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Linking the Monte Carlo radiative transfer algorithm to the radiative transfer equation

  • Patricio J. Valades-Pelayo ORCID logo EMAIL logo , Manuel A. Ramirez-Cabrera ORCID logo and Argelia Balbuena-Ortega ORCID logo
Published/Copyright: January 27, 2023

Abstract

This manuscript presents a short route to justify the widely used Monte Carlo Radiative Transfer (MCRT) algorithm straight from the Radiative Transfer Equation (RTE). In this regard, this paper starts deriving a probability measure obtained from the integral formulation of the RTE under a unidirectional point source in an infinite domain. This derivation only requires the analytical integration of the first two terms of a perturbation expansion. Although derivations have been devised to clarify the relationship between the MCRT and the RTE, they tend to be rather long and elaborate. Considering how simple it is to justify the MCRT from a loose probabilistic interpretation of the photon’s physical propagation process, the decay in popularity of former approaches relating MCRT to the RTE is entirely understandable. Unfortunately, all of this has given the false impression that MCRT and the RTE are not that closely related, to the point that recent works have explicitly stated that no direct link exists between them. This work presents a simpler route demonstrating how the MCRT algorithm emerges to statistically sample the RTE explicitly through Markov chains, further clarifying the method’s foundations. Although compact, the derivation proposed in this work does not skip any fundamental step, preserving mathematical rigor while giving specific expressions and functions. Thus, this derivation can help devise efficient ways to statistically sample the RTE for different scenarios or when coupling the MCRT method with other methods traditionally grounded in the RTE, such as the Spherical Harmonics and Discrete Ordinates methods.

MSC 2010: 60J22; 45K05; 78M31

1 Introduction

Radiation transport from non-coherent light sources is described by the Radiative Transfer Equation (RTE), spanning applications in atmospheric optics [36, 7], photobiologic systems [24, 25, 16, 14] and optical biomedical diagnostics [17, 15, 5, 28, 21, 3, 11], among other applications related to the use of solar energy storage [34, 18, 32, 4] and environmental remediation [2, 1, 29, 8].

Although analytical techniques to solve the RTE have fascinating properties in describing specific scenarios [35, 9, 10], most systems of interest for science and engineering applications still require numerical methods [26]. The most popular numerical methods used to approximate solutions of the RTE are the Spherical Harmonics ( P n ), the Monte Carlo Radiative Transfer method (MCRT) and the Discrete Ordinate Methods (DOM) [26, 22].

While DOM and P n have a simple and well-established mathematical relation to the RTE, a direct mathematical connection between the MCRT algorithm and the RTE has proven elusive. For other transport Monte Carlo algorithms, the physical and mathematical links to their respective balance equations are unambiguously defined through free-space propagators, a concept related to Green’s functions that yields relatively succinct derivations and justifications, as it is the case for the Poisson–Boltzmann equation [27, 6] or the convection-diffusion-reaction equations [13]. The first complication arises because Green’s function of the RTE in the sense of a free-space propagator cannot be obtained analytically or expressed as a closed-form solution.

This elusiveness to present a simple connection between MCRT and the RTE is tangible in the current literature to the point that it has been stated that “MCRT calculations do not attempt to solve the RTE directly” [23]. Thus, MCRT is currently taught by recurring almost exclusively to the physical description of the radiative transfer processes experimented with by a photon packet, interpreted in a statistical sense. [12, 19, 33].

Vladimirov was the first to propose a path to formally relate the MCRT to the RTE by defining a linear differential operator valid for different sources, domains and scenarios, yielding an infinite set of general eigenfunctions that justify the sampling algorithm in MCRT. The derivation proposed by Vladimirov spans more than 150 pages, and the reader is referred to the original manuscript in Russian [30] (or to the English translation technical report, spanning 300 pages [31]). Due to the length and mathematical elaborateness of Vladimirov’s procedure, the few books that do present a mathematical derivation of the MCRT directly from the RTE [20] end up skipping many essential mathematical bottlenecks, referring the reader back to the original work of Vladimirov.

This lack of succinctness to define this relation has definitively played a role in neglecting the RTE as a starting point to justify MCRT in applied radiative transfer books, leading to the misconception within some sectors of the scientific community that MCRT and RTE are not that closely related. In this sense, obtaining a straightforward path to justify this relation simply, without removing any mathematical rigor, is of utmost importance.

Thus, the manuscript presents a short path to derive the MCRT algorithm straight from the RTE, a procedure currently lacking in the open literature to the best of our knowledge. Our procedure starts from the integral formulation of the RTE, considering a collimated beam point source, greatly simplifying the derivation without losing any insight regarding the understanding of the link between MCRT and the RTE. The procedure proposed in this work simply requires the analytical evaluation of the first two terms of a perturbation expansion, yielding a simple mathematical justification for the Markov chains used within the MCRT to sample the RTE.

This opens a new way of justifying MCRT, further contributing to clarifying the foundations of the method by relating the stochastic description with the mathematical and physical interpretations of the radiative transfer process. Our work is more explicit than Vladimirov’s, giving specific expressions and functions, which can be much more helpful in devising alternative mathematically sound and efficient ways to sample the RTE or couple the MCRT method with other methods traditionally grounded in the RTE, such as the Spherical Harmonics and Discrete Ordinates methods.

The manuscript starts by transforming the RTE into its integral form and recurring to a perturbation method to obtain the so-called Neumann series solution to the RTE. On this basis, a generalization of a procedure presented previously [26] allows defining a probabilistic measure for photon propagation, i.e., an open-form Green’s function for the RTE. This function represents the evolution of a unidirectional point source (i.e., an energy packet) experiencing multiple scattering events through phase space. Finally, the manuscript presents the MCRT algorithm, derived and justified as a means to sample the recursive formulation of the proposed probability distribution function.

2 Preliminary knowledge

2.1 Neumann Series solution to the RTE

The RTE can be expressed in terms of dimensionless variables and formally integrated along the ray trajectory, expressed as [22]

(2.1) I ( x , s ^ ) = I ( x o , s ^ ) e ( τ τ o ) + τ o τ e ( τ τ ) S ( x , s ^ ) d τ ,

where 𝜏 is a dimensionless parametric distance: the optical thickness along the ray trajectory. Further, S ( x , s ^ ) is referred to as the source function, defined as

(2.2) S ( x , s ^ ) = ω 4 π 0 4 π I ( x , s ^ ) p ( s ^ s ^ ) d Ω ,

where 𝜔 is the particle albedo, defined as σ / β . Given the recursivity between equations (2.1) and (2.2), an asymptotic expansion concerning the dimensionless parameter relevant to scattering, the particle albedo (𝜔), leads to

(2.3) I ( x , s ^ ) = n = 0 I n ( x , s ^ ) ,

where 𝑛 stands for the order of the perturbation expansion and is also related to the number of scattering events that a photon experiences [26]. The zero-th order moment is simply Beer’s law. Each subsequent moment ( I n + 1 ( x , s ^ ) ) in the perturbation expansion can be computed from its lower-order moment ( I n ( x , s ^ ) ) by

(2.4) I n + 1 ( x , s ^ ) = ω 0 τ f e τ 4 π 0 4 π I n ( x , s ^ ) p ( s ^ s ^ ) d Ω d τ ,

where x is the location from the incoming radiation, defined as x = x τ s ^ , and τ is the dimensionless photon flight length. If 𝜔 is taken outside of the integration, equation (2.4) can be written as I n + 1 ( x , s ^ ) = ω L { I n ( x , s ^ ) } , where 𝐿 is a linear operator, accounting for the integrations on τ and Ω , leaving equation (2.3) in the following form:

I ( x , s ^ ) = n = 0 ω n L n { I 0 ( x , s ^ ) } ,

where 𝑛 in L n represents the number of subsequent applications of the linear integral operator 𝐿 in equation (2.4).

2.2 Analytical solution of the lower-order terms

When considering a unidirectional point source (i.e., a delta function in phase space), the first term on the series ( I 0 ( x , s ^ ) ) becomes Beer’s law as it is obtained by solving the unperturbed RTE ( ω = 0 ). In an unbounded domain under a cylindrical coordinate system ( r , z ), the unidirectional point source ( δ s ( s ^ k ^ ) δ c ( r ) δ ( z ) ) located at the origin and directed along 𝑘 (positive 𝑧 direction), with a radiation intensity of I s , yields the following expression for I 0 ( x , s ^ ) :

(2.5) I 0 ( r , z , ϕ p , s ^ ) = I s e z δ s ( s ^ k ^ ) δ c ( r ) U ( z ) ,

where U ( z ) is the Heaviside unit step function and r is a vector in a plane perpendicular to k ^ . It should be noted that δ c ( r ) in equation (2.5) is a delta function of r in polar coordinates. Additionally, δ s ( s ^ k ^ ) is a direction-wise delta function (on a unit sphere) defined as δ ( μ 1 ) δ ( ϕ ) , where 𝜇 is the cosine of the polar angle measured from k ^ , and 𝜙 the azimuthal angle.

The recursive formula in equation (2.4) can be used to compute the first-order scattering moment ( I 1 ( x , s ^ ) ) directly from equation (2.5), yielding the following integral:

(2.6) I 1 ( x , s ^ ) = ω I s 0 τ e τ 4 π 0 4 π e z δ s ( s ^ k ^ ) δ c ( r ) U ( z ) p ( s ^ s ^ ) d Ω d τ .

As reported previously [26], the integration on equation (2.6) yields

(2.7) I 1 ( z , r , ϕ p , Ω ) = ω I s r p ( μ ) e z 1 μ 2 e 1 μ 1 μ 2 r δ ( ϕ ϕ p ) U ( z r 2 + z 2 μ ) .

Equations (2.5) and (2.7) will be crucial to derive the MCRT algorithm from the RTE. On the other hand, no other analytical or closed-form solutions are available for higher-order terms; however, as will be shown in upcoming sections, this is not required. Instead, a stochastic version of equation (2.4) will prove highly useful.

3 Mathematical derivation of MCRT

Before deriving the mathematical relation between the algorithm of the MCRT and the RTE, we must define a probability measure. Monte Carlo simulations sample this measure; thus, its structure defines the sampling algorithm. First, we consider the absorption field (the fraction of photons absorbed at every point in phase space). The radiation absorption field due to a unidirectional point source (a ray) can be computed as

(3.1) 0 4 π κ I ( x , s ^ ) d Ω = n = 0 ( β ( 1 ω ) ω n 0 4 π L n { I 0 ( x , s ^ ) } d Ω ) .

This field can be recast as a dimensionless absorption probability distribution function ( f ( x , Ω ) ) in phase space (i.e., position and direction of propagation right before absorption) by dividing equation (3.1) by the ray’s initial radiative intensity ( I s ) and 𝛽 while bypassing the angular integration,

(3.2) f ( x , s ^ ) = n = 0 ( 1 ω ) ω n f n ( x , s ^ ) = n = 0 ( 1 ω ) ω n L n { f 0 ( x , s ^ ) } ,

where f n corresponds to I n divided by I s . Then f 0 is defined as e z δ s ( s ^ k ^ ) δ c ( r ) U ( z ) , and its integral over all values of the phase space equals one ( 0 4 π f 0 d Ω d V = 1 ), which holds for all subsequent terms in the series ( f i ) by noticing that 𝐿 is an energy-preserving operator [26]. Noting that the weights preceding each term in the summation also converge to one (i.e., n = 0 ( 1 ω ) ω n = 1 ), it can be concluded that the integral (over all values of space and direction) is unitary for f ( x , s ^ ) . Thus, given that f ( x , s ^ ) remains non-negative for all x and s ^ , it fulfills all the requirements to be considered a probability distribution function (PDF).

3.1 Sampling the open-form Green’s function

The MCRT algorithm aims at sampling f ( x , s ^ ) , describing the probability of photons or radiative energy propagating and absorbing at a given position ( x ) and along a given direction ( s ^ ) after interacting, possibly multiple times, with suspended particles. As f ( x , s ^ ) is a summation of other PDFs ( f n ( x , s ^ ) ), the probability mixing method allows sampling f ( x , s ^ ) by sampling the terms or moments in equation (3.2). The weight preceding each term in the series defines the selection probability. In this sense, expanding the terms in equation (3.2) and nesting the higher-order terms directly within the operator (considering 𝐿 is a linear operator) yields

(3.3) f ( x , s ^ ) = ( 1 ω ) f 0 ( x , s ^ ) + ω L { ( 1 ω ) f 0 ( x , s ^ ) + ω L { } } .

Nesting the terms of this open-form solution allows noticing that it can be split into two contributions (that add up to unity): one term corresponds to immediate photon absorption (preceded by ( 1 ω ) ) and another due to absorption after a subsequent scattering event (preceded by 𝜔). It should be noted that the argument within the operator 𝐿 in the second term contains, again, two terms preceded by the same weights. This recurrent structure already points to two crucial facts about MCRT:

  • 𝜔 is the criteria that allows deciding whether to sample a higher moment in the Neumann series solution, or not (i.e., if R < ω );

  • the selection of higher-order moments can be done by repeatedly applying this same criteria.

3.1.1 Sampling lower-order terms

Besides defining a criteria to select which moment of f ( x , s ^ ) to sample, the algorithm must also consider how to sample each term. Sampling (refer to equation (3.2)) implies each term must be integrated in phase space as

P = 1 μ 0 ϕ 0 r z 0 2 π f ( x , s ^ ) r d ϕ p d z d r d ϕ d μ .

The first term corresponds to the radiative energy transported by photons absorbed without experiencing a single scattering event. For a unidirectional point source (i.e., a photon bundle), the corresponding PDF is

f 0 ( x ) = e z U ( z ) δ ( r ) r δ ( ϕ ) δ ( μ )

Sampling this term implies determining the propagation direction ( s ) and displacement. More specifically, the spherical (direction-wise) and radial (position-wise) delta functions, in equation (2.5), point to the fact that s and 𝑟 (the propagation direction and the radial position, respectively), remain unchanged. Thus, computing the photon propagation along 𝑧 follows from

(3.4) P 0 ( x ) = z U ( z ) e z d z .

On the other hand, the dimensionless axial position (𝑧) can be interpreted as the photon flight length times the extinction coefficient ( l 0 β ), sampled between 0 and ∞ (due to the presence of the step function at 0, U ( z ) ). Thus, solving equation (3.4) and sampling the probability space (𝑃), then leaves

(3.5) l 0 ( x ) = 1 β ln ( R ) ,

where 𝑅 is a uniformly distributed random number, between 0 and 1.

The second term in equation (3.2), f 1 , corresponds to the radiative energy transported by photons absorbed after experiencing a single scattering event. The PDF for this second term reads

f 1 ( z , r , ϕ p , Ω ) = 1 r p ( μ ) 1 μ 2 e z e 1 μ 1 μ 2 r δ ( ϕ ϕ p ) U ( z r 2 + z 2 μ ) .

The first thing to notice is that the PDF is symmetric both in space ( ϕ p ) and direction (𝜙) such that one of these variables should be sampled from a uniform distribution (e.g., ϕ = 2 π R ); however, the term δ ( ϕ ϕ p ) also implies that ϕ = ϕ p . Thus, one random number fixes both variables. This leaves a dependence between 𝜇, 𝑟, 𝑧 as follows:

(3.6) P 1 = 1 μ z 0 r 1 r p ( μ ) 1 μ 2 e μ r 1 μ 2 z e r 1 μ 2 r d r d z d μ .

Before proceeding with the selection of 𝜇, 𝑟 and 𝑧, a change of variables is required. Figure 1 highlights the change of spatial variables required to recast equation (3.6) in terms of the photon flight lengths ( l i ), more commonly used by the traditional MCRT algorithm.

Figure 1 
                     Sample trajectory of the first scattering event, highlighting the variables involved in equation (3.6).
Figure 1

Sample trajectory of the first scattering event, highlighting the variables involved in equation (3.6).

Thus, the arguments in the exponential can be recast, by noticing (Figure 1) that

l 0 = z μ r 1 μ 2 (initial photon flight length) , l 1 = r 1 μ 2 (subsequent photon flight length) .

Then the integrand in equation (3.6) becomes

(3.7) P 1 = 1 μ 0 r z p ( μ ) e l 0 e l 1 d l 0 d l 1 d μ ,

as the denominator 1 r cancels out and 1 / 1 μ 2 is absorbed during the change of variables (as the determinant of the jacobian relating l 0 and l 1 to 𝑟 and 𝑧). Moreover, noticing that, under the change of variables, the step function U ( z r 2 + z 2 μ ) becomes U ( l 0 > 0 ) , the integration limits are analogous to equation (3.4) so that equation (3.7) can be expressed as

(3.8) P 1 = 0 l 0 e l 0 d l 0 1 μ p ( μ ) d μ 0 l 1 e l 1 d l 1 ,

yielding separable factors that point to the fact that this multi-dimensional PDF can be evaluated as three uncorrelated stochastic processes, i.e., as a Markov chain of events. Thus, sampling l 0 and l 1 is done as in equation (3.5), while 𝜇 is sampled by integrating and inverting the applicable phase function ( p ( μ ) ) as μ = P ( R ) 1 .

3.1.2 Sampling higher-order moments

Although there are no analytical expressions available for higher-order terms in the Neumann series, the procedure presented for lower-order terms can be used to generalize the sampling algorithm. For example, comparing equations (3.5) and (3.8) clarifies that the subsequent application of operator 𝐿 to a random walker (mathematically represented as a delta function) corresponds to adding a subsequent scattering and extinction steps in the Markov chain of events. Thus, sampling higher-order term in the Neumann series, for n 0 , is

(3.9) P n + 1 = P n 1 μ p ( μ ) d μ 0 l e l d l ,

which is the stochastic or Markov-Chain version of equation (2.4).

3.2 MCRT algorithm

Thus, as presented in Figure 2, sampling 𝑓 implies evolving the random walker’s location ( P ) and direction D by sorting the photon flight length (equation (3.5)), then sorting the possibility of extending the random walk (if R < ω ) by a subsequent scattering and extinction event (through equation (3.9)). In Figure 2, P s 1 represents the phase function after being integrated and inverted (from which μ s is sampled), while f represents the coordinate change that corrects the direction of propagation D . This should be noted as the sampled variables refer to a coordinate system centered at the random walker’s current position and direction ( μ = 0 points along the propagation direction, before scattering). Thus, a change of coordinates must be made to account for the random walker’s evolution on the global coordinate system.

Figure 2 
                  MCRT algorithm for the evolution of a random walker in phase space (position 
                        
                           
                              
                                 P
                                 →
                              
                           
                           
                           \vec{P}
                        
                      and direction 
                        
                           
                              
                                 D
                                 →
                              
                           
                           
                           \vec{D}
                        
                     ) in an unbounded domain.
The 𝑅’s represent uniformly distributed random numbers between 0 and 1, 𝐿 is the photon flight length, 
                        
                           
                              
                                 μ
                                 s
                              
                           
                           
                           \mu_{s}
                        
                      is the cosine of the scattering angle.
Figure 2

MCRT algorithm for the evolution of a random walker in phase space (position P and direction D ) in an unbounded domain. The 𝑅’s represent uniformly distributed random numbers between 0 and 1, 𝐿 is the photon flight length, μ s is the cosine of the scattering angle.

4 Conclusions

This work presents a way to obtain and justify the MCRT algorithm directly from the RTE in a compact and straightforward fashion, pointing to the fact that the physical interpretation of the radiative transfer process is not an obliged path to define the MCRT sampling algorithm for newcomers. Rather, it is desirable that both paths (the physical and mathematical derivations) are used to better convey, in a succinct and clear fashion, the mathematical foundations of MC methods applied to radiative transfer problems. Besides the theoretical and pedagogical value, it is expected that this simplified procedure to justify the link between MCRT and the RTE will help in devising different ways in which MCRT can be modified to sample the proposed 𝑓 (equation (3.3)) or coupled to other numerical methods, especially with those numerical methods heavily rooted in the RTE through mathematical considerations such as the Spherical Harmonics and the Discrete Ordinates methods.

Award Identifier / Grant number: TA100720

Funding statement: The authors acknowledge the financial support from DGAPA-PAPIIT-UNAM through project grant TA100720 “Modelado de Transporte Radiativo para Escalamiento de Reactores Fotocatalíticos y Fotobiológicos”. A. Balbuena Ortega acknowledges support from program “Investigadores por México” CONACyT.

  1. Conflict of Interest: The authors have no competing interests to declare that are relevant to the content of this article.

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Received: 2021-06-17
Revised: 2022-12-31
Accepted: 2023-01-19
Published Online: 2023-01-27
Published in Print: 2023-06-01

© 2023 the author(s), published by De Gruyter

This work is licensed under the Creative Commons Attribution 4.0 International License.

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