Simplified, Analytically Solvable Model Problem for Non-Analog Monte Carlo Methods

Mathematical and Computational Applications

Çeçen, Yiğit¹ 

关键词: non-analog Monte Carlo;    variance reduction;    neutron transport;   

DOI  :  10.3390/mca19020134

学科分类：计算数学

来源: mdpi

【 摘 要 】

In Monte Carlo particle transport, it is important to change the variance of calculations of relatively rare events with a technique known as non-analog Monte Carlo.In order to reduce the variance and the computation time, biasing techniques are introduced to accelerate the calculation convergence without changing the outcome. However these variance reduction techniques are often complex and can only be solved by computer codes. In this study, a simplified, analytically solvable model problem is introducedfornon-analogMonteCarlomethods.Asampleproblemforneutrons passing through a thick shield is simulated. The drawback of this simulation is the expensive computation time and large variance for analog Monte Carlo methods. So, biasing techniques like implicit capture and splitting are introduced and the problem is solved analytically.

【 授权许可】

CC BY