Evaluating tests for convergence of economic series using Monte Carlo methods with an application to real GDP's per head.

Doutoramento em Economia.

Monte Carlo radiation hydrodynamics:Methods, tests and application to Type Ia supernova ejecta

In astrophysical systems, radiation-matter interactions are important in transferring energy and momentum between the radiation field and the surrounding material. This coupling often makes it necessary to consider the role of radiation when modelling the dynamics of astrophysical fluids. During the last few years, there have been rapid developments in the use of Monte Carlo methods for numerical radiative transfer simulations. Here, we present an approach to radiation hydrodynamics that is based on coupling Monte Carlo radiative transfer techniques with finite-volume hydrodynamical methods in an operator-split manner. In particular, we adopt an indivisible packet formalism to discretize the radiation field into an ensemble of Monte Carlo packets and employ volume-based estimators to reconstruct the radiation field characteristics. In this paper the numerical tools of this method are presented and their accuracy is verified in a series of test calculations. Finally, as a practical example, we use our approach to study the influence of the radiation-matter coupling on the homologous expansion phase and the bolometric light curve of Type Ia supernova explosions. © 2012 The Authors Monthly Notices of the Royal Astronomical Society © 2012 RAS.

Monte Carlo simulations of dynamic radiotherapy treatments

The effects of tumour motion during radiation therapy delivery have been widely investigated. Motion effects have become increasingly important with the introduction of dynamic radiotherapy delivery modalities such as enhanced dynamic wedges (EDWs) and intensity modulated radiation therapy (IMRT) where a dynamically collimated radiation beam is delivered to the moving target, resulting in dose blurring and interplay effects which are a consequence of the combined tumor and beam motion. Prior to this work, reported studies on the EDW based interplay effects have been restricted to the use of experimental methods for assessing single-field non-fractionated treatments. In this work, the interplay effects have been investigated for EDW treatments. Single and multiple field treatments have been studied using experimental and Monte Carlo (MC) methods. Initially this work experimentally studies interplay effects for single-field non-fractionated EDW treatments, using radiation dosimetry systems placed on a sinusoidaly moving platform. A number of wedge angles (60º, 45º and 15º), field sizes (20 × 20, 10 × 10 and 5 × 5 cm2), amplitudes (10-40 mm in step of 10 mm) and periods (2 s, 3 s, 4.5 s and 6 s) of tumor motion are analysed (using gamma analysis) for parallel and perpendicular motions (where the tumor and jaw motions are either parallel or perpendicular to each other). For parallel motion it was found that both the amplitude and period of tumor motion affect the interplay, this becomes more prominent where the collimator tumor speeds become identical. For perpendicular motion the amplitude of tumor motion is the dominant factor where as varying the period of tumor motion has no observable effect on the dose distribution. The wedge angle results suggest that the use of a large wedge angle generates greater dose variation for both parallel and perpendicular motions. The use of small field size with a large tumor motion results in the loss of wedged dose distribution for both parallel and perpendicular motion. From these single field measurements a motion amplitude and period have been identified which show the poorest agreement between the target motion and dynamic delivery and these are used as the „worst case motion parameters.. The experimental work is then extended to multiple-field fractionated treatments. Here a number of pre-existing, multiple–field, wedged lung plans are delivered to the radiation dosimetry systems, employing the worst case motion parameters. Moreover a four field EDW lung plan (using a 4D CT data set) is delivered to the IMRT quality control phantom with dummy tumor insert over four fractions using the worst case parameters i.e. 40 mm amplitude and 6 s period values. The analysis of the film doses using gamma analysis at 3%-3mm indicate the non averaging of the interplay effects for this particular study with a gamma pass rate of 49%. To enable Monte Carlo modelling of the problem, the DYNJAWS component module (CM) of the BEAMnrc user code is validated and automated. DYNJAWS has been recently introduced to model the dynamic wedges. DYNJAWS is therefore commissioned for 6 MV and 10 MV photon energies. It is shown that this CM can accurately model the EDWs for a number of wedge angles and field sizes. The dynamic and step and shoot modes of the CM are compared for their accuracy in modelling the EDW. It is shown that dynamic mode is more accurate. An automation of the DYNJAWS specific input file has been carried out. This file specifies the probability of selection of a subfield and the respective jaw coordinates. This automation simplifies the generation of the BEAMnrc input files for DYNJAWS. The DYNJAWS commissioned model is then used to study multiple field EDW treatments using MC methods. The 4D CT data of an IMRT phantom with the dummy tumor is used to produce a set of Monte Carlo simulation phantoms, onto which the delivery of single field and multiple field EDW treatments is simulated. A number of static and motion multiple field EDW plans have been simulated. The comparison of dose volume histograms (DVHs) and gamma volume histograms (GVHs) for four field EDW treatments (where the collimator and patient motion is in the same direction) using small (15º) and large wedge angles (60º) indicates a greater mismatch between the static and motion cases for the large wedge angle. Finally, to use gel dosimetry as a validation tool, a new technique called the „zero-scan method. is developed for reading the gel dosimeters with x-ray computed tomography (CT). It has been shown that multiple scans of a gel dosimeter (in this case 360 scans) can be used to reconstruct a zero scan image. This zero scan image has a similar precision to an image obtained by averaging the CT images, without the additional dose delivered by the CT scans. In this investigation the interplay effects have been studied for single and multiple field fractionated EDW treatments using experimental and Monte Carlo methods. For using the Monte Carlo methods the DYNJAWS component module of the BEAMnrc code has been validated and automated and further used to study the interplay for multiple field EDW treatments. Zero-scan method, a new gel dosimetry readout technique has been developed for reading the gel images using x-ray CT without losing the precision and accuracy.

The development of a Monte Carlo system to verify radiotherapy treatment dose calculations

Recent advances in the planning and delivery of radiotherapy treatments have resulted in improvements in the accuracy and precision with which therapeutic radiation can be administered. As the complexity of the treatments increases it becomes more difficult to predict the dose distribution in the patient accurately. Monte Carlo methods have the potential to improve the accuracy of the dose calculations and are increasingly being recognised as the “gold standard” for predicting dose deposition in the patient. In this study, software has been developed that enables the transfer of treatment plan information from the treatment planning system to a Monte Carlo dose calculation engine. A database of commissioned linear accelerator models (Elekta Precise and Varian 2100CD at various energies) has been developed using the EGSnrc/BEAMnrc Monte Carlo suite. Planned beam descriptions and CT images can be exported from the treatment planning system using the DICOM framework. The information in these files is combined with an appropriate linear accelerator model to allow the accurate calculation of the radiation field incident on a modelled patient geometry. The Monte Carlo dose calculation results are combined according to the monitor units specified in the exported plan. The result is a 3D dose distribution that could be used to verify treatment planning system calculations. The software, MCDTK (Monte Carlo Dicom ToolKit), has been developed in the Java programming language and produces BEAMnrc and DOSXYZnrc input files, ready for submission on a high-performance computing cluster. The code has been tested with the Eclipse (Varian Medical Systems), Oncentra MasterPlan (Nucletron B.V.) and Pinnacle3 (Philips Medical Systems) planning systems. In this study the software was validated against measurements in homogenous and heterogeneous phantoms. Monte Carlo models are commissioned through comparison with quality assurance measurements made using a large square field incident on a homogenous volume of water. This study aims to provide a valuable confirmation that Monte Carlo calculations match experimental measurements for complex fields and heterogeneous media.

Calculation of dose kernels for radiotherapy applications using the GEANT 4 Monte Carlo toolkit

Dose kernels may be used to calculate dose distributions in radiotherapy (as described by Ahnesjo et al., 1999). Their calculation requires use of Monte Carlo methods, usually by forcing interactions to occur at a point. The Geant4 Monte Carlo toolkit provides a capability to force interactions to occur in a particular volume. We have modified this capability and created a Geant4 application to calculate dose kernels in cartesian, cylindrical, and spherical scoring systems. The simulation considers monoenergetic photons incident at the origin of a 3 m x 3 x 9 3 m water volume. Photons interact via compton, photo-electric, pair production, and rayleigh scattering. By default, Geant4 models photon interactions by sampling a physical interaction length (PIL) for each process. The process returning the smallest PIL is then considered to occur. In order to force the interaction to occur within a given length, L_FIL, we scale each PIL according to the formula: PIL_forced = L_FIL 9 (1 - exp(-PIL/PILo)) where PILo is a constant. This ensures that the process occurs within L_FIL, whilst correctly modelling the relative probability of each process. Dose kernels were produced for an incident photon energy of 0.1, 1.0, and 10.0 MeV. In order to benchmark the code, dose kernels were also calculated using the EGSnrc Edknrc user code. Identical scoring systems were used; namely, the collapsed cone approach of the Edknrc code. Relative dose difference images were then produced. Preliminary results demonstrate the ability of the Geant4 application to reproduce the shape of the dose kernels; median relative dose differences of 12.6, 5.75, and 12.6 % were found for an incident photon energy of 0.1, 1.0, and 10.0 MeV respectively.

A pseudo-marginal sequential Monte Carlo algorithm for random effects models in Bayesian sequential design

A computationally efficient sequential Monte Carlo algorithm is proposed for the sequential design of experiments for the collection of block data described by mixed effects models. The difficulty in applying a sequential Monte Carlo algorithm in such settings is the need to evaluate the observed data likelihood, which is typically intractable for all but linear Gaussian models. To overcome this difficulty, we propose to unbiasedly estimate the likelihood, and perform inference and make decisions based on an exact-approximate algorithm. Two estimates are proposed: using Quasi Monte Carlo methods and using the Laplace approximation with importance sampling. Both of these approaches can be computationally expensive, so we propose exploiting parallel computational architectures to ensure designs can be derived in a timely manner. We also extend our approach to allow for model uncertainty. This research is motivated by important pharmacological studies related to the treatment of critically ill patients.

Monte Carlo analysis of a puzzle game

When a puzzle game is created, its design parameters must be chosen to allow solvable and interesting challenges to be created for the player. We investigate the use of random sampling as a computationally inexpensive means of automated game analysis, to evaluate the BoxOff family of puzzle games. This analysis reveals useful insights into the game, such as the surprising fact that almost 100% of randomly generated challenges have a solution, but less than 10% will be solved using strictly random play, validating the inventor’s design choices. We show the 1D game to be trivial and the 3D game to be viable.

Modeling dynamic demand response using Monte Carlo simulation and interval mathematics for boundary estimation

With the rapid development of various technologies and applications in smart grid implementation, demand response has attracted growing research interests because of its potentials in enhancing power grid reliability with reduced system operation costs. This paper presents a new demand response model with elastic economic dispatch in a locational marginal pricing market. It models system economic dispatch as a feedback control process, and introduces a flexible and adjustable load cost as a controlled signal to adjust demand response. Compared with the conventional “one time use” static load dispatch model, this dynamic feedback demand response model may adjust the load to a desired level in a finite number of time steps and a proof of convergence is provided. In addition, Monte Carlo simulation and boundary calculation using interval mathematics are applied for describing uncertainty of end-user's response to an independent system operator's expected dispatch. A numerical analysis based on the modified Pennsylvania-Jersey-Maryland power pool five-bus system is introduced for simulation and the results verify the effectiveness of the proposed model. System operators may use the proposed model to obtain insights in demand response processes for their decision-making regarding system load levels and operation conditions.

Quantum and variational monte-carlo interaction potentials for li2 (x1-sigma-g+)

Optimized trial functions are used in quantum Monte Carlo and variational Monte Carlo calculations of the Li₂(X ¹Σ⁺_g) potential curve. The trial functions used are a product of a Slater determinant of molecular orbitals multiplied by correlation functions of electron—nuclear and electron—electron separation. The parameters of the determinant and correlation functions are optimized simultaneously by reducing the deviations of the local energy E_L (E_L  Ψ⁻¹_THΨ_T, where Ψ_T denotes a trial function) over a fixed sample. At the equilibrium separation, the variational Monte Carlo and quantum Monte Carlo methods recover 68% and 98% of the correlation energy, respectively. At other points on the curves, these methods yield similar accuracies.

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.

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).

Neutron quasi-elastic scattering in disordered solids: a Monte Carlo study of metal-hydrogen systems

The dynamic structure factor of neutron quasi-elastic scattering has been calculated by Monte Carlo methods for atoms diffusing on a disordered lattice. The disorder includes not only variation in the distances between neighbouring atomic sites but also variation in the hopping rate associated with each site. The presence of the disorder, particularly the hopping rate disorder, causes changes in the time-dependent intermediate scattering function which translate into a significant increase in the intensity in the wings of the quasi-elastic spectrum as compared with the Lorentzian form. The effect is particularly marked at high values of the momentum transfer and at site occupancies of the order of unity. The MC calculations demonstrate how the degree of disorder may be derived from experimental measurements of the quasi-elastic scattering. The model structure factors are compared with the experimental quasi-elastic spectrum of an amorphous metal-hydrogen alloy.

Rotating-frame nuclear magnetic relaxation of spins diffusing on a disordered lattice: a Monte Carlo model

The rotating-frame nuclear magnetic relaxation rate of spins diffusing on a disordered lattice has been calculated by Monte Carlo methods. The disorder includes not only variation in the distances between neighbouring spin sites but also variation in the hopping rate associated with each site. The presence of the disorder, particularly the hopping rate disorder, causes changes in the time-dependent spin correlation functions which translate into asymmetry in the characteristic peak in the temperature dependence of the dipolar relaxation rate. The results may be used to deduce the average hopping rate from the relaxation but the effect is not sufficiently marked to enable the distribution of the hopping rates to be evaluated. The distribution, which is a measure of the degree of disorder, is the more interesting feature and it has been possible to show from the calculation that measurements of the relaxation rate as a function of the strength of the radiofrequency spin-locking magnetic field can lead to an evaluation of its width. Some experimental data on an amorphous metal - hydrogen alloy are reported which demonstrate the feasibility of this novel approach to rotating-frame relaxation in disordered materials.

Anisotropic seismic inversion using a multigrid Monte Carlo approach

We propose a new approach for the inversion of anisotropic P-wave data based on Monte Carlo methods combined with a multigrid approach. Simulated annealing facilitates objective minimization of the functional characterizing the misfit between observed and predicted traveltimes, as controlled by the Thomsen anisotropy parameters (epsilon, delta). Cycling between finer and coarser grids enhances the computational efficiency of the inversion process, thus accelerating the convergence of the solution while acting as a regularization technique of the inverse problem. Multigrid perturbation samples the probability density function without the requirements for the user to adjust tuning parameters. This increases the probability that the preferred global, rather than a poor local, minimum is attained. Undertaking multigrid refinement and Monte Carlo search in parallel produces more robust convergence than does the initially more intuitive approach of completing them sequentially. We demonstrate the usefulness of the new multigrid Monte Carlo (MGMC) scheme by applying it to (a) synthetic, noise-contaminated data reflecting an isotropic subsurface of constant slowness, horizontally layered geologic media and discrete subsurface anomalies; and (b) a crosshole seismic data set acquired by previous authors at the Reskajeage test site in Cornwall, UK. Inverted distributions of slowness (s) and the Thomson anisotropy parameters (epsilon, delta) compare favourably with those obtained previously using a popular matrix-based method. Reconstruction of the Thomsen epsilon parameter is particularly robust compared to that of slowness and the Thomsen delta parameter, even in the face of complex subsurface anomalies. The Thomsen epsilon and delta parameters have enhanced sensitivities to bulk-fabric and fracture-based anisotropies in the TI medium at Reskajeage. Because reconstruction of slowness (s) is intimately linked to that epsilon and delta in the MGMC scheme, inverted images of phase velocity reflect the integrated effects of these two modes of anisotropy. The new MGMC technique thus promises to facilitate rapid inversion of crosshole P-wave data for seismic slownesses and the Thomsen anisotropy parameters, with minimal user input in the inversion process.