Simultaneous Monte Carlo zero-variance estimates of several correlated means

Journal Article · Mon Dec 01 00:00:00 EST 1997 · Transactions of the American Nuclear Society

OSTI ID:552461

Booth, T E ^[1]

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1. Los Alamos National Lab., NM (United States)

Zero-variance procedures have been in existence since the dawn of Monte Carlo. Previous works all treat the problem of zero-variance solutions for a single tally. However, suppose one is interested in a whole series of related tallies? For example, suppose one desires the current exiting a shield in each of 1000 angular bins? A zero-variance solution for any angle bin i is an infinite variance solution in every angle bin j {ne} i, yet the zero-variance biasing required for all angle bins is very similar until within about a free path of the tally surface. This paper exploits this similarity and gives a mathematical demonstration that two tallies can be zero-variance biased simultaneously.

• OSTI ID: 552461
• Report Number(s): CONF-971125-; ISSN 0003-018X; TRN: 98:001670
• Journal Information: Transactions of the American Nuclear Society, Vol. 77; Conference: 1997 American Nuclear Society (ANS) winter meeting, Albuquerque, NM (United States), 16-20 Nov 1997; Other Information: PBD: 1997
• Country of Publication: United States
• Language: English

Related Subjects

66 PHYSICS
99 MATHEMATICS
COMPUTERS
INFORMATION SCIENCE
MANAGEMENT
LAW
MISCELLANEOUS
NEUTRON TRANSPORT
MONTE CARLO METHOD
SHIELDING
PROBABILITY