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Concept: Monte Carlo methods in finance


Ultrafast video recording of spatiotemporal light distribution in a scattering medium has a significant impact in biomedicine. Although many simulation tools have been implemented to model light propagation in scattering media, existing experimental instruments still lack sufficient imaging speed to record transient light-scattering events in real time. We report single-shot ultrafast video recording of a light-induced photonic Mach cone propagating in an engineered scattering plate assembly. This dynamic light-scattering event was captured in a single camera exposure by lossless-encoding compressed ultrafast photography at 100 billion frames per second. Our experimental results are in excellent agreement with theoretical predictions by time-resolved Monte Carlo simulation. This technology holds great promise for next-generation biomedical imaging instrumentation.

Concepts: Optics, Simulation, Monte Carlo, Monte Carlo method, Monte Carlo methods in finance, Camera, Video, NTSC


A single cell can form a colony, and ionizing irradiation has long been known to reduce such a cellular clonogenic potential. Analysis of abortive colonies unable to continue to grow should provide important information on the reproductive cell death (RCD) following irradiation. Our previous analysis with a branching process model showed that the RCD in normal human fibroblasts can persist over 16 generations following irradiation with low linear energy transfer (LET) γ-rays. Here we further set out to evaluate the RCD persistency in abortive colonies arising from normal human fibroblasts exposed to high-LET carbon ions (18.3 MeV/u, 108 keV/µm). We found that the abortive colony size distribution determined by biological experiments follows a linear relationship on the log-log plot, and that the Monte Carlo simulation using the RCD probability estimated from such a linear relationship well simulates the experimentally determined surviving fraction and the relative biological effectiveness (RBE). We identified the short-term phase and long-term phase for the persistent RCD following carbon-ion irradiation, which were similar to those previously identified following γ-irradiation. Taken together, our results suggest that subsequent secondary or tertiary colony formation would be invaluable for understanding the long-lasting RCD. All together, our framework for analysis with a branching process model and a colony formation assay is applicable to determination of cellular responses to low- and high-LET radiation, and suggests that the long-lasting RCD is a pivotal determinant of the surviving fraction and the RBE.

Concepts: Cell, Human, Ion, Sievert, Monte Carlo, Monte Carlo method, Monte Carlo methods in finance, Monaco


The purpose of this study was to investigate the perturbation correction factors and inhomogeneity correction factors (ICFs) for a thin-walled cylindrical ion chamber in a heterogeneous phantom including solid water, lung and bone plastic materials. The perturbation factors due to the replacement of the air cavity, non-water equivalence of the wall and the stem, non-air equivalence of the central electrode and the overall perturbation factor, P(Q), for a cylindrical chamber, in the heterogeneous phantom were calculated with the EGSnrc/Cavity Monte Carlo code for 6 and 15 MV photon beams. The PTW31010 (0.125 cm(3)) chamber was modeled with Monte Carlo simulations, and was used for measurements and calculations of percentage depth ionization (PDI) or percentage depth dose (PDD). ICFs were calculated from the ratio of the product of the stopping power ratios (SPRs) and P(Q) of lung or bone to solid water. Finally, the measured PDIs were converted to PDDs by using ICFs and were compared with those calculated by the Monte Carlo method. The perturbation effect for the ion chamber in lung material is insignificant at 5 × 5 and 10 × 10 cm(2) fields, but the effect needs to be considered under conditions of lateral electron disequilibrium with a 3 × 3 cm(2) field. ICFs in lung varied up to 2% and 4% depending on the field size for 6 and 15 MV, respectively. For bone material, the perturbation effects due to the chamber wall and the stem were more significant at up to 3.5% and 1.6% for 6 MV, respectively. ICFs for bone material were approximately 0.945 and 0.940 for 6 and 15 MV, respectively. The converted PDDs by using ICFs were in good agreement with Monte Carlo calculated PDDs. The chamber perturbation correction and SPRs should strictly be considered for ion chamber dosimetry in heterogeneous media. This is more important for small field dosimetry in lung and bone materials.

Concepts: Ratio, Simulation, Monte Carlo, Monte Carlo method, Monte Carlo methods in finance, Computer simulation, Quasi-Monte Carlo method, Monte Carlo N-Particle Transport Code


Based on the literature data from HT-29 cell monolayers, we develop a model for its growth, analogous to an epidemic model, mixing local and global interactions. First, we propose and solve a deterministic equation for the progress of these colonies. Thus, we add a stochastic (local) interaction and simulate the evolution of an Eden-like aggregate by using dynamical Monte Carlo methods. The growth curves of both deterministic and stochastic models are in excellent agreement with experimental observations. The waiting times distributions, generated via our stochastic model, allowed us to analyze the role of mesoscopic events. We obtain log-normal distributions in the initial stages of the growth and Gaussians at long times. We interpret these outcomes in the light of cellular division events: in the early stages, the phenomena are dependent each other in a multiplicative geometric-based process, and they are independent at long times. We conclude that the main ingredients for a good minimalist model of tumor growth, at mesoscopic level, are intrinsic cooperative mechanisms and competitive search for space.

Concepts: Mathematics, Physics, Simulation, Model, Monte Carlo, Monte Carlo methods in finance, Randomness, Mathematical model


In self-assembly, the anisotropy of the building blocks and their formation of complex structures have been the subject of considerable recent research. Extending recent research on Janus particles and completing the study of Janus spheroids, we conduct a systematic investigation on the self-assembly of Janus prolate spheroids based on a primitive model we proposed. Janus prolate spheroids are particles that have a prolate spheroidal body and two hemi-surfaces along the major axis coded with different chemical properties. Using Monte Carlo simulations, we investigate the effects of the aspect ratio on the self-assembly process. In contrast to the vesicle-like aggregates for Janus oblate spheroids, we obtain various ordered cluster structures for Janus prolate spheroids through self-assembly. With increasing aspect ratio, we find a transition of cluster morphology, from vesicles to tubular micelles and micelles. In particular, a relatively small change in aspect ratio leads to a rather significant change in morphology. We apply a cluster analysis to understand the mechanism associated with such a transition.

Concepts: Simulation, Monte Carlo, Monte Carlo method, Monte Carlo methods in finance, Computer simulation, Aspect ratio, Spheroid, Oblate spheroid


Background Cost of illness (COI) studies are carried out under conditions of uncertainty and with incomplete information. There are concerns regarding their generalisability, accuracy and usability in evidence-informed care. Aims A hybrid methodology is used to estimate the regional costs of depression in Catalonia (Spain) following an integrative approach. Methods The cross-design synthesis included nominal groups and quantitative analysis of both top-down and bottom-up studies, and incorporated primary and secondary data from different sources of information in Catalonia. Sensitivity analysis used probabilistic Monte Carlo simulation modelling. A dissemination strategy was planned, including a standard form adapted from cost-effectiveness studies to summarise methods and results. Results The method used allows for a comprehensive estimate of the cost of depression in Catalonia. Health officers and decision-makers concluded that this methodology provided useful information and knowledge for evidence-informed planning in mental health. Conclusions The mix of methods, combined with a simulation model, contributed to a reduction in data gaps and, in conditions of uncertainty, supplied more complete information on the costs of depression in Catalonia. This approach to COI should be differentiated from other COI designs to allow like-with-like comparisons. A consensus on COI typology, procedures and dissemination is needed.

Concepts: Game theory, Simulation, Monte Carlo, Monte Carlo method, Monte Carlo methods in finance, Computer simulation, Top-down and bottom-up design, Software development process


Purpose: The aim of this work is the application of the formalism for ionization chamber reference dosimetry of small and nonstandard fields [R. Alfonso, P. Andreo, R. Capote, M. S. Huq, W. Kilby, P. Kjäll, T. R. Mackie, H. Palmans, K. Rosser, J. Seuntjens, W. Ullrich, and S. Vatnitsky, “A new formalism for reference dosimetry of small and nonstandard fields,” Med. Phys. 35, 5179-5186 (2008)] to the CyberKnife robotic radiosurgery system. Correction factors for intermediate calibration fields, a machine-specific reference field (msr) and two plan-class specific reference fields (pcsr), have been studied. Furthermore, the applicability of the new formalism to clinical dosimetry has been analyzed through the investigation of two clinical treatments.Methods: PTW31014 and Scanditronix-Wellhofer CC13 ionization chamber measurements were performed for the fields under investigation. Absorbed dose to water was determined using alanine reference dosimetry, and experimental correction factors were calculated from alanine to ionization chamber readings ratios. In addition, correction factors were calculated for the intermediate calibration fields and one of the clinical treatment fields using the Monte Carlo method and these were compared with the experimental values.Results: Overall correction factors deviating from unity by approximately 2% were obtained from both measurements and simulations, with values below and above unity for the studied intermediate calibration fields and clinical fields for the ionization chambers under consideration. Monte Carlo simulations yielded correction factors comparable with those obtained from measurements for the machine-specific reference field, although differences from 1% to 3.3% were observed between measured and calculated correction factors for the composite intermediate calibration fields. Dose distribution inhomogeneities are thought to be responsible for such discrepancies.Conclusions: The differences found between overall correction factors associated with the proposed intermediate calibration fields and the clinical fields under investigation show that depending on the clinical field and the detector used, either a machine-specific reference field or a plan-class specific reference field is more representative for the clinical field. Given the experimental and numerical uncertainties and the small number of clinical fields considered in this study the significance of these observations is limited and it remains unclear for the CyberKnife if there would be a significant gain in using a pcsr field rather than a msr field as reference field for relative dosimetry.

Concepts: Simulation, Monte Carlo, Monte Carlo method, Monte Carlo methods in finance, Computer simulation, Field, Quasi-Monte Carlo method, Cyberknife


A method for the fabrication of a wedge-shaped thin NiO lamella by focused ion beam is reported. The starting sample is an oxidized bulk single crystalline, ⟨100⟩ oriented, Ni commercial standard. The lamella is employed for the determination, by analytical electron microscopy at 200 kV of the experimental k(O-Ni) Cliff-Lorimer (G. Cliff & G.W. Lorimer, J Microsc 103, 203-207, 1975) coefficient, according to the extrapolation method by Van Cappellen (E. Van Cappellen, Microsc Microstruct Microanal 1, 1-22, 1990). The result thus obtained is compared to the theoretical k(O-Ni) values either implemented into the commercial software for X-ray microanalysis quantification of the scanning transmission electron microscopy/energy dispersive spectrometry equipment or calculated by the Monte Carlo method. Significant differences among the three values are found. This confirms that for a reliable quantification of binary alloys containing light elements, the choice of the Cliff-Lorimer coefficients is crucial and experimental values are recommended.

Concepts: Electron, Electron microscope, Light, Monte Carlo, Monte Carlo methods in finance, Binomial coefficient, Quasi-Monte Carlo method, Focused ion beam


NONMEM is the most widely used software for population pharmacokinetic (PK)-pharmacodynamic (PD) analyses. The latest version, NONMEM 7 (NM7), includes several sampling-based estimation methods in addition to the classical methods. In this study, performance of the estimation methods available in NM7 was investigated with respect to bias, precision, robustness and runtime for a diverse set of PD models. Simulations of 500 data sets from each PD model were reanalyzed with the available estimation methods to investigate bias and precision. Simulations of 100 data sets were used to investigate robustness by comparing final estimates obtained after estimations starting from the true parameter values and initial estimates randomly generated using the CHAIN feature in NM7. Average estimation time for each algorithm and each model was calculated from the runtimes reported by NM7. The method giving the lowest bias and highest precision across models was importance sampling, closely followed by FOCE/LAPLACE and stochastic approximation expectation-maximization. The methods relative robustness differed between models and no method showed clear superior performance. FOCE/LAPLACE was the method with the shortest runtime for all models, followed by iterative two-stage. The Bayesian Markov Chain Monte Carlo method, used in this study for point estimation, performed worst in all tested metrics.

Concepts: Estimation theory, Estimator, Simulation, Monte Carlo, Monte Carlo method, Monte Carlo methods in finance, Estimation, Markov chain Monte Carlo


This study investigates modulation transfer function (MTF) in parallel beam (PB) and fan beam (FB) collimators using the Monte Carlo method with full width at half maximum (FWHM), square and circular-shaped holes, and scatter and penetration (S + P) components.

Concepts: Monte Carlo, Monte Carlo methods in finance, Monaco, Quasi-Monte Carlo method, French Riviera, Transfer function, Monaco Grand Prix, Optical transfer function