Title of article
Variationally Processed Monte Carlo Transport Theory
Author/Authors
Allagi، نويسنده , , Mabruk O.; Lewins، نويسنده , , Jeffery D.; Parks، نويسنده , , Geoffrey T، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1998
Pages
14
From page
1055
To page
1068
Abstract
Monte Carlo methods are widely used in neutron and reactor studies.
They commonly are accelerated by a variety of variance reduction techniques,
including adjoint weighting. We propose a new use of the adjoint - in a variational
principle to process the Monte Carlo results. In many cases the estimation
of the adjoint function is available from the Monte Carlo simulation
without further sampling. In this paper we explore a simple model, chosen for
known exact results, to compare the benefit of such a variational processing
over straight analogue Monte Carlo simulation.
The variational Monte Carlo results, for this system, are shown to yield
improvement in the accuracy for the same computational cost. Despite the
fact that variational results when used during Monte Carlo runs can be
biased, they are associated with large reductions in variance.
Comparing the ways in which variational expressions are processed, the most
gain in accuracy is obtained by completing the Monte Carlo simulation before
post-processing with the variational principle.
Journal title
Annals of Nuclear Energy
Serial Year
1998
Journal title
Annals of Nuclear Energy
Record number
405259
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