GEOMETRICAL SPLITTING IN MONTE CARLO.

A. Dubi; T. Elperin; Donald J. Dudziak

doi:10.13182/NSE82-A21411

GEOMETRICAL SPLITTING IN MONTE CARLO.

A. Dubi, T. Elperin, Donald J. Dudziak

Research output: Contribution to journal › Article › peer-review

14 Scopus citations

Abstract

A statistical model is presented by which a direct statistical approach yielded an analytic expression for the second moment, the variance ratio, and the benefit function in a model of an n surface-splitting Monte Carlo game. In addition to the insight into the dependence of the second moment on the splitting parameters the main importance of the expressions developed lies in their potential to become a basis for in-code optimization of splitting through a general algorithm. Refs.

Original language	English
Pages (from-to)	139-161
Number of pages	23
Journal	Nuclear Science and Engineering
Volume	80
Issue number	1
DOIs	https://doi.org/10.13182/NSE82-A21411
State	Published - 1 Jan 1982

ASJC Scopus subject areas

Nuclear Energy and Engineering

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title = "GEOMETRICAL SPLITTING IN MONTE CARLO.",

abstract = "A statistical model is presented by which a direct statistical approach yielded an analytic expression for the second moment, the variance ratio, and the benefit function in a model of an n surface-splitting Monte Carlo game. In addition to the insight into the dependence of the second moment on the splitting parameters the main importance of the expressions developed lies in their potential to become a basis for in-code optimization of splitting through a general algorithm. Refs.",

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AU - Dudziak, Donald J.

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N2 - A statistical model is presented by which a direct statistical approach yielded an analytic expression for the second moment, the variance ratio, and the benefit function in a model of an n surface-splitting Monte Carlo game. In addition to the insight into the dependence of the second moment on the splitting parameters the main importance of the expressions developed lies in their potential to become a basis for in-code optimization of splitting through a general algorithm. Refs.

AB - A statistical model is presented by which a direct statistical approach yielded an analytic expression for the second moment, the variance ratio, and the benefit function in a model of an n surface-splitting Monte Carlo game. In addition to the insight into the dependence of the second moment on the splitting parameters the main importance of the expressions developed lies in their potential to become a basis for in-code optimization of splitting through a general algorithm. Refs.

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DO - 10.13182/NSE82-A21411

M3 - Article

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GEOMETRICAL SPLITTING IN MONTE CARLO.

Abstract

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