  Using Monte Carlo simulations, we demonstrate photopion production from
Fermi-accelerated protons and the resulting neutrino production in gamma-ray
bursts. Unless internal shocks occur at quite large distance from the center,
ultra high-energy protons are depleted by photopion production and synchrotron
radiation. Internal shocks at fiducial distance cause neutrino bursts, which
accompany gamma-ray bursts originating from electromagnetic cascades.
