• 제목/요약/키워드: Monte Carlo techniques

검색결과 211건 처리시간 0.024초

짱뚱어 자료로 살펴본 장기 시계열 자료의 순차적 몬테 칼로 추론 (A Sequential Monte Carlo inference for longitudinal data with luespotted mud hopper data)

  • 최일수
    • 한국정보통신학회논문지
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    • 제9권6호
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    • pp.1341-1345
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    • 2005
  • 비선형이고 정규분포에 따르지 않는 state-space모형분석에서 순차적 몬테 칼로(SMC)는 유용한 도구 중의 하나이다. 모수와 시그럴을 동시에 추정하기 위해 Monte Carlo particle filters를 사용할 수가 있다. 그러나 SMC는 여러단계의 반복을 요구하는 특별한 particle filtering 기법을 필요로 하게 된다. 본 논문은 particle filtering과 순차적 hybrid Monte Carlo(SHMC)을 결합하는 방법을 제시하고자 한다. 실험을 위해 짱뚱어 자료를 사용하였다.

A methodology for uncertainty quantification and sensitivity analysis for responses subject to Monte Carlo uncertainty with application to fuel plate characteristics in the ATRC

  • Price, Dean;Maile, Andrew;Peterson-Droogh, Joshua;Blight, Derreck
    • Nuclear Engineering and Technology
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    • 제54권3호
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    • pp.790-802
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    • 2022
  • Large-scale reactor simulation often requires the use of Monte Carlo calculation techniques to estimate important reactor parameters. One drawback of these Monte Carlo calculation techniques is they inevitably result in some uncertainty in calculated quantities. The present study includes parametric uncertainty quantification (UQ) and sensitivity analysis (SA) on the Advanced Test Reactor Critical (ATRC) facility housed at Idaho National Laboratory (INL) and addresses some complications due to Monte Carlo uncertainty when performing these analyses. This approach for UQ/SA includes consideration of Monte Carlo code uncertainty in computed sensitivities, consideration of uncertainty from directly measured parameters and a comparison of results obtained from brute-force Monte Carlo UQ versus UQ obtained from a surrogate model. These methodologies are applied to the uncertainty and sensitivity of keff for two sets of uncertain parameters involving fuel plate geometry and fuel plate composition. Results indicate that the less computationally-expensive method for uncertainty quantification involving a linear surrogate model provides accurate estimations for keff uncertainty and the Monte Carlo uncertainty in calculated keff values can have a large effect on computed linear model parameters for parameters with low influence on keff.

A PRACTICAL LOOK AT MONTE CARLO VARIANCE REDUCTION METHODS IN RADIATION SHIELDING

  • Olsher Richard H.
    • Nuclear Engineering and Technology
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    • 제38권3호
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    • pp.225-230
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    • 2006
  • With the advent of inexpensive computing power over the past two decades, applications of Monte Carlo radiation transport techniques have proliferated dramatically. At Los Alamos, the Monte Carlo codes MCNP5 and MCNPX are used routinely on personal computer platforms for radiation shielding analysis and dosimetry calculations. These codes feature a rich palette of variance reduction (VR) techniques. The motivation of VR is to exchange user efficiency for computational efficiency. It has been said that a few hours of user time often reduces computational time by several orders of magnitude. Unfortunately, user time can stretch into the many hours as most VR techniques require significant user experience and intervention for proper optimization. It is the purpose of this paper to outline VR strategies, tested in practice, optimized for several common radiation shielding tasks, with the hope of reducing user setup time for similar problems. A strategy is defined in this context to mean a collection of MCNP radiation transport physics options and VR techniques that work synergistically to optimize a particular shielding task. Examples are offered in the areas of source definition, skyshine, streaming, and transmission.

Geant 4 Monte Carlo simulation for I-125 brachytherapy

  • Jie Liu;M.E. Medhat;A.M.M. Elsayed
    • Nuclear Engineering and Technology
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    • 제56권7호
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    • pp.2516-2523
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    • 2024
  • This study aims to validate the dosimetric characteristics of Low Dose Rate (LDR) I-125 source Geant4-based Monte Carlo code. According to the recommendation of the American Association of Physicists in Medicine (AAPM) task group report (TG-43), the dosimetric parameters of a new brachytherapy source should be verified either experimentally or theoretically before clinical procedures. The simulation studies are very important since this procedure delivers a high dose of radiation to the tumor with only a minimal dose affecting the surrounding tissues. GEANT4 Monte Carlo simulation toolkit associated brachytherapy example was modified, adapted and several updated techniques have been developed to facilitate and smooth radiotherapy techniques. The great concordance of the current study results with the consensus data and with the results of other MC based studies is promising. It implies that Geant4-based Monte Carlo simulation has the potential to be used as a reliable and standard simulation code in the field of brachytherapy for verification and treatment planning purposes.

몬테카를로 시뮬레이션을 이용한 LCI data 불활실성 처리 방법론 (A Methodology on Treating Uncertainty of LCI Data using Monte Carlo Simulation)

  • 박지형;서광규
    • 한국정밀공학회지
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    • 제21권12호
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    • pp.109-118
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    • 2004
  • Life cycle assessment (LCA) usually involves some uncertainty. These uncertainties are generally divided in two categories such lack of data and data inaccuracy in life cycle inventory (LCI). This paper explo.es a methodology on dealing with uncertainty due to lack of data in LCI. In order to treat uncertainty of LCI data, a model for data uncertainty is proposed. The model works with probabilistic curves as inputs and with Monte Carlo Simulation techniques to propagate uncertainty. The probabilistic curves were derived from the results of survey in expert network and Monte Carlo Simulation was performed using the derived probabilistic curves. The results of Monte Carlo Simulation were verified by statistical test. The proposed approach should serve as a guide to improve data quality and deal with uncertainty of LCI data in LCA projects.

Evaluation of Artificial Intelligence-Based Denoising Methods for Global Illumination

  • Faradounbeh, Soroor Malekmohammadi;Kim, SeongKi
    • Journal of Information Processing Systems
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    • 제17권4호
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    • pp.737-753
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    • 2021
  • As the demand for high-quality rendering for mixed reality, videogame, and simulation has increased, global illumination has been actively researched. Monte Carlo path tracing can realize global illumination and produce photorealistic scenes that include critical effects such as color bleeding, caustics, multiple light, and shadows. If the sampling rate is insufficient, however, the rendered results have a large amount of noise. The most successful approach to eliminating or reducing Monte Carlo noise uses a feature-based filter. It exploits the scene characteristics such as a position within a world coordinate and a shading normal. In general, the techniques are based on the denoised pixel or sample and are computationally expensive. However, the main challenge for all of them is to find the appropriate weights for every feature while preserving the details of the scene. In this paper, we compare the recent algorithms for removing Monte Carlo noise in terms of their performance and quality. We also describe their advantages and disadvantages. As far as we know, this study is the first in the world to compare the artificial intelligence-based denoising methods for Monte Carlo rendering.

Analysis of inconsistent source sampling in monte carlo weight-window variance reduction methods

  • Griesheimer, David P.;Sandhu, Virinder S.
    • Nuclear Engineering and Technology
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    • 제49권6호
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    • pp.1172-1180
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    • 2017
  • The application of Monte Carlo (MC) to large-scale fixed-source problems has recently become possible with new hybrid methods that automate generation of parameters for variance reduction techniques. Two common variance reduction techniques, weight windows and source biasing, have been automated and popularized by the consistent adjoint-driven importance sampling (CADIS) method. This method uses the adjoint solution from an inexpensive deterministic calculation to define a consistent set of weight windows and source particles for a subsequent MC calculation. One of the motivations for source consistency is to avoid the splitting or rouletting of particles at birth, which requires computational resources. However, it is not always possible or desirable to implement such consistency, which results in inconsistent source biasing. This paper develops an original framework that mathematically expresses the coupling of the weight window and source biasing techniques, allowing the authors to explore the impact of inconsistent source sampling on the variance of MC results. A numerical experiment supports this new framework and suggests that certain classes of problems may be relatively insensitive to inconsistent source sampling schemes with moderate levels of splitting and rouletting.

저수지군으로부터 기대편익 산정을 위한 Monte Carlo 기법의 간략화 (Simplification of Monte Carlo Techniques for the Estimation of Expected Benefits in Stochastic Ananlysis of Multiple Reservoir Systems)

  • 이광만;고석구
    • 물과 미래
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    • 제26권2호
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    • pp.89-97
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    • 1993
  • Monte Carlo 기법을 이용하여 저수지군으로부터 위험도나 신뢰도를 고려한 시스템 편익을 최적화하기 위해서는 수많은 모의발생 유입량 자료군을 이용하여야 한다. 본 연구에서는 저수지군 연계운영을 위한 모의 발생 유입량 자료를 시스템 목적함수나 운영기간들을 고려하여 전처리함으로써 수많은 모의 발생 자료군으로부터 이산화된 확율값과 운영기간을 갖는 극히 제한된 대표 유입량을 선택한다. 선택된 대표 유입량 자료를 사용하여 확정론적 최적화 기법에 의거 이산화된 위험도나 신뢰도 수준을 갖는 기대편익을 산정하게 된다. 이와 같은 기법을 5개 저수지를 고려한 한강수계 저수지 시스템으로부터 전처리 된 평가함수별 신뢰도 수준을 갖는 발전편익 산정에 적용하였으며, 적용결과 신뢰도를 고려한 기대편익은 전형적인 Monte Carlo 기법에 의한 결과와 비슷한 수중이었으나 훨씬 적은 계산만을 요구하였다.

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분산 감소 기법에 의한 몬테칼로 선량 계산 효율 평가 (Application of Variance Reduction Techniques for the Improvement of Monte Carlo Dose Calculation Efficiency)

  • 박창현;박성용;박달
    • 한국의학물리학회지:의학물리
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    • 제14권4호
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    • pp.240-248
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    • 2003
  • 몬테칼로 계산은 다른 어떤 알고리즘보다 정확한 선량 계산 결과를 주지만 계산 시간이 오래 걸리는 단점이 있다. 본 연구에서는 Varian 600 C/D 선형가속기로부터지 6 MV 광자선에 대해 몬테칼로 계산을 사용하여 얻은 선량 분포가 측정에 의해 얻은 선량 분포와 2% 이내에서 서로 잘 일치하도록 하며 분산 감소 기법을 사용하여 계산 시간 단축 정도를 평가하였다. 그리고 연산 능력을 높여 계산 시간 단축 정도를 평가하여 분산 감소 기법을 사용한 경우와 연산 능력을 높인 경우 간에 계산 시간 단축 정도를 비교하였다. 몬테칼로 계산 코드로는 빔 모사를 위해 BEAMnrc 코드, 선량 계산을 위해 DOSXYZnrc 코트를 각각 사용하였는데 분산 감소 기법은 이 코드들에서 지원하는 방법들을 사용하였고 연산 능력을 높이는 방법으로는 컴퓨터 클러스터를 이용한 병렬 처리를 사용하였다. 비교 결과, 분산 감소 기법을 사용하여 계산 시간을 최대 1/25 이상 단축시킬 수 있었고 9대의 컴퓨터를 이용한 병렬 처리 결과 계산 시간을 1/9로 단축시킬 수 있었다. 계산 곁과의 정확성을 만족할 만한 수준으로 유지할 수 있다면 분산감소 기법을 포함한 간략화된 물리의 적용은 현 시점에서 몬테칼로 선량 계산 시간을 획기적으로 단축시킬 대안이 될 수 있다.

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Structural reliability estimation using Monte Carlo simulation and Pearson's curves

  • Krakovski, Mikhail B.
    • Structural Engineering and Mechanics
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    • 제3권3호
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    • pp.201-213
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    • 1995
  • At present Level 2 and importance sampling methods are the main tools used to estimate reliability of structural systems. But sometimes application of these techniques to realistic problems involves certain difficulties. In order to overcome the difficulties it is suggested to use Monte Carlo simulation in combination with two other techniques-extreme value and tail entropy approximations; an appropriate Pearson's curve is fit to represent simulation results. On the basis of this approach an algorithm and computer program for structural reliability estimation are developed. A number of specially chosen numerical examples are considered with the aim of checking the accuracy of the approach and comparing it with the Level 2 and importance sampling methods. The field of application of the approach is revealed.