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Deep-Penetration Calculations for Scattering Neutrons by Importance Sampling

Published online by Cambridge University Press:  27 July 2009

Craig Kollman
Craig Kollman
Affiliation:
Department of Statistics, Sequoia Hall, Stanford University, Stanford, California 94305
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Abstract

Neutron scatter in a homogeneous solid is modelled as a one-dimensional i.i.d. random walk with killing. Importance sampling is used to estimate the extremely small probability that the random walk crosses a large level before killing occurs. The theory of large deviations provides insight into the selection of the probability measure used in the simulations. A sample problem demonstrates the variance reduction possible when this technique is used.

Information

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 8 , Issue 2 , April 1994 , pp. 201 - 211
Copyright
Copyright © Cambridge University Press 1994

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