for dynamic Monte Carlo studies of off-lattice interacting particles

KAUST Repository

Guerra, Marta L.; Novotny, M. A.; Watanabe, Hiroshi; Ito, Nobuyasu

2009-01-01

We calculate the efficiency of a rejection-free dynamic Monte Carlo method for d -dimensional off-lattice homogeneous particles interacting through a repulsive power-law potential r-p. Theoretically we find the algorithmic efficiency in the limit of low temperatures and/or high densities is asymptotically proportional to ρ (p+2) /2 T-d/2 with the particle density ρ and the temperature T. Dynamic Monte Carlo simulations are performed in one-, two-, and three-dimensional systems with different powers p, and the results agree with the theoretical predictions. © 2009 The American Physical Society.

Efficiency of rejection-free methods for dynamic Monte Carlo studies of off-lattice interacting particles

KAUST Repository

Guerra, Marta L.

2009-02-23

We calculate the efficiency of a rejection-free dynamic Monte Carlo method for d -dimensional off-lattice homogeneous particles interacting through a repulsive power-law potential r-p. Theoretically we find the algorithmic efficiency in the limit of low temperatures and/or high densities is asymptotically proportional to ρ (p+2) /2 T-d/2 with the particle density ρ and the temperature T. Dynamic Monte Carlo simulations are performed in one-, two-, and three-dimensional systems with different powers p, and the results agree with the theoretical predictions. © 2009 The American Physical Society.

Monte Carlo Treatment Planning for Advanced Radiotherapy

DEFF Research Database (Denmark)

Cronholm, Rickard

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

Kinetic Monte Carlo simulation of three-dimensional shape evolution with void formation using Solid-by-Solid model: Application to via and trench filling

International Nuclear Information System (INIS)

Kaneko, Yutaka; Hiwatari, Yasuaki; Ohara, Katsuhiko; Asa, Fujio

2013-01-01

In this paper we present the Kinetic Monte Carlo simulation system for the simulation of three-dimensional shape evolution with void formation as a model for electrodeposition. The basic system is the Solid-by-Solid model which is an extension of the conventional Solid-on-Solid model for crystal growth to include void formation. The advantage of the Solid-by-Solid model is that complex three-dimensional shape evolution accompanying void formation (from point defects to macro voids) can be simulated without the difficulty of treating moving boundaries. This model has been extended to include the solution part in which the migration of ions is simulated by the coarse-grained random walk. A multi-scale method is employed to generate the concentration gradient in the diffusion layer. The extended model is applied to the simulation of via and trench fillings by copper electrodeposition. Three kinds of additives are included: suppressors, accelerators and chloride ions. The mechanism of void formation, effects of additives and their influence on the bottom-up filling are discussed within the framework of this model

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

International Nuclear Information System (INIS)

Schattke, Wolfgang; Diez Muino, Ricardo

2013-01-01

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

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

International Nuclear Information System (INIS)

Jacquet, Olivier; Miss, Joachim; Courtois, Gerard

2003-01-01

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

Monte Carlo approaches to light nuclei

International Nuclear Information System (INIS)

Carlson, J.

1990-01-01

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

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.

Burnup code for fuel assembly by Monte Carlo code. MKENO-BURN

International Nuclear Information System (INIS)

Naito, Yoshitaka; Suyama, Kenya; Masukawa, Fumihiro; Matsumoto, Kiyoshi; Kurosawa, Masayoshi; Kaneko, Toshiyuki.

1996-12-01

The evaluation of neutron spectrum is so important for burnup calculation of the heterogeneous geometry like recent BWR fuel assembly. MKENO-BURN is a multi dimensional burnup code that based on the three dimensional monte carlo neutron transport code 'MULTI-KENO' and the routine for the burnup calculation of the one dimensional burnup code 'UNITBURN'. MKENO-BURN analyzes the burnup problem of arbitrary regions after evaluating the neutron spectrum and making one group cross section in three dimensional geometry with MULTI-KENO. It enables us to do three dimensional burnup calculation. This report consists of general description of MKENO-BURN and the input data. (author)

Burnup code for fuel assembly by Monte Carlo code. MKENO-BURN

Energy Technology Data Exchange (ETDEWEB)

Naito, Yoshitaka; Suyama, Kenya; Masukawa, Fumihiro; Matsumoto, Kiyoshi; Kurosawa, Masayoshi [Japan Atomic Energy Research Inst., Tokai, Ibaraki (Japan). Tokai Research Establishment; Kaneko, Toshiyuki

1996-12-01

The evaluation of neutron spectrum is so important for burnup calculation of the heterogeneous geometry like recent BWR fuel assembly. MKENO-BURN is a multi dimensional burnup code that based on the three dimensional monte carlo neutron transport code `MULTI-KENO` and the routine for the burnup calculation of the one dimensional burnup code `UNITBURN`. MKENO-BURN analyzes the burnup problem of arbitrary regions after evaluating the neutron spectrum and making one group cross section in three dimensional geometry with MULTI-KENO. It enables us to do three dimensional burnup calculation. This report consists of general description of MKENO-BURN and the input data. (author)

Experience with the Monte Carlo Method

Energy Technology Data Exchange (ETDEWEB)

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

2007-06-15

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

Experience with the Monte Carlo Method

International Nuclear Information System (INIS)

Hussein, E.M.A.

2007-01-01

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

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

Safety assessment of infrastructures using a new Bayesian Monte Carlo method

NARCIS (Netherlands)

Rajabali Nejad, Mohammadreza; Demirbilek, Z.

2011-01-01

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

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

Specialized Monte Carlo codes versus general-purpose Monte Carlo codes

International Nuclear Information System (INIS)

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

2002-01-01

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

Applications to shielding design and others of monte carlo method

Energy Technology Data Exchange (ETDEWEB)

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

2001-01-01

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

Monte Carlo principles and applications

Energy Technology Data Exchange (ETDEWEB)

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

1976-03-01

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

Monte Carlo calculations of electron transport on microcomputers

International Nuclear Information System (INIS)

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

1990-01-01

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

Domain Decomposition strategy for pin-wise full-core Monte Carlo depletion calculation with the reactor Monte Carlo Code

Energy Technology Data Exchange (ETDEWEB)

Liang, Jingang; Wang, Kan; Qiu, Yishu [Dept. of Engineering Physics, LiuQing Building, Tsinghua University, Beijing (China); Chai, Xiao Ming; Qiang, Sheng Long [Science and Technology on Reactor System Design Technology Laboratory, Nuclear Power Institute of China, Chengdu (China)

2016-06-15

Because of prohibitive data storage requirements in large-scale simulations, the memory problem is an obstacle for Monte Carlo (MC) codes in accomplishing pin-wise three-dimensional (3D) full-core calculations, particularly for whole-core depletion analyses. Various kinds of data are evaluated and quantificational total memory requirements are analyzed based on the Reactor Monte Carlo (RMC) code, showing that tally data, material data, and isotope densities in depletion are three major parts of memory storage. The domain decomposition method is investigated as a means of saving memory, by dividing spatial geometry into domains that are simulated separately by parallel processors. For the validity of particle tracking during transport simulations, particles need to be communicated between domains. In consideration of efficiency, an asynchronous particle communication algorithm is designed and implemented. Furthermore, we couple the domain decomposition method with MC burnup process, under a strategy of utilizing consistent domain partition in both transport and depletion modules. A numerical test of 3D full-core burnup calculations is carried out, indicating that the RMC code, with the domain decomposition method, is capable of pin-wise full-core burnup calculations with millions of depletion regions.

Monte Carlo simulations of the Galileo energetic particle detector

CERN Document Server

Jun, I; Garrett, H B; McEntire, R W

2002-01-01

Monte Carlo radiation transport studies have been performed for the Galileo spacecraft energetic particle detector (EPD) in order to study its response to energetic electrons and protons. Three-dimensional Monte Carlo radiation transport codes, MCNP version 4B (for electrons) and MCNPX version 2.2.3 (for protons), were used throughout the study. The results are presented in the form of 'geometric factors' for the high-energy channels studied in this paper: B1, DC2, and DC3 for electrons and B0, DC0, and DC1 for protons. The geometric factor is the energy-dependent detector response function that relates the incident particle fluxes to instrument count rates. The trend of actual data measured by the EPD was successfully reproduced using the geometric factors obtained in this study.

Monte Carlo simulations of the Galileo energetic particle detector

International Nuclear Information System (INIS)

Jun, I.; Ratliff, J.M.; Garrett, H.B.; McEntire, R.W.

2002-01-01

Monte Carlo radiation transport studies have been performed for the Galileo spacecraft energetic particle detector (EPD) in order to study its response to energetic electrons and protons. Three-dimensional Monte Carlo radiation transport codes, MCNP version 4B (for electrons) and MCNPX version 2.2.3 (for protons), were used throughout the study. The results are presented in the form of 'geometric factors' for the high-energy channels studied in this paper: B1, DC2, and DC3 for electrons and B0, DC0, and DC1 for protons. The geometric factor is the energy-dependent detector response function that relates the incident particle fluxes to instrument count rates. The trend of actual data measured by the EPD was successfully reproduced using the geometric factors obtained in this study

Verification of three dimensional triangular prismatic discrete ordinates transport code ENSEMBLE-TRIZ by comparison with Monte Carlo code GMVP

International Nuclear Information System (INIS)

Homma, Y.; Moriwaki, H.; Ikeda, K.; Ohdi, S.

2013-01-01

This paper deals with the verification of the 3 dimensional triangular prismatic discrete ordinates transport calculation code ENSEMBLE-TRIZ by comparison with the multi-group Monte Carlo calculation code GMVP in a large fast breeder reactor. The reactor is a 750 MWe electric power sodium cooled reactor. Nuclear characteristics are calculated at the beginning of cycle of an initial core and at the beginning and the end of cycle of an equilibrium core. According to the calculations, the differences between the two methodologies are smaller than 0.0002 Δk in the multiplication factor, relatively about 1% in the control rod reactivity, and 1% in the sodium void reactivity. (authors)

Monte Carlo method for random surfaces

International Nuclear Information System (INIS)

Berg, B.

1985-01-01

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

Odd-flavor Simulations by the Hybrid Monte Carlo

CERN Document Server

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

2001-01-01

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

Monte Carlo-molecular dynamics simulations for two-dimensional magnets

International Nuclear Information System (INIS)

Kawabata, C.; takeuchi, M.; Bishop, A.R.

1985-01-01

A combined Monte Carlo-molecular dynamics simulation technique is used to study the dynamic structure factor on a square lattice for isotropic Heisenberg and planar classical ferromagnetic spin Hamiltonians

Prediction of beam hardening artefacts in computed tomography using Monte Carlo simulations

DEFF Research Database (Denmark)

Thomsen, M.; Bergbäck Knudsen, Erik; Willendrup, Peter Kjær

2015-01-01

We show how radiological images of both single and multi material samples can be simulated using the Monte Carlo simulation tool McXtrace and how these images can be used to make a three dimensional reconstruction. Good numerical agreement between the X-ray attenuation coefficient in experimental...

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)

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.

Monte Carlo simulation of continuous-space crystal growth

International Nuclear Information System (INIS)

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

1986-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

Matthew Ellis; Derek Gaston; Benoit Forget; Kord Smith

2011-07-01

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

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

Science.gov (United States)

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

Perturbative coefficients for Wilson loops and the static quark self-energy are extracted from Monte Carlo simulations at large β on finite volumes, where all the lattice momenta are large. The Monte Carlo results are in excellent agreement with perturbation theory through second order. New results for third order coefficients are reported. Twisted boundary conditions are used to eliminate zero modes and to suppress Z3 tunneling.

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

International Nuclear Information System (INIS)

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

1999-01-01

Perturbative coefficients for Wilson loops and the static quark self-energy are extracted from Monte Carlo simulations at large β on finite volumes, where all the lattice momenta are large. The Monte Carlo results are in excellent agreement with perturbation theory through second order. New results for third order coefficients are reported. Twisted boundary conditions are used to eliminate zero modes and to suppress Z 3 tunneling

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

International Nuclear Information System (INIS)

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

2000-01-01

Perturbative coefficients for Wilson loops and the static quark self-energy are extracted from Monte Carlo simulations at large β on finite volumes, where all the lattice momenta are large. The Monte Carlo results are in excellent agreement with perturbation theory through second order. New results for third order coefficients are reported. Twisted boundary conditions are used to eliminate zero modes and to suppress Z 3 tunneling

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

International Nuclear Information System (INIS)

Yamamoto, Toshihiro

2014-01-01

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

Overview of the MCU Monte Carlo software package

International Nuclear Information System (INIS)

Kalugin, M.A.; Oleynik, D.S.; Shkarovsky, D.A.

2013-01-01

MCU (Monte Carlo Universal) is a project on development and practical use of a universal computer code for simulation of particle transport (neutrons, photons, electrons, positrons) in three-dimensional systems by means of the Monte Carlo method. This paper provides the information on the current state of the project. The developed libraries of constants are briefly described, and the potentialities of the MCU-5 package modules and the executable codes compiled from them are characterized. Examples of important problems of reactor physics solved with the code are presented. It is shown that the MCU constructor tool is able to assemble a full-scale 3D model from templates describing single components using simple and intuitive graphic user interface. The templates are prepared by a skilled user and stored in constructor's templates library. Ordinary user works with the graphic user interface and does not deal with MCU input data directly. At the present moment there are template libraries for several types of reactors

FMCEIR: a Monte Carlo program for solving the stationary neutron and gamma transport equation

International Nuclear Information System (INIS)

Taormina, A.

1978-05-01

FMCEIR is a three-dimensional Monte Carlo program for solving the stationary neutron and gamma transport equation. It is used to study the problem of neutron and gamma streaming in the GCFR and HHT reactor channels. (G.T.H.)

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.

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

KAUST Repository

Liang, Faming

2009-01-01

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

Perturbative two- and three-loop coefficients from large {beta} Monte Carlo

Energy Technology Data Exchange (ETDEWEB)

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

2000-03-01

Perturbative coefficients for Wilson loops and the static quark self-energy are extracted from Monte Carlo simulations at large {beta} on finite volumes, where all the lattice momenta are large. The Monte Carlo results are in excellent agreement with perturbation theory through second order. New results for third order coefficients are reported. Twisted boundary conditions are used to eliminate zero modes and to suppress Z{sub 3} tunneling.

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

International Nuclear Information System (INIS)

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

2012-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2012-08-20

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

Vectorized Monte Carlo

International Nuclear Information System (INIS)

Brown, F.B.

1981-01-01

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

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

International Nuclear Information System (INIS)

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

2007-01-01

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

BALTORO a general purpose code for coupling discrete ordinates and Monte-Carlo radiation transport calculations

International Nuclear Information System (INIS)

Zazula, J.M.

1983-01-01

The general purpose code BALTORO was written for coupling the three-dimensional Monte-Carlo /MC/ with the one-dimensional Discrete Ordinates /DO/ radiation transport calculations. The quantity of a radiation-induced /neutrons or gamma-rays/ nuclear effect or the score from a radiation-yielding nuclear effect can be analysed in this way. (author)

Adjoint electron Monte Carlo calculations

International Nuclear Information System (INIS)

Jordan, T.M.

1986-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2016-07-01

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

Monte Carlo: Basics

OpenAIRE

Murthy, K. P. N.

2001-01-01

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

SERPENT Monte Carlo reactor physics code

International Nuclear Information System (INIS)

Leppaenen, J.

2010-01-01

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

Monte Carlo computations for lattice gauge theories with finite gauge groups

International Nuclear Information System (INIS)

Rabbi, G.

1980-01-01

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

Evaluation of three Monte Carlo estimation schemes for flux at a point

International Nuclear Information System (INIS)

Kalli, H.J.; Cashwell, E.D.

1977-09-01

Three Monte Carlo estimation schemes were studied to avoid the difficulties caused by the (1/r 2 ) singularity in the expression of the normal next-event estimator (NEE) for the flux at a point. A new, fast, once-more collided flux estimator (OMCFE) scheme, based on a very simple probability density function (p.d.f.) of the distance to collision in the selection of the intermediate collision points, is proposed. This kind of p.d.f. of the collision distance is used in two nonanalog schemes using the NEE. In these two schemes, which have principal similarities to some schemes proposed earlier in the literature, the (1/r 2 ) singularity is canceled by incorporating the singularity into the p.d.f. of the collision points. This is achieved by playing a suitable nonanalog game in the neighborhood of the detector points. The three schemes were tested in a monoenergetic, homogeneous infinite-medium problem, then were evaluated in a point-cross-section problem by using the Monte Carlo code MCNG. 10 figures

MORSE Monte Carlo code

International Nuclear Information System (INIS)

Cramer, S.N.

1984-01-01

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

Bayesian Optimal Experimental Design Using Multilevel Monte Carlo

KAUST Repository

Ben Issaid, Chaouki

2015-01-01

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

Overview and applications of the Monte Carlo radiation transport kit at LLNL

International Nuclear Information System (INIS)

Sale, K. E.

1999-01-01

Modern Monte Carlo radiation transport codes can be applied to model most applications of radiation, from optical to TeV photons, from thermal neutrons to heavy ions. Simulations can include any desired level of detail in three-dimensional geometries using the right level of detail in the reaction physics. The technology areas to which we have applied these codes include medical applications, defense, safety and security programs, nuclear safeguards and industrial and research system design and control. The main reason such applications are interesting is that by using these tools substantial savings of time and effort (i.e. money) can be realized. In addition it is possible to separate out and investigate computationally effects which can not be isolated and studied in experiments. In model calculations, just as in real life, one must take care in order to get the correct answer to the right question. Advancing computing technology allows extensions of Monte Carlo applications in two directions. First, as computers become more powerful more problems can be accurately modeled. Second, as computing power becomes cheaper Monte Carlo methods become accessible more widely. An overview of the set of Monte Carlo radiation transport tools in use a LLNL will be presented along with a few examples of applications and future directions

Kinetic Monte Carlo study of sensitiviy of OLED efficiency and lifetime to materials parameters

NARCIS (Netherlands)

Coehoorn, R.; Eersel, van H.; Bobbert, P.A.; Janssen, R.A.J.

2015-01-01

The performance of organic light-emitting diodes (OLEDs) is determined by a complex interplay of the optoelectronic processes in the active layer stack. In order to enable simulation-assisted layer stack development, a three-dimensional kinetic Monte Carlo OLED simulation method which includes the

Monte Carlo theory and practice

International Nuclear Information System (INIS)

James, F.

1987-01-01

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

Monte Carlo criticality analysis for dissolvers with neutron poison

International Nuclear Information System (INIS)

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

1987-01-01

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

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.

Monte Carlo Methods in Physics

International Nuclear Information System (INIS)

Santoso, B.

1997-01-01

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

Statistical implications in Monte Carlo depletions - 051

International Nuclear Information System (INIS)

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

2010-01-01

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

Monte Carlo simulation for IRRMA

International Nuclear Information System (INIS)

Gardner, R.P.; Liu Lianyan

2000-01-01

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

3D dose distribution calculation in a voxelized human phantom by means of Monte Carlo method

International Nuclear Information System (INIS)

Abella, V.; Miro, R.; Juste, B.; Verdu, G.

2010-01-01

The aim of this work is to provide the reconstruction of a real human voxelized phantom by means of a MatLab program and the simulation of the irradiation of such phantom with the photon beam generated in a Theratron 780 (MDS Nordion) 60 Co radiotherapy unit, by using the Monte Carlo transport code MCNP (Monte Carlo N-Particle), version 5. The project results in 3D dose mapping calculations inside the voxelized antropomorphic head phantom. The program provides the voxelization by first processing the CT slices; the process follows a two-dimensional pixel and material identification algorithm on each slice and three-dimensional interpolation in order to describe the phantom geometry via small cubic cells, resulting in an MCNP input deck format output. Dose rates are calculated by using the MCNP5 tool FMESH, superimposed mesh tally, which gives the track length estimation of the particle flux in units of particles/cm 2 . Furthermore, the particle flux is converted into dose by using the conversion coefficients extracted from the NIST Physical Reference Data. The voxelization using a three-dimensional interpolation technique in combination with the use of the FMESH tool of the MCNP Monte Carlo code offers an optimal simulation which results in 3D dose mapping calculations inside anthropomorphic phantoms. This tool is very useful in radiation treatment assessments, in which voxelized phantoms are widely utilized.

Usefulness of the Monte Carlo method in reliability calculations

International Nuclear Information System (INIS)

Lanore, J.M.; Kalli, H.

1977-01-01

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

Monte Carlo variance reduction approaches for non-Boltzmann tallies

International Nuclear Information System (INIS)

Booth, T.E.

1992-12-01

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

Entropic sampling in the path integral Monte Carlo method

International Nuclear Information System (INIS)

Vorontsov-Velyaminov, P N; Lyubartsev, A P

2003-01-01

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

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.

Iterative acceleration methods for Monte Carlo and deterministic criticality calculations

International Nuclear Information System (INIS)

Urbatsch, T.J.

1995-11-01

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

Three-dimensional Monte Carlo simulations of W7-X plasma transport: density control and particle balance in steady-state operations

International Nuclear Information System (INIS)

Sharma, D.; Feng, Y.; Sardei, F.; Reiter, D.

2005-01-01

This paper presents self-consistent three-dimensional (3D) plasma transport simulations in the boundary of stellarator W7-X obtained with the Monte Carlo code EMC3-EIRENE for three typical island divertor configurations. The chosen 3D grid consists of relatively simple nested finite toroidal surfaces defined on a toroidal field period and covering the whole edge topology, which includes closed surfaces, islands and ergodic regions. Local grid refinements account for the required high resolution in the divertor region. The distribution of plasma density and temperature in the divertor region, as well as the power deposition profiles on the divertor plates, are shown to strongly depend on the island geometry, i.e. on the position and size of the dominant island chain. Configurations with strike-point positions closer to the gap of the divertor chamber generally favour the neutral compression in the divertor chamber and hence the pumping efficiency. The ratio of pumping to recycling fluxes is found to be roughly independent of the separatrix density and is thus a figure of merit for the quality of the configuration and of the divertor system in terms of density control. Lower limits for the achievable separatrix density, which determine the particle exhaust capabilities in stationary conditions, are compared for the three W7-X configurations

Monte Carlo Simulations of Phosphate Polyhedron Connectivity in Glasses

Energy Technology Data Exchange (ETDEWEB)

ALAM,TODD M.

1999-12-21

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

Monte Carlo Study of Four-Dimensional Self-avoiding Walks of up to One Billion Steps

Science.gov (United States)

Clisby, Nathan

2018-04-01

We study self-avoiding walks on the four-dimensional hypercubic lattice via Monte Carlo simulations of walks with up to one billion steps. We study the expected logarithmic corrections to scaling, and find convincing evidence in support the scaling form predicted by the renormalization group, with an estimate for the power of the logarithmic factor of 0.2516(14), which is consistent with the predicted value of 1/4. We also characterize the behaviour of the pivot algorithm for sampling four dimensional self-avoiding walks, and conjecture that the probability of a pivot move being successful for an N-step walk is O([ log N ]^{-1/4}).

(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.

Novel hybrid Monte Carlo/deterministic technique for shutdown dose rate analyses of fusion energy systems

International Nuclear Information System (INIS)

Ibrahim, Ahmad M.; Peplow, Douglas E.; Peterson, Joshua L.; Grove, Robert E.

2014-01-01

Highlights: •Develop the novel Multi-Step CADIS (MS-CADIS) hybrid Monte Carlo/deterministic method for multi-step shielding analyses. •Accurately calculate shutdown dose rates using full-scale Monte Carlo models of fusion energy systems. •Demonstrate the dramatic efficiency improvement of the MS-CADIS method for the rigorous two step calculations of the shutdown dose rate in fusion reactors. -- Abstract: The rigorous 2-step (R2S) computational system uses three-dimensional Monte Carlo transport simulations to calculate the shutdown dose rate (SDDR) in fusion reactors. Accurate full-scale R2S calculations are impractical in fusion reactors because they require calculating space- and energy-dependent neutron fluxes everywhere inside the reactor. The use of global Monte Carlo variance reduction techniques was suggested for accelerating the R2S neutron transport calculation. However, the prohibitive computational costs of these approaches, which increase with the problem size and amount of shielding materials, inhibit their ability to accurately predict the SDDR in fusion energy systems using full-scale modeling of an entire fusion plant. This paper describes a novel hybrid Monte Carlo/deterministic methodology that uses the Consistent Adjoint Driven Importance Sampling (CADIS) method but focuses on multi-step shielding calculations. The Multi-Step CADIS (MS-CADIS) methodology speeds up the R2S neutron Monte Carlo calculation using an importance function that represents the neutron importance to the final SDDR. Using a simplified example, preliminary results showed that the use of MS-CADIS enhanced the efficiency of the neutron Monte Carlo simulation of an SDDR calculation by a factor of 550 compared to standard global variance reduction techniques, and that the efficiency enhancement compared to analog Monte Carlo is higher than a factor of 10,000

Hybrid SN/Monte Carlo research and results

International Nuclear Information System (INIS)

Baker, R.S.

1993-01-01

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

A simple highly accurate field-line mapping technique for three-dimensional Monte Carlo modeling of plasma edge transport

International Nuclear Information System (INIS)

Feng, Y.; Sardei, F.; Kisslinger, J.

2005-01-01

The paper presents a new simple and accurate numerical field-line mapping technique providing a high-quality representation of field lines as required by a Monte Carlo modeling of plasma edge transport in the complex magnetic boundaries of three-dimensional (3D) toroidal fusion devices. Using a toroidal sequence of precomputed 3D finite flux-tube meshes, the method advances field lines through a simple bilinear, forward/backward symmetric interpolation at the interfaces between two adjacent flux tubes. It is a reversible field-line mapping (RFLM) algorithm ensuring a continuous and unique reconstruction of field lines at any point of the 3D boundary. The reversibility property has a strong impact on the efficiency of modeling the highly anisotropic plasma edge transport in general closed or open configurations of arbitrary ergodicity as it avoids artificial cross-field diffusion of the fast parallel transport. For stellarator-symmetric magnetic configurations, which are the standard case for stellarators, the reversibility additionally provides an average cancellation of the radial interpolation errors of field lines circulating around closed magnetic flux surfaces. The RFLM technique has been implemented in the 3D edge transport code EMC3-EIRENE and is used routinely for plasma transport modeling in the boundaries of several low-shear and high-shear stellarators as well as in the boundary of a tokamak with 3D magnetic edge perturbations

MCNP trademark Monte Carlo: A precis of MCNP

International Nuclear Information System (INIS)

Adams, K.J.

1996-01-01

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

Monte Carlo methods and applications in nuclear physics

International Nuclear Information System (INIS)

Carlson, J.

1990-01-01

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

Yet another Monte Carlo study of the Schwinger model

International Nuclear Information System (INIS)

Sogo, K.; Kimura, N.

1986-01-01

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

Yet another Monte Carlo study of the Schwinger model

International Nuclear Information System (INIS)

Sogo, K.; Kimura, N.

1986-03-01

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

A user's manual for the three-dimensional Monte Carlo transport code SPARTAN

International Nuclear Information System (INIS)

Bending, R.C.; Heffer, P.J.H.

1975-09-01

SPARTAN is a general-purpose Monte Carlo particle transport code intended for neutron or gamma transport problems in reactor physics, health physics, shielding, and safety studies. The code used a very general geometry system enabling a complex layout to be described and allows the user to obtain physics data from a number of different types of source library. Special tracking and scoring techniques are used to improve the quality of the results obtained. To enable users to run SPARTAN, brief descriptions of the facilities available in the code are given and full details of data input and job control language, as well as examples of complete calculations, are included. It is anticipated that changes may be made to SPARTAN from time to time, particularly in those parts of the code which deal with physics data processing. The load module is identified by a version number and implementation date, and updates of sections of this manual will be issued when significant changes are made to the code. (author)

A retrospective and prospective survey of three-dimensional transport calculations

International Nuclear Information System (INIS)

Nakahara, Yasuaki

1985-01-01

A retrospective survey is made on the three-dimensional radiation transport calculations. Introduction is given to computer codes based on the distinctive numerical methods such as the Monte Carlo, Direct Integration, Ssub(n) and Finite Element Methods to solve the three-dimensional transport equations. Prospective discussions are made on pros and cons of these methods. (author)

Monte Carlo simulation in nuclear medicine

International Nuclear Information System (INIS)

Morel, Ch.

2007-01-01

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

Testing a Fourier Accelerated Hybrid Monte Carlo Algorithm

OpenAIRE

Catterall, S.; Karamov, S.

2001-01-01

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

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.

Use of the GEANT4 Monte Carlo to determine three-dimensional dose factors for radionuclide dosimetry

International Nuclear Information System (INIS)

Amato, Ernesto; Italiano, Antonio; Minutoli, Fabio; Baldari, Sergio

2013-01-01

The voxel-level dosimetry is the most simple and common approach to internal dosimetry of nonuniform distributions of activity within the human body. Aim of this work was to obtain the dose “S” factors (mGy/MBqs) at the voxel level for eight beta and beta–gamma emitting radionuclides commonly used in nuclear medicine diagnostic and therapeutic procedures. We developed a Monte Carlo simulation in GEANT4 of a region of soft tissue as defined by the ICRP, divided into 11×11×11 cubic voxels, 3 mm in side. The simulation used the parameterizations of the electromagnetic interaction optimized for low energy (EEDL, EPDL). The decay of each radionuclide ( 32 P, 90 Y, 99m Tc, 177 Lu, 131 I, 153 Sm, 186 Re, 188 Re) were simulated homogeneously distributed within the central voxel (0,0,0), and the energy deposited in the surrounding voxels was mediated on the 8 octants of the three dimensional space, for reasons of symmetry. The results obtained were compared with those available in the literature. While the iodine deviations remain within 16%, for phosphorus, a pure beta emitter, the agreement is very good for self-dose (0,0,0) and good for the dose to first neighbors, while differences are observed ranging from −60% to +100% for voxels far distant from the source. The existence of significant differences in the percentage calculation of the voxel S factors, especially for pure beta emitters such as 32 P or 90 Y, has already been highlighted by other authors. These data can usefully extend the dosimetric approach based on the voxel to other radionuclides not covered in the available literature

Monte Carlo burnup codes acceleration using the correlated sampling method

International Nuclear Information System (INIS)

Dieudonne, C.

2013-01-01

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

Monte Carlo simulation of Markov unreliability models

International Nuclear Information System (INIS)

Lewis, E.E.; Boehm, F.

1984-01-01

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

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.

Quantum Monte Carlo calculation of the Fermi-liquid parameters in the two-dimensional electron gas

International Nuclear Information System (INIS)

Kwon, Y.; Ceperley, D.M.; Martin, R.M.

1994-01-01

Excitations of the two-dimensional electron gas, including many-body effects, are calculated with a variational Monte Carlo method. Correlated sampling is introduced to calculate small energy differences between different excitations. The usual pair-product (Slater-Jastrow) trial wave function is found to lack certain correlations entirely so that backflow correlation is crucial. From the excitation energies calculated here, we determine Fermi-liquid parameters and related physical quantities such as the effective mass and the Lande g factor of the system. Our results for the effective mass are compared with previous analytic calculations

Advanced Multilevel Monte Carlo Methods

KAUST Repository

Jasra, Ajay

2017-04-24

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

Advanced Multilevel Monte Carlo Methods

KAUST Repository

Jasra, Ajay; Law, Kody; Suciu, Carina

2017-01-01

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

Monte Carlo - Advances and Challenges

International Nuclear Information System (INIS)

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

2008-01-01

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

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

Science.gov (United States)

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

2013-03-01

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

Study on shielding design method of radiation streaming in a tokamak-type DT fusion reactor based on Monte Carlo calculation

International Nuclear Information System (INIS)

Sato, Satoshi

2003-09-01

In tokamak-type DT nuclear fusion reactor, there are various type slits and ducts in the blanket and the vacuum vessel. The helium production in the rewelding location of the blanket and the vacuum vessel, the nuclear properties in the super-conductive TF coil, e.g. the nuclear heating rate in the coil winding pack, are enhanced by the radiation streaming through the slits and ducts, and they are critical concern in the shielding design. The decay gamma ray dose rate around the duct penetrating the blanket and the vacuum vessel is also enhanced by the radiation streaming through the duct, and they are also critical concern from the view point of the human access to the cryostat during maintenance. In order to evaluate these nuclear properties with good accuracy, three dimensional Monte Carlo calculation is required but requires long calculation time. Therefore, the development of the effective simple design evaluation method for radiation streaming is substantially important. This study aims to establish the systematic evaluation method for the nuclear properties of the blanket, the vacuum vessel and the Toroidal Field (TF) coil taking into account the radiation streaming through various types of slits and ducts, based on three dimensional Monte Carlo calculation using the MNCP code, and for the decay gamma ray dose rates penetrated around the ducts. The present thesis describes three topics in five chapters as follows; 1) In Chapter 2, the results calculated by the Monte Carlo code, MCNP, are compared with those by the Sn code, DOT3.5, for the radiation streaming in the tokamak-type nuclear fusion reactor, for validating the results of the Sn calculation. From this comparison, the uncertainties of the Sn calculation results coming from the ray-effect and the effect due to approximation of the geometry are investigated whether the two dimensional Sn calculation can be applied instead of the Monte Carlo calculation. Through the study, it can be concluded that the

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

International Nuclear Information System (INIS)

Densmore, Jeffery D.

2006-01-01

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

BACKWARD AND FORWARD MONTE CARLO METHOD IN POLARIZED RADIATIVE TRANSFER

Energy Technology Data Exchange (ETDEWEB)

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

2016-03-20

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

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

The MC21 Monte Carlo Transport Code

International Nuclear Information System (INIS)

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

2007-01-01

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

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

International Nuclear Information System (INIS)

Vekic, M.; White, S.R.

1993-01-01

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

Converting boundary representation solid models to half-space representation models for Monte Carlo analysis

International Nuclear Information System (INIS)

Davis, J. E.; Eddy, M. J.; Sutton, T. M.; Altomari, T. J.

2007-01-01

Solid modeling computer software systems provide for the design of three-dimensional solid models used in the design and analysis of physical components. The current state-of-the-art in solid modeling representation uses a boundary representation format in which geometry and topology are used to form three-dimensional boundaries of the solid. The geometry representation used in these systems is cubic B-spline curves and surfaces - a network of cubic B-spline functions in three-dimensional Cartesian coordinate space. Many Monte Carlo codes, however, use a geometry representation in which geometry units are specified by intersections and unions of half-spaces. This paper describes an algorithm for converting from a boundary representation to a half-space representation. (authors)

Use of the GEANT4 Monte Carlo to determine three-dimensional dose factors for radionuclide dosimetry

Energy Technology Data Exchange (ETDEWEB)

Amato, Ernesto, E-mail: eamato@unime.it [University of Messina, Department of Biomedical Sciences and of Morphologic and Functional Imaging, Section of Radiological Sciences (Italy); Italiano, Antonio [INFN – Istituto Nazionale di Fisica Nucleare, Gruppo Collegato di Messina (Italy); Minutoli, Fabio; Baldari, Sergio [University of Messina, Department of Biomedical Sciences and of Morphologic and Functional Imaging, Section of Radiological Sciences (Italy)

2013-04-21

The voxel-level dosimetry is the most simple and common approach to internal dosimetry of nonuniform distributions of activity within the human body. Aim of this work was to obtain the dose “S” factors (mGy/MBqs) at the voxel level for eight beta and beta–gamma emitting radionuclides commonly used in nuclear medicine diagnostic and therapeutic procedures. We developed a Monte Carlo simulation in GEANT4 of a region of soft tissue as defined by the ICRP, divided into 11×11×11 cubic voxels, 3 mm in side. The simulation used the parameterizations of the electromagnetic interaction optimized for low energy (EEDL, EPDL). The decay of each radionuclide ({sup 32}P, {sup 90}Y, {sup 99m}Tc, {sup 177}Lu, {sup 131}I, {sup 153}Sm, {sup 186}Re, {sup 188}Re) were simulated homogeneously distributed within the central voxel (0,0,0), and the energy deposited in the surrounding voxels was mediated on the 8 octants of the three dimensional space, for reasons of symmetry. The results obtained were compared with those available in the literature. While the iodine deviations remain within 16%, for phosphorus, a pure beta emitter, the agreement is very good for self-dose (0,0,0) and good for the dose to first neighbors, while differences are observed ranging from −60% to +100% for voxels far distant from the source. The existence of significant differences in the percentage calculation of the voxel S factors, especially for pure beta emitters such as {sup 32}P or {sup 90}Y, has already been highlighted by other authors. These data can usefully extend the dosimetric approach based on the voxel to other radionuclides not covered in the available literature.

Damage flux analysis. Solid state detector and Monte-Carlo calculation

International Nuclear Information System (INIS)

Genthon, J.P.; Nimal, J.C.; Vergnaud, T.

1975-09-01

The change of resistivity induced by radiation in materials is particularly suitable for the measurement of equivalent damage fluxes, when it is used at low fluence for calibration of more classical activation reactions used at high fluences. A graphite and a tungsten detector are briefly described and results obtained in a good number of European reactors are given. The polykinetic three dimensional Monte-Carlo code Tripoli is used for calculation of damage fluxes. Comparison with above measurements shows a good agreement and confirms the use of the EURATOM damaging function for graphite [fr

Continuous energy Monte Carlo method based lattice homogeinzation

International Nuclear Information System (INIS)

Li Mancang; Yao Dong; Wang Kan

2014-01-01

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

Investigation of pattern recognition techniques for the indentification of splitting surfaces in Monte Carlo particle transport calculations

International Nuclear Information System (INIS)

Macdonald, J.L.

1975-08-01

Statistical and deterministic pattern recognition systems are designed to classify the state space of a Monte Carlo transport problem into importance regions. The surfaces separating the regions can be used for particle splitting and Russian roulette in state space in order to reduce the variance of the Monte Carlo tally. Computer experiments are performed to evaluate the performance of the technique using one and two dimensional Monte Carlo problems. Additional experiments are performed to determine the sensitivity of the technique to various pattern recognition and Monte Carlo problem dependent parameters. A system for applying the technique to a general purpose Monte Carlo code is described. An estimate of the computer time required by the technique is made in order to determine its effectiveness as a variance reduction device. It is recommended that the technique be further investigated in a general purpose Monte Carlo code. (auth)

Acceleration of monte Carlo solution by conjugate gradient method

International Nuclear Information System (INIS)

Toshihisa, Yamamoto

2005-01-01

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

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.

Implementation of a Monte Carlo simulation environment for fully 3D PET on a high-performance parallel platform

CERN Document Server

Zaidi, H; Morel, Christian

1998-01-01

This paper describes the implementation of the Eidolon Monte Carlo program designed to simulate fully three-dimensional (3D) cylindrical positron tomographs on a MIMD parallel architecture. The original code was written in Objective-C and developed under the NeXTSTEP development environment. Different steps involved in porting the software on a parallel architecture based on PowerPC 604 processors running under AIX 4.1 are presented. Basic aspects and strategies of running Monte Carlo calculations on parallel computers are described. A linear decrease of the computing time was achieved with the number of computing nodes. The improved time performances resulting from parallelisation of the Monte Carlo calculations makes it an attractive tool for modelling photon transport in 3D positron tomography. The parallelisation paradigm used in this work is independent from the chosen parallel architecture

Statistical estimation Monte Carlo for unreliability evaluation of highly reliable system

International Nuclear Information System (INIS)

Xiao Gang; Su Guanghui; Jia Dounan; Li Tianduo

2000-01-01

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

Multilevel sequential Monte Carlo samplers

KAUST Repository

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

2016-01-01

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

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.

Applications of Monte Carlo method in Medical Physics

International Nuclear Information System (INIS)

Diez Rios, A.; Labajos, M.

1989-01-01

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

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.

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

International Nuclear Information System (INIS)

Altiparmakov, D.

1988-12-01

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

Monte Carlo simulations of neutron scattering instruments

International Nuclear Information System (INIS)

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

2001-01-01

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

Monte Carlo simulations in theoretical physic

International Nuclear Information System (INIS)

Billoire, A.

1991-01-01

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

SU-E-T-243: MonteCarlo Simulation Study of Polymer and Radiochromic Gel for Three-Dimensional Proton Dose Distribution

International Nuclear Information System (INIS)

Park, M; Jung, H; Kim, G; Ji, Y; Kim, K; Park, S

2014-01-01

Purpose: To estimate the three dimensional dose distributions in a polymer gel and a radiochromic gel by comparing with the virtual water phantom exposed to proton beams by applying Monte Carlo simulation. Methods: The polymer gel dosimeter is the compositeness material of gelatin, methacrylic acid, hydroquinone, tetrakis, and distilled water. The radiochromic gel is PRESAGE product. The densities of polymer and radiochromic gel were 1.040 and 1.0005 g/cm3, respectively. The shape of water phantom was a hexahedron with the size of 13 × 13 × 15 cm3. The proton beam energies of 72 and 116 MeV were used in the simulation. Proton beam was directed to the top of the phantom with Z-axis and the shape of beam was quadrangle with 10 × 10 cm2 dimension. The Percent depth dose and the dose distribution were evaluated for estimating the dose distribution of proton particle in two gel dosimeters, and compared with the virtual water phantom. Results: The Bragg-peak for proton particles in two gel dosimeters was similar to the virtual water phantom. Bragg-peak regions of polymer gel, radiochromic gel, and virtual water phantom were represented in the identical region (4.3 cm) for 72 MeV proton beam. For 116 MeV proton beam, the Bragg-peak regions of polymer gel, radiochromic gel, and virtual water phantom were represented in 9.9, 9.9 and 9.7 cm, respectively. The dose distribution of proton particles in polymer gel, radiochromic gel, and virtual water phantom was approximately identical in the case of 72 and 116 MeV energies. The errors for the simulation were under 10%. Conclusion: This work indicates the evaluation of three dimensional dose distributions by exposing proton particles to polymer and radiochromic gel dosimeter by comparing with the water phantom. The polymer gel and the radiochromic gel dosimeter show similar dose distributions for the proton beams

Steady-State Electrodiffusion from the Nernst-Planck Equation Coupled to Local Equilibrium Monte Carlo Simulations.

Science.gov (United States)

Boda, Dezső; Gillespie, Dirk

2012-03-13

We propose a procedure to compute the steady-state transport of charged particles based on the Nernst-Planck (NP) equation of electrodiffusion. To close the NP equation and to establish a relation between the concentration and electrochemical potential profiles, we introduce the Local Equilibrium Monte Carlo (LEMC) method. In this method, Grand Canonical Monte Carlo simulations are performed using the electrochemical potential specified for the distinct volume elements. An iteration procedure that self-consistently solves the NP and flux continuity equations with LEMC is shown to converge quickly. This NP+LEMC technique can be used in systems with diffusion of charged or uncharged particles in complex three-dimensional geometries, including systems with low concentrations and small applied voltages that are difficult for other particle simulation techniques.

Adaptive time-stepping Monte Carlo integration of Coulomb collisions

Science.gov (United States)

Särkimäki, K.; Hirvijoki, E.; Terävä, J.

2018-01-01

We report an accessible and robust tool for evaluating the effects of Coulomb collisions on a test particle in a plasma that obeys Maxwell-Jüttner statistics. The implementation is based on the Beliaev-Budker collision integral which allows both the test particle and the background plasma to be relativistic. The integration method supports adaptive time stepping, which is shown to greatly improve the computational efficiency. The Monte Carlo method is implemented for both the three-dimensional particle momentum space and the five-dimensional guiding center phase space. Detailed description is provided for both the physics and implementation of the operator. The focus is in adaptive integration of stochastic differential equations, which is an overlooked aspect among existing Monte Carlo implementations of Coulomb collision operators. We verify that our operator converges to known analytical results and demonstrate that careless implementation of the adaptive time step can lead to severely erroneous results. The operator is provided as a self-contained Fortran 95 module and can be included into existing orbit-following tools that trace either the full Larmor motion or the guiding center dynamics. The adaptive time-stepping algorithm is expected to be useful in situations where the collision frequencies vary greatly over the course of a simulation. Examples include the slowing-down of fusion products or other fast ions, and the Dreicer generation of runaway electrons as well as the generation of fast ions or electrons with ion or electron cyclotron resonance heating.

Linear filtering applied to Monte Carlo criticality calculations

International Nuclear Information System (INIS)

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

1975-01-01

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

Burnup calculations using Monte Carlo method

International Nuclear Information System (INIS)

Ghosh, Biplab; Degweker, S.B.

2009-01-01

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

Monte Carlo simulations for plasma physics

International Nuclear Information System (INIS)

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

2000-07-01

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

Kinetic Monte Carlo simulation of the efficiency roll-off, emission color, and degradation of organic light-emitting diodes

NARCIS (Netherlands)

Coehoorn, R.; van Eersel, H.; Bobbert, P.A.; Janssen, R.A.J.

2015-01-01

The performance of Organic Light Emitting Diodes (OLEDs) is determined by a complex interplay of the charge transport and excitonic processes in the active layer stack. We have developed a three-dimensional kinetic Monte Carlo (kMC) OLED simulation method which includes all these processes in an

Performance of three-photon PET imaging: Monte Carlo simulations

International Nuclear Information System (INIS)

Kacperski, Krzysztof; Spyrou, Nicholas M

2005-01-01

We have recently introduced the idea of making use of three-photon positron annihilations in positron emission tomography. In this paper, the basic characteristics of the three-gamma imaging in PET are studied by means of Monte Carlo simulations and analytical computations. Two typical configurations of human and small animal scanners are considered. Three-photon imaging requires high-energy resolution detectors. Parameters currently attainable by CdZnTe semiconductor detectors, the technology of choice for the future development of radiation imaging, are assumed. Spatial resolution is calculated as a function of detector energy resolution and size, position in the field of view, scanner size and the energies of the three-gamma annihilation photons. Possible ways to improve the spatial resolution obtained for nominal parameters, 1.5 cm and 3.2 mm FWHM for human and small animal scanners, respectively, are indicated. Counting rates of true and random three-photon events for typical human and small animal scanning configurations are assessed. A simple formula for minimum size of lesions detectable in the three-gamma based images is derived. Depending on the contrast and total number of registered counts, lesions of a few mm size for human and sub mm for small animal scanners can be detected

Monte Carlo methods and models in finance and insurance

CERN Document Server

Korn, Ralf; Kroisandt, Gerald

2010-01-01

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

Linking computer-aided design (CAD) to Geant4-based Monte Carlo simulations for precise implementation of complex treatment head geometries

International Nuclear Information System (INIS)

Constantin, Magdalena; Constantin, Dragos E; Keall, Paul J; Narula, Anisha; Svatos, Michelle; Perl, Joseph

2010-01-01

Most of the treatment head components of medical linear accelerators used in radiation therapy have complex geometrical shapes. They are typically designed using computer-aided design (CAD) applications. In Monte Carlo simulations of radiotherapy beam transport through the treatment head components, the relevant beam-generating and beam-modifying devices are inserted in the simulation toolkit using geometrical approximations of these components. Depending on their complexity, such approximations may introduce errors that can be propagated throughout the simulation. This drawback can be minimized by exporting a more precise geometry of the linac components from CAD and importing it into the Monte Carlo simulation environment. We present a technique that links three-dimensional CAD drawings of the treatment head components to Geant4 Monte Carlo simulations of dose deposition. (note)

Exact Monte Carlo for few-fermion systems

International Nuclear Information System (INIS)

Kalos, M.H.

1991-01-01

The author reconsiders the fundamental difficulties of fermion Monte Carlo as applied to few-body systems. He concludes that necessary ingredients of successful algorithms include the following: there must be equal populations of random walkers that carry positive and negative weights. The positions of positive walkers should be selected from a distribution that uses Green's functions to couple all walkers. The positions of negative walkers should be generated from those of positive walkers by means of odd permutations. The correct importance functions that take into account the global interactions of the populations are different for positive and negative walkers. Use of such important functions breaks the symmetry that otherwise would exist between configurations (of the entire population) and configurations derived by interchanging positive and negative walkers. Based upon these observations, he has constructed a stable and accurate algorithm that solves a fully-polarized, three-dimensional three-body model problem

Monte Carlo based dosimetry and treatment planning for neutron capture therapy of brain tumors

International Nuclear Information System (INIS)

Zamenhof, R.G.; Brenner, J.F.; Wazer, D.E.; Madoc-Jones, H.; Clement, S.D.; Harling, O.K.; Yanch, J.C.

1990-01-01

Monte Carlo based dosimetry and computer-aided treatment planning for neutron capture therapy have been developed to provide the necessary link between physical dosimetric measurements performed on the MITR-II epithermal-neutron beams and the need of the radiation oncologist to synthesize large amounts of dosimetric data into a clinically meaningful treatment plan for each individual patient. Monte Carlo simulation has been employed to characterize the spatial dose distributions within a skull/brain model irradiated by an epithermal-neutron beam designed for neutron capture therapy applications. The geometry and elemental composition employed for the mathematical skull/brain model and the neutron and photon fluence-to-dose conversion formalism are presented. A treatment planning program, NCTPLAN, developed specifically for neutron capture therapy, is described. Examples are presented illustrating both one and two-dimensional dose distributions obtainable within the brain with an experimental epithermal-neutron beam, together with beam quality and treatment plan efficacy criteria which have been formulated for neutron capture therapy. The incorporation of three-dimensional computed tomographic image data into the treatment planning procedure is illustrated

Monte Carlo neutral density calculations for ELMO Bumpy Torus

International Nuclear Information System (INIS)

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

1986-11-01

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

A New Monte Carlo Neutron Transport Code at UNIST

International Nuclear Information System (INIS)

Lee, Hyunsuk; Kong, Chidong; Lee, Deokjung

2014-01-01

Monte Carlo neutron transport code named MCS is under development at UNIST for the advanced reactor design and research purpose. This MC code can be used for fixed source calculation and criticality calculation. Continuous energy neutron cross section data and multi-group cross section data can be used for the MC calculation. This paper presents the overview of developed MC code and its calculation results. The real time fixed source calculation ability is also tested in this paper. The calculation results show good agreement with commercial code and experiment. A new Monte Carlo neutron transport code is being developed at UNIST. The MC codes are tested with several benchmark problems: ICSBEP, VENUS-2, and Hoogenboom-Martin benchmark. These benchmarks covers pin geometry to 3-dimensional whole core, and results shows good agreement with reference results

Sign problem and Monte Carlo calculations beyond Lefschetz thimbles

International Nuclear Information System (INIS)

Alexandru, Andrei; Başar, Gökçe; Bedaque, Paulo F.; Ridgway, Gregory W.; Warrington, Neill C.

2016-01-01

We point out that Monte Carlo simulations of theories with severe sign problems can be profitably performed over manifolds in complex space different from the one with fixed imaginary part of the action (“Lefschetz thimble”). We describe a family of such manifolds that interpolate between the tangent space at one critical point (where the sign problem is milder compared to the real plane but in some cases still severe) and the union of relevant thimbles (where the sign problem is mild but a multimodal distribution function complicates the Monte Carlo sampling). We exemplify this approach using a simple 0+1 dimensional fermion model previously used on sign problem studies and show that it can solve the model for some parameter values where a solution using Lefschetz thimbles was elusive.

Neutron spectrum unfolding using genetic algorithm in a Monte Carlo simulation

Energy Technology Data Exchange (ETDEWEB)

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

2014-02-11

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

Neutron spectrum unfolding using genetic algorithm in a Monte Carlo simulation

International Nuclear Information System (INIS)

Suman, Vitisha; Sarkar, P.K.

2014-01-01

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

Calculations of pair production by Monte Carlo methods

International Nuclear Information System (INIS)

Bottcher, C.; Strayer, M.R.

1991-01-01

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

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...

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

Energy Technology Data Exchange (ETDEWEB)

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

2000-07-01

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

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

International Nuclear Information System (INIS)

Hoogenboom, J.E.

2000-01-01

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

Monte Carlo study of one-dimensional confined fluids with Gay-Berne intermolecular potential

Science.gov (United States)

Moradi, M.; Hashemi, S.

2011-11-01

The thermodynamic quantities of a one dimensional system of particles with Gay-Berne model potential confined between walls have been obtained by means of Monte Carlo computer simulations. For a number of temperatures, the systems were considered and their density profiles, order parameter, pressure, configurational temperature and average potential energy per particle are reported. The results show that by decreasing the temperature, the soft particles become more ordered and they align to the walls and also they don't show any tendency to be near the walls at very low temperatures. We have also changed the structure of the walls by embedding soft ellipses in them, this change increases the total density near the wall whereas, increasing or decreasing the order parameter depend on the angle of embedded ellipses.

Geometric allocation approaches in Markov chain Monte Carlo

International Nuclear Information System (INIS)

Todo, S; Suwa, H

2013-01-01

The Markov chain Monte Carlo method is a versatile tool in statistical physics to evaluate multi-dimensional integrals numerically. For the method to work effectively, we must consider the following key issues: the choice of ensemble, the selection of candidate states, the optimization of transition kernel, algorithm for choosing a configuration according to the transition probabilities. We show that the unconventional approaches based on the geometric allocation of probabilities or weights can improve the dynamics and scaling of the Monte Carlo simulation in several aspects. Particularly, the approach using the irreversible kernel can reduce or sometimes completely eliminate the rejection of trial move in the Markov chain. We also discuss how the space-time interchange technique together with Walker's method of aliases can reduce the computational time especially for the case where the number of candidates is large, such as models with long-range interactions

Geometric Monte Carlo and black Janus geometries

Energy Technology Data Exchange (ETDEWEB)

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

2017-04-10

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

Monte Carlo Techniques for Nuclear Systems - Theory Lectures

International Nuclear Information System (INIS)

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

2016-01-01

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

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

Monte Carlo Transport for Electron Thermal Transport

Science.gov (United States)

Chenhall, Jeffrey; Cao, Duc; Moses, Gregory

2015-11-01

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

Generalized hybrid Monte Carlo - CMFD methods for fission source convergence

International Nuclear Information System (INIS)

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

2011-01-01

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

Space applications of the MITS electron-photon Monte Carlo transport code system

International Nuclear Information System (INIS)

Kensek, R.P.; Lorence, L.J.; Halbleib, J.A.; Morel, J.E.

1996-01-01

The MITS multigroup/continuous-energy electron-photon Monte Carlo transport code system has matured to the point that it is capable of addressing more realistic three-dimensional adjoint applications. It is first employed to efficiently predict point doses as a function of source energy for simple three-dimensional experimental geometries exposed to simulated uniform isotropic planar sources of monoenergetic electrons up to 4.0 MeV. Results are in very good agreement with experimental data. It is then used to efficiently simulate dose to a detector in a subsystem of a GPS satellite due to its natural electron environment, employing a relatively complex model of the satellite. The capability for survivability analysis of space systems is demonstrated, and results are obtained with and without variance reduction

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

Energy Technology Data Exchange (ETDEWEB)

Kroiss, Peter Michael

2017-02-01

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

Is Monte Carlo embarrassingly parallel?

Energy Technology Data Exchange (ETDEWEB)

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

2012-07-01

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

Is Monte Carlo embarrassingly parallel?

International Nuclear Information System (INIS)

Hoogenboom, J. E.

2012-01-01

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

Variational Variance Reduction for Monte Carlo Criticality Calculations

International Nuclear Information System (INIS)

Densmore, Jeffery D.; Larsen, Edward W.

2001-01-01

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

Monte Carlo analysis of Musashi TRIGA mark II reactor core

International Nuclear Information System (INIS)

Matsumoto, Tetsuo

1999-01-01

The analysis of the TRIGA-II core at the Musashi Institute of Technology Research Reactor (Musashi reactor, 100 kW) was performed by the three-dimensional continuous-energy Monte Carlo code (MCNP4A). Effective multiplication factors (k eff ) for the several fuel-loading patterns including the initial core criticality experiment, the fuel element and control rod reactivity worth as well as the neutron flux measurements were used in the validation process of the physical model and neutron cross section data from the ENDF/B-V evaluation. The calculated k eff overestimated the experimental data by about 1.0%Δk/k for both the initial core and the several fuel-loading arrangements. The calculated reactivity worths of control rod and fuel element agree well the measured ones within the uncertainties. The comparison of neutron flux distribution was consistent with the experimental ones which were measured by activation methods at the sample irradiation tubes. All in all, the agreement between the MCNP predictions and the experimentally determined values is good, which indicated that the Monte Carlo model is enough to simulate the Musashi TRIGA-II reactor core. (author)

Monte Carlo Solutions for Blind Phase Noise Estimation

Directory of Open Access Journals (Sweden)

Çırpan Hakan

2009-01-01

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

Monte Carlo based diffusion coefficients for LMFBR analysis

International Nuclear Information System (INIS)

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

2010-01-01

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

Creating and using a type of free-form geometry in Monte Carlo particle transport

International Nuclear Information System (INIS)

Wessol, D.E.; Wheeler, F.J.

1993-01-01

While the reactor physicists were fine-tuning the Monte Carlo paradigm for particle transport in regular geometries, the computer scientists were developing rendering algorithms to display extremely realistic renditions of irregular objects ranging from the ubiquitous teakettle to dynamic Jell-O. Even though the modeling methods share a common basis, the initial strategies each discipline developed for variance reduction were remarkably different. Initially, the reactor physicist used Russian roulette, importance sampling, particle splitting, and rejection techniques. In the early stages of development, the computer scientist relied primarily on rejection techniques, including a very elegant hierarchical construction and sampling method. This sampling method allowed the computer scientist to viably track particles through irregular geometries in three-dimensional space, while the initial methods developed by the reactor physicists would only allow for efficient searches through analytical surfaces or objects. As time goes by, it appears there has been some merging of the variance reduction strategies between the two disciplines. This is an early (possibly first) incorporation of geometric hierarchical construction and sampling into the reactor physicists' Monte Carlo transport model that permits efficient tracking through nonuniform rational B-spline surfaces in three-dimensional space. After some discussion, the results from this model are compared with experiments and the model employing implicit (analytical) geometric representation

Monte Carlo algorithms with absorbing Markov chains: Fast local algorithms for slow dynamics

International Nuclear Information System (INIS)

Novotny, M.A.

1995-01-01

A class of Monte Carlo algorithms which incorporate absorbing Markov chains is presented. In a particular limit, the lowest order of these algorithms reduces to the n-fold way algorithm. These algorithms are applied to study the escape from the metastable state in the two-dimensional square-lattice nearest-neighbor Ising ferromagnet in an unfavorable applied field, and the agreement with theoretical predictions is very good. It is demonstrated that the higher-order algorithms can be many orders of magnitude faster than either the traditional Monte Carlo or n-fold way algorithms

Computer system for Monte Carlo experimentation

International Nuclear Information System (INIS)

Grier, D.A.

1986-01-01

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

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.

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.

MONTE CARLO SIMULATION OF MULTIFOCAL STOCHASTIC SCANNING SYSTEM

Directory of Open Access Journals (Sweden)

LIXIN LIU

2014-01-01

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

Alternative implementations of the Monte Carlo power method

International Nuclear Information System (INIS)

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

2002-01-01

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

Igo - A Monte Carlo Code For Radiotherapy Planning

International Nuclear Information System (INIS)

Goldstein, M.; Regev, D.

1999-01-01

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

Monte Carlo techniques for analyzing deep-penetration problems

International Nuclear Information System (INIS)

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

1986-01-01

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

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 ...

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

International Nuclear Information System (INIS)

Densmore, Jeffery D.; Larsen, Edward W.

2001-01-01

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

A New Approach to Monte Carlo Simulations in Statistical Physics

Science.gov (United States)

Landau, David P.

2002-08-01

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

Non statistical Monte-Carlo

International Nuclear Information System (INIS)

Mercier, B.

1985-04-01

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

Study on critical effect in lattice homogenization via Monte Carlo method

International Nuclear Information System (INIS)

Li Mancang; Wang Kan; Yao Dong

2012-01-01

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

An accurate nonlinear Monte Carlo collision operator

International Nuclear Information System (INIS)

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

1995-03-01

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

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

International Nuclear Information System (INIS)

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

1996-03-01

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

Swarm Underwater Acoustic 3D Localization: Kalman vs Monte Carlo

Directory of Open Access Journals (Sweden)

Sergio Taraglio

2015-07-01

Full Text Available Two three-dimensional localization algorithms for a swarm of underwater vehicles are presented. The first is grounded on an extended Kalman filter (EKF scheme used to fuse some proprioceptive data such as the vessel's speed and some exteroceptive measurements such as the time of flight (TOF sonar distance of the companion vessels. The second is a Monte Carlo particle filter localization processing the same sensory data suite. The results of several simulations using the two approaches are presented, with comparison. The case of a supporting surface vessel is also considered. An analysis of the robustness of the two approaches against some system parameters is given.

Monte Carlo techniques for analyzing deep penetration problems

International Nuclear Information System (INIS)

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

1985-01-01

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

Monte Carlo techniques for analyzing deep penetration problems

International Nuclear Information System (INIS)

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

1985-01-01

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

Biases in Monte Carlo eigenvalue calculations

Energy Technology Data Exchange (ETDEWEB)

Gelbard, E.M.

1992-12-01

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

Biases in Monte Carlo eigenvalue calculations

Energy Technology Data Exchange (ETDEWEB)

Gelbard, E.M.

1992-01-01

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

Biases in Monte Carlo eigenvalue calculations

International Nuclear Information System (INIS)

Gelbard, E.M.

1992-01-01

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

Cherenkov radiation-based three-dimensional position-sensitive PET detector: A Monte Carlo study.

Science.gov (United States)

Ota, Ryosuke; Yamada, Ryoko; Moriya, Takahiro; Hasegawa, Tomoyuki

2018-05-01

Cherenkov radiation has recently received attention due to its prompt emission phenomenon, which has the potential to improve the timing performance of radiation detectors dedicated to positron emission tomography (PET). In this study, a Cherenkov-based three-dimensional (3D) position-sensitive radiation detector was proposed, which is composed of a monolithic lead fluoride (PbF 2 ) crystal and a photodetector array of which the signals can be readout independently. Monte Carlo simulations were performed to estimate the performance of the proposed detector. The position- and time resolution were evaluated under various practical conditions. The radiator size and various properties of the photodetector, e.g., readout pitch and single photon timing resolution (SPTR), were parameterized. The single photon time response of the photodetector was assumed to be a single Gaussian for the simplification. The photo detection efficiency of the photodetector was ideally 100% for all wavelengths. Compton scattering was included in simulations, but partly analyzed. To estimate the position at which a γ-ray interacted in the Cherenkov radiator, the center-of-gravity (COG) method was employed. In addition, to estimate the depth-of-interaction (DOI) principal component analysis (PCA), which is a multivariate analysis method and has been used to identify the patterns in data, was employed. The time-space distribution of Cherenkov photons was quantified to perform PCA. To evaluate coincidence time resolution (CTR), the time difference of two independent γ-ray events was calculated. The detection time was defined as the first photon time after the SPTR of the photodetector was taken into account. The position resolution on the photodetector plane could be estimated with high accuracy, by using a small number of Cherenkov photons. Moreover, PCA showed an ability to estimate the DOI. The position resolution heavily depends on the pitch of the photodetector array and the radiator

Importance iteration in MORSE Monte Carlo calculations

International Nuclear Information System (INIS)

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

1994-01-01

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

Importance iteration in MORSE Monte Carlo calculations

International Nuclear Information System (INIS)

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

1994-02-01

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

Automated four-dimensional Monte Carlo workflow using log files and real-time motion monitoring

International Nuclear Information System (INIS)

Sibolt, P; Andersen, C E; Cronholm, R O; Heath, E; Behrens, C F

2017-01-01

With emerging techniques for tracking and gating methods in radiotherapy of lung cancer patients, there is an increasing need for efficient four-dimensional Monte Carlo (4DMC) based quality assurance (QA). An automated and flexible workflow for 4DMC QA, based on the 4DdefDOSXYZnrc user code, has been developed in python. The workflow has been tested and verified using an in-house developed dosimetry system comprised of a dynamic thorax phantom constructed for plastic scintillator dosimetry. The workflow is directly compatible with any treatment planning system and can also be triggered by the appearance of linac log files. It has minimum user interaction and, with the use of linac log files, it provides a method for verification of the actually delivered dose in the patient geometry. (paper)

Applications guide to the MORSE Monte Carlo code

International Nuclear Information System (INIS)

Cramer, S.N.

1985-08-01

A practical guide for the implementation of the MORESE-CG Monte Carlo radiation transport computer code system is presented. The various versions of the MORSE code are compared and contrasted, and the many references dealing explicitly with the MORSE-CG code are reviewed. The treatment of angular scattering is discussed, and procedures for obtaining increased differentiality of results in terms of reaction types and nuclides from a multigroup Monte Carlo code are explained in terms of cross-section and geometry data manipulation. Examples of standard cross-section data input and output are shown. Many other features of the code system are also reviewed, including (1) the concept of primary and secondary particles, (2) fission neutron generation, (3) albedo data capability, (4) DOMINO coupling, (5) history file use for post-processing of results, (6) adjoint mode operation, (7) variance reduction, and (8) input/output. In addition, examples of the combinatorial geometry are given, and the new array of arrays geometry feature (MARS) and its three-dimensional plotting code (JUNEBUG) are presented. Realistic examples of user routines for source, estimation, path-length stretching, and cross-section data manipulation are given. A deatiled explanation of the coupling between the random walk and estimation procedure is given in terms of both code parameters and physical analogies. The operation of the code in the adjoint mode is covered extensively. The basic concepts of adjoint theory and dimensionality are discussed and examples of adjoint source and estimator user routines are given for all common situations. Adjoint source normalization is explained, a few sample problems are given, and the concept of obtaining forward differential results from adjoint calculations is covered. Finally, the documentation of the standard MORSE-CG sample problem package is reviewed and on-going and future work is discussed

Advanced Computational Methods for Monte Carlo Calculations

Energy Technology Data Exchange (ETDEWEB)

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

2018-01-12

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

Prospect on general software of Monte Carlo method

International Nuclear Information System (INIS)

Pei Lucheng

1992-01-01

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

Strategije drevesnega preiskovanja Monte Carlo

OpenAIRE

VODOPIVEC, TOM

2018-01-01

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

Monte Carlo electron/photon transport

International Nuclear Information System (INIS)

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

1985-01-01

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

Quantum Monte Carlo for vibrating molecules

International Nuclear Information System (INIS)

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

1996-08-01

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

TMCC: a transient three-dimensional neutron transport code by the direct simulation method - 222

International Nuclear Information System (INIS)

Shen, H.; Li, Z.; Wang, K.; Yu, G.

2010-01-01

A direct simulation method (DSM) is applied to solve the transient three-dimensional neutron transport problems. DSM is based on the Monte Carlo method, and can be considered as an application of the Monte Carlo method in the specific type of problems. In this work, the transient neutronics problem is solved by simulating the dynamic behaviors of neutrons and precursors of delayed neutrons during the transient process. DSM gets rid of various approximations which are always necessary to other methods, so it is precise and flexible in the requirement of geometric configurations, material compositions and energy spectrum. In this paper, the theory of DSM is introduced first, and the numerical results obtained with the new transient analysis code, named TMCC (Transient Monte Carlo Code), are presented. (authors)

A three-dimensional meso-scale modeling for helium bubble growth in metals

International Nuclear Information System (INIS)

Suzudo, T.; Kaburaki, H.; Wakai, E.

2007-01-01

A three-dimensional meso-scale computer model using a Monte-Carlo simulation method has been proposed to simulate the helium bubble growth in metals. The primary merit of this model is that it enables the visual comparison between the microstructure observed by the TEM imaging and those by calculations. The modeling is so simple that one can control easily the calculation by tuning parameters. The simulation results are confirmed by the ideal gas law and the capillary relation. helium bubble growth, meso-scale modeling, Monte-Carlo simulation, the ideal gas law and the capillary relation. (authors)

Theory for the three-dimensional Mercedes-Benz model of water

Science.gov (United States)

Bizjak, Alan; Urbic, Tomaz; Vlachy, Vojko; Dill, Ken A.

2009-11-01

The two-dimensional Mercedes-Benz (MB) model of water has been widely studied, both by Monte Carlo simulations and by integral equation methods. Here, we study the three-dimensional (3D) MB model. We treat water as spheres that interact through Lennard-Jones potentials and through a tetrahedral Gaussian hydrogen bonding function. As the "right answer," we perform isothermal-isobaric Monte Carlo simulations on the 3D MB model for different pressures and temperatures. The purpose of this work is to develop and test Wertheim's Ornstein-Zernike integral equation and thermodynamic perturbation theories. The two analytical approaches are orders of magnitude more efficient than the Monte Carlo simulations. The ultimate goal is to find statistical mechanical theories that can efficiently predict the properties of orientationally complex molecules, such as water. Also, here, the 3D MB model simply serves as a useful workbench for testing such analytical approaches. For hot water, the analytical theories give accurate agreement with the computer simulations. For cold water, the agreement is not as good. Nevertheless, these approaches are qualitatively consistent with energies, volumes, heat capacities, compressibilities, and thermal expansion coefficients versus temperature and pressure. Such analytical approaches offer a promising route to a better understanding of water and also the aqueous solvation.

Theory for the three-dimensional Mercedes-Benz model of water.

Science.gov (United States)

Bizjak, Alan; Urbic, Tomaz; Vlachy, Vojko; Dill, Ken A

2009-11-21

The two-dimensional Mercedes-Benz (MB) model of water has been widely studied, both by Monte Carlo simulations and by integral equation methods. Here, we study the three-dimensional (3D) MB model. We treat water as spheres that interact through Lennard-Jones potentials and through a tetrahedral Gaussian hydrogen bonding function. As the "right answer," we perform isothermal-isobaric Monte Carlo simulations on the 3D MB model for different pressures and temperatures. The purpose of this work is to develop and test Wertheim's Ornstein-Zernike integral equation and thermodynamic perturbation theories. The two analytical approaches are orders of magnitude more efficient than the Monte Carlo simulations. The ultimate goal is to find statistical mechanical theories that can efficiently predict the properties of orientationally complex molecules, such as water. Also, here, the 3D MB model simply serves as a useful workbench for testing such analytical approaches. For hot water, the analytical theories give accurate agreement with the computer simulations. For cold water, the agreement is not as good. Nevertheless, these approaches are qualitatively consistent with energies, volumes, heat capacities, compressibilities, and thermal expansion coefficients versus temperature and pressure. Such analytical approaches offer a promising route to a better understanding of water and also the aqueous solvation.

The biological shield of a high-intensity spallation source: a monte Carlo design study

International Nuclear Information System (INIS)

Koprivnikar, I.; Schachinger, E.

2004-01-01

The design of high-intensity spallation sources requires the best possible estimates for the biological shield. The applicability of three-dimensional Monte Carlo simulation in the design of the biological shield of a spallation source will be discussed. In order to achieve reasonable computing times along with acceptable accuracy, biasing techniques are to be employed and it was the main purpose of this work to develop a strategy for an effective Monte Carlo simulation in shielding design. The most prominent MC computer codes, namely MCNPX and FLUKA99, have been applied to the same model spallation source (the European Spallation Source) and on the basis of the derived strategies, the design and characteristics of the target station shield are discussed. It is also the purpose of the paper to demonstrate the application of the developed strategy for the design of beam lines with their shielding using as an example the target-moderator-reflector complex of the ESS as the primary particle source. (author)

Present status of transport code development based on Monte Carlo method

International Nuclear Information System (INIS)

Nakagawa, Masayuki

1985-01-01

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

Successful vectorization - reactor physics Monte Carlo code

International Nuclear Information System (INIS)

Martin, W.R.

1989-01-01

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

Three-dimensional Simulation of Gas Conductance Measurement Experiments on Alcator C-Mod

International Nuclear Information System (INIS)

Stotler, D.P.; LaBombard, B.

2004-01-01

Three-dimensional Monte Carlo neutral transport simulations of gas flow through the Alcator C-Mod subdivertor yield conductances comparable to those found in dedicated experiments. All are significantly smaller than the conductance found with the previously used axisymmetric geometry. A benchmarking exercise of the code against known conductance values for gas flow through a simple pipe provides a physical basis for interpreting the comparison of the three-dimensional and experimental C-Mod conductances

VIM Monte Carlo versus CASMO comparisons for BWR advanced fuel designs

International Nuclear Information System (INIS)

Pallotta, A.S.; Blomquist, R.N.

1994-01-01

Eigenvalues and two-dimensional fission rate distributions computed with the CASMO-3G lattice physics code and the VIM Monte Carlo Code are compared. The cases assessed are two advanced commercial BWR pin bundle designs. Generally, the two codes show good agreement in K inf , fission rate distributions, and control rod worths

Bayesian phylogeny analysis via stochastic approximation Monte Carlo

KAUST Repository

Cheon, Sooyoung; Liang, Faming

2009-01-01

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

Reflections on early Monte Carlo calculations

International Nuclear Information System (INIS)

Spanier, J.

1992-01-01

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

Reconstruction of Monte Carlo replicas from Hessian parton distributions

Energy Technology Data Exchange (ETDEWEB)

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

2017-03-20

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

Problems in radiation shielding calculations with Monte Carlo methods

International Nuclear Information System (INIS)

Ueki, Kohtaro

1985-01-01

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

Cluster monte carlo method for nuclear criticality safety calculation

International Nuclear Information System (INIS)

Pei Lucheng

1984-01-01

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

Wielandt acceleration for MCNP5 Monte Carlo eigenvalue calculations

International Nuclear Information System (INIS)

Brown, F.

2007-01-01

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

Applications of the Monte Carlo method in radiation protection

International Nuclear Information System (INIS)

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

1999-01-01

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

Pore-scale uncertainty quantification with multilevel Monte Carlo

KAUST Repository

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

2014-01-01

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

Monte-Carlo support for the fluxon confinement mechanism

International Nuclear Information System (INIS)

Greensite, J.; Lautrup, B.

1981-03-01

The authors present Monte-Carlo evidence of a first-order phase transition in 4-dimensional lattice SO(3) gauge theory. This result stands in sharp contrast to the known single-phase structure of the corresponding SU(2) theory. Since SU(2) and SO(3) differ only by a Z 2 center, it is concluded that the Z 2 degrees of freedom are essential in disordering the SU(2) system, probably via the fluxon condensation scheme suggested by 't Hooft. (Auth.)

Current and future applications of Monte Carlo

International Nuclear Information System (INIS)

Zaidi, H.

2003-01-01

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

SPQR: a Monte Carlo reactor kinetics code

International Nuclear Information System (INIS)

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

1980-02-01

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

Accelerating execution of the integrated TIGER series Monte Carlo radiation transport codes

Science.gov (United States)

Smith, L. M.; Hochstedler, R. D.

1997-02-01

Execution of the integrated TIGER series (ITS) of coupled electron/photon Monte Carlo radiation transport codes has been accelerated by modifying the FORTRAN source code for more efficient computation. Each member code of ITS was benchmarked and profiled with a specific test case that directed the acceleration effort toward the most computationally intensive subroutines. Techniques for accelerating these subroutines included replacing linear search algorithms with binary versions, replacing the pseudo-random number generator, reducing program memory allocation, and proofing the input files for geometrical redundancies. All techniques produced identical or statistically similar results to the original code. Final benchmark timing of the accelerated code resulted in speed-up factors of 2.00 for TIGER (the one-dimensional slab geometry code), 1.74 for CYLTRAN (the two-dimensional cylindrical geometry code), and 1.90 for ACCEPT (the arbitrary three-dimensional geometry code).

Accelerating execution of the integrated TIGER series Monte Carlo radiation transport codes

International Nuclear Information System (INIS)

Smith, L.M.; Hochstedler, R.D.

1997-01-01

Execution of the integrated TIGER series (ITS) of coupled electron/photon Monte Carlo radiation transport codes has been accelerated by modifying the FORTRAN source code for more efficient computation. Each member code of ITS was benchmarked and profiled with a specific test case that directed the acceleration effort toward the most computationally intensive subroutines. Techniques for accelerating these subroutines included replacing linear search algorithms with binary versions, replacing the pseudo-random number generator, reducing program memory allocation, and proofing the input files for geometrical redundancies. All techniques produced identical or statistically similar results to the original code. Final benchmark timing of the accelerated code resulted in speed-up factors of 2.00 for TIGER (the one-dimensional slab geometry code), 1.74 for CYLTRAN (the two-dimensional cylindrical geometry code), and 1.90 for ACCEPT (the arbitrary three-dimensional geometry code)

Optix: A Monte Carlo scintillation light transport code

Energy Technology Data Exchange (ETDEWEB)

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

2014-02-11

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

Present status and future prospects of neutronics Monte Carlo

International Nuclear Information System (INIS)

Gelbard, E.M.

1990-01-01

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

Diffusion Monte Carlo approach versus adiabatic computation for local Hamiltonians

Science.gov (United States)

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

2018-02-01

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

Monte-Carlo simulation of crystallographical pore growth in III-V-semiconductors

International Nuclear Information System (INIS)

Leisner, Malte; Carstensen, Juergen; Foell, Helmut

2011-01-01

The growth of crystallographical pores in III-V-semiconductors can be understood in the framework of a simple model, which is based on the assumption that the branching of pores is proportional to the current density at the pore tips. The stochastic nature of this model allows its implementation into a three-dimensional Monte-Carlo-simulation of pore growth. The simulation is able to reproduce the experimentally observed crysto pore structures in III-V-semiconductors in full quantitative detail. The different branching probabilities for different semiconductors, as well as doping levels, can be deduced from the specific passivation behavior of the semiconductor-electrolyte-interface at the pore tips.

Neutron point-flux calculation by Monte Carlo

International Nuclear Information System (INIS)

Eichhorn, M.

1986-04-01

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

Shell model the Monte Carlo way

International Nuclear Information System (INIS)

Ormand, W.E.

1995-01-01

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

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.

Research on perturbation based Monte Carlo reactor criticality search

International Nuclear Information System (INIS)

Li Zeguang; Wang Kan; Li Yangliu; Deng Jingkang

2013-01-01

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

Molecular dynamics and Monte Carlo calculations in statistical mechanics

International Nuclear Information System (INIS)

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

1976-01-01

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

Monte Carlo learning/biasing experiment with intelligent random numbers

International Nuclear Information System (INIS)

Booth, T.E.

1985-01-01

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

Temperature variance study in Monte-Carlo photon transport theory

International Nuclear Information System (INIS)

Giorla, J.

1985-10-01

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

Monte Carlo applications to radiation shielding problems

International Nuclear Information System (INIS)

Subbaiah, K.V.

2009-01-01

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

Randomized quasi-Monte Carlo simulation of fast-ion thermalization

Science.gov (United States)

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

2012-01-01

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

A reappraisal of drug release laws using Monte Carlo simulations: the prevalence of the Weibull function.

Science.gov (United States)

Kosmidis, Kosmas; Argyrakis, Panos; Macheras, Panos

2003-07-01

To verify the Higuchi law and study the drug release from cylindrical and spherical matrices by means of Monte Carlo computer simulation. A one-dimensional matrix, based on the theoretical assumptions of the derivation of the Higuchi law, was simulated and its time evolution was monitored. Cylindrical and spherical three-dimensional lattices were simulated with sites at the boundary of the lattice having been denoted as leak sites. Particles were allowed to move inside it using the random walk model. Excluded volume interactions between the particles was assumed. We have monitored the system time evolution for different lattice sizes and different initial particle concentrations. The Higuchi law was verified using the Monte Carlo technique in a one-dimensional lattice. It was found that Fickian drug release from cylindrical matrices can be approximated nicely with the Weibull function. A simple linear relation between the Weibull function parameters and the specific surface of the system was found. Drug release from a matrix, as a result of a diffusion process assuming excluded volume interactions between the drug molecules, can be described using a Weibull function. This model, although approximate and semiempirical, has the benefit of providing a simple physical connection between the model parameters and the system geometry, which was something missing from other semiempirical models.

A Monte Carlo algorithm for the Vavilov distribution

International Nuclear Information System (INIS)

Yi, Chul-Young; Han, Hyon-Soo

1999-01-01

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

Monte Carlo Euler approximations of HJM term structure financial models

KAUST Repository

Björk, Tomas

2012-11-22

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

Monte Carlo Euler approximations of HJM term structure financial models

KAUST Repository

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

2012-01-01

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

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).

Nested Sampling with Constrained Hamiltonian Monte Carlo

OpenAIRE

Betancourt, M. J.

2010-01-01

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

Monte Carlo advances for the Eolus Asci Project

International Nuclear Information System (INIS)

Hendrick, J. S.; McKinney, G. W.; Cox, L. J.

2000-01-01

The Eolus ASCI project includes parallel, 3-D transport simulation for various nuclear applications. The codes developed within this project provide neutral and charged particle transport, detailed interaction physics, numerous source and tally capabilities, and general geometry packages. One such code is MCNPW which is a general purpose, 3-dimensional, time-dependent, continuous-energy Monte Carlo fully-coupled N-Particle transport code. Significant advances are also being made in the areas of modern software engineering and parallel computing. These advances are described in detail

Monte Carlo computation in the applied research of nuclear technology

International Nuclear Information System (INIS)

Xu Shuyan; Liu Baojie; Li Qin

2007-01-01

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

Study of the variance of a Monte Carlo calculation. Application to weighting; Etude de la variance d'un calcul de Monte Carlo. Application a la ponderation

Energy Technology Data Exchange (ETDEWEB)

Lanore, Jeanne-Marie [Commissariat a l' Energie Atomique - CEA, Centre d' Etudes Nucleaires de Fontenay-aux-Roses, Direction des Piles Atomiques, Departement des Etudes de Piles, Service d' Etudes de Protections de Piles (France)

1969-04-15

One of the main difficulties in Monte Carlo computations is the estimation of the results variance. Generally, only an apparent variance can be observed over a few calculations, often very different from the actual variance. By studying a large number of short calculations, the authors have tried to evaluate the real variance, and then to apply the obtained results to the optimization of the computations. The program used is the Poker one-dimensional Monte Carlo program. Calculations are performed in two types of fictitious environments: a body with constant cross section, without absorption, where all shocks are elastic and isotropic; a body with variable cross section (presenting a very pronounced peak and hole), with an anisotropy for high energy elastic shocks, and with the possibility of inelastic shocks (this body presents all the features that can appear in a real case)

Status of Monte Carlo at Los Alamos

International Nuclear Information System (INIS)

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

1980-05-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2015-06-15

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

Statistics of Monte Carlo methods used in radiation transport calculation

International Nuclear Information System (INIS)

Datta, D.

2009-01-01

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

Shell model Monte Carlo methods

International Nuclear Information System (INIS)

Koonin, S.E.

1996-01-01

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

Multiple histogram method and static Monte Carlo sampling

NARCIS (Netherlands)

Inda, M.A.; Frenkel, D.

2004-01-01

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

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.

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

Energy Technology Data Exchange (ETDEWEB)

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

2016-11-10

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

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

International Nuclear Information System (INIS)

Chang, C.; Morales, M. A.

2016-01-01

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

Discrete Diffusion Monte Carlo for Electron Thermal Transport

Science.gov (United States)

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

2014-10-01

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

Monte Carlo techniques in diagnostic and therapeutic nuclear medicine

International Nuclear Information System (INIS)

Zaidi, H.

2002-01-01

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

The impact of spatial variability of hydrogeological parameters - Monte Carlo calculations using SITE-94 data

International Nuclear Information System (INIS)

Pereira, A.; Broed, R.

2002-03-01

In this report, several issues related to the probabilistic methodology for performance assessments of repositories for high-level nuclear waste and spent fuel are addressed. Random Monte Carlo sampling is used to make uncertainty analyses for the migration of four nuclides and a decay chain in the geosphere. The nuclides studied are cesium, chlorine, iodine and carbon, and radium from a decay chain. A procedure is developed to take advantage of the information contained in the hydrogeological data obtained from a three-dimensional discrete fracture model as the input data for one-dimensional transport models for use in Monte Carlo calculations. This procedure retains the original correlations between parameters representing different physical entities, namely, between the groundwater flow rate and the hydrodynamic dispersion in fractured rock, in contrast with the approach commonly used that assumes that all parameters supplied for the Monte Carlo calculations are independent of each other. A small program is developed to allow the above-mentioned procedure to be used if the available three-dimensional data are scarce for Monte Carlo calculations. The program allows random sampling of data from the 3-D data distribution in the hydrogeological calculations. The impact of correlations between the groundwater flow and the hydrodynamic dispersion on the uncertainty associated with the output distribution of the radionuclides' peak releases is studied. It is shown that for the SITE-94 data, this impact can be disregarded. A global sensitivity analysis is also performed on the peak releases of the radionuclides studied. The results of these sensitivity analyses, using several known statistical methods, show discrepancies that are attributed to the limitations of these methods. The reason for the difficulties is to be found in the complexity of the models needed for the predictions of radionuclide migration, models that deliver results covering variation of several

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...

Off-diagonal expansion quantum Monte Carlo.

Science.gov (United States)

Albash, Tameem; Wagenbreth, Gene; Hen, Itay

2017-12-01

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

Visual Monte Carlo and its application to internal and external dosimetry

International Nuclear Information System (INIS)

Hunt, J.G.; Silva, F.C. da; Souza-Santos, D. de; Dantas, B.M.; Azeredo, A.; Malatova, I.; Foltanova, S.; Isakson, M.

2001-01-01

The program visual Monte Carlo (VMC), combined with voxel phantoms, and its application to three areas of radiation protection: calibration of in vivo measurement systems, dose calculations due to external sources of radiation, and the calculation of Specific Effective Energies is described in this paper. The simulation of photon transport through a voxel phantom requires a Monte Carlo program adapted to voxel geometries. VMC is written in Visual Basic trademark, a Microsoft Windows based program, which is easy to use and has an extensive graphic output. (orig.)

Monte Carlo simulation of grain growth

Directory of Open Access Journals (Sweden)

Paulo Blikstein

1999-07-01

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

Vertical drying of a suspension of sticks: Monte Carlo simulation for continuous two-dimensional problem

Science.gov (United States)

Lebovka, Nikolai I.; Tarasevich, Yuri Yu.; Vygornitskii, Nikolai V.

2018-02-01

The vertical drying of a two-dimensional colloidal film containing zero-thickness sticks (lines) was studied by means of kinetic Monte Carlo (MC) simulations. The continuous two-dimensional problem for both the positions and orientations was considered. The initial state before drying was produced using a model of random sequential adsorption with isotropic orientations of the sticks. During the evaporation, an upper interface falls with a linear velocity in the vertical direction, and the sticks undergo translational and rotational Brownian motions. The MC simulations were run at different initial number concentrations (the numbers of sticks per unit area), pi, and solvent evaporation rates, u . For completely dried films, the spatial distributions of the sticks, the order parameters, and the electrical conductivities of the films in both the horizontal, x , and vertical, y , directions were examined. Significant evaporation-driven self-assembly and stratification of the sticks in the vertical direction was observed. The extent of stratification increased with increasing values of u . The anisotropy of the electrical conductivity of the film can be finely regulated by changes in the values of pi and u .

The calculation of neutron flux using Monte Carlo method

Science.gov (United States)

Günay, Mehtap; Bardakçı, Hilal

2017-09-01

In this study, a hybrid reactor system was designed by using 99-95% Li20Sn80 + 1-5% RG-Pu, 99-95% Li20Sn80 + 1-5% RG-PuF4, and 99-95% Li20Sn80 + 1-5% RG-PuO2 fluids, ENDF/B-VII.0 evaluated nuclear data library and 9Cr2WVTa structural material. The fluids were used in the liquid first wall, liquid second wall (blanket) and shield zones of a fusion-fission hybrid reactor system. The neutron flux was calculated according to the mixture components, radial, energy spectrum in the designed hybrid reactor system for the selected fluids, library and structural material. Three-dimensional nucleonic calculations were performed using the most recent version MCNPX-2.7.0 the Monte Carlo code.

Variational Monte Carlo Technique

Indian Academy of Sciences (India)

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

Randomized quasi-Monte Carlo simulation of fast-ion thermalization

International Nuclear Information System (INIS)

Höök, L J; Johnson, T; Hellsten, T

2012-01-01

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

Combinatorial nuclear level density by a Monte Carlo method

International Nuclear Information System (INIS)

Cerf, N.

1994-01-01

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

Monte Carlo simulation of the three-state vector Potts model on a three-dimensional random lattice

International Nuclear Information System (INIS)

Jianbo Zhang; Heping Ying

1991-09-01

We have performed a numerical simulation of the three-state vector Potts model on a three-dimensional random lattice. The averages of energy density, magnetization, specific heat and susceptibility of the system in the N 3 (N=8,10,12) lattices were calculated. The results show that a first order nature of the Z(3) symmetry breaking transition appears, as characterized by a thermal hysterisis in the energy density as well as an abrupt drop of magnetization being sharper and discontinuous with increasing of volume in the cross-over region. The results obtained on the random lattice were consistent with those obtained on the three-dimensional cubic lattice. (author). 12 refs, 4 figs

Markov chain Monte Carlo techniques applied to parton distribution functions determination: Proof of concept

Science.gov (United States)

Gbedo, Yémalin Gabin; Mangin-Brinet, Mariane

2017-07-01

We present a new procedure to determine parton distribution functions (PDFs), based on Markov chain Monte Carlo (MCMC) methods. The aim of this paper is to show that we can replace the standard χ2 minimization by procedures grounded on statistical methods, and on Bayesian inference in particular, thus offering additional insight into the rich field of PDFs determination. After a basic introduction to these techniques, we introduce the algorithm we have chosen to implement—namely Hybrid (or Hamiltonian) Monte Carlo. This algorithm, initially developed for Lattice QCD, turns out to be very interesting when applied to PDFs determination by global analyses; we show that it allows us to circumvent the difficulties due to the high dimensionality of the problem, in particular concerning the acceptance. A first feasibility study is performed and presented, which indicates that Markov chain Monte Carlo can successfully be applied to the extraction of PDFs and of their uncertainties.

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

International Nuclear Information System (INIS)

Hasegawa, Yukihiro; Higuchi, Kenji.

1995-11-01

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

Discrete diffusion Monte Carlo for frequency-dependent radiative transfer

International Nuclear Information System (INIS)

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

2011-01-01

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

Uncertainty analysis in Monte Carlo criticality computations

International Nuclear Information System (INIS)

Qi Ao

2011-01-01

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

Modified Monte Carlo procedure for particle transport problems

International Nuclear Information System (INIS)

Matthes, W.

1978-01-01

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

Monte Carlo lattice program KIM

International Nuclear Information System (INIS)

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

1980-01-01

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

On spontaneous parity breaking in three-dimensional gauge-Higgs systems

International Nuclear Information System (INIS)

Ambjoern, J.; Farakos, K.; Shaposhnikov, M.E.

1991-04-01

We address the question of spontaneous breaking of parity in three-dimensional euclidian SU(2) gauge-Higgs theory by Monte Carlo simulations. We observe no sign of spontaneous parity breaking in the behaviour of local gauge invariant operators. However, the presence of parity odd terms in the action can induce a phase transition to a parity odd ground state. (orig.)

Efficiency of a bismuth-germanate scintillator: comparison of Monte Carlo calculations with measurements

International Nuclear Information System (INIS)

Hsu, H.H.; Dowdy, E.J.; Estes, G.P.; Lucas, M.C.; Mack, J.M.; Moss, C.E.; Hamm, M.E.

1983-01-01

Monte Carlo calculations of a bismuth-germanate scintillator's efficiency agree closely with experimental measurements. For this comparison, we studied the absolute gamma-ray photopeak efficiency of a scintillator (7.62 cm long by 7.62 cm in diameter) at several gamma-ray energies from 166 to 2615 keV at distances from 0.5 to 152.4 cm. Computer calculations were done in a two-dimensional cylindrical geometry with the Monte Carlo coupled photon-electron code CYLTRAN. For the experiment we measured 11 sources with simple spectra and precisely known strengths. The average deviation between the calculations and the measurements is 3%. Our calculated results also closely agree with recently published calculated results

An Overview of the Monte Carlo Application ToolKit (MCATK)

Energy Technology Data Exchange (ETDEWEB)

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

2016-01-07

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

Bayesian Optimal Experimental Design Using Multilevel Monte Carlo

KAUST Repository

Ben Issaid, Chaouki

2015-05-12

Experimental design can be vital when experiments are resource-exhaustive and time-consuming. In this work, we carry out experimental design in the Bayesian framework. To measure the amount of information that 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 about the model parameters. One of the major difficulties in evaluating the expected information gain is that it naturally involves nested integration over a possibly high dimensional domain. We use the Multilevel Monte Carlo (MLMC) method to accelerate the computation of the nested high dimensional integral. The advantages are twofold. First, MLMC 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 MLMC method imposes fewer assumptions, such as the asymptotic concentration of posterior measures, required for instance by the Laplace approximation (LA). We test the MLMC method using two numerical examples. The first example is the design of sensor deployment for a Darcy flow problem governed by a one-dimensional Poisson equation. We place the sensors in the locations where the pressure is measured, and we model the conductivity field as a piecewise constant random vector with two parameters. The second one is chemical Enhanced Oil Recovery (EOR) core flooding experiment assuming homogeneous permeability. We measure the cumulative oil recovery, from a horizontal core flooded by water, surfactant and polymer, for different injection rates. The model parameters consist of the endpoint relative permeabilities, the residual saturations and the relative permeability exponents for the three phases: water, oil and

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

International Nuclear Information System (INIS)

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

2007-01-01

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

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

Modelling maximum river flow by using Bayesian Markov Chain Monte Carlo

Science.gov (United States)

Cheong, R. Y.; Gabda, D.

2017-09-01

Analysis of flood trends is vital since flooding threatens human living in terms of financial, environment and security. The data of annual maximum river flows in Sabah were fitted into generalized extreme value (GEV) distribution. Maximum likelihood estimator (MLE) raised naturally when working with GEV distribution. However, previous researches showed that MLE provide unstable results especially in small sample size. In this study, we used different Bayesian Markov Chain Monte Carlo (MCMC) based on Metropolis-Hastings algorithm to estimate GEV parameters. Bayesian MCMC method is a statistical inference which studies the parameter estimation by using posterior distribution based on Bayes’ theorem. Metropolis-Hastings algorithm is used to overcome the high dimensional state space faced in Monte Carlo method. This approach also considers more uncertainty in parameter estimation which then presents a better prediction on maximum river flow in Sabah.

Monte Carlo analysis of the SU(2)xU(1) and U(2) lattice gauge theories at different space-time dimensionalities

International Nuclear Information System (INIS)

Baig, M.; Colet, J.

1986-01-01

Using Monte Carlo simulations the SU(2)xU(1) lattice gauge theory has been analyzed, which is equivalent for the Wilson action to a U(2) theory, at space-time dimensionalities from d=3 to 5. It has been shown that there exist first-order phase transitions for both d=4 and d=5. A monopole-condensation mechanism seems to be responsible for these phase transitions. At d=3 no phase transitions have been detected. (orig.)

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

Energy Technology Data Exchange (ETDEWEB)

Richet, Y

2006-12-15

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

Improvements for Monte Carlo burnup calculation

Energy Technology Data Exchange (ETDEWEB)

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

2015-07-01

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

Monte Carlo dose distributions for radiosurgery

International Nuclear Information System (INIS)

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

2001-01-01

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

Shell model Monte Carlo methods

International Nuclear Information System (INIS)

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

1997-01-01

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

Monte Carlo Methods in ICF

Science.gov (United States)

Zimmerman, George B.

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

Monte Carlo methods in ICF

International Nuclear Information System (INIS)

Zimmerman, George B.

1997-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2015-07-01

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

Standard deviation of local tallies in global Monte Carlo calculation of nuclear reactor core

International Nuclear Information System (INIS)

Ueki, Taro

2010-01-01

Time series methodology has been studied to assess the feasibility of statistical error estimation in the continuous space and energy Monte Carlo calculation of the three-dimensional whole reactor core. The noise propagation was examined and the fluctuation of track length tallies for local fission rate and power has been formally shown to be represented by the autoregressive moving average process of orders p and p-1 [ARMA(p,p-1)], where p is an integer larger than or equal to two. Therefore, ARMA(p,p-1) fitting was applied to the real standard deviation estimation of the power of fuel assemblies at particular heights. Numerical results indicate that straightforward ARMA(3,2) fitting is promising, but a stability issue must be resolved toward the incorporation in the distributed version of production Monte Carlo codes. The same numerical results reveal that the average performance of ARMA(3,2) fitting is equivalent to that of the batch method with a batch size larger than 100 and smaller than 200 cycles for a 1,100 MWe pressurized water reactor. (author)

BREM5 electroweak Monte Carlo

International Nuclear Information System (INIS)

Kennedy, D.C. II.

1987-01-01

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

Extension of the Johnson-Mehl-Avrami-Kolmogorov theory incorporating anisotropic growth studied by Monte Carlo simulations

NARCIS (Netherlands)

Kooi, BJ

An analytical theory has been developed, based on Monte Carlo (MC) simulations, describing the kinetics of isothermal phase transformations proceeding by nucleation and subsequent growth for d-1 dimensional growth in d dimensional space (with d 2 or 3). This type of growth is of interest since it is

PEPSI: a Monte Carlo generator for polarized leptoproduction

International Nuclear Information System (INIS)

Mankiewicz, L.

1992-01-01

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

RMCSANS-modelling the inter-particle term of small angle scattering data via the reverse Monte Carlo method

International Nuclear Information System (INIS)

Gereben, O; Pusztai, L; McGreevy, R L

2010-01-01

A new reverse Monte Carlo (RMC) method has been developed for creating three-dimensional structures in agreement with small angle scattering data. Extensive tests, using computer generated quasi-experimental data for aggregation processes via constrained RMC and Langevin molecular dynamics, were performed. The software is capable of fitting several consecutive time frames of scattering data, and movie-like visualization of the structure (and its evolution) either during or after the simulation is also possible.

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

Energy Technology Data Exchange (ETDEWEB)

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

2014-06-15

virtual generation of medical images and accurate estimation of radiation dose and other imaging parameters. For this, detailed computational phantoms of the patient anatomy must be utilized and implemented within the radiation transport code. Computational phantoms presently come in one of three format types, and in one of four morphometric categories. Format types include stylized (mathematical equation-based), voxel (segmented CT/MR images), and hybrid (NURBS and polygon mesh surfaces). Morphometric categories include reference (small library of phantoms by age at 50th height/weight percentile), patient-dependent (larger library of phantoms at various combinations of height/weight percentiles), patient-sculpted (phantoms altered to match the patient's unique outer body contour), and finally, patient-specific (an exact representation of the patient with respect to both body contour and internal anatomy). The existence and availability of these phantoms represents a very important advance for the simulation of realistic medical imaging applications using Monte Carlo methods. New Monte Carlo simulation codes need to be thoroughly validated before they can be used to perform novel research. Ideally, the validation process would involve comparison of results with those of an experimental measurement, but accurate replication of experimental conditions can be very challenging. It is very common to validate new Monte Carlo simulations by replicating previously published simulation results of similar experiments. This process, however, is commonly problematic due to the lack of sufficient information in the published reports of previous work so as to be able to replicate the simulation in detail. To aid in this process, the AAPM Task Group 195 prepared a report in which six different imaging research experiments commonly performed using Monte Carlo simulations are described and their results provided. The simulation conditions of all six cases are provided in full detail

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

International Nuclear Information System (INIS)

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

2014-01-01

generation of medical images and accurate estimation of radiation dose and other imaging parameters. For this, detailed computational phantoms of the patient anatomy must be utilized and implemented within the radiation transport code. Computational phantoms presently come in one of three format types, and in one of four morphometric categories. Format types include stylized (mathematical equation-based), voxel (segmented CT/MR images), and hybrid (NURBS and polygon mesh surfaces). Morphometric categories include reference (small library of phantoms by age at 50th height/weight percentile), patient-dependent (larger library of phantoms at various combinations of height/weight percentiles), patient-sculpted (phantoms altered to match the patient's unique outer body contour), and finally, patient-specific (an exact representation of the patient with respect to both body contour and internal anatomy). The existence and availability of these phantoms represents a very important advance for the simulation of realistic medical imaging applications using Monte Carlo methods. New Monte Carlo simulation codes need to be thoroughly validated before they can be used to perform novel research. Ideally, the validation process would involve comparison of results with those of an experimental measurement, but accurate replication of experimental conditions can be very challenging. It is very common to validate new Monte Carlo simulations by replicating previously published simulation results of similar experiments. This process, however, is commonly problematic due to the lack of sufficient information in the published reports of previous work so as to be able to replicate the simulation in detail. To aid in this process, the AAPM Task Group 195 prepared a report in which six different imaging research experiments commonly performed using Monte Carlo simulations are described and their results provided. The simulation conditions of all six cases are provided in full detail, with all

Study on random number generator in Monte Carlo code

International Nuclear Information System (INIS)

Oya, Kentaro; Kitada, Takanori; Tanaka, Shinichi

2011-01-01

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

Combinatorial geometry domain decomposition strategies for Monte Carlo simulations

Energy Technology Data Exchange (ETDEWEB)

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

2013-07-01

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

Combinatorial geometry domain decomposition strategies for Monte Carlo simulations

International Nuclear Information System (INIS)

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

2013-01-01

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

Monte Carlo method applied to medical physics

International Nuclear Information System (INIS)

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

2000-01-01

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

A radiating shock evaluated using Implicit Monte Carlo Diffusion

International Nuclear Information System (INIS)

Cleveland, M.; Gentile, N.

2013-01-01

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

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

Applicability of quasi-Monte Carlo for lattice systems

International Nuclear Information System (INIS)

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

2013-11-01

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

Applicability of quasi-Monte Carlo for lattice systems

Energy Technology Data Exchange (ETDEWEB)

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

2013-11-15

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2009-09-01

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

Monte Carlo simulation of AB-copolymers with saturating bonds

DEFF Research Database (Denmark)

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

2003-01-01

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

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

CERN Document Server

Kritzer, Peter; Pillichshammer, Friedrich; Winterhof, Arne

2014-01-01

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

Monte Carlo calculation of dose rate conversion factors for external exposure to photon emitters in soil

CERN Document Server

Clouvas, A; Antonopoulos-Domis, M; Silva, J

2000-01-01

The dose rate conversion factors D/sub CF/ (absorbed dose rate in air per unit activity per unit of soil mass, nGy h/sup -1/ per Bq kg/sup -1/) are calculated 1 m above ground for photon emitters of natural radionuclides uniformly distributed in the soil. Three Monte Carlo codes are used: 1) The MCNP code of Los Alamos; 2) The GEANT code of CERN; and 3) a Monte Carlo code developed in the Nuclear Technology Laboratory of the Aristotle University of Thessaloniki. The accuracy of the Monte Carlo results is tested by the comparison of the unscattered flux obtained by the three Monte Carlo codes with an independent straightforward calculation. All codes and particularly the MCNP calculate accurately the absorbed dose rate in air due to the unscattered radiation. For the total radiation (unscattered plus scattered) the D/sub CF/ values calculated from the three codes are in very good agreement between them. The comparison between these results and the results deduced previously by other authors indicates a good ag...

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

International Nuclear Information System (INIS)

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

2008-01-01

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

Exponential convergence on a continuous Monte Carlo transport problem

International Nuclear Information System (INIS)

Booth, T.E.

1997-01-01

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

Mean-field and Monte Carlo calculations of the three-dimensional structure factor for YBa₂Cu₃O_6+x

DEFF Research Database (Denmark)

Fiig, Thomas; Andersen, Niels Hessel; Lindgård, Per-Anker

1996-01-01

We develop a general mean-field matrix theory for calculating phase boundaries and structure factors for a class of lattice gas Hamiltonians, We investigate the oxygen ordering in YBa2Cu3O6+x by applying the theory and by Monte Carlo simulation using an extension to three dimensions of the two-di...

Stability analysis and time-step limits for a Monte Carlo Compton-scattering method

International Nuclear Information System (INIS)

Densmore, Jeffery D.; Warsa, James S.; Lowrie, Robert B.

2010-01-01

A Monte Carlo method for simulating Compton scattering in high energy density applications has been presented that models the photon-electron collision kinematics exactly [E. Canfield, W.M. Howard, E.P. Liang, Inverse Comptonization by one-dimensional relativistic electrons, Astrophys. J. 323 (1987) 565]. However, implementing this technique typically requires an explicit evaluation of the material temperature, which can lead to unstable and oscillatory solutions. In this paper, we perform a stability analysis of this Monte Carlo method and develop two time-step limits that avoid undesirable behavior. The first time-step limit prevents instabilities, while the second, more restrictive time-step limit avoids both instabilities and nonphysical oscillations. With a set of numerical examples, we demonstrate the efficacy of these time-step limits.

Isotopic depletion with Monte Carlo

International Nuclear Information System (INIS)

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

1996-06-01

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

Multilevel sequential Monte-Carlo samplers

KAUST Repository

Jasra, Ajay

2016-01-01

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

Monte Carlo methods in ICF

International Nuclear Information System (INIS)

Zimmerman, G.B.

1997-01-01

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

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.

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

Energy Technology Data Exchange (ETDEWEB)

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

2011-07-01

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

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

International Nuclear Information System (INIS)

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

2011-01-01

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

Parallel MCNP Monte Carlo transport calculations with MPI

International Nuclear Information System (INIS)

Wagner, J.C.; Haghighat, A.

1996-01-01

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

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

Multilevel Monte Carlo in Approximate Bayesian Computation

KAUST Repository

Jasra, Ajay

2017-02-13

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

A residual Monte Carlo method for discrete thermal radiative diffusion

International Nuclear Information System (INIS)

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

2003-01-01

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

Contributon Monte Carlo

International Nuclear Information System (INIS)

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

1979-05-01

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

Stochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilities

KAUST Repository

Cheon, Sooyoung

2013-02-16

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

Stochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilities

KAUST Repository

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

2013-01-01

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

Bayesian Monte Carlo method

International Nuclear Information System (INIS)

Rajabalinejad, M.

2010-01-01

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

The Physical Models and Statistical Procedures Used in the RACER Monte Carlo Code

International Nuclear Information System (INIS)

Sutton, T.M.; Brown, F.B.; Bischoff, F.G.; MacMillan, D.B.; Ellis, C.L.; Ward, J.T.; Ballinger, C.T.; Kelly, D.J.; Schindler, L.

1999-01-01

This report describes the MCV (Monte Carlo - Vectorized)Monte Carlo neutron transport code [Brown, 1982, 1983; Brown and Mendelson, 1984a]. MCV is a module in the RACER system of codes that is used for Monte Carlo reactor physics analysis. The MCV module contains all of the neutron transport and statistical analysis functions of the system, while other modules perform various input-related functions such as geometry description, material assignment, output edit specification, etc. MCV is very closely related to the 05R neutron Monte Carlo code [Irving et al., 1965] developed at Oak Ridge National Laboratory. 05R evolved into the 05RR module of the STEMB system, which was the forerunner of the RACER system. Much of the overall logic and physics treatment of 05RR has been retained and, indeed, the original verification of MCV was achieved through comparison with STEMB results. MCV has been designed to be very computationally efficient [Brown, 1981, Brown and Martin, 1984b; Brown, 1986]. It was originally programmed to make use of vector-computing architectures such as those of the CDC Cyber- 205 and Cray X-MP. MCV was the first full-scale production Monte Carlo code to effectively utilize vector-processing capabilities. Subsequently, MCV was modified to utilize both distributed-memory [Sutton and Brown, 1994] and shared memory parallelism. The code has been compiled and run on platforms ranging from 32-bit UNIX workstations to clusters of 64-bit vector-parallel supercomputers. The computational efficiency of the code allows the analyst to perform calculations using many more neutron histories than is practical with most other Monte Carlo codes, thereby yielding results with smaller statistical uncertainties. MCV also utilizes variance reduction techniques such as survival biasing, splitting, and rouletting to permit additional reduction in uncertainties. While a general-purpose neutron Monte Carlo code, MCV is optimized for reactor physics calculations. It has the

Study of the IMRT interplay effect using a 4DCT Monte Carlo dose calculation.

Science.gov (United States)

Jensen, Michael D; Abdellatif, Ady; Chen, Jeff; Wong, Eugene

2012-04-21

Respiratory motion may lead to dose errors when treating thoracic and abdominal tumours with radiotherapy. The interplay between complex multileaf collimator patterns and patient respiratory motion could result in unintuitive dose changes. We have developed a treatment reconstruction simulation computer code that accounts for interplay effects by combining multileaf collimator controller log files, respiratory trace log files, 4DCT images and a Monte Carlo dose calculator. Two three-dimensional (3D) IMRT step-and-shoot plans, a concave target and integrated boost were delivered to a 1D rigid motion phantom. Three sets of experiments were performed with 100%, 50% and 25% duty cycle gating. The log files were collected, and five simulation types were performed on each data set: continuous isocentre shift, discrete isocentre shift, 4DCT, 4DCT delivery average and 4DCT plan average. Analysis was performed using 3D gamma analysis with passing criteria of 2%, 2 mm. The simulation framework was able to demonstrate that a single fraction of the integrated boost plan was more sensitive to interplay effects than the concave target. Gating was shown to reduce the interplay effects. We have developed a 4DCT Monte Carlo simulation method that accounts for IMRT interplay effects with respiratory motion by utilizing delivery log files.

Neutrinos from WIMP annihilations obtained using a full three-flavor Monte Carlo approach

International Nuclear Information System (INIS)

Blennow, Mattias; Ohlsson, Tommy; Edsjö, Joakim

2008-01-01

Weakly interacting massive particles (WIMPs) are one of the main candidates for making up the dark matter in the Universe. If these particles make up the dark matter, then they can be captured by the Sun or the Earth, sink to the respective cores, annihilate, and produce neutrinos. Thus, these neutrinos can be a striking dark matter signature at neutrino telescopes looking towards the Sun and/or the Earth. Here, we improve previous analyses on computing the neutrino yields from WIMP annihilations in several respects. We include neutrino oscillations in a full three-flavor framework as well as all effects from neutrino interactions on the way through the Sun (absorption, energy loss, and regeneration from tau decays). In addition, we study the effects of non-zero values of the mixing angle θ 13 as well as the normal and inverted neutrino mass hierarchies. Our study is performed in an event-based setting which makes these results very useful both for theoretical analyses and for building a neutrino telescope Monte Carlo code. All our results for the neutrino yields, as well as our Monte Carlo code, are publicly available. We find that the yield of muon-type neutrinos from WIMP annihilations in the Sun is enhanced or suppressed, depending on the dominant WIMP annihilation channel. This effect is due to an effective flavor mixing caused by neutrino oscillations. For WIMP annihilations inside the Earth, the distance from source to detector is too small to allow for any significant amount of oscillations at the neutrino energies relevant for neutrino telescopes

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

African Journals Online (AJOL)

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

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.

Recommender engine for continuous-time quantum Monte Carlo methods

Science.gov (United States)

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

2017-03-01

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

Rapid Monte Carlo Simulation of Gravitational Wave Galaxies

Science.gov (United States)

Breivik, Katelyn; Larson, Shane L.

2015-01-01

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

Monte Carlo simulation of fully Markovian stochastic geometries

International Nuclear Information System (INIS)

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

2010-01-01

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

Coupling of system thermal–hydraulics and Monte-Carlo code: Convergence criteria and quantification of correlation between statistical uncertainty and coupled error

International Nuclear Information System (INIS)

Wu, Xu; Kozlowski, Tomasz

2015-01-01

Highlights: • Coupling of Monte Carlo code Serpent and thermal–hydraulics code RELAP5. • A convergence criterion is developed based on the statistical uncertainty of power. • Correlation between MC statistical uncertainty and coupled error is quantified. • Both UO 2 and MOX single assembly models are used in the coupled simulation. • Validation of coupling results with a multi-group transport code DeCART. - Abstract: Coupled multi-physics approach plays an important role in improving computational accuracy. Compared with deterministic neutronics codes, Monte Carlo codes have the advantage of a higher resolution level. In the present paper, a three-dimensional continuous-energy Monte Carlo reactor physics burnup calculation code, Serpent, is coupled with a thermal–hydraulics safety analysis code, RELAP5. The coupled Serpent/RELAP5 code capability is demonstrated by the improved axial power distribution of UO 2 and MOX single assembly models, based on the OECD-NEA/NRC PWR MOX/UO 2 Core Transient Benchmark. Comparisons of calculation results using the coupled code with those from the deterministic methods, specifically heterogeneous multi-group transport code DeCART, show that the coupling produces more precise results. A new convergence criterion for the coupled simulation is developed based on the statistical uncertainty in power distribution in the Monte Carlo code, rather than ad-hoc criteria used in previous research. The new convergence criterion is shown to be more rigorous, equally convenient to use but requiring a few more coupling steps to converge. Finally, the influence of Monte Carlo statistical uncertainty on the coupled error of power and thermal–hydraulics parameters is quantified. The results are presented such that they can be used to find the statistical uncertainty to use in Monte Carlo in order to achieve a desired precision in coupled simulation

FOCUS: a non-multigroup adjoint Monte Carlo code with improved variance reduction

International Nuclear Information System (INIS)

Hoogenboom, J.E.

1974-01-01

A description is given of the selection mechanism in the adjoint Monte Carlo code FOCUS in which the energy is treated as a continuous variable. The method of Kalos who introduced the idea of adjoint cross sections is followed to derive a sampling scheme for the adjoint equation solved in FOCUS which is in most aspects analogous to the normal Monte Carlo game. The disadvantages of the use of these adjoint cross sections are removed to some extent by introduction of a new definition for the adjoint cross sections resulting in appreciable variance reduction. At the cost of introducing a weight factor slightly different from unity, the direction and energy are selected in a simple way without the need of two-dimensional probability tables. Finally the handling of geometry and cross section in FOCUS is briefly discussed. 6 references. (U.S.)

Monte Carlo studies for irradiation process planning at the Portuguese gamma irradiation facility

International Nuclear Information System (INIS)

Oliveira, C.; Salgado, J.; Botelho, M.L.M. Luisa; Ferreira, L.M.

2000-01-01

The paper describes a Monte Carlo study for planning the irradiation of test samples for microbiological validation of distinct products in the Portuguese Gamma Irradiation Facility. Three different irradiation geometries have been used. Simulated and experimental results are compared and good agreement is observed. It is shown that Monte Carlo simulation improves process understanding, predicts absorbed dose distributions and calculates dose uniformity in different products. Based on these results, irradiation planning of the product can be performed

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

Directory of Open Access Journals (Sweden)

WAYAN ARTHINI

2012-09-01

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

Biases and statistical errors in Monte Carlo burnup calculations: an unbiased stochastic scheme to solve Boltzmann/Bateman coupled equations

International Nuclear Information System (INIS)

Dumonteil, E.; Diop, C.M.

2011-01-01

External linking scripts between Monte Carlo transport codes and burnup codes, and complete integration of burnup capability into Monte Carlo transport codes, have been or are currently being developed. Monte Carlo linked burnup methodologies may serve as an excellent benchmark for new deterministic burnup codes used for advanced systems; however, there are some instances where deterministic methodologies break down (i.e., heavily angularly biased systems containing exotic materials without proper group structure) and Monte Carlo burn up may serve as an actual design tool. Therefore, researchers are also developing these capabilities in order to examine complex, three-dimensional exotic material systems that do not contain benchmark data. Providing a reference scheme implies being able to associate statistical errors to any neutronic value of interest like k(eff), reaction rates, fluxes, etc. Usually in Monte Carlo, standard deviations are associated with a particular value by performing different independent and identical simulations (also referred to as 'cycles', 'batches', or 'replicas'), but this is only valid if the calculation itself is not biased. And, as will be shown in this paper, there is a bias in the methodology that consists of coupling transport and depletion codes because Bateman equations are not linear functions of the fluxes or of the reaction rates (those quantities being always measured with an uncertainty). Therefore, we have to quantify and correct this bias. This will be achieved by deriving an unbiased minimum variance estimator of a matrix exponential function of a normal mean. The result is then used to propose a reference scheme to solve Boltzmann/Bateman coupled equations, thanks to Monte Carlo transport codes. Numerical tests will be performed with an ad hoc Monte Carlo code on a very simple depletion case and will be compared to the theoretical results obtained with the reference scheme. Finally, the statistical error propagation

Monte Carlo methods for the reliability analysis of Markov systems

International Nuclear Information System (INIS)

Buslik, A.J.

1985-01-01

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

A general transform for variance reduction in Monte Carlo simulations

International Nuclear Information System (INIS)

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

2011-01-01

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

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

African Journals Online (AJOL)