Traditional Monte Carlo methods for particle transport utilize source iteration to express the solution, the flux density, of the transport equation as a Neumann series. Our contribution is to show that the particle paths simulated within source iteration are associated with the adjoint flux density and the adjoint particle paths are associated with the flux density. We make our assertion rigorous through the use of stochastic calculus by representing the particle path used in source iteration as a solution to a stochastic differential equation (SDE). The solution to the adjoint Boltzmann equation is then expressed in terms of the same SDE, and the solution to the Boltzmann equation is expressed in terms of the SDE associated with the adjoint particle process. An important consequence is that the particle paths used within source iteration simultaneously provide Monte Carlo samples of the flux density and adjoint flux density in the detector and source regions, respectively. The significant practical implication is that particle trajectories can be reused to obtain both forward and adjoint quantities of interest. To the best our knowledge, the reuse of entire particles paths has not appeared in the literature. Monte Carlo simulations are presented to support the reuse of the particle paths.
Computational design-based optimization is a well-used tool in science and engineering. Our report documents the successful use of a particle sensitivity analysis for design-based optimization within Monte Carlo sampling-based particle simulation—a currently unavailable capability. Such a capability enables the particle simulation communities to go beyond forward simulation and promises to reduce the burden on overworked analysts by getting more done with less computation.
Neuromorphic computing, which aims to replicate the computational structure and architecture of the brain in synthetic hardware, has typically focused on artificial intelligence applications. What is less explored is whether such brain-inspired hardware can provide value beyond cognitive tasks. Here we show that the high degree of parallelism and configurability of spiking neuromorphic architectures makes them well suited to implement random walks via discrete-time Markov chains. These random walks are useful in Monte Carlo methods, which represent a fundamental computational tool for solving a wide range of numerical computing tasks. Using IBM’s TrueNorth and Intel’s Loihi neuromorphic computing platforms, we show that our neuromorphic computing algorithm for generating random walk approximations of diffusion offers advantages in energy-efficient computation compared with conventional approaches. We also show that our neuromorphic computing algorithm can be extended to more sophisticated jump-diffusion processes that are useful in a range of applications, including financial economics, particle physics and machine learning.
Proceedings of the 14th International Conference on Radiation Shielding and 21st Topical Meeting of the Radiation Protection and Shielding Division, ICRS 2022/RPSD 2022
The probability distribution of the number of collisions experienced by electrons slowing down below a threshold energy is investigated to understand the impact of statistical distribution of energy losses on computational efficiency of Monte Carlo simulations. A theoretical model based on an exponentially peaked differential cross section with parameters that reproduce the exact stopping power and straggling at a fixed energy is shown to yield a Poisson distribution for the collision number distribution. However, simulation with realistic energy-loss physics, including both inelastic and bremsstrahlung energy loss interactions, reveal significant departures from the Poisson distribution. In particular, the low collision numbers are more prominent when true cross sections are employed while a Poisson distribution constructed with the exact variance-to-mean ratio is found to be unrealistically peaked. Detailed numerical investigations show that collisions with large energy losses, although infrequent, are statistically important in electron slowing down.
Computing stands to be radically improved by neuromorphic computing (NMC) approaches inspired by the brain's incredible efficiency and capabilities. Most NMC research, which aims to replicate the brain's computational structure and architecture in man-made hardware, has focused on artificial intelligence; however, less explored is whether this brain-inspired hardware can provide value beyond cognitive tasks. We demonstrate that high-degree parallelism and configurability of spiking neuromorphic architectures makes them well-suited to implement random walks via discrete time Markov chains. Such random walks are useful in Monte Carlo methods, which represent a fundamental computational tool for solving a wide range of numerical computing tasks. Additionally, we show how the mathematical basis for a probabilistic solution involving a class of stochastic differential equations can leverage those simulations to provide solutions for a range of broadly applicable computational tasks. Despite being in an early development stage, we find that NMC platforms, at a sufficient scale, can drastically reduce the energy demands of high-performance computing platforms.
We propose to develop a computational sensitivity analysis capability for Monte Carlo sampling-based particle simulation relevant to Aleph, Cheetah-MC, Empire, Emphasis, ITS, SPARTA, and LAMMPS codes. These software tools model plasmas, radiation transport, low-density fluids, and molecular motion. Our report demonstrates how adjoint optimization methods can be combined with Monte Carlo sampling-based adjoint particle simulation. Our goal is to develop a sensitivity analysis to drive robust design-based optimization for Monte Carlo sampling-based particle simulation - a currently unavailable capability.
The widely parallel, spiking neural networks of neuromorphic processors can enable computationally powerful formulations. While recent interest has focused on primarily machine learning tasks, the space of appropriate applications is wide and continually expanding. Here, we leverage the parallel and event-driven structure to solve a steady state heat equation using a random walk method. The random walk can be executed fully within a spiking neural network using stochastic neuron behavior, and we provide results from both IBM TrueNorth and Intel Loihi implementations. Additionally, we position this algorithm as a potential scalable benchmark for neuromorphic systems.
We will develop Malliavin estimators for Monte Carlo radiation transport by formulating the governing jump stochastic differential equation and deriving the applicable estimators that produce sensitivities for our equations. Efficient and effective sensitivity can be used for design optimization and uncertainty quantification with broad utilization for radiation environments. The technology demonstration will lower development risk for other particle-based simulation methods.