STATIONARY FUNCTIONALS AND MONTE CARLO.

Magdi M.H. Ragheb; Charles W. Maynard; Robert W. Conn

STATIONARY FUNCTIONALS AND MONTE CARLO.

Magdi M.H. Ragheb, Charles W. Maynard, Robert W. Conn

Research output: Contribution to conference › Paper › peer-review

Abstract

Use of stationary functionals from variational theory in Monte Carlo computations for source problems is discussed. A set of minimum variance estimators based on the optimal linear combination of the terms constituting these functionals is suggested, particularly, a Modified Nakache-Kalos-Goldstein Method. However, first order cancellation of errors is not implied. A two-stage sequential procedure using these estimators is used. Relationship to previous work is discussed, and the results of numerical application to discrete random walks for estimation of inner products over linear systems are exposed. Data are tabulated.

Original language	English (US)
Pages	31-47
Number of pages	17
State	Published - 1975
Externally published	Yes
Event	Comput Methods in Nucl Eng, Conf, Proc - Charleston, SC, USA Duration: Apr 15 1975 → Apr 17 1975

Conference

Conference	Comput Methods in Nucl Eng, Conf, Proc
City	Charleston, SC, USA
Period	4/15/75 → 4/17/75

ASJC Scopus subject areas

Engineering(all)

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title = "STATIONARY FUNCTIONALS AND MONTE CARLO.",

abstract = "Use of stationary functionals from variational theory in Monte Carlo computations for source problems is discussed. A set of minimum variance estimators based on the optimal linear combination of the terms constituting these functionals is suggested, particularly, a Modified Nakache-Kalos-Goldstein Method. However, first order cancellation of errors is not implied. A two-stage sequential procedure using these estimators is used. Relationship to previous work is discussed, and the results of numerical application to discrete random walks for estimation of inner products over linear systems are exposed. Data are tabulated.",

author = "Ragheb, {Magdi M.H.} and Maynard, {Charles W.} and Conn, {Robert W.}",

year = "1975",

language = "English (US)",

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AU - Maynard, Charles W.

AU - Conn, Robert W.

PY - 1975

Y1 - 1975

N2 - Use of stationary functionals from variational theory in Monte Carlo computations for source problems is discussed. A set of minimum variance estimators based on the optimal linear combination of the terms constituting these functionals is suggested, particularly, a Modified Nakache-Kalos-Goldstein Method. However, first order cancellation of errors is not implied. A two-stage sequential procedure using these estimators is used. Relationship to previous work is discussed, and the results of numerical application to discrete random walks for estimation of inner products over linear systems are exposed. Data are tabulated.

AB - Use of stationary functionals from variational theory in Monte Carlo computations for source problems is discussed. A set of minimum variance estimators based on the optimal linear combination of the terms constituting these functionals is suggested, particularly, a Modified Nakache-Kalos-Goldstein Method. However, first order cancellation of errors is not implied. A two-stage sequential procedure using these estimators is used. Relationship to previous work is discussed, and the results of numerical application to discrete random walks for estimation of inner products over linear systems are exposed. Data are tabulated.

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T2 - Comput Methods in Nucl Eng, Conf, Proc

Y2 - 15 April 1975 through 17 April 1975

ER -