# Introduction to Monte

Carlo Simulation
What is a Monte Carlo simulation?
• In a Monte Carlo simulation we attempt to
follow the `time dependence’ of a model
for which change, or growth, does not
proceed in some rigorously predefined
fashion (e.g. according to Newton’s
equations of motion) but rather in a
stochastic manner which depends on a
sequence of random numbers which is
generated during the simulation.

Details of the Method
 Random Walk: Markov chain is a sequence of
events with the condition that the probability of
each succeeding event is uninfluenced by prior
events
 Choosing from Probability Distribution: Any
random variable has a probability distribution for
its occurrence. We need to choose a random
variable which mimics that probability distribution
 Best way to relate random number to a random
variable is to use cumulative probability
distribution and equating it to the random nuber
Random Numbers
Uniformly distributed numbers in
[0,1]
Most useful method for obtaining
random numbers for computer use is
a pseudo random number generator
How random are these pseudo
random numbers?
Anyone who considers arithmetical
methods of producing random digits is, of
course, in a state of sin.
John von Neumann (1951)
Application to Microscale Heat
Transfer
Boltzmann Transport Equation (BTE)
for phonons best describes the heat
flow in solid nonmetallic thin films
difficult to solve analytically or even
numerically using deterministic
approaches
alternative is to solve the BTE using
stochastic or Monte Carlo techniques
Boltzmann Transport Equation for Particle Transport
Distribution Function of Particles: f = f(r,p,t)
--probability of particle occupation of momentum p at location r and time t
scat
p
t
f
f f
t
f
|
.
|

\
|
c
c
= V · + V · +
c
c
F v
r
Relaxation Time Approximation

t
o
f f ÷
t
t
e
÷
Equilibrium Distribution:
f
0
, i.e. Fermi-Dirac for electrons, Bose-Einstein for phonons, Plank for photons, etc.
Relaxation time
Non-equilibrium, e.g. in a high electric field or temperature gradient:
( ) ( ) ( ) ( )
( ) p r,
p p p p p p,
p
p p p p
t
f f
f W f W
t
f
o
scat
÷
~
¿
(
(
¸
(

¸

' ÷ ' ' =
|
.
|

\
|
c
c
'
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         
,
Monte Carlo Solution Technique
 Phonons are drawn from the six individual
stochastic spaces, including three wave-
vector components and the three position
vector components
 Phonons are then allowed to drift (or
unrestrained motion) and scatter in time,
and their statistics is collected at various
points in time and space, and processed to
extract the necessary information

Initial Conditions
 number of phonons per unit volume and
polarization (p) is usually an extremely large
number
 a scaling factor is used to simulate only a
fraction of the phonons
 A series of random numbers properly
distributed to match the equilibrium
distribution are drawn to initialize the
positions, frequencies, polarizations, and
wavevectors of the ensemble of phonons
chosen for the simulation

Initial conditions
 Mazumdar and Majumdar developed a
numerical scheme to obtain the number of
phonons within the ith frequency interval
Ae as:
Boundary Conditions

Isothermal boundary condition:
Phonons incident on the wall are
removed from the computation
domain and a new phonon is
introduced in the system which
depends on the wall temperature
reflects all the phonons that are
incident on the wall

Drift

 During the drift phase, phonons move
linearly from one location to another and
their positions are tracked using an explicit
first-order time integration

 phonons are tallied within each spatial bin,
and the energy of each spatial bin is
computed and stored

Scattering
 Three-Phonon Scattering (Normal and
Umklapp Processes): need to know
scattering time-scales, probability of 3-P
scattering is given by PNU = 1-exp(-
Dt/tNU)
 A random number is chosen and
compared to the probability, if less then it
is scattered
 If scattered then the new phonon is
generated based on the pseudo
temperature of the cell

Scattering
 Scattering by Impurities: Scattering by impurities,
defects and dislocations are treated in the Monte
Carlo scheme in isolation from normal and Umklapp
scattering
 The time-scale for scattering due to impurities,t
i
is
given by

 where o is a constant of the order of unity, µ is the
defect density per unit volume, and o is the
scattering cross-section

Temperature profile for ballistic
transport
2-D Temperature profile
Mazumder et al. 2001
Monte Carlo Simulation of
Silicon Nanowire Thermal
Conductivity
 Boundary scattering play an important role in
thermal resistance as the structure size
decreases to nanoscale
0 50 100 150 200 250 300 350
0
10
20
30
40
50
60
70
T
h
e
r
m
a
l

c
o
n
d
u
c
t
i
v
i
t
y

(
W
/
K
.
m
)
Temperature (K)
115nm
37nm
22nm
Heat Generation in Electronic
Nanostructure
Pop E. et al. 2002
Statistical Error
Monte Carlo simulation is a
stochastic sampling process, hence
have inherent statistical error
errors depend primarily on the
number of stochastic samples used
in the simulation and the number of
scattering events that occur
Reference
 Mazumder, S. and Majumdar, A., “Monte Carlo study of phonon
transport in solid thin films including dispersion and
polarization,” J. of Heat Transfer, vol. 123, pp. 749-759, 2001
 Pop E., Sinha S., Goodson K. E., “Monte Carlo modeling of heat
generation in electronic nanostructures”, 2002 ASME
International Mechanical Engineering Congress and Exposition
 Jacoboni, C. and Reggiani., L., “The Monte Carlo method for the
solution of charge transport in semiconductors with applications
to covalent materials,” Reviews of Modern Physics, vol. 55, pp.
645-705, 1983

does not proceed in some rigorously predefined fashion (e. . according to Newton’s equations of motion) but rather in a stochastic manner which depends on a sequence of random numbers which is generated during the simulation.g.What is a Monte Carlo simulation? • In a Monte Carlo simulation we attempt to follow the `time dependence’ of a model for which change. or growth.

Details of the Method    Random Walk: Markov chain is a sequence of events with the condition that the probability of each succeeding event is uninfluenced by prior events Choosing from Probability Distribution: Any random variable has a probability distribution for its occurrence. We need to choose a random variable which mimics that probability distribution Best way to relate random number to a random variable is to use cumulative probability distribution and equating it to the random nuber .

Random Numbers  Uniformly [0. in a state of sin. of course. John von Neumann (1951) distributed numbers in .1]  Most useful method for obtaining random numbers for computer use is a pseudo random number generator  How random are these pseudo random numbers? Anyone who considers arithmetical methods of producing random digits is.

Application to Microscale Heat Transfer  Boltzmann Transport Equation (BTE) for phonons best describes the heat flow in solid nonmetallic thin films  difficult to solve analytically or even numerically using deterministic approaches  alternative is to solve the BTE using stochastic or Monte Carlo techniques .

p  f p   o        t  scat p   p    t r. p  p pp   Relaxation time f  fo t e t t . Fermi-Dirac for electrons. p f p  W p. in a high electric field or temperature gradient: f  f   v  r f  F   p f    t  t  scat Relaxation Time Approximation   f f f     W p. e.Boltzmann Transport Equation for Particle Transport Distribution Function of Particles: f = f(r.g.t) --probability of particle occupation of momentum p at location r and time t Equilibrium Distribution: f0. i. Non-equilibrium. Bose-Einstein for phonons.e. Plank for photons. etc.p.

including three wavevector components and the three position vector components  Phonons are then allowed to drift (or unrestrained motion) and scatter in time.Monte Carlo Solution Technique Phonons are drawn from the six individual stochastic spaces. and processed to extract the necessary information  . and their statistics is collected at various points in time and space.

and wavevectors of the ensemble of phonons chosen for the simulation  .Initial Conditions number of phonons per unit volume and polarization (p) is usually an extremely large number  a scaling factor is used to simulate only a fraction of the phonons  A series of random numbers properly distributed to match the equilibrium distribution are drawn to initialize the positions. polarizations. frequencies.

Initial conditions  Mazumdar and Majumdar developed a numerical scheme to obtain the number of phonons within the ith frequency interval Dw as: .

Boundary Conditions  Isothermal boundary condition: Phonons incident on the wall are removed from the computation domain and a new phonon is introduced in the system which depends on the wall temperature  Adiabatic boundary condition: reflects all the phonons that are incident on the wall .

and the energy of each spatial bin is computed and stored .Drift  During the drift phase. phonons move linearly from one location to another and their positions are tracked using an explicit first-order time integration  phonons are tallied within each spatial bin.

probability of 3-P scattering is given by PNU = 1-exp(Dt/tNU)  A random number is chosen and compared to the probability. if less then it is scattered  If scattered then the new phonon is generated based on the pseudo temperature of the cell  .Scattering Three-Phonon Scattering (Normal and Umklapp Processes): need to know scattering time-scales.

r is the defect density per unit volume. and s is the scattering cross-section .ti is given by  where a is a constant of the order of unity.Scattering   Scattering by Impurities: Scattering by impurities. defects and dislocations are treated in the Monte Carlo scheme in isolation from normal and Umklapp scattering The time-scale for scattering due to impurities.

Temperature profile for ballistic transport .

2-D Temperature profile Mazumder et al. 2001 .

m) 70 60 50 40 30 20 10 0 0 50 100 150 200 250 300 350 115nm 37nm 22nm Temperature (K) .Monte Carlo Simulation of Silicon Nanowire Thermal Conductivity  Boundary scattering play an important role in thermal resistance as the structure size decreases to nanoscale Thermal conductivity (W/K.

Heat Generation in Electronic Nanostructure Pop E. 2002 . et al.

hence have inherent statistical error  errors depend primarily on the number of stochastic samples used in the simulation and the number of scattering events that occur .Statistical Error  Monte Carlo simulation is a stochastic sampling process.

.. A. Goodson K.Reference    Mazumder. 2001 Pop E. 2002 ASME International Mechanical Engineering Congress and Exposition Jacoboni.” J. pp. “Monte Carlo modeling of heat generation in electronic nanostructures”.. Sinha S. C. of Heat Transfer. “The Monte Carlo method for the solution of charge transport in semiconductors with applications to covalent materials. 645-705. “Monte Carlo study of phonon transport in solid thin films including dispersion and polarization. vol.” Reviews of Modern Physics. and Reggiani. 123. L.. 55. E. pp.. S.. 1983 . vol. and Majumdar. 749-759.