Why Monte Carlo Simulations are Inferences and not Experiments

Monte Carlo simulations arrive at their results by introducing randomness, sometimes derived from a physical randomizing device. Nonetheless, we argue, they open no new epistemic channels beyond that already employed by traditional simulations: the inference by ordinary argumentation of conclusions from assumptions built into the simulations. We show that Monte Carlo simulations cannot produce knowledge other than by inference, and that they resemble other computer simulations in the manner in which they derive their conclusions. Simple examples of Monte Carlo simulations are analysed to identify the underlying inferences.

More than just Good Luck. How to Explain the Success of Monte Carlo Simulations

Monte Carlo simulation is a powerful method in many natural and social sciences. But what sort of method is it? And where does its power come from? Are Monte Carlo simulations experiments, theories or something else? The aim of this talk is to answer these questions and to explain the power of Monte Carlo simulations. I provide a classification of Monte Carlo techniques and defend the claim that Monte Carlo simulation is a sort of inference.

Saddlepoint approximations to sensitivities of tail probabilities of random sums and comparisons with Monte Carlo estimators

This article proposes computing sensitivities of upper tail probabilities of random sums by the saddlepoint approximation. The considered sensitivity is the derivative of the upper tail probability with respect to the parameter of the summation index distribution. Random sums with Poisson or Geometric distributed summation indices and Gamma or Weibull distributed summands are considered. The score method with importance sampling is considered as an alternative approximation. Numerical studies show that the saddlepoint approximation and the method of score with importance sampling are very accurate. But the saddlepoint approximation is substantially faster than the score method with importance sampling. Thus, the suggested saddlepoint approximation can be conveniently used in various scientific problems.

Combining Monte Carlo methods with coherent wave optics for the simulation of phase-sensitive X-ray imaging

Phase-sensitive X-ray imaging shows a high sensitivity towards electron density variations, making it well suited for imaging of soft tissue matter. However, there are still open questions about the details of the image formation process. Here, a framework for numerical simulations of phase-sensitive X-ray imaging is presented, which takes both particle- and wave-like properties of X-rays into consideration. A split approach is presented where we combine a Monte Carlo method (MC) based sample part with a wave optics simulation based propagation part, leading to a framework that takes both particle- and wave-like properties into account. The framework can be adapted to different phase-sensitive imaging methods and has been validated through comparisons with experiments for grating interferometry and propagation-based imaging. The validation of the framework shows that the combination of wave optics and MC has been successfully implemented and yields good agreement between measurements and simulations. This demonstrates that the physical processes relevant for developing a deeper understanding of scattering in the context of phase-sensitive imaging are modelled in a sufficiently accurate manner. The framework can be used for the simulation of phase-sensitive X-ray imaging, for instance for the simulation of grating interferometry or propagation-based imaging.

Monte Carlo based beam model using a photon MLC for modulated electron radiotherapy

PURPOSE Modulated electron radiotherapy (MERT) promises sparing of organs at risk for certain tumor sites. Any implementation of MERT treatment planning requires an accurate beam model. The aim of this work is the development of a beam model which reconstructs electron fields shaped using the Millennium photon multileaf collimator (MLC) (Varian Medical Systems, Inc., Palo Alto, CA) for a Varian linear accelerator (linac). METHODS This beam model is divided into an analytical part (two photon and two electron sources) and a Monte Carlo (MC) transport through the MLC. For dose calculation purposes the beam model has been coupled with a macro MC dose calculation algorithm. The commissioning process requires a set of measurements and precalculated MC input. The beam model has been commissioned at a source to surface distance of 70 cm for a Clinac 23EX (Varian Medical Systems, Inc., Palo Alto, CA) and a TrueBeam linac (Varian Medical Systems, Inc., Palo Alto, CA). For validation purposes, measured and calculated depth dose curves and dose profiles are compared for four different MLC shaped electron fields and all available energies. Furthermore, a measured two-dimensional dose distribution for patched segments consisting of three 18 MeV segments, three 12 MeV segments, and a 9 MeV segment is compared with corresponding dose calculations. Finally, measured and calculated two-dimensional dose distributions are compared for a circular segment encompassed with a C-shaped segment. RESULTS For 15 × 34, 5 × 5, and 2 × 2 cm(2) fields differences between water phantom measurements and calculations using the beam model coupled with the macro MC dose calculation algorithm are generally within 2% of the maximal dose value or 2 mm distance to agreement (DTA) for all electron beam energies. For a more complex MLC pattern, differences between measurements and calculations are generally within 3% of the maximal dose value or 3 mm DTA for all electron beam energies. For the two-dimensional dose comparisons, the differences between calculations and measurements are generally within 2% of the maximal dose value or 2 mm DTA. CONCLUSIONS The results of the dose comparisons suggest that the developed beam model is suitable to accurately reconstruct photon MLC shaped electron beams for a Clinac 23EX and a TrueBeam linac. Hence, in future work the beam model will be utilized to investigate the possibilities of MERT using the photon MLC to shape electron beams.

Monte Carlo modeling of polarized light propagation: Stokes vs Jones - Part I

This bipartite comparative study aims at inspecting the similarities and differences between the Jones and Stokes–Mueller formalisms when modeling polarized light propagation with numerical simulations of the Monte Carlo type. In this first part, we review the theoretical concepts that concern light propagation and detection with both pure and partially/totally unpolarized states. The latter case involving fluctuations, or “depolarizing effects,” is of special interest here: Jones and Stokes–Mueller are equally apt to model such effects and are expected to yield identical results. In a second, ensuing paper, empirical evidence is provided by means of numerical experiments, using both formalisms.

Monte Carlo modeling of polarized light propagation: Stokes vs Jones - Part II

In this second part of our comparative study inspecting the (dis)similarities between “Stokes” and “Jones,” we present simulation results yielded by two independent Monte Carlo programs: (i) one developed in Bern with the Jones formalism and (ii) the other implemented in Ulm with the Stokes notation. The simulated polarimetric experiments involve suspensions of polystyrene spheres with varying size. Reflection and refraction at the sample/air interfaces are also considered. Both programs yield identical results when propagating pure polarization states, yet, with unpolarized illumination, second order statistical differences appear, thereby highlighting the pre-averaged nature of the Stokes parameters. This study serves as a validation for both programs and clarifies the misleading belief according to which “Jones cannot treat depolarizing effects.”

Treatment planning aspects and Monte Carlo methods in proton therapy

Over the last years, the interest in proton radiotherapy is rapidly increasing. Protons provide superior physical properties compared with conventional radiotherapy using photons. These properties result in depth dose curves with a large dose peak at the end of the proton track and the finite proton range allows sparing the distally located healthy tissue. These properties offer an increased flexibility in proton radiotherapy, but also increase the demand in accurate dose estimations. To carry out accurate dose calculations, first an accurate and detailed characterization of the physical proton beam exiting the treatment head is necessary for both currently available delivery techniques: scattered and scanned proton beams. Since Monte Carlo (MC) methods follow the particle track simulating the interactions from first principles, this technique is perfectly suited to accurately model the treatment head. Nevertheless, careful validation of these MC models is necessary. While for the dose estimation pencil beam algorithms provide the advantage of fast computations, they are limited in accuracy. In contrast, MC dose calculation algorithms overcome these limitations and due to recent improvements in efficiency, these algorithms are expected to improve the accuracy of the calculated dose distributions and to be introduced in clinical routine in the near future.

Recent Advances in Adaptive Sampling and Reconstruction for Monte Carlo Rendering

Monte Carlo integration is firmly established as the basis for most practical realistic image synthesis algorithms because of its flexibility and generality. However, the visual quality of rendered images often suffers from estimator variance, which appears as visually distracting noise. Adaptive sampling and reconstruction algorithms reduce variance by controlling the sampling density and aggregating samples in a reconstruction step, possibly over large image regions. In this paper we survey recent advances in this area. We distinguish between “a priori” methods that analyze the light transport equations and derive sampling rates and reconstruction filters from this analysis, and “a posteriori” methods that apply statistical techniques to sets of samples to drive the adaptive sampling and reconstruction process. They typically estimate the errors of several reconstruction filters, and select the best filter locally to minimize error. We discuss advantages and disadvantages of recent state-of-the-art techniques, and provide visual and quantitative comparisons. Some of these techniques are proving useful in real-world applications, and we aim to provide an overview for practitioners and researchers to assess these approaches. In addition, we discuss directions for potential further improvements.

Denoising Your Monte Carlo Renders: Recent Advances in Image Space-Adaptive Sampling and Reconstruction

With the ongoing shift in the computer graphics industry toward Monte Carlo rendering, there is a need for effective, practical noise-reduction techniques that are applicable to a wide range of rendering effects and easily integrated into existing production pipelines. This course surveys recent advances in image-space adaptive sampling and reconstruction algorithms for noise reduction, which have proven very effective at reducing the computational cost of Monte Carlo techniques in practice. These approaches leverage advanced image-filtering techniques with statistical methods for error estimation. They are attractive because they can be integrated easily into conventional Monte Carlo rendering frameworks, they are applicable to most rendering effects, and their computational overhead is modest.

Monte-Carlo simulation of Callisto's exosphere

We model Callisto's exosphere based on its ice as well as non-ice surface via the use of a Monte-Carlo exosphere model. For the ice component we implement two putative compositions that have been computed from two possible extreme formation scenarios of the satellite. One composition represents the oxidizing state and is based on the assumption that the building blocks of Callisto were formed in the protosolar nebula and the other represents the reducing state of the gas, based on the assumption that the satellite accreted from solids condensed in the jovian sub-nebula. For the non-ice component we implemented the compositions of typical CI as well as L type chondrites. Both chondrite types have been suggested to represent Callisto's non-ice composition best. As release processes we consider surface sublimation, ion sputtering and photon-stimulated desorption. Particles are followed on their individual trajectories until they either escape Callisto's gravitational attraction, return to the surface, are ionized, or are fragmented. Our density profiles show that whereas the sublimated species dominate close to the surface on the sun-lit side, their density profiles (with the exception of H and H-2) decrease much more rapidly than the sputtered particles. The Neutral gas and Ion Mass (NIM) spectrometer, which is part of the Particle Environment Package (PEP), will investigate Callisto's exosphere during the JUICE mission. Our simulations show that NIM will be able to detect sublimated and sputtered particles from both the ice and non-ice surface. NIM's measured chemical composition will allow us to distinguish between different formation scenarios. (C) 2015 Elsevier Inc. All rights reserved.

3D Direct Simulation Monte Carlo Modelling of the Inner Gas Coma of Comet 67P/Churyumov-Gerasimenko: A Parameter Study

Direct Simulation Monte Carlo (DSMC) is a powerful numerical method to study rarefied gas flows such as cometary comae and has been used by several authors over the past decade to study cometary outflow. However, the investigation of the parameter space in simulations can be time consuming since 3D DSMC is computationally highly intensive. For the target of ESA's Rosetta mission, comet 67P/Churyumov-Gerasimenko, we have identified to what extent modification of several parameters influence the 3D flow and gas temperature fields and have attempted to establish the reliability of inferences about the initial conditions from in situ and remote sensing measurements. A large number of DSMC runs have been completed with varying input parameters. In this work, we present the simulation results and conclude on the sensitivity of solutions to certain inputs. It is found that among cases of water outgassing, the surface production rate distribution is the most influential variable to the flow field.

Multi-scale micro-structure generation strategy for up-scaling transport in clays

Clays and claystones are used as backfill and barrier materials in the design of waste repositories, because they act as hydraulic barriers and retain contaminants. Transport through such barriers occurs mainly by molecular diffusion. There is thus an interest to relate the diffusion properties of clays to their structural properties. In previous work, we have developed a concept for up-scaling pore-scale molecular diffusion coefficients using a grid-based model for the sample pore structure. Here we present an operational algorithm which can generate such model pore structures of polymineral materials. The obtained pore maps match the rock’s mineralogical components and its macroscopic properties such as porosity, grain and pore size distributions. Representative ensembles of grains in 2D or 3D are created by a lattice Monte Carlo (MC) method, which minimizes the interfacial energy of grains starting from an initial grain distribution. Pores are generated at grain boundaries and/or within grains. The method is general and allows to generate anisotropic structures with grains of approximately predetermined shapes, or with mixtures of different grain types. A specific focus of this study was on the simulation of clay-like materials. The generated clay pore maps were then used to derive upscaled effective diffusion coefficients for non-sorbing tracers using a homogenization technique. The large number of generated maps allowed to check the relations between micro-structural features of clays and their effective transport parameters, as is required to explain and extrapolate experimental diffusion results. As examples, we present a set of 2D and 3D simulations and investigated the effects of nanopores within particles (interlayer pores) and micropores between particles. Archie’s simple power law is followed in systems with only micropores. When nanopores are present, additional parameters are required; the data reveal that effective diffusion coefficients could be described by a sum of two power functions, related to the micro- and nanoporosity. We further used the model to investigate the relationships between particle orientation and effective transport properties of the sample.

Multiplicity of data in trial reports and the reliability of meta-analyses: empirical study

Objectives To examine the extent of multiplicity of data in trial reports and to assess the impact of multiplicity on meta-analysis results. Design Empirical study on a cohort of Cochrane systematic reviews. Data sources All Cochrane systematic reviews published from issue 3 in 2006 to issue 2 in 2007 that presented a result as a standardised mean difference (SMD). We retrieved trial reports contributing to the first SMD result in each review, and downloaded review protocols. We used these SMDs to identify a specific outcome for each meta-analysis from its protocol. Review methods Reviews were eligible if SMD results were based on two to ten randomised trials and if protocols described the outcome. We excluded reviews if they only presented results of subgroup analyses. Based on review protocols and index outcomes, two observers independently extracted the data necessary to calculate SMDs from the original trial reports for any intervention group, time point, or outcome measure compatible with the protocol. From the extracted data, we used Monte Carlo simulations to calculate all possible SMDs for every meta-analysis. Results We identified 19 eligible meta-analyses (including 83 trials). Published review protocols often lacked information about which data to choose. Twenty-four (29%) trials reported data for multiple intervention groups, 30 (36%) reported data for multiple time points, and 29 (35%) reported the index outcome measured on multiple scales. In 18 meta-analyses, we found multiplicity of data in at least one trial report; the median difference between the smallest and largest SMD results within a meta-analysis was 0.40 standard deviation units (range 0.04 to 0.91). Conclusions Multiplicity of data can affect the findings of systematic reviews and meta-analyses. To reduce the risk of bias, reviews and meta-analyses should comply with prespecified protocols that clearly identify time points, intervention groups, and scales of interest.