Quantum Monte Carlo : some theoretical and numerical studies

In Part I, theoretical derivations for Variational Monte Carlo calculations are compared with results from a numerical calculation of He; both indicate that minimization of the ratio estimate of Evar , denoted EMC ' provides different optimal variational parameters than does minimization of the variance of E MC • Similar derivations for Diffusion Monte Carlo calculations provide a theoretical justification for empirical observations made by other workers. In Part II, Importance sampling in prolate spheroidal coordinates allows Monte Carlo calculations to be made of E for the vdW molecule var He2' using a simplifying partitioning of the Hamiltonian and both an HF-SCF and an explicitly correlated wavefunction. Improvements are suggested which would permit the extension of the computational precision to the point where an estimate of the interaction energy could be made~

Monte Carlo modelling of X-ray absorptiometry and its application to body composition studies

This thesis applies Monte Carlo techniques to the study of X-ray absorptiometric methods of bone mineral measurement. These studies seek to obtain information that can be used in efforts to improve the accuracy of the bone mineral measurements. A Monte Carlo computer code for X-ray photon transport at diagnostic energies has been developed from first principles. This development was undertaken as there was no readily available code which included electron binding energy corrections for incoherent scattering and one of the objectives of the project was to study the effects of inclusion of these corrections in Monte Carlo models. The code includes the main Monte Carlo program plus utilities for dealing with input data. A number of geometrical subroutines which can be used to construct complex geometries have also been written. The accuracy of the Monte Carlo code has been evaluated against the predictions of theory and the results of experiments. The results show a high correlation with theoretical predictions. In comparisons of model results with those of direct experimental measurements, agreement to within the model and experimental variances is obtained. The code is an accurate and valid modelling tool. A study of the significance of inclusion of electron binding energy corrections for incoherent scatter in the Monte Carlo code has been made. The results show this significance to be very dependent upon the type of application. The most significant effect is a reduction of low angle scatter flux for high atomic number scatterers. To effectively apply the Monte Carlo code to the study of bone mineral density measurement by photon absorptiometry the results must be considered in the context of a theoretical framework for the extraction of energy dependent information from planar X-ray beams. Such a theoretical framework is developed and the two-dimensional nature of tissue decomposition based on attenuation measurements alone is explained. This theoretical framework forms the basis for analytical models of bone mineral measurement by dual energy X-ray photon absorptiometry techniques. Monte Carlo models of dual energy X-ray absorptiometry (DEXA) have been established. These models have been used to study the contribution of scattered radiation to the measurements. It has been demonstrated that the measurement geometry has a significant effect upon the scatter contribution to the detected signal. For the geometry of the models studied in this work the scatter has no significant effect upon the results of the measurements. The model has also been used to study a proposed technique which involves dual energy X-ray transmission measurements plus a linear measurement of the distance along the ray path. This is designated as the DPA( +) technique. The addition of the linear measurement enables the tissue decomposition to be extended to three components. Bone mineral, fat and lean soft tissue are the components considered here. The results of the model demonstrate that the measurement of bone mineral using this technique is stable over a wide range of soft tissue compositions and hence would indicate the potential to overcome a major problem of the two component DEXA technique. However, the results also show that the accuracy of the DPA( +) technique is highly dependent upon the composition of the non-mineral components of bone and has poorer precision (approximately twice the coefficient of variation) than the standard DEXA measurements. These factors may limit the usefulness of the technique. These studies illustrate the value of Monte Carlo computer modelling of quantitative X-ray measurement techniques. The Monte Carlo models of bone densitometry measurement have:- 1. demonstrated the significant effects of the measurement geometry upon the contribution of scattered radiation to the measurements, 2. demonstrated that the statistical precision of the proposed DPA( +) three tissue component technique is poorer than that of the standard DEXA two tissue component technique, 3. demonstrated that the proposed DPA(+) technique has difficulty providing accurate simultaneous measurement of body composition in terms of a three component model of fat, lean soft tissue and bone mineral,4. and provided a knowledge base for input to decisions about development (or otherwise) of a physical prototype DPA( +) imaging system. The Monte Carlo computer code, data, utilities and associated models represent a set of significant, accurate and valid modelling tools for quantitative studies of physical problems in the fields of diagnostic radiology and radiography.

Monte Carlo simulation of polytypes

Based on the analogy between polytypes and spin-half Ising chains with competing short- and infinite-range interactions, a Monte Carlo simulation of polytypes has been attempted. A general double-layer mechanism connects different states of the polytype chain with about the same probability as the spin-flip mechanism in magnetic Ising chains. It has been possible to simulate various polytypes with periodicities extending up to 12 layers. The Monte Carlo method should be useful in testing different interaction models that may be proposed in the future to describe polytypism.

Monte-Carlo simulation of surface crack growth rate for offshore structural steel E36-Z35

The Monte- Carlo method is used to simulate the surface fatigue crack growth rate for offshore structural steel E36-Z35, and to determine the distributions and relevance of the parameters in the Paris equation. By this method, the time and cost of fatigue crack propagation testing can be reduced. The application of the method is demonstrated by use of four sets of fatigue crack propagation data for offshore structural steel E36-Z35. A comparison of the test data with the theoretical prediction for surface crack growth rate shows the application of the simulation method to the fatigue crack propagation tests is successful.

Permeability of Fractal Porous Media by Monte Carlo Simulations

The permeability of the fractal porous media is simulated by Monte Carlo technique in this work. Based oil the fractal character of pore size distribution in porous media, the probability models for pore diameter and for permeability are derived. Taking the bi-dispersed fractal porous media as examples, the permeability calculations are performed by the present Monte Carlo method. The results show that the present simulations present a good agreement compared with the existing fractal analytical solution in the general interested porosity range. The proposed simulation method may have the potential in prediction of other transport properties (such as thermal conductivity, dispersion conductivity and electrical conductivity) in fractal porous media, both saturated and unsaturated.

Pressure and thermal effects on elastic properties of single crystal alpha-Al2O3 from Monte-Carlo simulation

A rectangular structural unit cell of a-Al2O3 is generated from its hexagonal one. For the rectangular structural crystal with a simple interatomic potential [Matsui, Mineral Mag. 58A, 571 (1994)], the relations of lattice constants to homogeneous pressure and temperature are calculated by using Monte-Carlo method at temperature 298K and 0 GPa, respectively. Both numerical results agree with experimental ones fairly well. By comparing pair distribution function, the crystal structure of a-Al2O3 has no phase transition in the range of systematic parameters. Based on the potential model, pressure dependence of isothermal bulk moduli is predicted. Under variation of general strains, which include of external and internal strains, elastic constants of a-Al2O3 in the different homogeneous load are determined. Along with increase of pressure, axial elastic constants increase appreciably, but nonaxial elastic constants are slowly changed.

Quantum Monte Carlo study of the CO interaction with a dimer model surface for Cr(110)

The chemisorption of CO on a Cr( 110) surface is investigated using the quantum Monte Carlo method in the diffusion Monte Carlo (DMC) variant and a model Cr2CO cluster. The present results are consistent with the earlier ab initio HF study with this model that showed the tilted/ near-parallel orientation as energetically favoured over the perpendicular arrangement. The DMC energy difference between the two orientations is larger (1.9 eV) than that computed in the previous study. The distribution and reorganization of electrons during CO adsorption on the model surface are analysed using the topological electron localization function method that yields electron populations, charge transfer and clear insight on the chemical bonding that occurs with CO adsorption and dissociation on the model surface.

Monte Carlo Simulation Of Thermal Fluctuations Below The Onset Of Rayleigh-Benard Convection

The density fluctuations below the onset of convection in the Rayleigh-Benard problem are studied with the direct simulation Monte Carlo method. The particle simulation results clearly show the connection between the static correlation functions of fluctuations below the critical Rayleigh number and the flow patterns above the onset of convection for small Knudsen number flows (Kn=0.01 and Kn=0.005). Furthermore, the physical nature for no convection in the Rayleigh-Benard problem under large Knudsen number conditions (Kn>0.028) is explained based on the dynamics of fluctuations.

Identificação de danos estruturais via método de Monte Carlo com cadeias de Markov

O presente trabalho apresenta um estudo referente à aplicação da abordagem Bayesiana como técnica de solução do problema inverso de identificação de danos estruturais, onde a integridade da estrutura é continuamente descrita por um parâmetro estrutural denominado parâmetro de coesão. A estrutura escolhida para análise é uma viga simplesmente apoiada do tipo Euler-Bernoulli. A identificação de danos é baseada em alterações na resposta impulsiva da estrutura, provocadas pela presença dos mesmos. O problema direto é resolvido através do Método de Elementos Finitos (MEF), que, por sua vez, é parametrizado pelo parâmetro de coesão da estrutura. O problema de identificação de danos é formulado como um problema inverso, cuja solução, do ponto de vista Bayesiano, é uma distribuição de probabilidade a posteriori para cada parâmetro de coesão da estrutura, obtida utilizando-se a metodologia de amostragem de Monte Carlo com Cadeia de Markov. As incertezas inerentes aos dados medidos serão contempladas na função de verossimilhança. Três estratégias de solução são apresentadas. Na Estratégia 1, os parâmetros de coesão da estrutura são amostrados de funções densidade de probabilidade a posteriori que possuem o mesmo desvio padrão. Na Estratégia 2, após uma análise prévia do processo de identificação de danos, determina-se regiões da viga potencialmente danificadas e os parâmetros de coesão associados à essas regiões são amostrados a partir de funções de densidade de probabilidade a posteriori que possuem desvios diferenciados. Na Estratégia 3, após uma análise prévia do processo de identificação de danos, apenas os parâmetros associados às regiões identificadas como potencialmente danificadas são atualizados. Um conjunto de resultados numéricos é apresentado levando-se em consideração diferentes níveis de ruído para as três estratégias de solução apresentadas.

A Monte Carlo expectation maximisation algorithm for multiple target tracking

In this paper, we present an expectation-maximisation (EM) algorithm for maximum likelihood estimation in multiple target models (MTT) with Gaussian linear state-space dynamics. We show that estimation of sufficient statistics for EM in a single Gaussian linear state-space model can be extended to the MTT case along with a Monte Carlo approximation for inference of unknown associations of targets. The stochastic approximation EM algorithm that we present here can be used along with any Monte Carlo method which has been developed for tracking in MTT models, such as Markov chain Monte Carlo and sequential Monte Carlo methods. We demonstrate the performance of the algorithm with a simulation. © 2012 ISIF (Intl Society of Information Fusi).

Adaptive sequential Monte Carlo approach for real-time applications

This paper presents an adaptive Sequential Monte Carlo approach for real-time applications. Sequential Monte Carlo method is employed to estimate the states of dynamic systems using weighted particles. The proposed approach reduces the run-time computation complexity by adapting the size of the particle set. Multiple processing elements on FPGAs are dynamically allocated for improved energy efficiency without violating real-time constraints. A robot localisation application is developed based on the proposed approach. Compared to a non-adaptive implementation, the dynamic energy consumption is reduced by up to 70% without affecting the quality of solutions. © 2012 IEEE.