Adaptive Monte Carlo Algorithms Applied to Heterogeneous Transport Problems

被引:3
|
作者
Bhan, Katherine [1 ]
Kong, Rong [2 ]
Spanier, Jerome [1 ,2 ]
机构
[1] Univ Calif Irvine, Beckman Laser Inst, 1002 Hlth Sci Rd, Irvine, CA 92717 USA
[2] Claremont Grad Univ, Claremont, CA USA
来源
MONTE CARLO AND QUASI-MONTE CARLO METHODS 2008 | 2009年
基金
美国国家科学基金会;
关键词
CONVERGENCE; SIMULATIONS;
D O I
10.1007/978-3-642-04107-5_12
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
We apply three generations of geometrically convergent adaptive Monte Carlo algorithms to solve a model transport problem with severe heterogeneities in energy. In the first generation algorithms an arbitrarily precise solution of the transport equation is sought pointwise. In the second generation algorithms the solution is represented more economically as a vector of regionwise averages over a fixed uniform phase space decomposition. The economy of this representation provides geometric reduction in error to a precision limited by the granularity of the imposed phase space decomposition. With the third generation algorithms we address the question of how the second generation uniform phase space subdivision should be refined in order to achieve additional geometric learning. A refinement strategy is proposed based on an information density function that combines information from the transport equation and its dual.
引用
收藏
页码:209 / +
页数:3
相关论文
共 50 条
  • [21] Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms
    Roberts, Gareth O.
    Rosenthal, Jeffrey S.
    JOURNAL OF APPLIED PROBABILITY, 2007, 44 (02) : 458 - 475
  • [22] ON THE CONTAINMENT CONDITION FOR ADAPTIVE MARKOV CHAIN MONTE CARLO ALGORITHMS
    Bai, Yan
    Roberts, Gareth O.
    Rosenthal, Jeffrey S.
    ADVANCES AND APPLICATIONS IN STATISTICS, 2011, 21 (01) : 1 - 54
  • [23] Monte Carlo modelling of photon transport using Heterogeneous Computing
    Doerner, E.
    Rebolledo, C.
    Gomez, V
    XX CHILEAN PHYSICS SYMPOSIUM, 2018, 1043
  • [24] CONVERGENCE OF ADAPTIVE AND INTERACTING MARKOV CHAIN MONTE CARLO ALGORITHMS
    Fort, G.
    Moulines, E.
    Priouret, P.
    ANNALS OF STATISTICS, 2011, 39 (06): : 3262 - 3289
  • [25] A Fano cavity test for Monte Carlo proton transport algorithms
    Sterpin, Edmond
    Sorriaux, Jefferson
    Souris, Kevin
    Vynckier, Stefaan
    Bouchard, Hugo
    MEDICAL PHYSICS, 2014, 41 (01)
  • [26] Parallel resolvent Monte Carlo algorithms for linear algebra problems
    Dimov, I
    Alexandrov, V
    Karaivanova, A
    MATHEMATICS AND COMPUTERS IN SIMULATION, 2001, 55 (1-3) : 25 - 35
  • [27] Green's function Monte Carlo algorithms for elliptic problems
    Dimov, IT
    Papancheva, RY
    MATHEMATICS AND COMPUTERS IN SIMULATION, 2003, 63 (06) : 587 - 604
  • [28] Adaptive importance sampling algorithms for transport problems
    Lai, YZ
    Spanier, J
    MONTE CARLO AND QUASI-MONTE CARLO METHODS 1998, 2000, : 273 - 283
  • [29] ON THE CONVERGENCE RATES OF SOME ADAPTIVE MARKOV CHAIN MONTE CARLO ALGORITHMS
    Atchade, Yves
    Wang, Yizao
    JOURNAL OF APPLIED PROBABILITY, 2015, 52 (03) : 811 - 825
  • [30] Parallel importance separation and adaptive Monte Carlo algorithms for multiple integrals
    Dimov, I
    Karaivanova, A
    Georgieva, R
    Ivanovska, S
    NUMERICAL METHODS AND APPLICATIONS, 2003, 2542 : 99 - 107