A Monte Carlo method for accelerating the computation of animated radiosity sequences

Realistic rendering animation is known to be an expensive processing task when physically-based global illumination methods are used in order to improve illumination details. This paper presents an acceleration technique to compute animations in radiosity environments. The technique is based on an interpolated approach that exploits temporal coherence in radiosity. A fast global Monte Carlo pre-processing step is introduced to the whole computation of the animated sequence to select important frames. These are fully computed and used as a base for the interpolation of all the sequence. The approach is completely view-independent. Once the illumination is computed, it can be visualized by any animated camera. Results present significant high speed-ups showing that the technique could be an interesting alternative to deterministic methods for computing non-interactive radiosity animations for moderately complex scenarios

Biblioteca de l'heurística constructiva Clarke and Wright combinada amb simulació Monte Carlo per resoldre el problema d'adreçament de vehicles

En aquesta recerca es presenta una biblioteca de programari lliure basada en l'heurística constructiva de Clarke & Wright combinada amb simulació Monte Carlo que permet, de manera simple, generar solucions al problema d'adreçament de vehicles. Aquesta metodologia construeix solucions competents en poc temps i sense necessitat d'ajustar o configurar paràmetres previs. La biblioteca pot integrar-se fàcilment en projectes que resolguin variants del VRP amb canvis mínims sobre el codi. Aquest es troba ben documentat i accessible de manera lliure a través de la xarxa. Els resultats computacionals indiquen que es resolen instàncies VRP en temps i costos significativament inferiors a altres propostes de la mateixa família.

Analysis and Monte Carlo simulations of a model for the spread of infectious diseases in heterogeneous metapopulations

We present a study of the continuous-time equations governing the dynamics of a susceptible infected-susceptible model on heterogeneous metapopulations. These equations have been recently proposed as an alternative formulation for the spread of infectious diseases in metapopulations in a continuous-time framework. Individual-based Monte Carlo simulations of epidemic spread in uncorrelated networks are also performed revealing a good agreement with analytical predictions under the assumption of simultaneous transmission or recovery and migration processes

Main results of the Monte Carlo studies carried out for nuclear medicine practices within the ORAMED project

The aim of ORAMED work package 4 was the optimization of the medical practices in nuclear medicine during the preparation of radiopharmaceuticals and their administration to the patient. During the project a wide campaign of measurements was performed in the nuclear medicine departments of the collaborating hospitals. Such data were intrinsically characterized by a large variability that depended on the procedure, the employed techniques and the operator's habits. That variability could easily hide some important parameter, for example, the effectiveness of the adopted shielding (for syringe and vial) or the effect of the distances from the source. This information is necessary for a valuable optimization purpose of radiation protection. To this end a sensitivity analysis was carried out through Monte Carlo simulations employing voxel models, representing operator's hand during the considered practices. Such analysis allowed understanding at what extent the range of personal dose equivalent evaluated during measurements can be considered intrinsically related to the procedures. Furthermore, with the Monte Carlo simulations it was possible to study the appropriateness of the shielding usually utilized in these practices.

On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives

This paper analyses the robustness of Least-Squares Monte Carlo, a techniquerecently proposed by Longstaff and Schwartz (2001) for pricing Americanoptions. This method is based on least-squares regressions in which theexplanatory variables are certain polynomial functions. We analyze theimpact of different basis functions on option prices. Numerical resultsfor American put options provide evidence that a) this approach is veryrobust to the choice of different alternative polynomials and b) few basisfunctions are required. However, these conclusions are not reached whenanalyzing more complex derivatives.

PENELOPE-2008: A Code System for Monte Carlo Simulation of Electron and Photon Transport

The computer code system PENELOPE (version 2008) performs Monte Carlo simulation of coupledelectron-photon transport in arbitrary materials for a wide energy range, from a few hundred eV toabout 1 GeV. Photon transport is simulated by means of the standard, detailed simulation scheme.Electron and positron histories are generated on the basis of a mixed procedure, which combinesdetailed simulation of hard events with condensed simulation of soft interactions. A geometry packagecalled PENGEOM permits the generation of random electron-photon showers in material systemsconsisting of homogeneous bodies limited by quadric surfaces, i.e., planes, spheres, cylinders, etc. Thisreport is intended not only to serve as a manual of the PENELOPE code system, but also to provide theuser with the necessary information to understand the details of the Monte Carlo algorithm.

Mass conservative three-dimensional water tracer distribution from Markov chain Monte Carlo inversion of time-lapse ground-penetrating radar data

Time-lapse geophysical measurements are widely used to monitor the movement of water and solutes through the subsurface. Yet commonly used deterministic least squares inversions typically suffer from relatively poor mass recovery, spread overestimation, and limited ability to appropriately estimate nonlinear model uncertainty. We describe herein a novel inversion methodology designed to reconstruct the three-dimensional distribution of a tracer anomaly from geophysical data and provide consistent uncertainty estimates using Markov chain Monte Carlo simulation. Posterior sampling is made tractable by using a lower-dimensional model space related both to the Legendre moments of the plume and to predefined morphological constraints. Benchmark results using cross-hole ground-penetrating radar travel times measurements during two synthetic water tracer application experiments involving increasingly complex plume geometries show that the proposed method not only conserves mass but also provides better estimates of plume morphology and posterior model uncertainty than deterministic inversion results.

Critical behavior of a system with orientational and positional degrees of freedom: A Monte Carlo simulation study

The critical behavior of a system constituted by molecules with a preferred symmetry axis is studied by means of a Monte Carlo simulation of a simplified two-dimensional model. The system exhibits two phase transitions, associated with the vanishing of the positional order of the center of mass of the molecules and with the orientational order of the symmetry axis. The evolution of the order parameters and the specific heat is also studied. The transition associated with the positional degrees of freedom is found to change from a second-order to a first-order behavior when the two phase transitions are close enough, due to the coupling with the orientational degrees of freedom. This fact is qualitatively compared with similar results found in pure liquid crystals and liquid-crystal mixtures.