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A Variance-Decomposition Formula for Direct and Adjoint Monte Carlo Particle Transport Problems

Rovel, Paul et al.
arXiv (All) · Papers
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computational-physics
In fixed-source Monte Carlo particle-transport problems, obtaining an acceptable variance on the sought response is of paramount importance. Currently, the only rigorous tool to analyze the variance of such games is the framework of the moment equations, which is unfortunately unwieldy to use in pra
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