Simulation and the Monte Carlo Method
Simulation and the Monte Carlo Method
Monte Carlo and Quasi-Monte Carlo Methods, 1998: Proceedings of a Conference Held at the Claremont Graduate University, Claremont, California, USA, JU
Journal of Computational Physics
Journal of Computational Physics
Journal of Computational Physics
Hi-index | 31.47 |
Monte Carlo simulations provide an indispensible model for solving radiative transport problems, but their slow convergence inhibits their use as an everyday computational tool. In this paper, we present two new ideas for accelerating the convergence of Monte Carlo algorithms based upon an efficient algorithm that couples simulations of forward and adjoint transport equations. Forward random walks are first processed in stages, each using a fixed sample size, and information from stage k is used to alter the sampling and weighting procedure in stage k+1. This produces rapid geometric convergence and accounts for dramatic gains in the efficiency of the forward computation. In case still greater accuracy is required in the forward solution, information from an adjoint simulation can be added to extend the geometric learning of the forward solution. The resulting new approach should find widespread use when fast, accurate simulations of the transport equation are needed.