A proposal for a standard interface between Monte Carlo tools and one-loop programs

Many highly developed Monte Carlo tools for the evaluation of cross sections based on tree matrix elements exist and are used by experimental collaborations in high energy physics. As the evaluation of one-loop matrix elements has recently been undergoing enormous progress, the combination of one-loop matrix elements with existing Monte Carlo tools is on the horizon. This would lead to phenomenological predictions at the next-to-leading order level. This note summarises the discussion of the next-to-leading order multi-leg (NLM) working group on this issue which has been taking place during the workshop on Physics at TeV Colliders at Les Houches, France, in June 2009. The result is a proposal for a standard interface between Monte Carlo tools and one-loop matrix element programs.Dedicated to the memory of, and in tribute to, Thomas Binoth, who led the effort to develop this proposal for Les Houches 2009. Thomas led the discussions, set up the subgroups, collected the contributions, and wrote and edited this paper. He made a promise that the paper would be on the arXiv the first week of January, and we are faithfully fulfilling his promise. In his honour, we would like to call this the Binoth Les Houches Accord.     

JetWeb: A WWW interface and database for Monte Carlo tuning and validation

A World Wide Web interface to a Monte Carlo tuning facility is described. The aim of the package is to allow rapid and reproducible comparisons to be made between detailed measurements at high-energy physics colliders and general physics simulation packages. The package includes a relational database, a Java servlet query and display facility, and clean interfaces to simulation packages and their parameters.     

Monte Carlo methods for classical collisions between electrons and atoms

The need for classical cross sections is briefly presented. The numerical methods and computing techniques needed to obtain an electron atom collision cross section by the Monte Carlo classical trajectory method are described and illustrated by examples.     

蒙特卡罗与准蒙特卡罗相互融合的整体光照计算

蒙特卡罗方法具备普适性、鲁棒性以及与问题复杂度无关性等优点,非常适于十分难解的整体光照计算问题,但缺点是生成图像随机噪声大．准蒙特卡罗方法计算连续被积函数低维积分的收敛速度快于蒙特卡罗方法,但不适于直接求解复杂的整体光照计算问题．文中研究蒙特卡罗整体光照计算最根本环节,即随机游动的抽样模式,提出融合蒙特卡罗与准蒙特卡罗的两种通用的新型整体光照计算策略．两种新型策略可以应用于所有基于蒙特卡罗的整体光照算法,不仅能够降低生成图像的随机噪声,而且实现简单、不增加计算和存储开销．     

The connection between the Barnard-Birnbaum Monte Carlo test and the two-sample Kolmogorov-Smirnov test

The equivalence of the Barnard-Birnbaum Monte Carlo test procedures to two-sample Kolmogorov-Smirnov tests applied to simulated data is demonstrated and a generalization of the Barnard-Birnbaum test is suggested.     

Monte Carlo solution of Cauchy problem for a nonlinear parabolic equation

In this paper we consider the Monte Carlo solution of the Cauchy problem for a nonlinear parabolic equation. Using the fundamental solution of the heat equation, we obtain a nonlinear integral equation with solution the same as the original partial differential equation. On the basis of this integral representation, we construct a probabilistic representation of the solution to our original Cauchy problem. This representation is based on a branching stochastic process that allows one to directly sample the solution to the full nonlinear problem. Along a trajectory of these branching stochastic processes we build an unbiased estimator for the solution of original Cauchy problem. We then provide results of numerical experiments to validate the numerical method and the underlying stochastic representation.     

GCG Stacks: a friendly interface for the GCG programs.

A 'PLUS' stack which provides a friendly user interface for the GCG suite of programs is presented. The interface takes advantage of the whole set of programming tools available in a graphical and object-oriented environment and its major features include: (i) an efficient management of the on-line help documents, and (ii) a flexible editor for macrocommands. The former facilitates finding specific information in the huge documentation bundled with the GCG suite, and the latter is useful whenever several GCG programs must be run in sequence with automatic piping of the intermediate results.     

Tradeoffs in granularity and parallelization for a Monte Carlo shower simulation code

The EGS4 code, developed at Stanford Linear Accelerator Center, simulates electron-photon cascading phenomena. The original code is inherently sequential: processing one particle at a time. This paper reports on a series of experiments in parallelizing different versions of EGS4. Our parallel experiments were run on a 30-processor Sequent Balance B21 and a 6-processor Symmetry S27. We have considered the following approaches for parallel execution of this application code:

1. (1) Original sequential version modified for parallel processing: 1 processor;

2. (2) Version 1 run multiprocessed: 1 to 29 processors;

3. (3) Sequential version modified for large-grain parallel processing: 1 procssor;

4. (4) Version 3 run using the Sequent Microtasking Library: 1 to 29 processors.

For each approach, we discuss the relative advantages and disadvantages in the areas of coding effort, understandability and portability, as well as performance, and outline a new parallelization approach we are currently pursuing based on Large-Grain Data Flow techniques.     

PCLab – A software with interactive graphical user interface for Monte Carlo and finite element analysis of microstructure-based layered composites

To effectively investigate the mechanical performance of microstructure-based layered composites, an object-oriented software with interactive graphical user interface has been developed. This software, named PCLab, is able to analyze the microstructure evolution and mechanical performance by both Monte Carlo (MC) simulation and the Finite Element method (FEM). The software has integrated preprocessors, solvers and postprocessors. Some examples are tested and explored the functionality of the software package. It shows that the PCLab software with a user-friendly graphical interface provides an efficient tool for faster material analysis, design and application. It also provides a flexible, robust platform for the future extensity in the material multi-physics research.     

OLYMPUS a standard control and utility package for initial-value FORTRAN programs

Title of program: OLYMPUS Catalogue number: ABUF Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland (see application form in this issue) Computer: ICL 4–70; Installation: UKAEA Culham Laboratory Operating system: ICL Multijob Programming languages used: STANDARD FORTRAN High speed store required¹: 14464 words; No. of bits in a word: 32 Overlay structure: None No. of magnetic tapes required: None Other peripherals used: Line printer No. of cards in combined program and test deck: 2425 Card punching code: EBCDIC     

Optimizations and OpenMP implementation for the direct simulation Monte Carlo method

Parallel implementation of a three-dimensional direct simulation Monte Carlo (DSMC) code employing complex data structures and dynamic memory allocation is detailed for shared memory systems using Open Multi-Processing (OpenMP). Several techniques to optimize the serial implementation of the DSMC method are first discussed. Specifically for a 3-level Cartesian grid, a Cartesian-based movement technique including particle indexing is demonstrated to result in a modest decrease in overall simulation expense of 34% compared with a ray-tracing technique combined with stored cell-connectivity. Two strategies for data localization leading to optimal usage of cache memory are demonstrated to speed up certain cell-based functions (such as collision computations) by a factor of 3.38–4.36. The shared-memory parallel implementation using OpenMP is then described in detail. Synchronization points and related critical sections are identified as major factors that impact the OpenMP parallel performance. Techniques to remove all such synchronization points in the OpenMP implementation of the DSMC method are outlined. For dual-core and quad-core systems, speedups of 1.99 and 3.74, respectively, are obtained for a (free-stream flow) test simulation with low granularity. Finally, the parallel performance of identical source code employing OpenMP is shown to be strongly correlated to the underlying computer architecture. Both Symmetric Multiprocessor (SMP) and non-uniform memory access (NUMA) systems are studied in order to achieve a better understanding of their impacts on parallel scalability when using OpenMP.     

Monte Carlo methods for computing the capacitance of the unit cube

It is well known that there is no analytic expression for the electrical capacitance of the unit cube. However, there are several Monte Carlo methods that have been used to numerically estimate this capacitance to high accuracy. These include a Brownian dynamics algorithm [H.-X. Zhou, A. Szabo, J.F. Douglas, J.B. Hubbard, A Brownian dynamics algorithm for calculating the hydrodynamic friction and the electrostatic capacitance of an arbitrarily shaped object, J. Chem. Phys. 100 (5) (1994) 3821–3826] coupled to the “walk on spheres” (WOS) method [M.E. Müller, Some continuous Monte Carlo methods for the Dirichlet problem, Ann. Math. Stat. 27 (1956) 569–589]; the Green’s function first-passage (GFFP) algorithm [J.A. Given, J.B. Hubbard, J.F. Douglas, A first-passage algorithm for the hydrodynamic friction and diffusion-limited reaction rate of macromolecules, J. Chem. Phys. 106 (9) (1997) 3721–3771]; an error-controlling Brownian dynamics algorithm [C.-O. Hwang, M. Mascagni, Capacitance of the unit cube, J. Korean Phys. Soc. 42 (2003) L1–L4]; an extrapolation technique coupled to the WOS method [C.-O. Hwang, Extrapolation technique in the “walk on spheres” method for the capacitance of the unit cube, J. Korean Phys. Soc. 44 (2) (2004) 469–470]; the “walk on planes” (WOP) method [M.L. Mansfield, J.F. Douglas, E.J. Garboczi, Intrinsic viscosity and the electrical polarizability of arbitrarily shaped objects, Phys. Rev. E 64 (6) (2001) 061401:1–061401:16; C.-O. Hwang, M. Mascagni, Electrical capacitance of the unit cube, J. Appl. Phys. 95 (7) (2004) 3798–3802]; and the random “walk on the boundary” (WOB) method [M. Mascagni, N.A. Simonov, The random walk on the boundary method for calculating capacitance, J. Comp. Phys. 195 (2004) 465–473]. Monte Carlo methods are convenient and efficient for problems whose solution includes singularities. In the calculation of the unit cube capacitance, there are edge and corner singularities in the charge density distribution. In this paper, we review the above Monte Carlo methods for computing the electrical capacitance of a cube and compare their effectiveness. We also provide a new result. We will focus our attention particularly on two Monte Carlo methods: WOP [M.L. Mansfield, J.F. Douglas, E.J. Garboczi, Intrinsic viscosity and the electrical polarizability of arbitrarily shaped objects, Phys. Rev. E 64 (6) (2001) 061401:1–061401:16; C.-O. Hwang, M. Mascagni, Electrical capacitance of the unit cube, J. Appl. Phys. 95 (7) (2004) 3798–3802; C.-O. Hwang, T. Won, Edge charge singularity of conductors, J. Korean Phys. Soc. 45 (2004) S551–S553] and the random WOB [M. Mascagni, N.A. Simonov, The random walk on the boundary method for calculating capacitance, J. Comp. Phys. 195 (2004) 465–473] methods.     

Monte Carlo analysis of a new model-based method for insulin sensitivity testing

Insulin resistance (IR), or low insulin sensitivity, is a major risk factor in the pathogenesis of type 2 diabetes and cardiovascular disease. A simple, high resolution assessment of IR would enable earlier diagnosis and more accurate monitoring of intervention effects. Current assessments are either too intensive for clinical settings (Euglycaemic Clamp, IVGTT) or have too low resolution (HOMA, fasting glucose/insulin). Based on high correlation of a model-based measure of insulin sensitivity and the clamp, a novel, clinically useful test protocol is designed with: physiological dosing, short duration (<1 h), simple protocol, low cost and high repeatability. Accuracy and repeatability are assessed with Monte Carlo analysis on a virtual clamp cohort (N=146). Insulin sensitivity as measured by this test has a coefficient of variation (CV) of CV(SI)=4.5% (90% CI: 3.8-5.7%), slightly higher than clamp ISI (CV(ISI)=3.3% (90% CI: 3.0-4.0%)) and significantly lower than HOMA (CV(HOMA)=10.0% (90% CI: 9.1-10.8%)). Correlation to glucose and unit normalised ISI is r=0.98 (90% CI: 0.97-0.98). The proposed protocol is simple, cost effective, repeatable and highly correlated to the gold-standard clamp.     

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.     

A time saving algorithm for the Monte Carlo method of Metropolis

A time saving algorithm for the Monte Carlo method of Metropolis is presented. The technique is tested with different potential models and number of particles. The coupling of the method with neighbor lists, linked lists, Ewald sum and reaction field techniques is also analyzed. It is shown that the proposed algorithm is particularly suitable for computationally heavy intermolecular potentials.     

Monte Carlo simulation of the power of a test for the exponential distribution of survival times

An illustrative analysis is presented demonstrating the use of the Monte Carlo method in estimating the power of a test to detect deviations from distributional form. New estimates of power are obtained for the WE0 test, a statistical test used to assess a set of observed survival times for deviation from the exponential distribution. An IBM PC/AT was used to process a series of simulations, in which samples of survival times were drawn from a series of populations whose survival was distributed according to the gamma distribution. Each sample was then tested for difference from the exponential to see how often the WE0 test would correctly classify the sample as drawn from a non-exponential population.     

A genetic algorithm and the Monte Carlo method for stochastic job-shop scheduling

This paper proposes a method for solving stochastic job‐shop scheduling problems using a hybrid of a genetic algorithm in uncertain environments and the Monte Carlo method. First, the genetic algorithm in uncertain environments is applied to stochastic job‐shop scheduling problems where the processing times are treated as stochastic variables. The Roulette strategy is adopted for selecting the optimum solution having the minimum expected value for makespan. Applying crossover based on Giffler and Thompson's algorithm results in two offspring inheriting the ancestor's characteristics as the operation completion times averaged up to the parent's generation. Individuals having very high frequency through all generations are selected as the good solutions. Second, the Monte Carlo method is effectively used for finding out the approximately optimum solution among these good solutions.     

Modeling of Asymmetry between Gasoline and Crude Oil Prices: A Monte Carlo Comparison

An Engle–Granger two-step procedure is commonly used to estimate cointegrating vectors and consequently asymmetric error-correction models. This study uses Monte Carlo methods and demonstrates that the Engle–Granger two-step method leads to biased estimates of asymmetric parameters and in some cases suggests symmetry in the asymmetric data generating process (DGP). The single equation error correction models (SEECM) based on ordinary least squares (OLS) and nonlinear least squares (NLS) are employed for simultaneous estimation of the cointegrating vector and the ECM. The SEECMs perform better than Engle–Granger two-step procedures in estimating the asymmetry and making inferences on its existence in various DGPs. We show that SEECM estimations are less biased and inferences are less likely to be misleading compared to the Engle–Granger two-step procedure. Unlike the asymmetric specifications based on Engle–Granger two-step approach, the asymmetric SEECMs do not refute the possibility of long-run asymmetry by allowing different cointegrating vectors for positive and negative regimes. Examining the model with real data also supports the Monte Carlo results. While the conventional approaches imply symmetry, the proposed asymmetric SEECM, which has been embedded in a Threshold Autoregressive model, uncovers asymmetry at the presence of different cointegrating vectors for positive and negative regimes.