Optimization of Linear Monte Carlo Calculations

Troubetzkoy, E.S.

doi:10.13182/nse91-a23797

Cited by 5 publications

(2 citation statements)

References 0 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…& [5}. and Troubetzkoy [23]). Because the imoortance scheme is continually being updated, lhopefully improved} we may expect to obtain better than :he n-_ rate of convergence given by lid simulation.…”

Section: Markov Chain Modelsmentioning

confidence: 99%

“…23). Using the central limit theorem a 95c_ confidence interval for the probability of reaching the target starting at (25,0) was given by(4.382 4-0.475) • 10-34. formaz (/i6 ,Tx ,f15.6,5x, 1pe11.3) 90 continue end c *************************************************** subroutine iterat ion(n,k, p, s, score, trans, matrix p c n is # of states, s is the payoff c vector, estimates of expected score are given in score.…”

mentioning

confidence: 99%

See 1 more Smart Citation

Rare event simulation in radiation transport

Kollman

1993

View full text Add to dashboard Cite

This dissertation studies methods for estimating extremely small probabilities by ._Ionte Carlo simuiation. Problems in radiation transport typically involve estimating very rare events or the expected value of a random variable which is with overwhelming probability equal to zero. These problems often have high dimensional state spaces and irregular geometries so that analytic solutions are not possible. Monte Carlo simulation must be used to estimate the radiation dosage being transported to a particular location. If the area is well shielded the probability of any one particular particle getting through is very small. Because of the large number of particles involv,ed, even a tiny fraction penetrating the shield may represent an unacceptable level of radiation. It therefore becomes critical to be able to accurately estimate this Finally, and most importantly, I thank my parents whose love and support have helped me make it through graduate school. Thev were there for me when things got tough to tell me not to give up.

show abstract

Section: Markov Chain Modelsmentioning

confidence: 99%

mentioning

confidence: 99%