Monte Carlo simulation of streamflow of the Salt River, Arizona

EXTRACT (SEE PDF FOR FULL ABSTRACT): Evaluations of the impact of climate change (such as a greenhouse effect) upon water resources should represent both the expected change and the uncertainty in that expectation. Since water resources such as streamflow and reservoir levels depend on a variety of factors, each of which is subject to significant uncertainty, it is desirable to formulate methods of representing that uncertainty in the forcing factors and from this determine the uncertainty in the response variables of interest. We report here progress in the representation of the uncertainty in climate upon the uncertainty in the estimated hydrologic response.

An overview of Sequential Monte Carlo methods for parameter estimation in general state-space models

Nonlinear non-Gaussian state-space models arise in numerous applications in control and signal processing. Sequential Monte Carlo (SMC) methods, also known as Particle Filters, provide very good numerical approximations to the associated optimal state estimation problems. However, in many scenarios, the state-space model of interest also depends on unknown static parameters that need to be estimated from the data. In this context, standard SMC methods fail and it is necessary to rely on more sophisticated algorithms. The aim of this paper is to present a comprehensive overview of SMC methods that have been proposed to perform static parameter estimation in general state-space models. We discuss the advantages and limitations of these methods. © 2009 IFAC.

Monte Carlo optimization strategies for air-traffic control

The safety of the flights, and in particular conflict resolution for separation assurance, is one of the main tasks of Air Traffic Control. Conflict resolution requires decision making in the face of the considerable levels of uncertainty inherent in the motion of aircraft. We present a Monte Carlo framework for conflict resolution which allows one to take into account such levels of uncertainty through the use of a stochastic simulator. A simulation example inspired by current air traffic control practice illustrates the proposed conflict resolution strategy. Copyright © 2005 by the American Institute of Aeronautics and Astronautics, Inc. All rights reserved.

生物分子水溶液的Monte Carlo模拟 Ⅲ: 力偏倚抽样法和Metropolis抽样法的比较

用力偏倚(FB)法,由体系的晶体点阵构型出发到达平衡态所需的循环数为Metroplis法的武分之二。为了得到较好的结构信息所需的构型数也仅为后者的五分之二。虽然每个循环所需机时为Metropolis法的1.6倍,仍是一加速收敛的好方法。此外进一步支持了以分子的平移扩散作为判别抽样效率的判据,指出接受几率在0.33—0.36之间的步长可能是合适的。此外还统计了和丙氨酸作用大于2kcal/mol的分子座标,使它们与丙氨酸-水分子径向分布图的峰值相对应。图2表2参9

Monte Carlo-Based Bayesian group object tracking and causal reasoning

We present algorithms for tracking and reasoning of local traits in the subsystem level based on the observed emergent behavior of multiple coordinated groups in potentially cluttered environments. Our proposed Bayesian inference schemes, which are primarily based on (Markov chain) Monte Carlo sequential methods, include: 1) an evolving network-based multiple object tracking algorithm that is capable of categorizing objects into groups, 2) a multiple cluster tracking algorithm for dealing with prohibitively large number of objects, and 3) a causality inference framework for identifying dominant agents based exclusively on their observed trajectories.We use these as building blocks for developing a unified tracking and behavioral reasoning paradigm. Both synthetic and realistic examples are provided for demonstrating the derived concepts. © 2013 Springer-Verlag Berlin Heidelberg.

Linear gaussian computations for near-exact Bayesian Monte Carlo inference in skewed alpha-stable time series models

In this paper we study parameter estimation for time series with asymmetric α-stable innovations. The proposed methods use a Poisson sum series representation (PSSR) for the asymmetric α-stable noise to express the process in a conditionally Gaussian framework. That allows us to implement Bayesian parameter estimation using Markov chain Monte Carlo (MCMC) methods. We further enhance the series representation by introducing a novel approximation of the series residual terms in which we are able to characterise the mean and variance of the approximation. Simulations illustrate the proposed framework applied to linear time series, estimating the model parameter values and model order P for an autoregressive (AR(P)) model driven by asymmetric α-stable innovations. © 2012 IEEE.

Coupled neutronic thermo-hydraulic analysis of full PWR core with Monte-Carlo based BGCore system

BGCore reactor analysis system was recently developed at Ben-Gurion University for calculating in-core fuel composition and spent fuel emissions following discharge. It couples the Monte Carlo transport code MCNP with an independently developed burnup and decay module SARAF. Most of the existing MCNP based depletion codes (e.g. MOCUP, Monteburns, MCODE) tally directly the one-group fluxes and reaction rates in order to prepare one-group cross sections necessary for the fuel depletion analysis. BGCore, on the other hand, uses a multi-group (MG) approach for generation of one group cross-sections. This coupling approach significantly reduces the code execution time without compromising the accuracy of the results. Substantial reduction in the BGCore code execution time allows consideration of problems with much higher degree of complexity, such as introduction of thermal hydraulic (TH) feedback into the calculation scheme. Recently, a simplified TH feedback module, THERMO, was developed and integrated into the BGCore system. To demonstrate the capabilities of the upgraded BGCore system, a coupled neutronic TH analysis of a full PWR core was performed. The BGCore results were compared with those of the state of the art 3D deterministic nodal diffusion code DYN3D (Grundmann et al.; 2000). Very good agreement in major core operational parameters including k-eff eigenvalue, axial and radial power profiles, and temperature distributions between the BGCore and DYN3D results was observed. This agreement confirms the consistency of the implementation of the TH feedback module. Although the upgraded BGCore system is capable of performing both, depletion and TH analyses, the calculations in this study were performed for the beginning of cycle state with pre-generated fuel compositions. © 2011 Published by Elsevier B.V.

Efficient generation of one-group cross sections for coupled Monte Carlo depletion calculations

Coupled Monte Carlo depletion systems provide a versatile and an accurate tool for analyzing advanced thermal and fast reactor designs for a variety of fuel compositions and geometries. The main drawback of Monte Carlo-based systems is a long calculation time imposing significant restrictions on the complexity and amount of design-oriented calculations. This paper presents an alternative approach to interfacing the Monte Carlo and depletion modules aimed at addressing this problem. The main idea is to calculate the one-group cross sections for all relevant isotopes required by the depletion module in a separate module external to Monte Carlo calculations. Thus, the Monte Carlo module will produce the criticality and neutron spectrum only, without tallying of the individual isotope reaction rates. The onegroup cross section for all isotopes will be generated in a separate module by collapsing a universal multigroup (MG) cross-section library using the Monte Carlo calculated flux. Here, the term "universal" means that a single MG cross-section set will be applicable for all reactor systems and is independent of reactor characteristics such as a neutron spectrum; fuel composition; and fuel cell, assembly, and core geometries. This approach was originally proposed by Haeck et al. and implemented in the ALEPH code. Implementation of the proposed approach to Monte Carlo burnup interfacing was carried out through the BGCORE system. One-group cross sections generated by the BGCORE system were compared with those tallied directly by the MCNP code. Analysis of this comparison was carried out and led to the conclusion that in order to achieve the accuracy required for a reliable core and fuel cycle analysis, accounting for the background cross section (σ0) in the unresolved resonance energy region is essential. An extension of the one-group cross-section generation model was implemented and tested by tabulating and interpolating by a simplified σ0 model. A significant improvement of the one-group cross-section accuracy was demonstrated.