Hybrid Monte Carlo algorithm for the double exchange model

The Hybrid Monte Carlo algorithm is adapted to the simulation of a system of classical degrees of freedom coupled to non self-interacting lattices fermions. The diagonalization of the Hamiltonian matrix is avoided by introducing a path-integral formulation of the problem, in d + 1 Euclidean space–time. A perfect action formulation allows to work on the continuum Euclidean time, without need for a Trotter–Suzuki extrapolation. To demonstrate the feasibility of the method we study the Double Exchange Model in three dimensions. The complexity of the algorithm grows only as the system volume, allowing to simulate in lattices as large as 163 on a personal computer. We conclude that the second order paramagnetic–ferromagnetic phase transition of Double Exchange Materials close to half-filling belongs to the Universality Class of the three-dimensional classical Heisenberg model.

Effects of collimator backscatter in an Elekta linac by Monte Carlo simulation

The effects of radiation backscattered from the secondary collimators into the monitor chamber in an Elekta linac (producing 6 and 10 MV photon beams) are investigated using BEAMnrc Monte Carlo simulations. The degree and effects of this backscattered radiation are assessed by evaluating the changes to the calculated dose in the monitor chamber, and by determining a correction factor for those changes. Additionally, the fluency and energy characteristics of particles entering the monitor chamber from the downstream direction are evaluated by examining BEAMnrc phase-space data. It is shown that the proportion of particles backscattered into the monitor chamber is small (<0.35 %), for all field sizes studied. However, when the backscatter plate is removed from the model linac, these backscattered particles generate a noticeable increase in dose to the monitor chamber (up to approximate to 2.4 % for the 6 MV beam and up to 4.4 % for the 10 MV beam). With its backscatter plate in place, the Elekta linac (operating at 6 and 10 MV) is subject to negligible variation of monitor chamber dose with field size. At these energies, output variations in photon beams produced by the clinical Elekta linear accelerator can be attributed to head scatter alone. Corrections for field-size-dependence of monitor chamber dose are not necessary when running Monte Carlo simulations of the Elekta linac operating at 6 and 10 MV.

Population Monte Carlo Algorithm in High Dimensions

The population Monte Carlo algorithm is an iterative importance sampling scheme for solving static problems. We examine the population Monte Carlo algorithm in a simplified setting, a single step of the general algorithm, and study a fundamental problem that occurs in applying importance sampling to high-dimensional problem. The precision of the computed estimate from the simplified setting is measured by the asymptotic variance of estimate under conditions on the importance function. We demonstrate the exponential growth of the asymptotic variance with the dimension and show that the optimal covariance matrix for the importance function can be estimated in special cases.

Examination of pencil beam predictions of small-field dose using dosimetry film and Monte Carlo simulations

The iPlan treatment planning sys-tem uses a pencil beam algorithm, with density cor-rections, to predict the doses delivered by very small (stereotactic) radiotherapy fields. This study tests the accuracy of dose predictions made by iPlan, for small-field treatments delivered to a planar solid wa-ter phantom and to heterogeneous human tissue using the BrainLAB m3 micro-multileaf collimator.

Investigation of stereotactic radiotherapy dose using dosimetry film and Monte Carlo simulations

This study uses dosimetry film measurements and Monte Carlo simulations to investigate the accuracy of type-a (pencil-beam) dose calculations for predicting the radiation doses delivered during stereotactic radiotherapy treatments of the brain. It is shown that when evaluating doses in a water phantom, the type-a algorithm provides dose predictions which are accurate to within clinically relevant criteria, gamma(3%,3mm), but these predictions are nonetheless subtly different from the results of evaluating doses from the same fields using radiochromic film and Monte Carlo simulations. An analysis of a clinical meningioma treatment suggests that when predicting stereotactic radiotherapy doses to the brain, the inaccuracies of the type-a algorithm can be exacerbated by inadequate evaluation of the effects of nearby bone or air, resulting in dose differences of up to 10% for individual fields. The results of this study indicate the possible advantage of using Monte Carlo calculations, as well as measurements with high-spatial resolution media, to verify type-a predictions of dose delivered in cranial treatments.

Latent degradation indicators estimation and prediction : a Monte Carlo approach

Asset health inspections can produce two types of indicators: (1) direct indicators (e.g. the thickness of a brake pad, and the crack depth on a gear) which directly relate to a failure mechanism; and (2) indirect indicators (e.g. the indicators extracted from vibration signals and oil analysis data) which can only partially reveal a failure mechanism. While direct indicators enable more precise references to asset health condition, they are often more difficult to obtain than indirect indicators. The state space model provides an efficient approach to estimating direct indicators by using indirect indicators. However, existing state space models to estimate direct indicators largely depend on assumptions such as, discrete time, discrete state, linearity, and Gaussianity. The discrete time assumption requires fixed inspection intervals. The discrete state assumption entails discretising continuous degradation indicators, which often introduces additional errors. The linear and Gaussian assumptions are not consistent with nonlinear and irreversible degradation processes in most engineering assets. This paper proposes a state space model without these assumptions. Monte Carlo-based algorithms are developed to estimate the model parameters and the remaining useful life. These algorithms are evaluated for performance using numerical simulations through MATLAB. The result shows that both the parameters and the remaining useful life are estimated accurately. Finally, the new state space model is used to process vibration and crack depth data from an accelerated test of a gearbox. During this application, the new state space model shows a better fitness result than the state space model with linear and Gaussian assumption.

A Python package for Bayesian estimation using Markov Chain Monte Carlo

Markov chain Monte Carlo (MCMC) estimation provides a solution to the complex integration problems that are faced in the Bayesian analysis of statistical problems. The implementation of MCMC algorithms is, however, code intensive and time consuming. We have developed a Python package, which is called PyMCMC, that aids in the construction of MCMC samplers and helps to substantially reduce the likelihood of coding error, as well as aid in the minimisation of repetitive code. PyMCMC contains classes for Gibbs, Metropolis Hastings, independent Metropolis Hastings, random walk Metropolis Hastings, orientational bias Monte Carlo and slice samplers as well as specific modules for common models such as a module for Bayesian regression analysis. PyMCMC is straightforward to optimise, taking advantage of the Python libraries Numpy and Scipy, as well as being readily extensible with C or Fortran.