Trimmed Likelihood Estimation of the Parameters of the Generalized Extreme Value Distributions: a Monte-Carlo Study

2000 Mathematics Subject Classification: Primary 62F35; Secondary 62P99

Monte Carlo Method for Reconstruction of Densities

2000 Mathematics Subject Classification: 65C05

Variational Markov chain Monte Carlo for Bayesian smoothing of non-linear diffusions

In this paper we develop set of novel Markov Chain Monte Carlo algorithms for Bayesian smoothing of partially observed non-linear diffusion processes. The sampling algorithms developed herein use a deterministic approximation to the posterior distribution over paths as the proposal distribution for a mixture of an independence and a random walk sampler. The approximating distribution is sampled by simulating an optimized time-dependent linear diffusion process derived from the recently developed variational Gaussian process approximation method. The novel diffusion bridge proposal derived from the variational approximation allows the use of a flexible blocking strategy that further improves mixing, and thus the efficiency, of the sampling algorithms. The algorithms are tested on two diffusion processes: one with double-well potential drift and another with SINE drift. The new algorithm's accuracy and efficiency is compared with state-of-the-art hybrid Monte Carlo based path sampling. It is shown that in practical, finite sample applications the algorithm is accurate except in the presence of large observation errors and low to a multi-modal structure in the posterior distribution over paths. More importantly, the variational approximation assisted sampling algorithm outperforms hybrid Monte Carlo in terms of computational efficiency, except when the diffusion process is densely observed with small errors in which case both algorithms are equally efficient. © 2011 Springer-Verlag.

Análise da formulação em Monte Carlo dos pacotes de energia multiespectrais aplicada a meios constituídos por vapor d'água

The Monte Carlo method is accurate and is relatively simple to implement for the solution of problems involving complex geometries and anisotropic scattering of radiation as compared with other numerical techniques. In addition, differently of what happens for most of numerical techniques, for which the associated simulations computational time tends to increase exponentially with the complexity of the problems, in the Monte Carlo the increase of the computational time tends to be linear. Nevertheless, the Monte Carlo solution is highly computer time consuming for most of the interest problems. The Multispectral Energy Bundle model allows the reduction of the computational time associated to the Monte Carlo solution. The referred model is here analyzed for applications in media constituted for nonparticipating species and water vapor, which is an important emitting species formed during the combustion of hydrocarbon fuels. Aspects related to computer time optimization are investigated the model solutions are compared with benchmark line-by-line solutions

Monte Carlo determination of the phase diagram of the double-exchange model

We study the phase diagram of the double exchange model, with antiferromagnetic interactions, in a cubic lattice both at zero and finite temperature. There is a rich variety of magnetic phases, combined with regions where phase separation takes place. We identify phases, intrinsic to the cubic lattice, which are stable for realistic values of the interactions and dopings. Some of these phases break chiral symmetry, leading to unusual features.

Quelques contributions sur les méthodes de Monte Carlo

Thèse numérisée par la Direction des bibliothèques de l'Université de Montréal.

Collimation of a D-D Neutron Generator for Clinical Implementation of Neutron Stimulated Emission Computed Tomography: a Monte Carlo Study

This work is an investigation into collimator designs for a deuterium-deuterium (DD) neutron generator for an inexpensive and compact neutron imaging system that can be implemented in a hospital. The envisioned application is for a spectroscopic imaging technique called neutron stimulated emission computed tomography (NSECT).

Previous NSECT studies have been performed using a Van-de-Graaff accelerator at the Triangle Universities Nuclear Laboratory (TUNL) in Duke University. This facility has provided invaluable research into the development of NSECT. To transition the current imaging method into a clinically feasible system, there is a need for a high-intensity fast neutron source that can produce collimated beams. The DD neutron generator from Adelphi Technologies Inc. is being explored as a possible candidate to provide the uncollimated neutrons. This DD generator is a compact source that produces 2.5 MeV fast neutrons with intensities of 1012 n/s (4π). The neutron energy is sufficient to excite most isotopes of interest in the body with the exception of carbon and oxygen. However, a special collimator is needed to collimate the 4π neutron emission into a narrow beam. This work describes the development and evaluation of a series of collimator designs to collimate the DD generator for narrow beams suitable for NSECT imaging.

A neutron collimator made of high-density polyethylene (HDPE) and lead was modeled and simulated using the GEANT4 toolkit. The collimator was designed as a 52 x 52 x 52 cm3 HDPE block coupled with 1 cm lead shielding. Non-tapering (cylindrical) and tapering (conical) opening designs were modeled into the collimator to permit passage of neutrons. The shape, size, and geometry of the aperture were varied to assess the effects on the collimated neutron beam. Parameters varied were: inlet diameter (1-5 cm), outlet diameter (1-5 cm), aperture diameter (0.5-1.5 cm), and aperture placement (13-39 cm). For each combination of collimator parameters, the spatial and energy distributions of neutrons and gammas were tracked and analyzed to determine three performance parameters: neutron beam-width, primary neutron flux, and the output quality. To evaluate these parameters, the simulated neutron beams are then regenerated for a NSECT breast scan. Scan involved a realistic breast lesion implanted into an anthropomorphic female phantom.

This work indicates potential for collimating and shielding a DD neutron generator for use in a clinical NSECT system. The proposed collimator designs produced a well-collimated neutron beam that can be used for NSECT breast imaging. The aperture diameter showed a strong correlation to the beam-width, where the collimated neutron beam-width was about 10% larger than the physical aperture diameter. In addition, a collimator opening consisting of a tapering inlet and cylindrical outlet allowed greater neutron throughput when compared to a simple cylindrical opening. The tapering inlet design can allow additional neutron throughput when the neck is placed farther from the source. On the other hand, the tapering designs also decrease output quality (i.e. increase in stray neutrons outside the primary collimated beam). All collimators are cataloged in measures of beam-width, neutron flux, and output quality. For a particular NSECT application, an optimal choice should be based on the collimator specifications listed in this work.

Resonance Energy Transfer-Based Molecular Switch Designed Using a Systematic Design Process Based on Monte Carlo Methods and Markov Chains

A RET network consists of a network of photo-active molecules called chromophores that can participate in inter-molecular energy transfer called resonance energy transfer (RET). RET networks are used in a variety of applications including cryptographic devices, storage systems, light harvesting complexes, biological sensors, and molecular rulers. In this dissertation, we focus on creating a RET device called closed-diffusive exciton valve (C-DEV) in which the input to output transfer function is controlled by an external energy source, similar to a semiconductor transistor like the MOSFET. Due to their biocompatibility, molecular devices like the C-DEVs can be used to introduce computing power in biological, organic, and aqueous environments such as living cells. Furthermore, the underlying physics in RET devices are stochastic in nature, making them suitable for stochastic computing in which true random distribution generation is critical.

In order to determine a valid configuration of chromophores for the C-DEV, we developed a systematic process based on user-guided design space pruning techniques and built-in simulation tools. We show that our C-DEV is 15x better than C-DEVs designed using ad hoc methods that rely on limited data from prior experiments. We also show ways in which the C-DEV can be improved further and how different varieties of C-DEVs can be combined to form more complex logic circuits. Moreover, the systematic design process can be used to search for valid chromophore network configurations for a variety of RET applications.

We also describe a feasibility study for a technique used to control the orientation of chromophores attached to DNA. Being able to control the orientation can expand the design space for RET networks because it provides another parameter to tune their collective behavior. While results showed limited control over orientation, the analysis required the development of a mathematical model that can be used to determine the distribution of dipoles in a given sample of chromophore constructs. The model can be used to evaluate the feasibility of other potential orientation control techniques.

Quelques contributions sur les méthodes de Monte Carlo

Thèse numérisée par la Direction des bibliothèques de l'Université de Montréal.

Comparing gold nano-particle enhanced radiotherapy with protons, megavoltage photons and kilovoltage photons: a Monte Carlo simulation

Gold nanoparticles (GNPs) have shown potential to be used as a radiosensitizer for radiation therapy. Despite extensive research activity to study GNP radiosensitization using photon beams, only a few studies have been carried out using proton beams. In this work Monte Carlo simulations were used to assess the dose enhancement of GNPs for proton therapy. The enhancement effect was compared between a clinical proton spectrum, a clinical 6 MV photon spectrum, and a kilovoltage photon source similar to those used in many radiobiology lab settings. We showed that the mechanism by which GNPs can lead to dose enhancements in radiation therapy differs when comparing photon and proton radiation. The GNP dose enhancement using protons can be up to 14 and is independent of proton energy, while the dose enhancement is highly dependent on the photon energy used. For the same amount of energy absorbed in the GNP, interactions with protons, kVp photons and MV photons produce similar doses within several nanometers of the GNP surface, and differences are below 15% for the first 10 nm. However, secondary electrons produced by kilovoltage photons have the longest range in water as compared to protons and MV photons, e.g. they cause a dose enhancement 20 times higher than the one caused by protons 10 μm away from the GNP surface. We conclude that GNPs have the potential to enhance radiation therapy depending on the type of radiation source. Proton therapy can be enhanced significantly only if the GNPs are in close proximity to the biological target.