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Exponential convergence with adaptive Monte Carlo

Journal Article · · Transactions of the American Nuclear Society
OSTI ID:552457
 [1]
  1. Los Alamos National Lab., NM (United States)

Nonadaptive Monte Carlo errors converge to zero as the square root of the computer time. {open_quotes}Exponential convergence{close_quotes} refers to cases where the error is decreasing exponentially with computer time t (i.e., e{sup -{alpha}t}). For more than a decade, it has been known that exponential convergence on discrete transport problems was possible using adaptive Monte Carlo techniques. Now, exponential convergence has been empirically demonstrated on a spatially continuous problem.

OSTI ID:
552457
Report Number(s):
CONF-971125--
Journal Information:
Transactions of the American Nuclear Society, Journal Name: Transactions of the American Nuclear Society Vol. 77; ISSN 0003-018X; ISSN TANSAO
Country of Publication:
United States
Language:
English

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