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

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...

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Veröffentlicht in:Mathematical and computational applications 2014-08, Vol.19 (2), p.134-143
Hauptverfasser: Çeçen, Yiğit, Tombakoğlu, Mehmet
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description 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 introduced for non-analog Monte Carlo methods. A sample problem for neutrons 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.
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title Simplified, Analytically Solvable Model Problem for Non-Analog Monte Carlo Methods
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