Adaptive Reweighted Variance Estimation for Monte Carlo Eigenvalue Simulations

Jin, Lei; Banerjee, Kaushik

doi:10.1080/00295639.2019.1678104

Adaptive Reweighted Variance Estimation for Monte Carlo Eigenvalue Simulations

Journal Article · Wed Nov 13 00:00:00 EST 2019 · Nuclear Science and Engineering

DOI:https://doi.org/10.1080/00295639.2019.1678104· OSTI ID:1607052

Jin, Lei ^[1]; ^[2]

Texas A & M Univ. at Corpus Christi, TX (United States)
Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States)

Monte Carlo (MC) simulation is used to solve the eigenvalue form of the Boltzmann transport equation to estimate various parameters such as fuel pin flux distributions that are crucial for the safe and efficient operation of nuclear systems (e.g., a nuclear reactor). Monte Carlo eigenvalue simulation uses a sample mean over many stationary cycles (iterations) to estimate various parameters important to nuclear systems. A variance estimate of the sample mean is often used for calculating the confidence intervals. However, MC eigenvalue simulation variance estimators that ignore the intercycle correlation underestimate the true variance of the estimated quantity. This paper presents novel data-adaptive approaches based on a simple autoregressive (AR) model and sigmoid functions to improve MC variance estimation. The standard MC sample-based variance estimator (or naïve estimator) and the spectral density–based MC variance estimator are enhanced by adding data-adaptive components that reduce their bias and improve performance. By investigating the frequency pattern of the AR(1) (order 1) model, two adaptive spectral estimators and one adaptive naïve estimator are proposed. The proposed estimators manifest superior performance when applied to three test problems compared to the standard spectral density–based estimator previously introduced by the authors. In conclusion, these new estimators are straightforward, as they use online algorithms and do not require storage of tallies from all active cycles.

View Accepted Manuscript (DOE)

Research Organization:: Oak Ridge National Laboratory (ORNL), Oak Ridge, TN (United States)

Sponsoring Organization:: USDOE

Grant/Contract Number:: AC05-00OR22725

OSTI ID:: 1607052

Journal Information:: Nuclear Science and Engineering, Journal Name: Nuclear Science and Engineering Journal Issue: 3 Vol. 194; ISSN 0029-5639

Publisher:: American Nuclear Society - Taylor & FrancisCopyright Statement

Country of Publication:: United States

Language:: English

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73 NUCLEAR PHYSICS AND RADIATION PHYSICS
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Monte Carlo eigenvalue simulation
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Adaptive Reweighted Variance Estimation for Monte Carlo Eigenvalue Simulations

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