A residual Monte Carlo method for discrete thermal radiative diffusion

  • Authors:

  • T. M. Evans;T. J. Urbatsch;H. Lichtenstein;J. E. Morel

  • Affiliations:

  • CCS-4, MS D409, Los Alamos National Laboratory, Los Alamos, NM;CCS-4, MS D409, Los Alamos National Laboratory, Los Alamos, NM;CCS-4, MS D409, Los Alamos National Laboratory, Los Alamos, NM;CCS-4, MS D409, Los Alamos National Laboratory, Los Alamos, NM

  • Venue:
  • Journal of Computational Physics
  • Year:
  • 2003

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Abstract

Residual Monte Carlo methods reduce statistical error at a rate of exp(-bN), where b is a positive constant and N is the number of particle histories. Contrast this convergence rate with 1/√N, which is the rate of statistical error reduction for conventional Monte Carlo methods. Thus, residual Monte Carlo methods hold great promise for increased efficiency relative to conventional Monte Carlo methods. Previous research has shown that the application of residual Monte Carlo methods to the solution of continuum equations, such as the radiation transport equation, is problematic for all but the simplest of cases. However, the residual method readily applies to discrete systems as long as those systems are monotone, i.e., they produce positive solutions given positive sources. We develop a residual Monte Carlo method for solving a discrete ID non-linear thermal radiative equilibrium diffusion equation, and we compare its performance with that of the discrete conventional Monte Carlo method upon which it is based. We find that the residual method provides efficiency gains of many orders of magnitude. Part of the residual gain is due to the fact that we begin each timestep with an initial guess equal to the solution from the previous timestep. Moreover, fully consistent non-linear solutions can be obtained in a reasonable amount of time because of the effective lack of statistical noise. We conclude that the residual approach has great potential and that further research into such methods should be pursued for more general discrete and continuum systems.