Simultaneous Monte Carlo zero-variance estimates of several correlated means

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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. One often wants to get low variance solutions to more than one tally. When the sets of random walks needed for two tallies are similar, it is more efficient to do zero variance biasing for both tallies in the same Monte Carlo run, instead of two separate runs. The theory presented here correlates the random walks of particles by the similarity of their tallies. Particles with dissimilar tallies rapidly become uncorrelated whereas particles ... continued below

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8 p.

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Booth, T.E. August 1, 1997.

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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. One often wants to get low variance solutions to more than one tally. When the sets of random walks needed for two tallies are similar, it is more efficient to do zero variance biasing for both tallies in the same Monte Carlo run, instead of two separate runs. The theory presented here correlates the random walks of particles by the similarity of their tallies. Particles with dissimilar tallies rapidly become uncorrelated whereas particles with similar tallies will stay correlated through most of their random walk. The theory herein should allow practitioners to make efficient use of zero-variance biasing procedures in practical problems.

Physical Description

8 p.

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INIS; OSTI as DE97009129

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  • 1997 American Nuclear Society (ANS) winter meeting, Albuquerque, NM (United States), 16-20 Nov 1997

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  • Other: DE97009129
  • Report No.: LA-UR--97-2403
  • Report No.: CONF-971125--
  • Grant Number: W-7405-ENG-36
  • Office of Scientific & Technical Information Report Number: 642735
  • Archival Resource Key: ark:/67531/metadc689690

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  • August 1, 1997

Added to The UNT Digital Library

  • Aug. 14, 2015, 8:43 a.m.

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  • May 5, 2016, 7:20 p.m.

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Booth, T.E. Simultaneous Monte Carlo zero-variance estimates of several correlated means, article, August 1, 1997; New Mexico. (digital.library.unt.edu/ark:/67531/metadc689690/: accessed April 20, 2018), University of North Texas Libraries, Digital Library, digital.library.unt.edu; crediting UNT Libraries Government Documents Department.