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Deep-Penetration Calculations for Scattering Neutrons by Importance Sampling
Published online by Cambridge University Press: 27 July 2009
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.
- 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