自发荧光成像中光子传输蒙卡仿真的并行实现

在生物自发光成像领域,将基于蒙特卡罗方法的光子前向传输仿真进行并行化,提高了仿真的速度。首先介绍了所采用的一系列并行机制和串行加速算法,然后分别对并行仿真结果进行正确性验证和性能验证,并与软件MOSE、triMC3D的结果进行了对比,最后对该并行平台进行了总结和展望。     

基于Monte Carlo在体生物光学成像的光子传输模型

随着分子标记技术和光学成像技术的发展,在体生物光学成像倍受关注,并广泛应用于对生物组织的生理或病理过程的无损实时动态成像.研究生物组织中的光子传输模型和光子传输规律,是开展在体生物光学成像研究的两个关键环节.提出了一种基于Monte Carlo方法的在体生物光学成像中的光子传输模型.已知荧光光源参数、生物组织参数和探测器参数,建立荧光光源发射光子、光子在生物组织中传输的数学模型,并利用Monte Carlo方法实现这些模型.最后做了对比实验,实验结果表明了该算法的正确性和有效性.     

LDPC码的错误平层研究*

摘要：为了更好的研究LDPC码的错误平层现象,本文提出了一种利用重要抽样信息的仿真方法。在AWGN信道下,当误比特率极低时,该方法相比于传统的蒙特卡洛方法在保证仿真质量不变的情况下,取得了极高的仿真增益。利用该方法可以仿真到传统蒙特卡罗方法无法仿真到的仿真区域。仿真结果表明,对于一个码长为2000,码率为1/2的LDPC码字,当误比特率为10-20 时,该方法取得1014以上的仿真增益。     

毁伤概率评估的加权蒙特卡洛方法

由于经典蒙特卡洛方法的仿真效率不高,文中利用概率论和数理统计的基本原理,可以推导得到加权蒙特卡洛方法.加权蒙特卡罗方法不但能有效的缩小了样本方差,还能提高目标事件出现概率,相当于提高了样本的抽样效率,从而提高了仿真效率.与此同时,文中分别利用经典蒙特卡洛和加权蒙特卡洛这两种方法对典型目标进行了仿真计算,仿真计算最终证明了加权蒙特卡洛方法的仿真效率明显优于经典蒙特卡洛方法,能使仿真工作量成数量级的衰减.     

EXIT analysis of M-algorithm based MIMO detectors and LDPC code design optimization

This paper investigates joint design and optimization of both low density parity check (LDPC) codes and M-algorithm based detectors including iterative tree search (ITS) and soft-output M-algorithm (SOMA) in multiple-input multiple-output (MIMO) systems via the tool of extrinsic information transfer (EXIT) charts. First, we present EXIT analysis for ITS and SOMA. We indicate that the extrinsic information transfer curves of ITS obtained by Monte Carlo simulations based on output log-likelihood rations are not true EXIT curves, and the explanation for such a phenomenon is given, while for SOMA, the true EXIT curves can be computed, enabling the code design. Then, we propose a new design rule and method for LDPC code degree profile optimization in MIMO systems. The algorithm can make the EXIT curves of the inner decoder and outer decoder match each other properly, and can easily attain the desired code with the target rate. Also, it can transform the optimization problem into a linear one, which is computationally simple. The significance of the proposed optimization approach is validated by the simulation results that the optimized codes perform much better than standard non-optimized ones when used together with SOMA detector.     

Service‐oriented middleware for financial Monte Carlo simulations on the cell broadband engine

Financial Monte Carlo simulations are computationally intensive applications that must meet tight deadlines in terms of job completion times. The completion time might have a huge impact on the financial profits made from decisions derived from the simulation results. Naturally, there is a huge interest in being able to simulate as fast as possible. While single simulations can be done on one machine, decisions often depend on portfolios of simulations. Distributing the workload among resources is crucial to achieve low latency. In this article we present a combination of a middleware with a high‐performance implementation of an Asian options evaluation code on the Cell Broadband Engine (CBE). We handle workload distribution with our PHASTGrid middleware and provide users with a web service interface to the whole infrastructure. The CBE is particularly suitable for Monte Carlo simulations. We implemented a well‐known algorithm on both the CBE and the Intel x86 multicore architectures. Both codes are integrated in our middleware, allowing a direct comparison of the performance and scalability. In addition to the Monte Carlo simulation, we also use different applications and compare our middleware with Globus. Copyright © 2009 John Wiley & Sons, Ltd.     

Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions

ABSTRACT

We propose a new variance reduction method for the price and the sensitivities of basket options under time-changed Brownian motion models. The new algorithm combines the pathwise derivative method with control variates, conditional Monte Carlo, and randomized quasi–Monte Carlo. Control variates are constructed by using the conditioning variables of lower bounds of basket options for the purpose of variance reduction. Conditional Monte Carlo further reduces the variance by integrating out the selected conditioning variable. The smoothing effect of conditional Monte Carlo enhances the pathwise derivative and the randomized quasi–Monte Carlo methods. Computational experiments show that the new algorithm yields significant variance reductions.     

马尔可夫系统瞬态不可用度计算的高效率蒙特卡罗方法

当马尔可夫系统规模较大时,需要采用蒙特卡罗方法计算其瞬态不可用度,如果系统的 不可用度很小,则需要采用高效率的蒙特卡罗方法.本文在马尔可夫系统寿命过程的积分方程的 基础上,给出了系统瞬态不可用度计算的蒙特卡罗方法的统一描述,由此设计了马尔可夫系统瞬 态不可用度计算的直接统计估计方法和加权统计估计方法.用直接仿真方法、拟仿真方法、基于 直接仿真的统计估计方法、基于拟方仿真的统计估计方法和加权统计估计方法计算了-可修 Con/3/30:F系统的瞬态不可用度.结果表明,由于同时采用了偏倚的抽样空间和逐次事件估计 量,加权统计估计方法的方差最小,当系统不可用度很小时,该方法效率最高.     

ANN modeling of the bremsstrahlung photon flux in tantalum target

Bremsstrahlung photons produced by 15 MeV electron beam are simulated using the Monte Carlo code of FLUKA. Tantalum foils have been chosen as a target material in the simulation, and the obtained photon spectrum has been analyzed with artificial neural network (ANN) technique. In the training ANN model, the thicknesses and energy values of bremsstrahlung photons for the Ta target have been used as input. In this study, we observed that the trained ANN model is consistent with simulation results.     

A Monte Carlo program for the simulation of scintillation camera characteristics

There is a need for mathematical modelling for the evaluation of important parameters for photon imaging systems. A Monte Carlo program which simulates medical imaging nuclear detectors has been developed. Different materials can be chosen for the detector, a cover and a phantom. Cylindrical, spherical, rectangular and more complex phantom and source shapes can be simulated. Photoelectric, incoherent, coherent interactions and pair production are simulated. Different detector parameters, e.g. the energy pulse-height distribution and pulse pile-up due to finite decay time of the scintillation light emission, can be calculated. An energy resolution of the system is simulated by convolving the energy imparted with an energy-dependent Gaussian function. An image matrix of the centroid of the events in the detector can be simulated. Simulation of different collimators permits studies of spatial resolution and sensitivity. Comparisons of our results with experimental data and other published results have shown good agreement. The usefulness of the Monte Carlo code for the accurately simulation of important parameters in scintillation camera systems, stationary as well as SPECT (single-photon emission computed tomography) systems, has been demonstrated.     

Monte Carlo simulation of X-ray and gamma-ray photon transport on a graphics-processing unit

Graphics-processing units (GPUs) suitable for general-purpose numerical computation are now available with performances in excess of 1 Teraflops, faster by one to two orders of magnitude than conventional desktop CPUs. Monte Carlo particle transport algorithms are ideally suited to parallel processing architectures and so are good candidates for acceleration using a GPU. We have developed a general-purpose code that computes the transport of high energy (>1 keV) photons through arbitrary 3-dimensional geometry models, simulates their physical interactions and performs tallying and variance reduction. We describe a new algorithm, the particle-per-block technique, that provides a good match with the underlying GPU multiprocessor hardware design. Benchmarking against an existing CPU-based simulation running on a single-core of a commodity desktop CPU demonstrates that our code can accurately model X-ray transport, with an approximately 35-fold speed-up factor.     

Development of a simulator for radiographic image optimization

A software package, incorporating two computational patient phantoms, has been developed for optimizing X-ray radiographic imaging. A tomographic phantom, visible photographic Man tomographic phantom (VIP-Man), constructed from Visible Human anatomical color images is used to simulate the scattered portion of an X-ray system using the Electron Gamma Shower National Research Council (EGSnrc) Monte Carlo code. The primary portion of an X-ray image is simulated using the projection ray-tracing method through the Visible Human CT data set. To produce a realistic image, the software simulates quantum noise, blurring effects, lesions, detector absorption efficiency, and other imaging artifacts. The primary and scattered portions of an X-ray chest image are combined to form a final image for future observer studies and image quality analysis. Absorbed doses in organs and tissues of the segmented VIP-Man phantom were also obtained from the Monte Carlo simulations. This paper presents methods of the simulator and preliminary results.     

体系对抗仿真中实验次数的自适应控制方法

在方案优化过程中,为消除随机因素的影响,需要进行蒙特卡洛仿真。为此,提出将置信区间引入到体系对抗仿真中,根据仿真过程中产生的数据样本确定蒙特卡洛仿真是否结束。依据数据样本的特性,对置信区间法进行相应的扩展,在获取满足精度需求的解的条件下,尽量缩减仿真实验次数。仿真实验结果表明,扩展置信区间法能够具备对蒙特卡洛仿真的自适应控制能力。     

Fault detection and isolation in non-linear stochastic systems—A combined adaptive Monte Carlo filtering and likelihood ratio approach

This paper presents the development of a new method for solving fault detection and isolation (FDI) problem in general non-linear stochastic systems. In this paper, the faults are modelled as unknown changes in system parameters and adaptive Monte Carlo filtering approach is used in deriving an FDI scheme. Essentially, a set of adaptive Monte Carlo filters are designed based on the augmented system models along with a nominal Monte Carlo filter designed based on the nominal system model. The likelihood functions of the observations are then evaluated using the particles from these (adaptive) Monte Carlo filters and FDI is eventually achieved via the likelihood ratio test. The simulation results on a highly non-linear system are provided which demonstrates the effectiveness of the proposed method.     

The importance of Monte Carlo simulations in modeling detectors for Nuclear Medicine

Nowadays, Monte Carlo techniques are very common for the development of Nuclear Medicine systems. Simulations can be very helpful for the optimization of SPECT and PET cameras, and for investigating the importance of several physical effects involved in image formation. In this paper, a simulation study for evaluating various aspects inuencing image formation in detectors for Nuclear Medicine is presented. To this end, the EGSnrc Monte Carlo code has been used, which transports photons and electrons in any material and handling various physical phenomena. Here, some detector systems are simulated, consisting of a parallel-hole collimator and a pixellated scintillator. Various effects are investigated, such as electron transport, uorescence photons, collimator septa penetration. Results are evaluated by means of energy spectra, photon uxes, uniformity of response, SNR and spatial resolution.     

Bayesian changepoint and time-varying parameter learning in regime switching volatility models

This paper proposes a combined state and piecewise time-varying parameter learning technique in regime switching volatility models using multiple changepoint detection. This approach is a Sequential Monte Carlo method for estimating GARCH & EGARCH based volatility models with an unknown number of changepoints. Modern auxiliary particle filtering techniques are used to calculate the posterior densities and online forecasts. This approach also automatically deals with the common ancestral path dependence problem faced in these type volatility models. The model is tested on Borsa Istanbul (BIST) formerly known as Istanbul Stock Exchange (ISE) market data using daily log returns. A full structural changepoint specification is defined in which all parameters of the conditional variance of the volatility models are dynamic. Finally, it is shown with simulation experiments that the proposed approach partitions the series into several regimes and learns the parameters of each regime's volatility model in parallel with the multiple changepoint detection process.     

The use of simulation in discrete-event dynamic systems design

The use of simulation as a tool to design complex stochastic systems is often inhibited by cost. We present a procedure for estimating a value for the controllable input parameter which generates a desirable output. Since the output has to be matched by varying the input parameter, an iterative method of solution is applied. The proposed solution algorithm is based on Newton's method using a single-run simulation approach to estimate the needed derivative. The major contribution of this paper is to provide a framework for arriving at a target value for product, process and service attributes through Monte Carlo experiments. The effectiveness of the proposed procedure is demonstrated by determining a desirable service rate in a queueing system with known analytical solution.     

蒙特卡罗仿真机及其应用

蒙特卡罗仿真机是通过对随机性问题采用Monte Carlo方法进行计算机仿真，从而得出待解问题的解。为了研究复杂的随机问题，文中提出了基于蒙特卡罗的随机模拟法的蒙特卡罗仿真机，并说明了它的基本原理。通过圆周率的计算，实践了蒙特卡罗仿真机的应用过程，从而显示出蒙特卡罗仿真法处理随机性问题的优越性和仿真普遍的适用性。     

Global‐view coefficients: a data management solution for parallel quantum Monte Carlo applications

Quantum Monte Carlo (QMC) applications perform simulation with respect to an initial state of the quantum mechanical system, which is often captured by using a cubic B‐spline basis. This representation is stored as a read‐only table of coefficients and accesses to the table are generated at random as part of the Monte Carlo simulation. Current QMC applications, such as QWalk and QMCPACK, replicate this table at every process or node, which limits scalability because increasing the number of processors does not enable larger systems to be run. We present a partitioned global address space approach to transparently managing this data using Global Arrays in a manner that allows the memory of multiple nodes to be aggregated. We develop an automated data management system that significantly reduces communication overheads, enabling new capabilities for QMC codes. Experimental results with QWalk and QMCPACK demonstrate the effectiveness of the data management system. Copyright © 2016 John Wiley & Sons, Ltd.