Efficiency comparison of Markov Chain Monte Carlo simulation with subset simulation (MCMC/ss) to standard Monte Carlo Simulation (sMC) for extreme event scenarios

Standard Monte Carlo (sMC) simulation models have been widely used in AEC industry research to address system uncertainties. Although the benefits of probabilistic simulation analyses over deterministic methods are well documented, the sMC simulation technique is quite sensitive to the probability distributions of the input variables. This phenomenon becomes highly pronounced when the region of interest within the joint probability distribution (a function of the input variables) is small. In such cases, the standard Monte Carlo approach is often impractical from a computational standpoint. In this paper, a comparative analysis of standard Monte Carlo simulation to Markov Chain Monte Carlo with subset simulation (MCMC/ss) is presented. The MCMC/ss technique constitutes a more complex simulation method (relative to sMC), wherein a structured sampling algorithm is employed in place of completely randomized sampling. Consequently, gains in computational efficiency can be made. The two simulation methods are compared via theoretical case studies.

Monte Carlo simulations of small field output factors in solid phantoms

Introduction Total scatter factor (or output factor) in megavoltage photon dosimetry is a measure of relative dose relating a certain field size to a reference field size. The use of solid phantoms has been well established for output factor measurements, however to date these phantoms have not been tested with small fields. In this work, we evaluate the water equivalency of a number of solid phantoms for small field output factor measurements using the EGSnrc Monte Carlo code. Methods The following small square field sizes were simulated using BEAMnrc: 5, 6, 7, 8, 10 and 30 mm. Each simulated phantom geometry was created in DOSXYZnrc and consisted of a silicon diode (of length and width 1.5 mm and depth 0.5 mm) submersed in the phantom at a depth of 5 g/cm2. The source-to-detector distance was 100 cm for all simulations. The dose was scored in a single voxel at the location of the diode. Interaction probabilities and radiation transport parameters for each material were created using custom PEGS4 files. Results A comparison of the resultant output factors in the solid phantoms, compared to the same factors in a water phantom are shown in Fig. 1. The statistical uncertainty in each point was less than or equal to 0.4 %. The results in Fig. 1 show that the density of the phantoms affected the output factor results, with higher density materials (such as PMMA) resulting in higher output factors. Additionally, it was also calculated that scaling the depth for equivalent path length had negligible effect on the output factor results at these field sizes. Discussion and conclusions Electron stopping power and photon mass energy absorption change minimally with small field size [1]. Also, it can be seen from Fig. 1 that the difference from water decreases with increasing field size. Therefore, the most likely cause for the observed discrepancies in output factors is differing electron disequilibrium as a function of phantom density. When measuring small field output factors in a solid phantom, it is important that the density is very close to that of water.

Monte Carlo dosimetry for stereotactic radiosurgery

Stereotactic radiosurgery (SRS) treatments for brain cancers require small and precisely shaped photon beams. These beams can be generated by fitting a linear accelerator with a micro-multileaf collimator (mMLC) such as the BrainLAB m3, which offers greater flexibility for field shaping than standard SRS cone collimators

Field validation of controlled Monte Carlo data generation for statistical damage identification employing Mahalanobis squared distance

This article presents the field applications and validations for the controlled Monte Carlo data generation scheme. This scheme was previously derived to assist the Mahalanobis squared distance–based damage identification method to cope with data-shortage problems which often cause inadequate data multinormality and unreliable identification outcome. To do so, real-vibration datasets from two actual civil engineering structures with such data (and identification) problems are selected as the test objects which are then shown to be in need of enhancement to consolidate their conditions. By utilizing the robust probability measures of the data condition indices in controlled Monte Carlo data generation and statistical sensitivity analysis of the Mahalanobis squared distance computational system, well-conditioned synthetic data generated by an optimal controlled Monte Carlo data generation configurations can be unbiasedly evaluated against those generated by other set-ups and against the original data. The analysis results reconfirm that controlled Monte Carlo data generation is able to overcome the shortage of observations, improve the data multinormality and enhance the reliability of the Mahalanobis squared distance–based damage identification method particularly with respect to false-positive errors. The results also highlight the dynamic structure of controlled Monte Carlo data generation that makes this scheme well adaptive to any type of input data with any (original) distributional condition.

Angular distribution of carbon ion flux in a nanotube array during the plasma process by the Monte Carlo technique

Angular distribution of microscopic ion fluxes around nanotubes arranged into a dense ordered pattern on the surface of the substrate is studied by means of multiscale numerical simulation. The Monte Carlo technique was used to show that the ion current density is distributed nonuniformly around the carbon nanotubes arranged into a dense rectangular array. The nonuniformity factor of the ion current flux reaches 7 in dense (5× 1018 m-3) plasmas for a nanotube radius of 25 nm, and tends to 1 at plasma densities below 1× 1017 m-3. The results obtained suggest that the local density of carbon adatoms on the nanotube side surface, at areas facing the adjacent nanotubes of the pattern, can be high enough to lead to the additional wall formation and thus cause the single- to multiwall structural transition, and other as yet unexplained nanoscience phenomena.

Assessment on the effect of pollution abatement on environmental efficiency with Markov chain Monte Carlo simulation

Both environmental economists and policy makers have shown a great deal of interest in the effect of pollution abatement on environmental efficiency. In line with the modern resources available, however, no contribution is brought to the environmental economics field with the Markov chain Monte Carlo (MCMC) application, which enables simulation from a distribution of a Markov chain and simulating from the chain until it approaches equilibrium. The probability density functions gained prominence with the advantages over classical statistical methods in its simultaneous inference and incorporation of any prior information on all model parameters. This paper concentrated on this point with the application of MCMC to the database of China, the largest developing country with rapid economic growth and serious environmental pollution in recent years. The variables cover the economic output and pollution abatement cost from the year 1992 to 2003. We test the causal direction between pollution abatement cost and environmental efficiency with MCMC simulation. We found that the pollution abatement cost causes an increase in environmental efficiency through the algorithm application, which makes it conceivable that the environmental policy makers should make more substantial measures to reduce pollution in the near future.

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.

Transdimensional sequential Monte Carlo using variational Bayes — SMCVB

A new transdimensional Sequential Monte Carlo (SMC) algorithm called SM- CVB is proposed. In an SMC approach, a weighted sample of particles is generated from a sequence of probability distributions which ‘converge’ to the target distribution of interest, in this case a Bayesian posterior distri- bution. The approach is based on the use of variational Bayes to propose new particles at each iteration of the SMCVB algorithm in order to target the posterior more efficiently. The variational-Bayes-generated proposals are not limited to a fixed dimension. This means that the weighted particle sets that arise can have varying dimensions thereby allowing us the option to also estimate an appropriate dimension for the model. This novel algorithm is outlined within the context of finite mixture model estimation. This pro- vides a less computationally demanding alternative to using reversible jump Markov chain Monte Carlo kernels within an SMC approach. We illustrate these ideas in a simulated data analysis and in applications.

A Monte-Carlo tree search in argumentation

Monte-Carlo Tree Search (MCTS) is a heuristic to search in large trees. We apply it to argumentative puzzles where MCTS pursues the best argumentation with respect to a set of arguments to be argued. To make our ideas as widely applicable as possible, we integrate MCTS to an abstract setting for argumentation where the content of arguments is left unspecified. Experimental results show the pertinence of this integration for learning argumentations by comparing it with a basic reinforcement learning.

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.

A comparison of plotless density estimators using Monte Carlo simulation on totally enumerated field data sets

Background: Plotless density estimators are those that are based on distance measures rather than counts per unit area (quadrats or plots) to estimate the density of some usually stationary event, e.g. burrow openings, damage to plant stems, etc. These estimators typically use distance measures between events and from random points to events to derive an estimate of density. The error and bias of these estimators for the various spatial patterns found in nature have been examined using simulated populations only. In this study we investigated eight plotless density estimators to determine which were robust across a wide range of data sets from fully mapped field sites. They covered a wide range of situations including animal damage to rice and corn, nest locations, active rodent burrows and distribution of plants. Monte Carlo simulations were applied to sample the data sets, and in all cases the error of the estimate (measured as relative root mean square error) was reduced with increasing sample size. The method of calculation and ease of use in the field were also used to judge the usefulness of the estimator. Estimators were evaluated in their original published forms, although the variable area transect (VAT) and ordered distance methods have been the subjects of optimization studies. Results: An estimator that was a compound of three basic distance estimators was found to be robust across all spatial patterns for sample sizes of 25 or greater. The same field methodology can be used either with the basic distance formula or the formula used with the Kendall-Moran estimator in which case a reduction in error may be gained for sample sizes less than 25, however, there is no improvement for larger sample sizes. The variable area transect (VAT) method performed moderately well, is easy to use in the field, and its calculations easy to undertake. Conclusion: Plotless density estimators can provide an estimate of density in situations where it would not be practical to layout a plot or quadrat and can in many cases reduce the workload in the field.

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.

An investigation of solid adamantane by a modified isothermal-isobaric ensemble Monte Carlo simulation

Isothermal-isobaric ensemble Monte Carlo simulation studies of adamantane have been carried out at different temperatures. Thermodynamic properties and radial distribution functions calculated by employing a simple potential model based on sitesite interactions show good agreement with experiment and suggest that the solid is orientationally disordered at high temperatures.

A Monte Carlo study of crystal structure transformations

The Metropolis algorithm has been generalized to allow for the variation of shape and size of the MC cell. A calculation using different potentials illustrates how the generalized method can be used for the study of crystal structure transformations. A restricted MC integration in the nine dimensional space of the cell components also leads to the stable structure for the Lennard-Jones potential.