Acknowledgement |
|
xvii | |
About the Author |
|
xix | |
|
|
1 | (6) |
|
1.1 History Of Monte Carlo Simulation |
|
|
1 | (3) |
|
1.2 Status Of Monte Carlo Codes |
|
|
4 | (1) |
|
1.3 Motivation For Writing This Book |
|
|
5 | (1) |
|
1.4 Author's Message To Instructors |
|
|
6 | (1) |
|
Chapter 2 Random Variables and Sampling |
|
|
7 | (24) |
|
|
8 | (1) |
|
|
8 | (4) |
|
2.2.1 Discrete random variable |
|
|
9 | (1) |
|
2.2.2 Continuous random variable |
|
|
10 | (1) |
|
2.2.3 Notes on pdf and cdf characteristics |
|
|
11 | (1) |
|
|
12 | (1) |
|
2.4 Derivation Of The Fundamental Formulation Of Monte Carlo (Ffmc) |
|
|
13 | (2) |
|
2.5 Sampling One-Dimensional Density Functions |
|
|
15 | (6) |
|
2.5.1 Analytical inversion |
|
|
15 | (1) |
|
2.5.2 Numerical inversion |
|
|
15 | (2) |
|
2.5.3 Probability mixing method |
|
|
17 | (1) |
|
2.5.4 Rejection technique |
|
|
18 | (1) |
|
2.5.5 Numerical evaluation |
|
|
19 | (2) |
|
|
21 | (1) |
|
2.6 Sampling Multidimensional Density Functions |
|
|
21 | (2) |
|
2.7 Example Procedures For Sampling A Few Commonly Used Distributions |
|
|
23 | (4) |
|
2.7.1 Normal distribution |
|
|
24 | (1) |
|
|
25 | (1) |
|
2.7.3 Cosine and sine functions sampling |
|
|
25 | (2) |
|
|
27 | (4) |
|
Chapter 3 Random Number Generator (RNG) |
|
|
31 | (24) |
|
|
31 | (1) |
|
3.2 Random Number Generation Approaches |
|
|
32 | (3) |
|
3.3 Pseudo Random Number Generators (Prngs) |
|
|
35 | (8) |
|
3.3.1 Congruential Generators |
|
|
35 | (7) |
|
3.3.2 Multiple Recursive Generator |
|
|
42 | (1) |
|
|
43 | (4) |
|
|
44 | (1) |
|
3.4.1.1 Χ2 -- distribution |
|
|
44 | (1) |
|
3.4.1.2 Procedure for the use of Χ2 -- test |
|
|
45 | (1) |
|
|
45 | (1) |
|
|
46 | (1) |
|
|
46 | (1) |
|
|
46 | (1) |
|
|
46 | (1) |
|
3.4.7 Serial correlation test |
|
|
47 | (1) |
|
3.4.8 Serial test via plotting |
|
|
47 | (1) |
|
3.5 Example For Testing A Prng |
|
|
47 | (5) |
|
3.5.1 Evaluation of PRNG based on period and average |
|
|
47 | (3) |
|
3.5.2 Serial test via plotting |
|
|
50 | (2) |
|
|
52 | (3) |
|
Chapter 4 Fundamentals of Probability and Statistics |
|
|
55 | (42) |
|
|
56 | (1) |
|
|
57 | (5) |
|
|
57 | (2) |
|
4.2.2 Useful formulation for the expectation operator |
|
|
59 | (1) |
|
|
60 | (2) |
|
4.3 Sample Expectation Values In Statistics |
|
|
62 | (3) |
|
|
62 | (1) |
|
|
63 | (2) |
|
4.4 Precision And Accuracy Of A Sample Average |
|
|
65 | (1) |
|
4.5 Commonly Used Density Functions |
|
|
65 | (14) |
|
4.5.1 Uniform density function |
|
|
65 | (1) |
|
4.5.2 Binomial density function |
|
|
66 | (1) |
|
4.5.2.1 Bernoulli process |
|
|
66 | (1) |
|
4.5.2.2 Derivation of the Binomial density function |
|
|
67 | (3) |
|
4.5.3 Geometric density function |
|
|
70 | (1) |
|
4.5.4 Poisson density function |
|
|
71 | (2) |
|
4.5.5 Normal (Gaussian) density function |
|
|
73 | (6) |
|
4.6 Limit Theorems And Their Applications |
|
|
79 | (6) |
|
4.6.1 Corollary to the de Moivre-Laplace limit theorem |
|
|
80 | (3) |
|
4.6.2 Central limite theorem |
|
|
83 | (1) |
|
4.6.2.1 Demonstration of the Central Limit Theorem |
|
|
84 | (1) |
|
4.7 General Formulation Of The Relative Uncertainty |
|
|
85 | (2) |
|
4.7.1 Special case of a Bernoulli random process |
|
|
87 | (1) |
|
4.8 Confidence Level For Finite Sampling |
|
|
87 | (4) |
|
4.8.1 Student's t-distribution |
|
|
88 | (2) |
|
4.8.2 Determination of confidence level and application of the t-distribution |
|
|
90 | (1) |
|
4.9 Test Of Normality Of Distribution |
|
|
91 | (6) |
|
4.9.1 Test of skewness coefficient |
|
|
91 | (1) |
|
4.9.2 Shapiro-Wilk test for normality |
|
|
91 | (6) |
|
Chapter 5 Integrals and Associated Variance Reduction Techniques |
|
|
97 | (20) |
|
|
97 | (1) |
|
5.2 Evaluation Of Integrals |
|
|
98 | (1) |
|
5.3 Variance Reduction Techniques For Determination Of Integrals |
|
|
99 | (16) |
|
5.3.1 Importance sampling |
|
|
100 | (3) |
|
5.3.2 Control variates technique |
|
|
103 | (1) |
|
5.3.3 Stratified sampling technique |
|
|
104 | (9) |
|
|
113 | (2) |
|
|
115 | (2) |
|
Chapter 6 Fixed-Source Monte Carlo Particle Transport |
|
|
117 | (20) |
|
|
117 | (1) |
|
6.2 Introduction To The Linear Boltzmann Equation |
|
|
118 | (2) |
|
6.3 Monte Carlo Method For Simplified Particle Transport |
|
|
120 | (8) |
|
6.3.1 Sampling path length |
|
|
121 | (2) |
|
6.3.2 Sampling interaction type |
|
|
123 | (1) |
|
6.3.2.1 Procedure for N(> 2) interaction type |
|
|
123 | (1) |
|
6.3.2.2 Procedure for a discrete random variable with N outcomes of equal probabilities |
|
|
124 | (1) |
|
6.3.3 Selection of scattering angle |
|
|
125 | (3) |
|
6.4 A 1-D Monte Carlo Algorithm |
|
|
128 | (2) |
|
6.5 Perturbation Via Correlated Sampling |
|
|
130 | (1) |
|
6.6 How To Examine Statistical Reliability Of Monte Carlo Results |
|
|
131 | (1) |
|
|
132 | (5) |
|
Chapter 7 Variance reduction techniques for fixed-sourceparticle transport |
|
|
137 | (20) |
|
|
138 | (1) |
|
7.2 Overview Of Variance Reduction For Fixed-Source Particle Transport |
|
|
139 | (1) |
|
7.3 Pdf Biasing With Russian Roulette |
|
|
140 | (4) |
|
7.3.1 Implicit capture or survival biasing with Russian roulette |
|
|
140 | (1) |
|
7.3.1.1 Russian roulette technique |
|
|
141 | (1) |
|
7.3.2 Path-length biasing |
|
|
141 | (1) |
|
7.3.3 Exponential transformation biasing |
|
|
142 | (1) |
|
7.3.4 Forced collision biasing |
|
|
143 | (1) |
|
7.4 Particle Splitting With Russian Roulette |
|
|
144 | (3) |
|
7.4.1 Geometric splitting |
|
|
145 | (2) |
|
|
147 | (1) |
|
|
147 | (1) |
|
7.5 Weight-Window Technique |
|
|
147 | (1) |
|
|
148 | (2) |
|
7.6.1 Importance (adjoint) function methodology |
|
|
148 | (2) |
|
7.6.2 Source biasing based on the importance sampling |
|
|
150 | (1) |
|
|
150 | (2) |
|
|
151 | (1) |
|
7.7.1.1 FW-CADIS technique |
|
|
152 | (1) |
|
|
152 | (5) |
|
Chapter 8 Scoring/Tallying |
|
|
157 | (16) |
|
|
157 | (1) |
|
8.2 Major Physical Quantities In Particle Transport |
|
|
158 | (1) |
|
8.3 Tallying In A Steady-State System |
|
|
159 | (7) |
|
8.3.1 Collision estimator |
|
|
160 | (1) |
|
8.3.2 Path-length estimator |
|
|
161 | (1) |
|
8.3.3 Surface-crossing estimator |
|
|
162 | (1) |
|
8.3.3.1 Estimation of partial and net currents |
|
|
163 | (1) |
|
8.3.3.2 Estimation of flux on a surface |
|
|
163 | (1) |
|
8.3.4 Analytical estimator |
|
|
164 | (2) |
|
8.4 Time-Dependent Tallying |
|
|
166 | (2) |
|
8.5 Formulation Of Tallies When Variance Reduction Used |
|
|
168 | (1) |
|
8.6 Estimation Of Relative Uncertainty Of Tallies |
|
|
169 | (1) |
|
8.7 Uncertainty In A Random Variable Dependent On Other Random Variables |
|
|
170 | (1) |
|
|
171 | (2) |
|
Chapter 9 Geometry and particle tracking |
|
|
173 | (14) |
|
|
173 | (1) |
|
9.2 Combinatorial Geometry Approach |
|
|
174 | (4) |
|
9.2.1 Definition of a surface |
|
|
175 | (2) |
|
9.2.2 Definition of cells |
|
|
177 | (1) |
|
9.2.3 Examples for irregular cells |
|
|
177 | (1) |
|
9.3 Description Of Boundary Conditions |
|
|
178 | (3) |
|
|
181 | (2) |
|
|
183 | (4) |
|
Chapter 10 Eigenvalue (criticality) Monte Carlo method for particle transport |
|
|
187 | (28) |
|
|
188 | (1) |
|
10.2 Theory Of Power Iteration For Eigenvalue Problems |
|
|
189 | (2) |
|
10.3 Monte Carlo Eigenvalue Calculation |
|
|
191 | (9) |
|
10.3.1 Random variables for sampling fission neutrons |
|
|
192 | (1) |
|
10.3.1.1 Number of fission neutrons |
|
|
192 | (1) |
|
10.3.1.2 Energy of fission neutrons |
|
|
193 | (1) |
|
10.3.1.3 Direction of fission neutrons |
|
|
193 | (1) |
|
10.3.2 Procedure for Monte Carlo Eigenvalue simulation |
|
|
194 | (2) |
|
10.3.2.1 Estimators for sampling fission neutrons |
|
|
196 | (2) |
|
10.3.3 A method to combine the estimators |
|
|
198 | (2) |
|
10.4 Issues Associated With The Standard Eigenvalue Monte Carlo Simulation Procedure |
|
|
200 | (1) |
|
10.5 Diagnostic Tests For Source Convergence |
|
|
201 | (3) |
|
10.5.1 Shannon entropy technique |
|
|
201 | (1) |
|
10.5.1.1 Concept of Shannon entropy |
|
|
201 | (1) |
|
10.5.1.2 Application of the Shannon entropy to the fission neutron source |
|
|
202 | (1) |
|
10.5.2 Center of Mass (COM) technique |
|
|
202 | (2) |
|
10.6 Standard Eigenvalue Monte Carlo Calculation - Performance, Analysis, Shortcomings |
|
|
204 | (7) |
|
10.6.1 A procedure for selection of appropriate eigenvalue parameters |
|
|
204 | (1) |
|
10.6.2 Demonstration of the shortcomings of the standard eigenvalue Monte Carlo calculation |
|
|
204 | (1) |
|
|
205 | (1) |
|
10.6.2.2 Results and analysis |
|
|
205 | (6) |
|
|
211 | (4) |
|
Chapter 11 Fission matrix methods for eigenvalue Monte Carlo simulation |
|
|
215 | (22) |
|
|
216 | (1) |
|
11.2 Derivation Of Formulation Of The Fission-Matrix Methodology |
|
|
216 | (5) |
|
11.2.1 Implementation of the FM method - Approach 1 |
|
|
217 | (2) |
|
11.2.2 Implementation of the FM method - Approach 2 |
|
|
219 | (1) |
|
11.2.2.1 Issues associated with the FMBMC approach |
|
|
219 | (2) |
|
11.3 Application Of The Fm Method - Approach 1 |
|
|
221 | (13) |
|
11.3.1 Modeling spent fuel facilities |
|
|
221 | (1) |
|
11.3.1.1 Problem description |
|
|
221 | (1) |
|
11.3.1.2 FM coefficient pre-calculation |
|
|
222 | (1) |
|
11.3.1.3 Comparison of RAPID to Serpent - Accuracy and Performance |
|
|
223 | (4) |
|
|
227 | (1) |
|
11.3.3 A few innovative techniques for generation or correction of FM coeffiicients |
|
|
227 | (1) |
|
11.3.3.1 Geometric similarity |
|
|
227 | (1) |
|
11.3.3.2 Boundary correction |
|
|
228 | (1) |
|
11.3.3.3 Material discontinuity |
|
|
229 | (1) |
|
11.3.4 Simulation of the OECD/NEA benchmark |
|
|
230 | (4) |
|
11.4 Development Of Other Fm Matrix Based Formulations |
|
|
234 | (1) |
|
|
234 | (3) |
|
Chapter 12 "Vector and parallel processing of Monte Carlo particle transport |
|
|
237 | (16) |
|
|
237 | (1) |
|
|
238 | (3) |
|
|
238 | (1) |
|
|
239 | (1) |
|
12.2.1 Vector performance |
|
|
240 | (1) |
|
|
241 | (4) |
|
12.3.1 Parallel performance |
|
|
242 | (2) |
|
12.3.1.1 Factors affecting the parallel performance |
|
|
244 | (1) |
|
12.4 Vectorization Of The Monte Carlo Particle Transport Methods |
|
|
245 | (1) |
|
12.5 Parallelization Of The Monte Carlo Particle Transport Methods |
|
|
246 | (1) |
|
12.5.1 Other possible parallel Monte Carlo particle transport algorithms |
|
|
247 | (1) |
|
12.6 Development Of A Parallel Algorithm Using Mpi |
|
|
247 | (1) |
|
|
248 | (5) |
|
|
253 | (4) |
|
A.1 Integer Operations On A Binary Computer |
|
|
253 | (4) |
|
|
257 | (4) |
|
B.1 Derivation Of A Formulation For The Scattering Direction In A 3-D Domain |
|
|
257 | (4) |
|
|
261 | (2) |
|
C.1 Solid Angle Formulation |
|
|
261 | (2) |
|
|
263 | (4) |
|
D.1 Energy-Dependent Neutron-Nuclear Interactions In Monte Carlo Simulation |
|
|
263 | (1) |
|
|
263 | (1) |
|
|
264 | (1) |
|
|
265 | (1) |
|
D.5 Scattering At Thermal Energies |
|
|
266 | (1) |
|
|
267 | (6) |
|
|
267 | (6) |
|
E.1.1 Derivation of the Shannon entropy - Approach 1 |
|
|
267 | (3) |
|
E.1.2 Derivation of the Shannon entropy - Approach 2 |
|
|
270 | (3) |
Bibliography |
|
273 | (12) |
Index |
|
285 | |