Estudo do método Monte Carlo e sua aplicação no modelo SIR

In this work we present a discussion and the results of the simulation of disease spread using the Monte Carlo method. The dissemination model is the SIR model and presents as main characteristic the disease evolution among individuals of the population subdivided into three groups: susceptible (S), infected (I) and recovered (R). The technique used is based on the introduction of transition probabilities S-> I and I->R to do the spread of the disease, they are governed by a Poisson distribution. The simulation of the spread of disease was based on the randomness introduced, taking into account two basic parameters of the model, the power of infection and average time of the disease. Considering appropriate values of these parameters, the results are presented graphically and analysis of these results gives information on a group of individuals react to the changes of these parameters and what are the chances of a disease becoming a pandemic

Monte Carlo Semi-Empirical Model for Si(Li) X-Ray Detector: Differences between Nominal and Fitted Parameters.

A detailed characterization of a X-ray Si(Li) detector was performed to obtain the energy dependence of efficiency in the photon energy range of 6.4 - 59.5 keV. which was measured and reproduced by Monte Carlo (MC) simulations. Significant discrepancies between MC and experimental values were found when lhe manufacturer parameters of lhe detector were used in lhe simulation. A complete Computerized Tomagraphy (CT) detector scan allowed to find the correct crystal dimensions and position inside the capsule. The computed efficiencies with the resulting detector model differed with the measured values no more than 10% in most of the energy range.

Monte Carlo Simulations of Novel Scintillator Detectors and Dosimetry Calculations

Monte Carlo (MC) simulation techniques are becoming very common in the Medical Physicists community. MC can be used for modeling Single Photon Emission Computed Tomography (SPECT) and for dosimetry calculations. 188Re, is a promising candidate for radiotherapeutic production and understanding the mechanisms of the radioresponse of tumor cells "in vitro" is of crucial importance as a first step before "in vivo" studies. The dosimetry of 188Re, used to target different lines of cancer cells, has been evaluated by the MC code GEANT4. The simulations estimate the average energy deposition/per event in the biological samples. The development of prototypes for medical imaging, based on LaBr3:Ce scintillation crystals coupled with a position sensitive photomultiplier, have been studied using GEANT4 simulations. Having tested, in the simulation, surface treatments different from the one applied to the crystal used in our experimental measurements, we found out that the Energy Resolution (ER) and the Spatial Resolution (SR) could be improved, in principle, by machining in a different way the lateral surfaces of the crystal. We have then studied a system able to acquire both echographic and scintigraphic images to let the medical operator obtain the complete anatomic and functional information for tumor diagnosis. The scintigraphic part of the detector is simulated by GEANT4 and first attempts to reconstruct tomographic images have been made using as method of reconstruction a back-projection standard algorithm. The proposed camera is based on slant collimators and LaBr3:Ce crystals. Within the Field of View (FOV) of the camera, it possible to distinguish point sources located in air at a distance of about 2 cm from each other. In particular conditions of uptake, tumor depth and dimension, the preliminary results show that the Signal to Noise Ratio (SNR) values obtained are higher than the standard detection limit.

Monte Carlo-Simulationen zum kritischen Verhalten dünner Ising-Filme

Monte Carlo-Simulationen zum kritischen Verhalten dünnerIsing-Filme Dünne Ising-Filme können als vereinfachtes Modell zurBeschreibung von binären Mischungen oder von Flüssigkeitenin schlitzartigen Kapillaren dienen. Infolge dereingeschränkten Geometrie unterscheidet sich das kritischeVerhalten dieser Systeme signifikant von dem einesBulk-Systems, es kommt zu einem Crossover von zwei- zudreidimensionalem kritischen Verhalten. Zusätzlichverschiebt sich der Phasenübergang in den ungesättigtenBereich, ein Effekt, der als 'capillary condensation'bezeichnet wird. In der vorliegenden Arbeit wurden die kritischenEigenschaften von Ising-Filmen im Rahmen einer MonteCarlo-Simulation untersucht. Zur Verbesserung der Effizienzwurde ein Cluster-Algorithmus verwendet, der um einenGhost-Spin-Term zur Behandlung der Magnetfelder erweitertwar. Bei der Datenanalyse kamen moderneMulti-Histogramm-Techniken zur Anwendung. Für alle untersuchten Schichtdicken konnten kritischeTemperatur und Magnetfeld sehr präzise bestimmt werden. DieSkalenhypothese von Fisher und Nakanishi, die dieVerschiebung des kritischen Punktes gegenüber seinesBulk-Wertes beschreibt, wurde sowohl für Systeme mit freienOberflächen als auch für Systeme mit schwachemOberflächenfeld bestätigt. Der Wert des Gap-Exponenten derOberfläche wurde mit $Delta_1$=0.459(13) in Übereinstimmungmit den Literaturwerten abgeschätzt. Die Observablen Magnetisierung und magnetischeSuszeptibilität sowie deren auf die Oberfläche bezogenenEntsprechungen zeigen kein reines zweidimensionaleskritisches Verhalten. Zu ihrer Beschreibung in der Nähe deskritischen Punktes wurden effektive Exponenten für dieeinzelnen Schichtdicken bestimmt.

Oberflächengebundene flüssigkristalline Polymere in nematischer Lösung - eine Monte Carlo-Untersuchung

Oberflächengebundene flüssigkristalline Polymere innematischer Lösung - eine Monte Carlo-Untersuchung In der vorliegenden Arbeit wurde ein System vonoberflächengebundenen flüssigkristallinen Polymeren innematischer Lösung mittels Monte Carlo-Simulationen imNpT-Ensemble untersucht. Dabei wurden die Lösungsmittelteilchen und Polymerteilchen durchweiche abstoßende Ellipsoide des Durchmessers sigma_s undder Länge sigma_l modelliert. Darüber hinaus wirktenzwischen Teilchen innerhalb einer Kette zusätzliche Bondlängen- und Bondwinkelpotentiale. Die Kopfenden der Ketten waren mit ihren Mittelpunkten auf einen kubischen Gitter in der Oberfläche fixiert und wechselwirkten nicht mit den übrigen Teilchen. Für die Simulation kam ein neuartiger 'Configurationalbiased Monte Carlo'-Algorithmus zum Einsatz, mit dem esmöglich war, die Simulation stark zu beschleunigen. Dieswurde erreicht, indem die Bindungen einer Polymerkette entfernt und die ehemaligen Kettenteilchen somit zu Lösungsmittelteilchen werden. Aus den Lösungsmittelteilchen wurde dann durch das Ziehen neuer Bindungen eine neue Kette generiert, über deren Annahme dann eine Metropolisabfrage entschied. In den Simulationen sollte untersucht werden, inwieweit esmöglich ist durch Variation der Pfropfdichte einer auf eineglatte Wand aufgebrachten Polymerbürste die Richtung derOrientierung des sie quellenden Lösungsmittels zu einflussen. Neben Systemen ohne Ketten wurden Systeme mit Pfropfdichtenbis zu sigma = 0.84/sigma_s^2 über mehrere Millionen MonteCarlo-Schritte simuliert. Mit den durchgeführten Simulationen konnte gezeigt werden,daß ein Phasenübergang zwischen einer Phase mit flachentlang den Wänden ausgerichteten Teilchen und einer Phasemit Teilchen, deren Orientierung nicht parallel zur Wand ist, existiert.Dieser Phasenübergang tritt im hier betrachteten System beieiner Pfropfdichte von sigma = 0.13/sigma_s^2 auf. Weiterhin konnte bei hohen Pfropfdichten (sigma >=0.8/sigma_s^2) eine Phase mit einer Ausrichtung derLösungsmittelteilchen senkrecht zur Grundfläche gefundenwerden, obwohl die Ketten auch bei diesen Pfropfdichten nicht senkrecht stehen und die Bürste und das Lösungsmittel entkoppeln.

Monte Carlo-Simulationen zum Adsorptionsverhalten von Homo- und Copolymerlösungen

Die vorliegende Arbeit beschäftigt sich mit demAdsorptionsverhalten von Homo- und Blockopolymeren anglatten Wänden im guten Lösungsmittel. Zur Modellierung wirddabei ein vergröbertes Kugel-Feder-Modell benutzt, das diePolymere als Kette von effektiven Monomeren auffasst.Benachbarte Monomere einer Kette werden durch einBindungspotential aneinander gekoppelt; zusätzlich wird eineVolumenausschlusswechselwirkung zwischen allen Monomeren derLösung berücksichtigt. Das Lösungsmittel wird dabei implizitdurch diese effektiven Potentiale berücksichtigt, wobei dieLösungsmittelqualität über die Temperatur geregelt wird.Während das System in z-Richtung durch zwei ebene Wändebegrenzt wird, von denen eine attraktiv mit den Monomerenwechselwirkt, werden in x- und y-Richtung periodischeRandbedingungen vorgegeben. Die Bewegung der Polymereerfolgt durch Monte Carlo-Simulationen im räumlichenKontinuum, welche auf (großkanonischen) Configurational BiasMonte Carlo-Algorithmen sowie lokalen Monomerverschiebungenund Reptationsbewegungen basieren.Über verschiedene Auswertemethoden werden anhand vonEinzelkettensimulationen die (modellabhängige)Adsorptionsschwelle - welche durch Simualtionen derAdsorption aus der Lösung bestätigt wird - sowie der(universelle) Crossoverexponent - dessen gefundener Wertsehr gut mit den neusten analytischen Berechnungenübereinstimmt - bestimmt. Bei der Simulation derBlockcopolymere bilden sich bei niedrigerOberflächenbelegungsdichte pilzartige Konformationen('mushroom'-Bereich), bei hoher OberflächenbelegungsdichtePolymerbürsten ('brush'-Bereich). Die theoretischenVorhersagen für den jeweiligen Bereich werden von denSimulationen im Wesentlichen gut wiedergegeben.

Monte-Carlo-Simulationen zum Phasen- und Keimbildungsverhalten von Polymerlösungen

Das Phasenverhalten und die Grenzflächeneigenschaften vonPolymeren in superkritischer Lösung werden anhand einesvergröberten Kugel-Feder-Modells für das ReferenzsystemHexadekan-CO2 untersucht. Zur Bestimmung der Parameter imPotential setzt man die kritischen Punkte von Simulation undExperiment gleich. Wechselwirkungen zwischen beidenKomponenten werden durch eine modifizierteLorentz-Berthelot-Regel modelliert. Die Übereinstimmung mitden Experimenten ist sehr gut - insbesondere kann dasPhasendiagramm des Mischsystems inklusive kritischer Linienreproduziert werden. Ein Vergleich mit numerischenStörungsrechnungen (TPT1) liefert eine qualitativeÜbereinstimmung und Hinweise zur Verbesserung derverwendeten Zustandsgleichung. Aufbauend auf diesen Betrachtungen werden die Frühstadiender Keimbildung untersucht. Für das Lennard-Jones-Systemwird zum ersten Mal der Übergang vom homogenen Gas zu einemeinzelnen Tropfen im endlichen Volumen direkt nachgewiesenund quantifiziert. Die freie Energie von kleinen Clusternwird mit einem einfachen, klassischen Nukleationsmodellbestimmt und nach oben abgeschätzt. Die vorgestellten Untersuchungen wurden durch eineWeiterentwicklung des Umbrella-Sampling-Algorithmusermöglicht. Hierbei wird die Simulation in mehrereSimulationsfenster unterteilt, die nacheinander abgearbeitetwerden. Die Methode erlaubt eine Bestimmung derFreien-Energie-Landschaft an einer beliebigen Stelle desPhasendiagramms. Der Fehler ist kontrollierbar undunabhängig von der Art der Unterteilung.

Supernova neutrinos in AMANDA and IceCube - Monte Carlo development and data analysis

Supernovae are among the most energetic events occurring in the universe and are so far the only verified extrasolar source of neutrinos. As the explosion mechanism is still not well understood, recording a burst of neutrinos from such a stellar explosion would be an important benchmark for particle physics as well as for the core collapse models. The neutrino telescope IceCube is located at the Geographic South Pole and monitors the antarctic glacier for Cherenkov photons. Even though it was conceived for the detection of high energy neutrinos, it is capable of identifying a burst of low energy neutrinos ejected from a supernova in the Milky Way by exploiting the low photomultiplier noise in the antarctic ice and extracting a collective rate increase. A signal Monte Carlo specifically developed for water Cherenkov telescopes is presented. With its help, we will investigate how well IceCube can distinguish between core collapse models and oscillation scenarios. In the second part, nine years of data taken with the IceCube precursor AMANDA will be analyzed. Intensive data cleaning methods will be presented along with a background simulation. From the result, an upper limit on the expected occurrence of supernovae within the Milky Way will be determined.

Macro Monte Carlo for dose calculation of proton beams

Although the Monte Carlo (MC) method allows accurate dose calculation for proton radiotherapy, its usage is limited due to long computing time. In order to gain efficiency, a new macro MC (MMC) technique for proton dose calculations has been developed. The basic principle of the MMC transport is a local to global MC approach. The local simulations using GEANT4 consist of mono-energetic proton pencil beams impinging perpendicularly on slabs of different thicknesses and different materials (water, air, lung, adipose, muscle, spongiosa, cortical bone). During the local simulation multiple scattering, ionization as well as elastic and inelastic interactions have been taken into account and the physical characteristics such as lateral displacement, direction distributions and energy loss have been scored for primary and secondary particles. The scored data from appropriate slabs is then used for the stepwise transport of the protons in the MMC simulation while calculating the energy loss along the path between entrance and exit position. Additionally, based on local simulations the radiation transport of neutrons and the generated ions are included into the MMC simulations for the dose calculations. In order to validate the MMC transport, calculated dose distributions using the MMC transport and GEANT4 have been compared for different mono-energetic proton pencil beams impinging on different phantoms including homogeneous and inhomogeneous situations as well as on a patient CT scan. The agreement of calculated integral depth dose curves is better than 1% or 1 mm for all pencil beams and phantoms considered. For the dose profiles the agreement is within 1% or 1 mm in all phantoms for all energies and depths. The comparison of the dose distribution calculated using either GEANT4 or MMC in the patient also shows an agreement of within 1% or 1 mm. The efficiency of MMC is up to 200 times higher than for GEANT4. The very good level of agreement in the dose comparisons demonstrate that the newly developed MMC transport results in very accurate and efficient dose calculations for proton beams.

Fixed-Width Output Analysis for Markov Chain Monte Carlo

Markov chain Monte Carlo is a method of producing a correlated sample in order to estimate features of a complicated target distribution via simple ergodic averages. A fundamental question in MCMC applications is when should the sampling stop? That is, when are the ergodic averages good estimates of the desired quantities? We consider a method that stops the MCMC sampling the first time the width of a confidence interval based on the ergodic averages is less than a user-specified value. Hence calculating Monte Carlo standard errors is a critical step in assessing the output of the simulation. In particular, we consider the regenerative simulation and batch means methods of estimating the variance of the asymptotic normal distribution. We describe sufficient conditions for the strong consistency and asymptotic normality of both methods and investigate their finite sample properties in a variety of examples.

An efficient framework for photon Monte Carlo treatment planning

Currently photon Monte Carlo treatment planning (MCTP) for a patient stored in the patient database of a treatment planning system (TPS) can usually only be performed using a cumbersome multi-step procedure where many user interactions are needed. This means automation is needed for usage in clinical routine. In addition, because of the long computing time in MCTP, optimization of the MC calculations is essential. For these purposes a new graphical user interface (GUI)-based photon MC environment has been developed resulting in a very flexible framework. By this means appropriate MC transport methods are assigned to different geometric regions by still benefiting from the features included in the TPS. In order to provide a flexible MC environment, the MC particle transport has been divided into different parts: the source, beam modifiers and the patient. The source part includes the phase-space source, source models and full MC transport through the treatment head. The beam modifier part consists of one module for each beam modifier. To simulate the radiation transport through each individual beam modifier, one out of three full MC transport codes can be selected independently. Additionally, for each beam modifier a simple or an exact geometry can be chosen. Thereby, different complexity levels of radiation transport are applied during the simulation. For the patient dose calculation, two different MC codes are available. A special plug-in in Eclipse providing all necessary information by means of Dicom streams was used to start the developed MC GUI. The implementation of this framework separates the MC transport from the geometry and the modules pass the particles in memory; hence, no files are used as the interface. The implementation is realized for 6 and 15 MV beams of a Varian Clinac 2300 C/D. Several applications demonstrate the usefulness of the framework. Apart from applications dealing with the beam modifiers, two patient cases are shown. Thereby, comparisons are performed between MC calculated dose distributions and those calculated by a pencil beam or the AAA algorithm. Interfacing this flexible and efficient MC environment with Eclipse allows a widespread use for all kinds of investigations from timing and benchmarking studies to clinical patient studies. Additionally, it is possible to add modules keeping the system highly flexible and efficient.

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.

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.”

MMonCa: A flexible and powerful new Kinetic Monte Carlo simulator

Kinetic Monte Carlo (KMC) is a widely used technique to simulate the evolution of radiation damage inside solids. Despite de fact that this technique was developed several decades ago, there is not an established and easy to access simulating tool for researchers interested in this field, unlike in the case of molecular dynamics or density functional theory calculations. In fact, scientists must develop their own tools or use unmaintained ones in order to perform these types of simulations. To fulfil this need, we have developed MMonCa, the Modular Monte Carlo simulator. MMonCa has been developed using professional C++ programming techniques and has been built on top of an interpreted language to allow having a powerful yet flexible, robust but customizable and easy to access modern simulator. Both non lattice and Lattice KMC modules have been developed. We will present in this conference, for the first time, the MMonCa simulator. Along with other (more detailed) contributions in this meeting, the versatility of MMonCa to study a number of problems in different materials (particularly, Fe and W) subject to a wide range of conditions will be shown. Regarding KMC simulations, we have studied neutron-generated cascade evolution in Fe (as a model material). Starting with a Frenkel pair distribution we have followed the defect evolution up to 450 K. Comparison with previous simulations and experiments shows excellent agreement. Furthermore, we have studied a more complex system (He-irradiated W:C) using a previous parametrization [1]. He-irradiation at 4 K followed by isochronal annealing steps up to 500 K has been simulated with MMonCa. The He energy was 400 eV or 3 keV. In the first case, no damage is associated to the He implantation, whereas in the second one, a significant Frenkel pair concentration (evolving into complex clusters) is associated to the He ions. We have been able to explain He desorption both in the absence and in the presence of Frenkel pairs and we have also applied MMonCa to high He doses and fluxes at elevated temperatures. He migration and trapping dominate the kinetics of He desorption. These processes will be discussed and compared to experimental results. [1] C.S. Becquart et al. J. Nucl. Mater. 403 (2010) 75

Monte Carlo Neutronics and Thermal-hydraulics coupling applied to Fast Reactors

Un escenario habitualmente considerado para el uso sostenible y prolongado de la energía nuclear contempla un parque de reactores rápidos refrigerados por metales líquidos (LMFR) dedicados al reciclado de Pu y la transmutación de actínidos minoritarios (MA). Otra opción es combinar dichos reactores con algunos sistemas subcríticos asistidos por acelerador (ADS), exclusivamente destinados a la eliminación de MA. El diseño y licenciamiento de estos reactores innovadores requiere herramientas computacionales prácticas y precisas, que incorporen el conocimiento obtenido en la investigación experimental de nuevas configuraciones de reactores, materiales y sistemas. A pesar de que se han construido y operado un cierto número de reactores rápidos a nivel mundial, la experiencia operacional es todavía reducida y no todos los transitorios se han podido entender completamente. Por tanto, los análisis de seguridad de nuevos LMFR están basados fundamentalmente en métodos deterministas, al contrario que las aproximaciones modernas para reactores de agua ligera (LWR), que se benefician también de los métodos probabilistas. La aproximación más usada en los estudios de seguridad de LMFR es utilizar una variedad de códigos, desarrollados a base de distintas teorías, en busca de soluciones integrales para los transitorios e incluyendo incertidumbres. En este marco, los nuevos códigos para cálculos de mejor estimación ("best estimate") que no incluyen aproximaciones conservadoras, son de una importancia primordial para analizar estacionarios y transitorios en reactores rápidos. Esta tesis se centra en el desarrollo de un código acoplado para realizar análisis realistas en reactores rápidos críticos aplicando el método de Monte Carlo. Hoy en día, dado el mayor potencial de recursos computacionales, los códigos de transporte neutrónico por Monte Carlo se pueden usar de manera práctica para realizar cálculos detallados de núcleos completos, incluso de elevada heterogeneidad material. Además, los códigos de Monte Carlo se toman normalmente como referencia para los códigos deterministas de difusión en multigrupos en aplicaciones con reactores rápidos, porque usan secciones eficaces punto a punto, un modelo geométrico exacto y tienen en cuenta intrínsecamente la dependencia angular de flujo. En esta tesis se presenta una metodología de acoplamiento entre el conocido código MCNP, que calcula la generación de potencia en el reactor, y el código de termohidráulica de subcanal COBRA-IV, que obtiene las distribuciones de temperatura y densidad en el sistema. COBRA-IV es un código apropiado para aplicaciones en reactores rápidos ya que ha sido validado con resultados experimentales en haces de barras con sodio, incluyendo las correlaciones más apropiadas para metales líquidos. En una primera fase de la tesis, ambos códigos se han acoplado en estado estacionario utilizando un método iterativo con intercambio de archivos externos. El principal problema en el acoplamiento neutrónico y termohidráulico en estacionario con códigos de Monte Carlo es la manipulación de las secciones eficaces para tener en cuenta el ensanchamiento Doppler cuando la temperatura del combustible aumenta. Entre todas las opciones disponibles, en esta tesis se ha escogido la aproximación de pseudo materiales, y se ha comprobado que proporciona resultados aceptables en su aplicación con reactores rápidos. Por otro lado, los cambios geométricos originados por grandes gradientes de temperatura en el núcleo de reactores rápidos resultan importantes para la neutrónica como consecuencia del elevado recorrido libre medio del neutrón en estos sistemas. Por tanto, se ha desarrollado un módulo adicional que simula la geometría del reactor en caliente y permite estimar la reactividad debido a la expansión del núcleo en un transitorio. éste módulo calcula automáticamente la longitud del combustible, el radio de la vaina, la separación de los elementos de combustible y el radio de la placa soporte en función de la temperatura. éste efecto es muy relevante en transitorios sin inserción de bancos de parada. También relacionado con los cambios geométricos, se ha implementado una herramienta que, automatiza el movimiento de las barras de control en busca d la criticidad del reactor, o bien calcula el valor de inserción axial las barras de control. Una segunda fase en la plataforma de cálculo que se ha desarrollado es la simulació dinámica. Puesto que MCNP sólo realiza cálculos estacionarios para sistemas críticos o supercríticos, la solución más directa que se propone sin modificar el código fuente de MCNP es usar la aproximación de factorización de flujo, que resuelve por separado la forma del flujo y la amplitud. En este caso se han estudiado en profundidad dos aproximaciones: adiabática y quasiestática. El método adiabático usa un esquema de acoplamiento que alterna en el tiempo los cálculos neutrónicos y termohidráulicos. MCNP calcula el modo fundamental de la distribución de neutrones y la reactividad al final de cada paso de tiempo, y COBRA-IV calcula las propiedades térmicas en el punto intermedio de los pasos de tiempo. La evolución de la amplitud de flujo se calcula resolviendo las ecuaciones de cinética puntual. Este método calcula la reactividad estática en cada paso de tiempo que, en general, difiere de la reactividad dinámica que se obtendría con la distribución de flujo exacta y dependiente de tiempo. No obstante, para entornos no excesivamente alejados de la criticidad ambas reactividades son similares y el método conduce a resultados prácticos aceptables. Siguiendo esta línea, se ha desarrollado después un método mejorado para intentar tener en cuenta el efecto de la fuente de neutrones retardados en la evolución de la forma del flujo durante el transitorio. El esquema consiste en realizar un cálculo cuasiestacionario por cada paso de tiempo con MCNP. La simulación cuasiestacionaria se basa EN la aproximación de fuente constante de neutrones retardados, y consiste en dar un determinado peso o importancia a cada ciclo computacial del cálculo de criticidad con MCNP para la estimación del flujo final. Ambos métodos se han verificado tomando como referencia los resultados del código de difusión COBAYA3 frente a un ejercicio común y suficientemente significativo. Finalmente, con objeto de demostrar la posibilidad de uso práctico del código, se ha simulado un transitorio en el concepto de reactor crítico en fase de diseño MYRRHA/FASTEF, de 100 MW de potencia térmica y refrigerado por plomo-bismuto. ABSTRACT Long term sustainable nuclear energy scenarios envisage a fleet of Liquid Metal Fast Reactors (LMFR) for the Pu recycling and minor actinides (MAs) transmutation or combined with some accelerator driven systems (ADS) just for MAs elimination. Design and licensing of these innovative reactor concepts require accurate computational tools, implementing the knowledge obtained in experimental research for new reactor configurations, materials and associated systems. Although a number of fast reactor systems have already been built, the operational experience is still reduced, especially for lead reactors, and not all the transients are fully understood. The safety analysis approach for LMFR is therefore based only on deterministic methods, different from modern approach for Light Water Reactors (LWR) which also benefit from probabilistic methods. Usually, the approach adopted in LMFR safety assessments is to employ a variety of codes, somewhat different for the each other, to analyze transients looking for a comprehensive solution and including uncertainties. In this frame, new best estimate simulation codes are of prime importance in order to analyze fast reactors steady state and transients. This thesis is focused on the development of a coupled code system for best estimate analysis in fast critical reactor. Currently due to the increase in the computational resources, Monte Carlo methods for neutrons transport can be used for detailed full core calculations. Furthermore, Monte Carlo codes are usually taken as reference for deterministic diffusion multigroups codes in fast reactors applications because they employ point-wise cross sections in an exact geometry model and intrinsically account for directional dependence of the ux. The coupling methodology presented here uses MCNP to calculate the power deposition within the reactor. The subchannel code COBRA-IV calculates the temperature and density distribution within the reactor. COBRA-IV is suitable for fast reactors applications because it has been validated against experimental results in sodium rod bundles. The proper correlations for liquid metal applications have been added to the thermal-hydraulics program. Both codes are coupled at steady state using an iterative method and external files exchange. The main issue in the Monte Carlo/thermal-hydraulics steady state coupling is the cross section handling to take into account Doppler broadening when temperature rises. Among every available options, the pseudo materials approach has been chosen in this thesis. This approach obtains reasonable results in fast reactor applications. Furthermore, geometrical changes caused by large temperature gradients in the core, are of major importance in fast reactor due to the large neutron mean free path. An additional module has therefore been included in order to simulate the reactor geometry in hot state or to estimate the reactivity due to core expansion in a transient. The module automatically calculates the fuel length, cladding radius, fuel assembly pitch and diagrid radius with the temperature. This effect will be crucial in some unprotected transients. Also related to geometrical changes, an automatic control rod movement feature has been implemented in order to achieve a just critical reactor or to calculate control rod worth. A step forward in the coupling platform is the dynamic simulation. Since MCNP performs only steady state calculations for critical systems, the more straight forward option without modifying MCNP source code, is to use the flux factorization approach solving separately the flux shape and amplitude. In this thesis two options have been studied to tackle time dependent neutronic simulations using a Monte Carlo code: adiabatic and quasistatic methods. The adiabatic methods uses a staggered time coupling scheme for the time advance of neutronics and the thermal-hydraulics calculations. MCNP computes the fundamental mode of the neutron flux distribution and the reactivity at the end of each time step and COBRA-IV the thermal properties at half of the the time steps. To calculate the flux amplitude evolution a solver of the point kinetics equations is used. This method calculates the static reactivity in each time step that in general is different from the dynamic reactivity calculated with the exact flux distribution. Nevertheless, for close to critical situations, both reactivities are similar and the method leads to acceptable practical results. In this line, an improved method as an attempt to take into account the effect of delayed neutron source in the transient flux shape evolutions is developed. The scheme performs a quasistationary calculation per time step with MCNP. This quasistationary simulations is based con the constant delayed source approach, taking into account the importance of each criticality cycle in the final flux estimation. Both adiabatic and quasistatic methods have been verified against the diffusion code COBAYA3, using a theoretical kinetic exercise. Finally, a transient in a critical 100 MWth lead-bismuth-eutectic reactor concept is analyzed using the adiabatic method as an application example in a real system.