Exponential convergence for Monte Carlo particle transport
Tom Booth
Abstract
Tom Booth
Abstract
Monte Carlo transport calculations are usually preferred to deterministic transport calculations whenever computing resources permit. Unlike most deterministic methods, the Monte Carlo method is easily applicable in arbitrary geometries and can use the nuclear data without approximation. If complete and exact data are supplied, Monte Carlo calculations are exact as N ..-->.. infinity; N is the number of samples. The problem with most Monte Carlo calculations is that the convergence rate is only N/sup -1/2/. This paper demonstrates a simple Monte Carlo learning technique that has exponential-like convergence.
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Monte Carlo transport calculations are usually preferred to deterministic transport calculations whenever computing resources permit. Unlike most deterministic methods, the Monte Carlo method is easily applicable in arbitrary geometries and can use the nuclear data without approximation. If complete and exact data are supplied, Monte Carlo calculations are exact as N ..-->.. infinity; N is the number of samples. The problem with most Monte Carlo calculations is that the convergence rate is only N/sup -1/2/. This paper demonstrates a simple Monte Carlo learning technique that has exponential-like convergence.
Key concepts: Monte Carlo method, Monte Carlo molecular modeling, Dynamic Monte Carlo method, Monte Carlo method in statistical physics, Hybrid Monte Carlo, Statistical physics, Monte Carlo integration, Quasi-Monte Carlo method