Adsorption of Supercritical fluids on graphitised thermal carbon black: Molecular layer structure theory versus grand canonical Monte Carlo simulation

This paper presents a detailed analysis of adsorption of supercritical fluids on nonporous graphitized thermal carbon black. Two methods are employed in the analysis. One is the molecular layer structure theory (MLST), proposed recently by our group, and the other is the grand canonical Monte Carlo (GCMC) simulation. They were applied to describe the adsorption of argon, krypton, methane, ethylene, and sulfur hexafluoride on graphitized thermal carbon black. It was found that the MLST describes all the experimental data at various temperatures well. Results from GCMC simulations describe well the data at low pressure but show some deviations at higher pressures for all the adsorbates tested. The question of negative surface excess is also discussed in this paper.

Analysis and optimisation of the performance of nonlinear optical communication systems

We investigate the feasibility of simultaneous suppressing of the amplification noise and nonlinearity, representing the most fundamental limiting factors in modern optical communication. To accomplish this task we developed a general design optimisation technique, based on concepts of noise and nonlinearity management. We demonstrate the immense efficiency of the novel approach by applying it to a design optimisation of transmission lines with periodic dispersion compensation using Raman and hybrid Raman-EDFA amplification. Moreover, we showed, using nonlinearity management considerations, that the optimal performance in high bit-rate dispersion managed fibre systems with hybrid amplification is achieved for a certain amplifier spacing – which is different from commonly known optimal noise performance corresponding to fully distributed amplification. Required for an accurate estimation of the bit error rate, the complete knowledge of signal statistics is crucial for modern transmission links with strong inherent nonlinearity. Therefore, we implemented the advanced multicanonical Monte Carlo (MMC) method, acknowledged for its efficiency in estimating distribution tails. We have accurately computed acknowledged for its efficiency in estimating distribution tails. We have accurately computed marginal probability density functions for soliton parameters, by numerical modelling of Fokker-Plank equation applying the MMC simulation technique. Moreover, applying a powerful MMC method we have studied the BER penalty caused by deviations from the optimal decision level in systems employing in-line 2R optical regeneration. We have demonstrated that in such systems the analytical linear approximation that makes a better fit in the central part of the regenerator nonlinear transfer function produces more accurate approximation of the BER and BER penalty. We present a statistical analysis of RZ-DPSK optical signal at direct detection receiver with Mach-Zehnder interferometer demodulation

Lattice Boltzmann method for flow and heat transfer in microgeometries

Recent technological developments have made it possible to design various microdevices where fluid flow and heat transfer are involved. For the proper design of such systems, the governing physics needs to be investigated. Due to the difficulty to study complex geometries in micro scales using experimental techniques, computational tools are developed to analyze and simulate flow and heat transfer in microgeometries. However, conventional numerical methods using the Navier-Stokes equations fail to predict some aspects of microflows such as nonlinear pressure distribution, increase mass flow rate, slip flow and temperature jump at the solid boundaries. This necessitates the development of new computational methods which depend on the kinetic theory that are both accurate and computationally efficient. In this study, lattice Boltzmann method (LBM) was used to investigate the flow and heat transfer in micro sized geometries. The LBM depends on the Boltzmann equation which is valid in the whole rarefaction regime that can be observed in micro flows. Results were obtained for isothermal channel flows at Knudsen numbers higher than 0.01 at different pressure ratios. LBM solutions for micro-Couette and micro-Poiseuille flow were found to be in good agreement with the analytical solutions valid in the slip flow regime (0.01 < Kn < 0.1) and direct simulation Monte Carlo solutions that are valid in the transition regime (0.1 < Kn < 10) for pressure distribution and velocity field. The isothermal LBM was further extended to simulate flows including heat transfer. The method was first validated for continuum channel flows with and without constrictions by comparing the thermal LBM results against accurate solutions obtained from analytical equations and finite element method. Finally, the capability of thermal LBM was improved by adding the effect of rarefaction and the method was used to analyze the behavior of gas flow in microchannels. The major finding of this research is that, the newly developed particle-based method described here can be used as an alternative numerical tool in order to study non-continuum effects observed in micro-electro-mechanical-systems (MEMS).

Experimental evaluation of MCDTK, the Monte Carlo DICOM Tool-Kit

The Monte Carlo DICOM Tool-Kit (MCDTK) is a software suite designed for treatment plan dose verification, using the BEAMnrc and DOSXYZnrc Monte Carlo codes. MCDTK converts DICOM-format treatment plan information into Monte Carlo input files and compares the results of Monte Carlo treatment simulations with conventional treatment planning dose calculations. In this study, a treatment is planned using a commercial treatment planning system, delivered to a pelvis phantom containing ten thermoluminescent dosimeters and simulated using BEAMnrc and DOSXYZnrc using inputs derived from MCDTK. The dosimetric accuracy of the Monte Carlo data is then evaluated via comparisons with the dose distribution obtained from the treatment planning system as well as the in-phantom point dose measurements. The simulated beam arrangement produced by MCDTK is found to be in geometric agreement with the planned treatment. An isodose display generated from the Monte Carlo data by MCDTK shows general agreement with the isodose display obtained from the treatment planning system, except for small regions around density heterogeneities in the phantom, where the pencil-beam dose calculation performed by the treatment planning systemis likely to be less accurate. All point dose measurements agree with the Monte Carlo data obtained using MCDTK, within confidence limits, and all except one of these point dose measurements show closer agreement with theMonte Carlo data than with the doses calculated by the treatment planning system. This study provides a simple demonstration of the geometric and dosimetric accuracy ofMonte Carlo simulations based on information from MCDTK.

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.

Monte Carlo verification of intensity modulated radiotherapy treatments using EPIDS

Purpose: Electronic Portal Imaging Devices (EPIDs) are available with most linear accelerators (Amonuk, 2002), the current technology being amorphous silicon flat panel imagers. EPIDs are currently used routinely in patient positioning before radiotherapy treatments. There has been an increasing interest in using EPID technology tor dosimetric verification of radiotherapy treatments (van Elmpt, 2008). A straightforward technique involves the EPID panel being used to measure the fluence exiting the patient during a treatment which is then compared to a prediction of the fluence based on the treatment plan. However, there are a number of significant limitations which exist in this Method: Resulting in a limited proliferation ot this technique in a clinical environment. In this paper, we aim to present a technique of simulating IMRT fields using Monte Carlo to predict the dose in an EPID which can then be compared to the measured dose in the EPID. Materials: Measurements were made using an iView GT flat panel a-SI EPfD mounted on an Elekta Synergy linear accelerator. The images from the EPID were acquired using the XIS software (Heimann Imaging Systems). Monte Carlo simulations were performed using the BEAMnrc and DOSXVZnrc user codes. The IMRT fieids to be delivered were taken from the treatment planning system in DICOMRT format and converted into BEAMnrc and DOSXYZnrc input files using an in-house application (Crowe, 2009). Additionally. all image processing and analysis was performed using another in-house application written using the Interactive Data Language (IDL) (In Visual Information Systems). Comparison between the measured and Monte Carlo EPID images was performed using a gamma analysis (Low, 1998) incorporating dose and distance to agreement criteria. Results: The fluence maps recorded by the EPID were found to provide good agreement between measured and simulated data. Figure 1 shows an example of measured and simulated IMRT dose images and profiles in the x and y directions. "A technique for the quantitative evaluation of dose distributions", Med Phys, 25(5) May 1998 S. Crowe, 1. Kairn, A. Fielding, "The Development of a Monte Carlo system to verify Radiotherapy treatment dose calculations", Radiotherapy & Oncology, Volume 92, Supplement 1, August 2009, Pages S71-S71.

The generalized Onsager model for a binary gas mixture

The Onsager model for the secondary flow field in a high-speed rotating cylinder is extended to incorporate the difference in mass of the two species in a binary gas mixture. The base flow is an isothermal solid-body rotation in which there is a balance between the radial pressure gradient and the centrifugal force density for each species. Explicit expressions for the radial variation of the pressure, mass/mole fractions, and from these the radial variation of the viscosity, thermal conductivity and diffusion coefficient, are derived, and these are used in the computation of the secondary flow. For the secondary flow, the mass, momentum and energy equations in axisymmetric coordinates are expanded in an asymptotic series in a parameter epsilon = (Delta m/m(av)), where Delta m is the difference in the molecular masses of the two species, and the average molecular mass m(av) is defined as m(av) = (rho(w1)m(1) + rho(w2)m(2))/rho(w), where rho(w1) and rho(w2) are the mass densities of the two species at the wall, and rho(w) = rho(w1) + rho(w2). The equation for the master potential and the boundary conditions are derived correct to O(epsilon(2)). The leading-order equation for the master potential contains a self-adjoint sixth-order operator in the radial direction, which is different from the generalized Onsager model (Pradhan & Kumaran, J. Fluid Mech., vol. 686, 2011, pp. 109-159), since the species mass difference is included in the computation of the density, viscosity and thermal conductivity in the base state. This is solved, subject to boundary conditions, to obtain the leading approximation for the secondary flow, followed by a solution of the diffusion equation for the leading correction to the species mole fractions. The O(epsilon) and O(epsilon(2)) equations contain inhomogeneous terms that depend on the lower-order solutions, and these are solved in a hierarchical manner to obtain the O(epsilon) and O(epsilon(2)) corrections to the master potential. A similar hierarchical procedure is used for the Carrier-Maslen model for the end-cap secondary flow. The results of the Onsager hierarchy, up to O(epsilon(2)), are compared with the results of direct simulation Monte Carlo simulations for a binary hard-sphere gas mixture for secondary flow due to a wall temperature gradient, inflow/outflow of gas along the axis, as well as mass and momentum sources in the flow. There is excellent agreement between the solutions for the secondary flow correct to O(epsilon(2)) and the simulations, to within 15 %, even at a Reynolds number as low as 100, and length/diameter ratio as low as 2, for a low stratification parameter A of 0.707, and when the secondary flow velocity is as high as 0.2 times the maximum base flow velocity, and the ratio 2 Delta m/(m(1) + m(2)) is as high as 0.5. Here, the Reynolds number Re = rho(w)Omega R-2/mu, the stratification parameter A = root m Omega R-2(2)/(2k(B)T), R and Omega are the cylinder radius and angular velocity, m is the molecular mass, rho(w) is the wall density, mu is the viscosity and T is the temperature. The leading-order solutions do capture the qualitative trends, but are not in quantitative agreement.

Conductance of quantum impurity models from quantum monte carlo

The conductance of two Anderson impurity models, one with twofold and another with fourfold degeneracy, representing two types of quantum dots, is calculated using a world-line quantum Monte Carlo (QMC) method. Extrapolation of the imaginary time QMC data to zero frequency yields the linear conductance, which is then compared to numerical renormalization-group results in order to assess its accuracy. We find that the method gives excellent results at low temperature (T TK) throughout the mixed-valence and Kondo regimes but it is unreliable for higher temperature. © 2010 The American Physical Society.

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.

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.

Quantum annealing of an ising spin-glass by Green's function Monte Carlo

We present an implementation of quantum annealing (QA) via lattice Green's function Monte Carlo (GFMC), focusing on its application to the Ising spin glass in transverse field. In particular, we study whether or not such a method is more effective than the path-integral Monte Carlo- (PIMC) based QA, as well as classical simulated annealing (CA), previously tested on the same optimization problem. We identify the issue of importance sampling, i.e., the necessity of possessing reasonably good (variational) trial wave functions, as the key point of the algorithm. We performed GFMC-QA runs using such a Boltzmann-type trial wave function, finding results for the residual energies that are qualitatively similar to those of CA (but at a much larger computational cost), and definitely worse than PIMC-QA. We conclude that, at present, without a serious effort in constructing reliable importance sampling variational wave functions for a quantum glass, GFMC-QA is not a true competitor of PIMC-QA.

Self-consistent modelling of line-driven hot-star winds with Monte Carlo radiation hydrodynamics

Radiative pressure exerted by line interactions is a prominent driver of outflows in astrophysical systems, being at work in the outflows emerging from hot stars or from the accretion discs of cataclysmic variables, massive young stars and active galactic nuclei. In this work, a new radiation hydrodynamical approach to model line-driven hot-star winds is presented. By coupling a Monte Carlo radiative transfer scheme with a finite volume fluid dynamical method, line-driven mass outflows may be modelled self-consistently, benefiting from the advantages of Monte Carlo techniques in treating multiline effects, such as multiple scatterings, and in dealing with arbitrary multidimensional configurations. In this work, we introduce our approach in detail by highlighting the key numerical techniques and verifying their operation in a number of simplified applications, specifically in a series of self-consistent, one-dimensional, Sobolev-type, hot-star wind calculations. The utility and accuracy of our approach are demonstrated by comparing the obtained results with the predictions of various formulations of the so-called CAK theory and by confronting the calculations with modern sophisticated techniques of predicting the wind structure. Using these calculations, we also point out some useful diagnostic capabilities our approach provides. Finally, we discuss some of the current limitations of our method, some possible extensions and potential future applications.

Monte Carlo valuation of worst-of auto-callable equity swaps

This thesis proposes a Monte Carlo valuation method for Worst-of Auto-callable equity swaps. The valuation of this type of swap usually requires complex numerical methods which are implemented in “black-box” valuation systems. The method proposed is an alternative benchmark tool that is relatively simple to implement and customize. The performance of the method was evaluated according to the variance and bias of the output and to the accuracy when compared to a leading valuation system in the market.

A sparse parallel hybrid Monte Carlo algorithm for matrix computations

In this paper we introduce a new algorithm, based on the successful work of Fathi and Alexandrov, on hybrid Monte Carlo algorithms for matrix inversion and solving systems of linear algebraic equations. This algorithm consists of two parts, approximate inversion by Monte Carlo and iterative refinement using a deterministic method. Here we present a parallel hybrid Monte Carlo algorithm, which uses Monte Carlo to generate an approximate inverse and that improves the accuracy of the inverse with an iterative refinement. The new algorithm is applied efficiently to sparse non-singular matrices. When we are solving a system of linear algebraic equations, Bx = b, the inverse matrix is used to compute the solution vector x = B(-1)b. We present results that show the efficiency of the parallel hybrid Monte Carlo algorithm in the case of sparse matrices.

Estudo de solvatocromismo em líquidos moleculares orgânicos via método seqüencial Monte Carlo/Mecânica Quântica

Utilizou-se o método seqüencial Monte Carlo / Mecânica Quântica para obterem-se os desvios de solvatocromismo e os momentos de dipolo dos sistemas de moléculas orgânicas: Uracil em meio aquoso, -Caroteno em Ácido Oléico, Ácido Ricinoléico em metanol e em Etanol e Ácido Oléico em metanol e em Etanol. As otimizações das geometrias e as distribuições de cargas foram obtidas através da Teoria do Funcional Densidade com o funcional B3LYP e os conjuntos de funções de base 6-31G(d) para todas as moléculas exceto para a água e Uracil, as quais, foram utilizadas o conjunto de funções de base 6-311++G(d,p). No tratamento clássico, Monte Carlo, aplicou-se o algoritmo Metropólis através do programa DICE. A separação de configurações estatisticamente relevantes para os cálculos das propriedades médias foi implementada com a utilização da função de auto-correlação calculada para cada sistema. A função de distribuição radial dos líquidos moleculares foi utilizada para a separação da primeira camada de solvatação, a qual, estabelece a principal interação entre soluto-solvente. As configurações relevantes da primeira camada de solvatação de cada sistema foram submetidas a cálculos quânticos a nível semi-empírico com o método ZINDO/S-CI. Os espectros de absorção foram obtidos para os solutos em fase gasosa e para os sistemas de líquidos moleculares comentados. Os momentos de dipolo elétrico dos mesmos também foram obtidos. Todas as bandas dos espectros de absorção dos sistemas tiveram um desvio para o azul, exceto a segunda banda do sistema de Beta-Caroteno em Ácido Oléico que apresentou um desvio para o vermelho. Os resultados encontrados apresentam-se em excelente concordância com os valores experimentais encontrados na literatura. Todos os sistemas tiveram aumento no momento de dipolo elétrico devido às moléculas dos solventes serem moléculas polares. Os sistemas de ácidos graxos em álcoois apresentaram resultados muito semelhantes, ou seja, os ácidos graxos mencionados possuem comportamentos espectroscópicos semelhantes submetidos aos mesmos solventes. As simulações através do método seqüencial Monte Carlo / Mecânica Quântica estudadas demonstraram que a metodologia é eficaz para a obtenção das propriedades espectroscópicas dos líquidos moleculares analisados.