Asymptotic analysis of the spatial discretization of radiation absorption and re-emission in Implicit Monte Carlo

We perform an asymptotic analysis of the spatial discretization of radiation absorption and re-emission in Implicit Monte Carlo (IMC), a Monte Carlo technique for simulating nonlinear radiative transfer. Specifically, we examine the approximation of absorption and re-emission by a spatially continuous artificial-scattering process and either a piecewise-constant or piecewise-linear emission source within each spatial cell. We consider three asymptotic scalings representing (i) a time step that resolves the mean-free time, (ii) a Courant limit on the time-step size, and (iii) a fixed time step that does not depend on any asymptotic scaling. For the piecewise-constant approximation, we show that only the third scaling results in a valid discretization of the proper diffusion equation, which implies that IMC may generate inaccurate solutions with optically large spatial cells if time steps are refined. However, we also demonstrate that, for a certain class of problems, the piecewise-linear approximation yields an appropriate discretized diffusion equation under all three scalings. We therefore expect IMC to produce accurate solutions for a wider range of time-step sizes when the piecewise-linear instead of piecewise-constant discretization is employed. We demonstrate the validity of our analysis with a set of numerical examples.     

非定常粒子输运蒙特卡罗散射源分层抽样方法

定常粒子输运蒙特卡罗并行计算是成功的,因为粒子游动是独立的,可以把模拟的粒子数等分到每个处理器去.然而,对非定常问题,由于每个时间步涉及散射源和几何网格的通讯,它严重的制约了并行规模,导致并行不可扩展.研究了两种算法,采用自适应分配处理器,提高了加速比和处理器的利用率;采用蒙特卡罗分层抽样大大降低了处理器之间散射源的通讯量,并行可扩展性显著改善,取得了理想的加速比.     

Calculating effective diffusivities in the limit of vanishing molecular diffusion

In this paper we study the problem of the numerical calculation (by Monte Carlo methods) of the effective diffusivity for a particle moving in a periodic divergent-free velocity field, in the limit of vanishing molecular diffusion. In this limit traditional numerical methods typically fail, since they do not represent accurately the geometry of the underlying deterministic dynamics. We propose a stochastic splitting method that takes into account the volume-preserving property of the equations of motion in the absence of noise, and when inertial effects can be neglected. An extension of the method is then proposed for the cases where the noise has a non-trivial time-correlation structure and when inertial effects cannot be neglected. The method of modified equations is used to explain failings of Euler-based methods. The new stochastic geometric integrators are shown to outperform standard Euler-based integrators. Various asymptotic limits of physical interest are investigated by means of numerical experiments, using the new integrators.     

The Length of an SLE—Monte Carlo Studies

The scaling limits of a variety of critical two-dimensional lattice models are equal to the Schramm–Loewner evolution (SLE) for a suitable value of the parameter κ. These lattice models have a natural parametrization of their random curves given by the length of the curve. This parametrization (with suitable scaling) should provide a natural parametrization for the curves in the scaling limit. We conjecture that this parametrization is also given by a type of fractal variation along the curve, and present Monte Carlo simulations to support this conjecture. Then we show by simulations that if this fractal variation is used to parametrize the SLE, then the parametrized curves have the same distribution as the curves in the scaling limit of the lattice models with their natural parametrization.     

A boundary-based net-exchange Monte Carlo method for absorbing and scattering thick media

A boundary-based net-exchange Monte Carlo method was introduced (JQSRT 74 (2001) 563) that allows to bypass the difficulties encountered by standard Monte Carlo algorithms in the limit of optically thick absorption (and/or for quasi-isothermal configurations). With the present paper, this method is extended to scattering media. Developments are fully 3D, but illustrations are presented for plane parallel configuration. Compared to standard Monte Carlo algorithms, convergence qualities have been improved over a wide range of absorption and scattering optical thicknesses. The proposed algorithm still encounters a convergence difficulty in the case of optically thick, highly scattering media.     

Monte Carlo simulations in the isothermal—isobaric ensemble: the requirement of a ‘shell’ molecule and simulations of small systems

A modification of the widely used Monte Carlo method for determining thermophysical properties in the isothermal-isobaric ensemble is presented. The new Monte Carlo method, now consistent with recent derivations describing the proper statistical mechanical formulation of the constant pressure ensemble for small systems, requires a ‘shell’ molecule to uniquely identify the volume of the system, thereby avoiding the redundant counting of configurations. Ensemble averages obtained with the new algorithm differ from averages calculated with the old Monte Carlo method, particularly for small system sizes, although both sets of averages become equal in the thermodynamic limit. Monte Carlo simulations in the constant pressure ensemble applied to the Lennard-Jones fluid demonstrate these differences for small systems. Peculiarities of small systems are also discussed, revealing that ‘shape’ is an important thermodynamic variable. Finally, an extension of the Monte Carlo method to mixtures is presented.     

Bulk-driven nonequilibrium phase transitions in a mesoscopic ring

We study a periodic one-dimensional exclusion process composed of a driven and a diffusive part. In a mesoscopic limit where both dynamics compete we identify bulk-driven phase transitions. We employ mean-field theory complemented by Monte Carlo simulations to characterize the emerging nonequilibrium steady states. Monte Carlo simulations reveal interesting correlation effects that we explain phenomenologically.     

Systematically accelerated convergence of path integrals

We present a new analytical method that systematically improves the convergence of path integrals of a generic N-fold discretized theory. Using it we calculate the effective actions S(p) for p< or =9, which lead to the same continuum amplitudes as the starting action, but that converge to that continuum limit as 1/N(p). We checked this derived speedup in convergence by performing Monte Carlo simulations on several different models.     

Stability analysis of implicit time discretizations for the Compton-scattering Fokker–Planck equation

The Fokker–Planck equation is a widely used approximation for modeling the Compton scattering of photons in high energy density applications. In this paper, we perform a stability analysis of three implicit time discretizations for the Compton-Scattering Fokker–Planck equation. Specifically, we examine (i) a Semi-Implicit (SI) scheme that employs backward-Euler differencing but evaluates temperature-dependent coefficients at their beginning-of-time-step values, (ii) a Fully Implicit (FI) discretization that instead evaluates temperature-dependent coefficients at their end-of-time-step values, and (iii) a Linearized Implicit (LI) scheme, which is developed by linearizing the temperature dependence of the FI discretization within each time step. Our stability analysis shows that the FI and LI schemes are unconditionally stable and cannot generate oscillatory solutions regardless of time-step size, whereas the SI discretization can suffer from instabilities and nonphysical oscillations for sufficiently large time steps. With the results of this analysis, we present time-step limits for the SI scheme that prevent undesirable behavior. We test the validity of our stability analysis and time-step limits with a set of numerical examples.     

Dynamic pruned-enriched Rosenbluth method

Recently, Grassberger [1997, Phys. Rev. E, 56, 3682] has presented a new algorithm (‘PERM’) for simulating flexible polymer chains. This algorithm has been shown to have a good efficiency and has been used in a wide class of systems. A drawback of this algorithm is that it is static: it is therefore not suited for Markov-chain Monte Carlo simulations. Here, we present a dynamic generalization of the PERM algorithm. For a specific example, we compare the efficiency of DPERM to that of other Monte Carlo algorithms. In the case studied, we find that DPERM is only marginally more efficient. However, this result may depend on the details of the implementation.     

Monte Carlo investigations of the influence of structural defects on aging effects and the violation of the fluctuation-dissipation theorem for a nonequilibrium critical behavior in the three-dimensional Ising model

The specific features of a nonequilibrium critical behavior in the three-dimensional structurally disordered Ising model have been studied numerically by the Monte Carlo method. An analysis of the two-time dependence of the autocorrelation function and the dynamic susceptibility for systems with spin concentrations p = 0.8 and 0.6 has revealed the aging effects, which are characterized by a slowing down of the relaxation of the system with an increase in the waiting time, and the violation of the fluctuation-dissipation theorem. The values of the universal limit of fluctuation-dissipation ratio for the considered systems have been obtained using the Monte Carlo method. It has been shown that the presence of structural defects in the system leads to an enhancement of the aging effects and to an increase of the values of the limit of fluctuation-dissipation ratio.     

A hybrid transport-diffusion Monte Carlo method for frequency-dependent radiative-transfer simulations

Discrete Diffusion Monte Carlo (DDMC) is a technique for increasing the efficiency of Implicit Monte Carlo radiative-transfer simulations in optically thick media. In DDMC, particles take discrete steps between spatial cells according to a discretized diffusion equation. Each discrete step replaces many smaller Monte Carlo steps, thus improving the efficiency of the simulation. In this paper, we present an extension of DDMC for frequency-dependent radiative transfer. We base our new DDMC method on a frequency-integrated diffusion equation for frequencies below a specified threshold, as optical thickness is typically a decreasing function of frequency. Above this threshold we employ standard Monte Carlo, which results in a hybrid transport-diffusion scheme. With a set of frequency-dependent test problems, we confirm the accuracy and increased efficiency of our new DDMC method.     

Critical temperature of interacting Bose gases in two and three dimensions

We calculate the superfluid transition temperature of homogeneous interacting Bose gases in three and two spatial dimensions using large-scale path integral Monte Carlo simulations (with up to N=10;{5} particles). In 3D we investigate the limits of the universal critical behavior in terms of the scattering length alone by using different models for the interatomic potential. We find that this type of universality sets in at small values of the gas parameter na3 < or approximately 10(-4). This value is different from the estimate na3 < or approximately 10(-6) for the validity of the asymptotic expansion in the limit of vanishing na3. In 2D we study the Berezinskii-Kosterlitz-Thouless transition of a gas with hard-core interactions. For this system we find good agreement with the classical lattice |psi|4 model up to very large densities. We also explain the origin of the existing discrepancy between previous studies of the same problem.     

A Study of Nanoparticle Aerosol Charging by Monte Carlo Simulations

A Direct Simulation Monte Carlo (DSMC) technique is applied for describing the dynamics of aerosol charging. The method is based on the transformation of known combination coefficients into charging probabilities. Changes in the particle charge distribution are computed as a stochastic game, calculating the time-step after each event. The simulations are validated by comparison with analytical solutions for unipolar aerosol diffusion charging and aerosol photocharging. The advantage of the DSMC method lies in the uncomplicated simulation of multi-dimensional systems that would result in very elaborate population balances. The DSMC method is used for simulation of the photocharging of moderately concentrated bicomponent polydisperse aerosols. By means of this method, the influence of the particle parameters (size, material) on the dynamics of the charge distribution in different size and material fractions has been studied. It is shown that charge separation between size or material fractions can be achieved for aerosol components with dissimilar work functions, while the total aerosol charge is zero.     

Quantum statistical monte carlo methods and applications to spin systems

A short review is given concerning the quantum statistical Monte Carlo method based on the equivalence theorem⁽¹⁾ thatd-dimensional quantum systems are mapped onto (d+1)-dimensional classical systems. The convergence property of this approximate tansformation is discussed in detail. Some applications of this geneal appoach to quantum spin systems are reviewed. A new Monte Carlo method, “thermo field Monte Carlo method,” is presented, which is an extension of the projection Monte Carlo method at zero temperature to that at finite temperatures. Invited talk presented at “Frontiers of Quantum Monte Carlo,” Los Alamos National Laboratory, September 3–6, 1985.     

A new Monte Carlo power method for the eigenvalue problem of transfer matrices

We propose a new Monte Carlo method for calculating eigenvalues of transfer matrices leading to free energies and to correlation lengths of classical and quantum many-body systems. Generally, this method can be applied to the calculation of the maximum eigenvalue of a nonnegative matrix  such that all the matrix elements of Â^k are strictly positive for an integerk. This method is based on a new representation of the maximum eigenvalue of the matrix  as the thermal average of a certain observable of a many-body system. Therefore one can easily calculate the maximum eigenvalue of a transfer matrix leading to the free energy in the standard Monte Carlo simulations, such as the Metropolis algorithm. As test cases, we calculate the free energies of the square-lattice Ising model and of the spin-1/2XY Heisenberg chain. We also prove two useful theorems on the ergodicity in quantum Monte Carlo algorithms, or more generally, on the ergodicity of Monte Carlo algorithms using our new representation of the maximum eigenvalue of the matrixÂ.     

Advanced multicanonical Monte Carlo methods for efficient simulations of nucleation processes of polymers

The investigation of freezing transitions of single polymers is computationally demanding, since surface effects dominate the nucleation process. In recent studies we have systematically shown that the freezing properties of flexible, elastic polymers depend on the precise chain length. Performing multicanonical Monte Carlo simulations, we faced several computational challenges in connection with liquid–solid and solid–solid transitions. For this reason, we developed novel methods and update strategies to overcome the arising problems. We introduce novel Monte Carlo moves and two extensions to the multicanonical method.     

Monte Carlo simulation of quantum statistical lattice models

In this article we review recent developments in computational methods for quantum statistical lattice problems. We begin by giving the necessary mathematical basis, the generalized Trotter formula, and discuss the computational tools, exact summations and Monte Carlo simulation, that will be used to examine explicit examples. To illustrate the general strategy, the method is applied to an analytically solvable, non-trivial, model: the one-dimensional Ising model in a transverse field. Next it is shown how to generalized Trotter formula most naturally leads to different path-integral representations of the partition function by considering one-dimensional fermion lattice models. We show how to analyze the different representations and discuss Monte Carlo simulation results for one-dimensional fermions. Then Monte Carlo work on one- and two-dimensional spin-$\text{1}\text{2}$ models based upon the Trotter formula approach is reviewed and the more dedicated Handscomb Monte Carlo method is discussed. We consider electron-phonon models and discuss Monte Carlo simulation data on the Molecular Crystal Model in one, two and three dimensions and related one-dimensional polaron models. Exact numerical results are presented for free fermions and free bosons in the canonical ensemble. We address the main problem of Monte Carlo simulations of fermions in more than one dimension: the cancellation of large contributions. Free bosons on a lattice are compared with bosons in a box and the effects of finite size on Bose-Einstein condensation are discussed.     

Statistical hadronization and hadronic micro-canonical ensemble II

We present a Monte Carlo calculation of the micro-canonical ensemble of the ideal hadron-resonance gas including all known states up to a mass of about 1.8 GeV and full quantum statistics. The micro-canonical average multiplicities of the various hadron species are found to converge to the canonical ones for moderately low values of the total energy, around 8 GeV, thus bearing out previous analyses of hadronic multiplicities in the canonical ensemble. The main numerical computing method is an importance sampling Monte Carlo algorithm using the product of Poisson distributions to generate multi-hadronic channels. It is shown that the use of this multi-Poisson distribution allows for an efficient and fast computation of averages, which can be further improved in the limit of very large clusters. We have also studied the fitness of a previously proposed computing method, based on the Metropolis Monte Carlo algorithm, for event generation in the statistical hadronization model. We find that the use of the multi-Poisson distribution as proposal matrix dramatically improves the computation performance. However, due to the correlation of subsequent samples, this method proves to be generally less robust and effective than the importance sampling method.Received: 9 July 2004, Revised: 21 July 2004, Published online: 9 November 2004     

Dsa measurement of short lifetimes in 27Al

Lifetimes or upper limits of 17 bound states in ²⁷Al have been measured using the Doppler shift attenuation method applied to the ²⁶Mg(p, γ)²⁷ Al reaction in the proton energy range 1.4–2.2 MeV. For the effective stopping of recoils, the targets were prepared by implanting ²⁶Mg into tantalum backings. The Monte Carlo method and the experimental stopping values were used in the DSA analysis. In the Monte Carlo simulations the scattering angles of recoiling ions were calculated directly from the Thomas-Fermi interaction potential, rather than from the LSS theory.