A new solution of the rendering equation with stratified Monte Carlo approach

This paper is turned to the advanced Monte Carlo methods for realistic image creation. It offers a new stratified approach for solving the rendering equation. We consider the numerical solution of the rendering equation by separation of integration domain. The hemispherical integration domain is symmetrically separated into 16 parts. First 9 sub-domains are equal size of orthogonal spherical triangles. They are symmetric each to other and grouped with a common vertex around the normal vector to the surface. The hemispherical integration domain is completed with more 8 sub-domains of equal size spherical quadrangles, also symmetric each to other. All sub-domains have fixed vertices and computable parameters. The bijections of unit square into an orthogonal spherical triangle and into a spherical quadrangle are derived and used to generate sampling points. Then, the symmetric sampling scheme is applied to generate the sampling points distributed over the hemispherical integration domain. The necessary transformations are made and the stratified Monte Carlo estimator is presented. The rate of convergence is obtained and one can see that the algorithm is of super-convergent type.

Parallel Monte Carlo algorithms for information retrieval

In any data mining applications, automated text and text and image retrieval of information is needed. This becomes essential with the growth of the Internet and digital libraries. Our approach is based on the latent semantic indexing (LSI) and the corresponding term-by-document matrix suggested by Berry and his co-authors. Instead of using deterministic methods to find the required number of first "k" singular triplets, we propose a stochastic approach. First, we use Monte Carlo method to sample and to build much smaller size term-by-document matrix (e.g. we build k x k matrix) from where we then find the first "k" triplets using standard deterministic methods. Second, we investigate how we can reduce the problem to finding the "k"-largest eigenvalues using parallel Monte Carlo methods. We apply these methods to the initial matrix and also to the reduced one. The algorithms are running on a cluster of workstations under MPI and results of the experiments arising in textual retrieval of Web documents as well as comparison of the stochastic methods proposed are presented. (C) 2003 IMACS. Published by Elsevier Science B.V. All rights reserved.

Monte Carlo numerical treatment of large linear algebra problems

In this paper we deal with performance analysis of Monte Carlo algorithm for large linear algebra problems. We consider applicability and efficiency of the Markov chain Monte Carlo for large problems, i.e., problems involving matrices with a number of non-zero elements ranging between one million and one billion. We are concentrating on analysis of the almost Optimal Monte Carlo (MAO) algorithm for evaluating bilinear forms of matrix powers since they form the so-called Krylov subspaces. Results are presented comparing the performance of the Robust and Non-robust Monte Carlo algorithms. The algorithms are tested on large dense matrices as well as on large unstructured sparse matrices.

Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels

Monte Carlo algorithms often aim to draw from a distribution π by simulating a Markov chain with transition kernel P such that π is invariant under P. However, there are many situations for which it is impractical or impossible to draw from the transition kernel P. For instance, this is the case with massive datasets, where is it prohibitively expensive to calculate the likelihood and is also the case for intractable likelihood models arising from, for example, Gibbs random fields, such as those found in spatial statistics and network analysis. A natural approach in these cases is to replace P by an approximation Pˆ. Using theory from the stability of Markov chains we explore a variety of situations where it is possible to quantify how ’close’ the chain given by the transition kernel Pˆ is to the chain given by P . We apply these results to several examples from spatial statistics and network analysis.

Portmanteau model diagnostics and tests for nonlinearity: a comparative Monte Carlo study of two alternative methods

This paper employs an extensive Monte Carlo study to test the size and power of the BDS and close return methods of testing for departures from independent and identical distribution. It is found that the finite sample properties of the BDS test are far superior and that the close return method cannot be recommended as a model diagnostic. Neither test can be reliably used for very small samples, while the close return test has low power even at large sample sizes

Quasi Monte Carlo approach with uniform separation for solving of the rendering equation, ICNAAM 2007

This paper is directed to the advanced parallel Quasi Monte Carlo (QMC) methods for realistic image synthesis. We propose and consider a new QMC approach for solving the rendering equation with uniform separation. First, we apply the symmetry property for uniform separation of the hemispherical integration domain into 24 equal sub-domains of solid angles, subtended by orthogonal spherical triangles with fixed vertices and computable parameters. Uniform separation allows to apply parallel sampling scheme for numerical integration. Finally, we apply the stratified QMC integration method for solving the rendering equation. The superiority our QMC approach is proved.

Complexity of Monte Carlo algorithms for a class of integral equations

In this work we study the computational complexity of a class of grid Monte Carlo algorithms for integral equations. The idea of the algorithms consists in an approximation of the integral equation by a system of algebraic equations. Then the Markov chain iterative Monte Carlo is used to solve the system. The assumption here is that the corresponding Neumann series for the iterative matrix does not necessarily converge or converges slowly. We use a special technique to accelerate the convergence. An estimate of the computational complexity of Monte Carlo algorithm using the considered approach is obtained. The estimate of the complexity is compared with the corresponding quantity for the complexity of the grid-free Monte Carlo algorithm. The conditions under which the class of grid Monte Carlo algorithms is more efficient are given.

Testing isotherm models and recovering empirical relationships for adsorption in microporous carbons using virtual carbon models and grand canonical Monte Carlo simulations

Using the plausible model of activated carbon proposed by Harris and co-workers and grand canonical Monte Carlo simulations, we study the applicability of standard methods for describing adsorption data on microporous carbons widely used in adsorption science. Two carbon structures are studied, one with a small distribution of micropores in the range up to 1 nm, and the other with micropores covering a wide range of porosity. For both structures, adsorption isotherms of noble gases (from Ne to Xe), carbon tetrachloride and benzene are simulated. The data obtained are considered in terms of Dubinin-Radushkevich plots. Moreover, for benzene and carbon tetrachloride the temperature invariance of the characteristic curve is also studied. We show that using simulated data some empirical relationships obtained from experiment can be successfully recovered. Next we test the applicability of Dubinin's related models including the Dubinin-Izotova, Dubinin-Radushkevich-Stoeckli, and Jaroniec-Choma equations. The results obtained demonstrate the limits and applications of the models studied in the field of carbon porosity characterization.

Hyper-parallel tempering Monte Carlo simulations of Ar adsorption in new models of microporous non-graphitizing activated carbon: effect of microporosity

The adsorption of gases on microporous carbons is still poorly understood, partly because the structure of these carbons is not well known. Here, a model of microporous carbons based on fullerene- like fragments is used as the basis for a theoretical study of Ar adsorption on carbon. First, a simulation box was constructed, containing a plausible arrangement of carbon fragments. Next, using a new Monte Carlo simulation algorithm, two types of carbon fragments were gradually placed into the initial structure to increase its microporosity. Thirty six different microporous carbon structures were generated in this way. Using the method proposed recently by Bhattacharya and Gubbins ( BG), the micropore size distributions of the obtained carbon models and the average micropore diameters were calculated. For ten chosen structures, Ar adsorption isotherms ( 87 K) were simulated via the hyper- parallel tempering Monte Carlo simulation method. The isotherms obtained in this way were described by widely applied methods of microporous carbon characterisation, i. e. Nguyen and Do, Horvath - Kawazoe, high- resolution alpha(a)s plots, adsorption potential distributions and the Dubinin - Astakhov ( DA) equation. From simulated isotherms described by the DA equation, the average micropore diameters were calculated using empirical relationships proposed by different authors and they were compared with those from the BG method.

Rank histograms of stratified Monte-Carlo ensembles

The application of forecast ensembles to probabilistic weather prediction has spurred considerable interest in their evaluation. Such ensembles are commonly interpreted as Monte Carlo ensembles meaning that the ensemble members are perceived as random draws from a distribution. Under this interpretation, a reasonable property to ask for is statistical consistency, which demands that the ensemble members and the verification behave like draws from the same distribution. A widely used technique to assess statistical consistency of a historical dataset is the rank histogram, which uses as a criterion the number of times that the verification falls between pairs of members of the ordered ensemble. Ensemble evaluation is rendered more specific by stratification, which means that ensembles that satisfy a certain condition (e.g., a certain meteorological regime) are evaluated separately. Fundamental relationships between Monte Carlo ensembles, their rank histograms, and random sampling from the probability simplex according to the Dirichlet distribution are pointed out. Furthermore, the possible benefits and complications of ensemble stratification are discussed. The main conclusion is that a stratified Monte Carlo ensemble might appear inconsistent with the verification even though the original (unstratified) ensemble is consistent. The apparent inconsistency is merely a result of stratification. Stratified rank histograms are thus not necessarily flat. This result is demonstrated by perfect ensemble simulations and supplemented by mathematical arguments. Possible methods to avoid or remove artifacts that stratification induces in the rank histogram are suggested.

A Monte Carlo study of solutions of oppositely charged polyelectrolytes

The formation of complexes appearing in solutions containing oppositely charged polyelectrolytes has been investigated by Monte Carlo simulations using two different models. The polyions are described as flexible chains of 20 connected charged hard spheres immersed in a homogenous dielectric background representing water. The small ions are either explicitly included or their effect described by using a screened Coulomb potential. The simulated solutions contained 10 positively charged polyions with 0, 2, or 5 negatively charged polyions and the respective counterions. Two different linear charge densities were considered, and structure factors, radial distribution functions, and polyion extensions were determined. A redistribution of positively charged polyions involving strong complexes formed between the oppositely charged polyions appeared as the number of negatively charged polyions was increased. The nature of the complexes was found to depend on the linear charge density of the chains. The simplified model involving the screened Coulomb potential gave qualitatively similar results as the model with explicit small ions. Finally, owing to the complex formation, the sampling in configurational space is nontrivial, and the efficiency of different trial moves was examined.

Reducing noise associated with the Monte Carlo Independent Column Approximation for weather forecasting models

The Monte Carlo Independent Column Approximation (McICA) is a flexible method for representing subgrid-scale cloud inhomogeneity in radiative transfer schemes. It does, however, introduce conditional random errors but these have been shown to have little effect on climate simulations, where spatial and temporal scales of interest are large enough for effects of noise to be averaged out. This article considers the effect of McICA noise on a numerical weather prediction (NWP) model, where the time and spatial scales of interest are much closer to those at which the errors manifest themselves; this, as we show, means that noise is more significant. We suggest methods for efficiently reducing the magnitude of McICA noise and test these methods in a global NWP version of the UK Met Office Unified Model (MetUM). The resultant errors are put into context by comparison with errors due to the widely used assumption of maximum-random-overlap of plane-parallel homogeneous cloud. For a simple implementation of the McICA scheme, forecasts of near-surface temperature are found to be worse than those obtained using the plane-parallel, maximum-random-overlap representation of clouds. However, by applying the methods suggested in this article, we can reduce noise enough to give forecasts of near-surface temperature that are an improvement on the plane-parallel maximum-random-overlap forecasts. We conclude that the McICA scheme can be used to improve the representation of clouds in NWP models, with the provision that the associated noise is sufficiently small.

Monte Carlo phase diagram for diblock copolymer melts

A partial phase diagram is constructed for diblock copolymer melts using lattice-based Monte Carlo simulations. This is done by locating the order-disorder transition (ODT) with the aid of a recently proposed order parameter and identifying the ordered phase over a wide range of copolymer compositions (0.2 <= f <= 0.8). Consistent with experiments, the disordered phase is found to exhibit direct first-order transitions to each of the ordered morphologies. This includes the spontaneous formation of a perforated-lamellar phase, which presumably forms in place of the gyroid morphology due to finite-size and/or nonequilibrium effects. Also included in our study is a detailed examination of disordered cylinder-forming (f=0.3) diblock copolymers, revealing a substantial degree of pretransitional chain stretching and short-range order that set in well before the ODT, as observed previously in analogous studies on lamellar-forming (f=0.5) molecules. (c) 2006 American Institute of Physics.