Global variance reduction is a bottleneck in Monte Carlo shielding calculations.The global variance reduction problem requires that the statistical error of the entire space is uniform.This study proposed a grid-AIS m...Global variance reduction is a bottleneck in Monte Carlo shielding calculations.The global variance reduction problem requires that the statistical error of the entire space is uniform.This study proposed a grid-AIS method for the global variance reduction problem based on the AIS method,which was implemented in the Monte Carlo program MCShield.The proposed method was validated using the VENUS-Ⅲ international benchmark problem and a self-shielding calculation example.The results from the VENUS-Ⅲ benchmark problem showed that the grid-AIS method achieved a significant reduction in the variance of the statistical errors of the MESH grids,decreasing from 1.08×10^(-2) to 3.84×10^(-3),representing a 64.00% reduction.This demonstrates that the grid-AIS method is effective in addressing global issues.The results of the selfshielding calculation demonstrate that the grid-AIS method produced accurate computational results.Moreover,the grid-AIS method exhibited a computational efficiency approximately one order of magnitude higher than that of the AIS method and approximately two orders of magnitude higher than that of the conventional Monte Carlo method.展开更多
Dispersion fuels,knowned for their excellent safety performance,are widely used in advanced reactors,such as hightemperature gas-cooled reactors.Compared with deterministic methods,the Monte Carlo method has more adva...Dispersion fuels,knowned for their excellent safety performance,are widely used in advanced reactors,such as hightemperature gas-cooled reactors.Compared with deterministic methods,the Monte Carlo method has more advantages in the geometric modeling of stochastic media.The explicit modeling method has high computational accuracy and high computational cost.The chord length sampling(CLS)method can improve computational efficiency by sampling the chord length during neutron transport using the matrix chord length?s probability density function.This study shows that the excluded-volume effect in realistic stochastic media can introduce certain deviations into the CLS.A chord length correction approach is proposed to obtain the chord length correction factor by developing the Particle code based on equivalent transmission probability.Through numerical analysis against reference solutions from explicit modeling in the RMC code,it was demonstrated that CLS with the proposed correction method provides good accuracy for addressing the excludedvolume effect in realistic infinite stochastic media.展开更多
Available safety egress time under ship fire （SFAT） is critical to ship fire safety assessment, design and emergency rescue. Although it is available to determine SFAT by using fire models such as the two-zone fire ...Available safety egress time under ship fire （SFAT） is critical to ship fire safety assessment, design and emergency rescue. Although it is available to determine SFAT by using fire models such as the two-zone fire model CFAST and the field model FDS, none of these models can address the uncertainties involved in the input parameters. To solve this problem, current study presents a framework of uncertainty analysis for SFAT. Firstly, a deterministic model estimating SFAT is built. The uncertainties of the input parameters are regarded as random variables with the given probability distribution functions. Subsequently, the deterministic SFAT model is employed to couple with a Monte Carlo sampling method to investigate the uncertainties of the SFAT. The Spearman＇s rank-order correlation coefficient （SRCC） is used to examine the sensitivity of each input uncertainty parameter on SFAT. To illustrate the proposed approach in detail, a case study is performed. Based on the proposed approach, probability density function and cumulative density function of SFAT are obtained. Furthermore, sensitivity analysis with regard to SFAT is also conducted. The results give a high-negative correlation of SFAT and the fire growth coefficient whereas the effect of other parameters is so weak that they can be neglected.展开更多
A stratified sampling Monte Carlo method to analyze the reliability of structural systems is presented. Introducing a small exploratory simulation, this method overcomes the difficulties for getting the systematic sam...A stratified sampling Monte Carlo method to analyze the reliability of structural systems is presented. Introducing a small exploratory simulation, this method overcomes the difficulties for getting the systematic sampling probability of all the strata. Several useful and efficient stratification methods are given and the strategies of stratification and simulation are studied. A general conclusion has been presented corresponding to actual engineering structures. The strict theoretical proof has been given,and it is especially effective to solve probabilistic integration. Statistic error of evaluating failure probability is reduced obviously. Especially in highly non-linear and nonreonvex problems, it is more accurate than other methods. Compared with other variance reduction techniques, this method can obtain a more obvious variance reduction and an increased sampling efficiency. Moreover, without strict limiting condition, it is convenient to use. This method is especially suitable to solve the reliability problem of structural systems with multiple failure modes and highly non-linear safety margin equations.展开更多
The rejection sampling method is one of the most popular methods used in Monte Carlo methods. It turns out that the standard rejection method is closely related to the problem of quasi-Monte Carlo integration of chara...The rejection sampling method is one of the most popular methods used in Monte Carlo methods. It turns out that the standard rejection method is closely related to the problem of quasi-Monte Carlo integration of characteristic functions, whose accuracy may be lost due to the discontinuity of the characteristic functions. We proposed a B-splines smoothed rejection sampling method, which smoothed the characteristic function by B-splines smoothing technique without changing the integral quantity. Numerical experiments showed that the convergence rate of nearly O( N^-1 ) is regained by using the B-splines smoothed rejection method in importance sampling.展开更多
In diffusion Monte Carlo methods, depending on the geometry continuous diffusion can be simulated in many ways such as walk-on-spheres (WOS), walk-on-planes (WOP), walk-on-rectangles (WOR) and so on. The diffusion way...In diffusion Monte Carlo methods, depending on the geometry continuous diffusion can be simulated in many ways such as walk-on-spheres (WOS), walk-on-planes (WOP), walk-on-rectangles (WOR) and so on. The diffusion ways are conformally the same satisfying the Laplace equation with the given boundary geometry. In this paper, using the WOP and the conformal map, we sample the WOS diffusion and show that the indirect sampling is more efficient than the direct WOS sampling. This signifies that fast diffusion Monte Carlo sampling via conformal map can be possible.展开更多
We introduce the potential-decomposition strategy （PDS）, which can be used in Markov chain Monte Carlo sampling algorithms. PDS can be designed to make particles move in a modified potential that favors diffusion in...We introduce the potential-decomposition strategy （PDS）, which can be used in Markov chain Monte Carlo sampling algorithms. PDS can be designed to make particles move in a modified potential that favors diffusion in phase space, then, by rejecting some trial samples, the target distributions can be sampled in an unbiased manner. Furthermore, if the accepted trial samples are insumcient, they can be recycled as initial states to form more unbiased samples. This strategy can greatly improve efficiency when the original potential has multiple metastable states separated by large barriers. We apply PDS to the 2d Ising model and a double-well potential model with a large barrier, demonstrating in these two representative examples that convergence is accelerated by orders of magnitude.展开更多
In tomographic statics seismic data processing, it 1s crucial to cletermme an optimum base for a near-surface model. In this paper, we consider near-surface model base determination as a global optimum problem. Given ...In tomographic statics seismic data processing, it 1s crucial to cletermme an optimum base for a near-surface model. In this paper, we consider near-surface model base determination as a global optimum problem. Given information from uphole shooting and the first-arrival times from a surface seismic survey, we present a near-surface velocity model construction method based on a Monte-Carlo sampling scheme using a layered equivalent medium assumption. Compared with traditional least-squares first-arrival tomography, this scheme can delineate a clearer, weathering-layer base, resulting in a better implementation of damming correction. Examples using synthetic and field data are used to demonstrate the effectiveness of the proposed scheme.展开更多
基金supported by the Platform Development Foundation of the China Institute for Radiation Protection(No.YP21030101)the National Natural Science Foundation of China(General Program)(Nos.12175114,U2167209)+1 种基金the National Key R&D Program of China(No.2021YFF0603600)the Tsinghua University Initiative Scientific Research Program(No.20211080081).
文摘Global variance reduction is a bottleneck in Monte Carlo shielding calculations.The global variance reduction problem requires that the statistical error of the entire space is uniform.This study proposed a grid-AIS method for the global variance reduction problem based on the AIS method,which was implemented in the Monte Carlo program MCShield.The proposed method was validated using the VENUS-Ⅲ international benchmark problem and a self-shielding calculation example.The results from the VENUS-Ⅲ benchmark problem showed that the grid-AIS method achieved a significant reduction in the variance of the statistical errors of the MESH grids,decreasing from 1.08×10^(-2) to 3.84×10^(-3),representing a 64.00% reduction.This demonstrates that the grid-AIS method is effective in addressing global issues.The results of the selfshielding calculation demonstrate that the grid-AIS method produced accurate computational results.Moreover,the grid-AIS method exhibited a computational efficiency approximately one order of magnitude higher than that of the AIS method and approximately two orders of magnitude higher than that of the conventional Monte Carlo method.
文摘Dispersion fuels,knowned for their excellent safety performance,are widely used in advanced reactors,such as hightemperature gas-cooled reactors.Compared with deterministic methods,the Monte Carlo method has more advantages in the geometric modeling of stochastic media.The explicit modeling method has high computational accuracy and high computational cost.The chord length sampling(CLS)method can improve computational efficiency by sampling the chord length during neutron transport using the matrix chord length?s probability density function.This study shows that the excluded-volume effect in realistic stochastic media can introduce certain deviations into the CLS.A chord length correction approach is proposed to obtain the chord length correction factor by developing the Particle code based on equivalent transmission probability.Through numerical analysis against reference solutions from explicit modeling in the RMC code,it was demonstrated that CLS with the proposed correction method provides good accuracy for addressing the excludedvolume effect in realistic infinite stochastic media.
基金supported by the National Natural Science Foundation of China (Grant No. 50909058)"Chen Guang" Project of Shanghai Municipal Education Commission and Shanghai Education Development Foundation Science & Technology(Grant No. 10CG51)the Innovation Program of Shanghai Municipal Education Commission (Grant No.11YZ133)
文摘Available safety egress time under ship fire （SFAT） is critical to ship fire safety assessment, design and emergency rescue. Although it is available to determine SFAT by using fire models such as the two-zone fire model CFAST and the field model FDS, none of these models can address the uncertainties involved in the input parameters. To solve this problem, current study presents a framework of uncertainty analysis for SFAT. Firstly, a deterministic model estimating SFAT is built. The uncertainties of the input parameters are regarded as random variables with the given probability distribution functions. Subsequently, the deterministic SFAT model is employed to couple with a Monte Carlo sampling method to investigate the uncertainties of the SFAT. The Spearman＇s rank-order correlation coefficient （SRCC） is used to examine the sensitivity of each input uncertainty parameter on SFAT. To illustrate the proposed approach in detail, a case study is performed. Based on the proposed approach, probability density function and cumulative density function of SFAT are obtained. Furthermore, sensitivity analysis with regard to SFAT is also conducted. The results give a high-negative correlation of SFAT and the fire growth coefficient whereas the effect of other parameters is so weak that they can be neglected.
文摘A stratified sampling Monte Carlo method to analyze the reliability of structural systems is presented. Introducing a small exploratory simulation, this method overcomes the difficulties for getting the systematic sampling probability of all the strata. Several useful and efficient stratification methods are given and the strategies of stratification and simulation are studied. A general conclusion has been presented corresponding to actual engineering structures. The strict theoretical proof has been given,and it is especially effective to solve probabilistic integration. Statistic error of evaluating failure probability is reduced obviously. Especially in highly non-linear and nonreonvex problems, it is more accurate than other methods. Compared with other variance reduction techniques, this method can obtain a more obvious variance reduction and an increased sampling efficiency. Moreover, without strict limiting condition, it is convenient to use. This method is especially suitable to solve the reliability problem of structural systems with multiple failure modes and highly non-linear safety margin equations.
文摘The rejection sampling method is one of the most popular methods used in Monte Carlo methods. It turns out that the standard rejection method is closely related to the problem of quasi-Monte Carlo integration of characteristic functions, whose accuracy may be lost due to the discontinuity of the characteristic functions. We proposed a B-splines smoothed rejection sampling method, which smoothed the characteristic function by B-splines smoothing technique without changing the integral quantity. Numerical experiments showed that the convergence rate of nearly O( N^-1 ) is regained by using the B-splines smoothed rejection method in importance sampling.
文摘In diffusion Monte Carlo methods, depending on the geometry continuous diffusion can be simulated in many ways such as walk-on-spheres (WOS), walk-on-planes (WOP), walk-on-rectangles (WOR) and so on. The diffusion ways are conformally the same satisfying the Laplace equation with the given boundary geometry. In this paper, using the WOP and the conformal map, we sample the WOS diffusion and show that the indirect sampling is more efficient than the direct WOS sampling. This signifies that fast diffusion Monte Carlo sampling via conformal map can be possible.
基金Supported by the National Natural Science Foundation of China under Grant Nos.10674016,10875013the Specialized Research Foundation for the Doctoral Program of Higher Education under Grant No.20080027005
文摘We introduce the potential-decomposition strategy （PDS）, which can be used in Markov chain Monte Carlo sampling algorithms. PDS can be designed to make particles move in a modified potential that favors diffusion in phase space, then, by rejecting some trial samples, the target distributions can be sampled in an unbiased manner. Furthermore, if the accepted trial samples are insumcient, they can be recycled as initial states to form more unbiased samples. This strategy can greatly improve efficiency when the original potential has multiple metastable states separated by large barriers. We apply PDS to the 2d Ising model and a double-well potential model with a large barrier, demonstrating in these two representative examples that convergence is accelerated by orders of magnitude.
基金funded by the National Science VIP specialized project of China(Grant No.2011ZX05025-001-03)by the National Science Foundation of China(Grant No.41274117)
文摘In tomographic statics seismic data processing, it 1s crucial to cletermme an optimum base for a near-surface model. In this paper, we consider near-surface model base determination as a global optimum problem. Given information from uphole shooting and the first-arrival times from a surface seismic survey, we present a near-surface velocity model construction method based on a Monte-Carlo sampling scheme using a layered equivalent medium assumption. Compared with traditional least-squares first-arrival tomography, this scheme can delineate a clearer, weathering-layer base, resulting in a better implementation of damming correction. Examples using synthetic and field data are used to demonstrate the effectiveness of the proposed scheme.
