Quasi-Monte Carlo Methods for Particle Transport Problems
Particle transport problems arise in such diverse application areas as the modeling of nuclear reactors and of semiconductor devices, and in the remote sensing of underground geologic features. Conventional Monte Carlo methods solve such problems by using pseudorandom numbers to make decisions at the microscopic level in order to draw conclusions about the macroscopic behavior of the system. Application of quasirandom (low discrepancy) sequences to such problems encounters certain difficulties that must be overcome if predictable gains over the use of pseudorandom Monte Carlo are to be realized. This paper outlines several ideas for achieving this and presents the results of “model” problem analyses and numerical tests of these ideas.
KeywordsModel Problem Mixed Strategy Transport Problem Pseudorandom Sequence Neumann Series
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