MA790 Monte Carlo Methods

Faculty: Dr Zafar ullah Koreshi, Air University

zafar@mail.au.edu.pk, zafarkoreshi@yahoo.com Tel: Office direct: (051) 9262527, Exchange: (051) 9262557-9 ext 213

Course Outline
Week 1 Homework 1 Introduction to Monte Carlo Simulation and High-Performance Scientific Computing Reading assignment on Monte Carlo Simulation and submitting one written page.

Monte Carlo for Particle Transport, Basic definitions (interaction of radiation with matter, phase space, flux, current, estimators) The Boltzmann Transport Equation, The Diffusion Equation, Exact solutions for idealized problems, Integral Equations, Neumann series solution, Monte Carlo codes (MCNP, MORSE, MONK, KENO, TRIPOLI) Diffusion Equation and exact solutions (Lamarsh) Problem on Fredholm Integral equation

Exercise 1 Homework 2

Simple Monte Carlo Methods for evaluation of multi-dimensional integrals, PDF, CDF for continuous and discrete random variables, basic statistics Evaluation of simple integrals (area under circle and computation of MC evaluation of simple integrals using a calculator, and comparison with results using Gaussian quadrature and Simpsons method

Exercise 2 Homework 3

Monte Carlo simulation of particle transport; random walk, history, tracking, estimates, ENDF-B files for reaction cross-sections ENDF-B data from NIST and BNL Program to extract, plot and interpret cross-section data from ENDF-B files

Exercise 3 Homework 4

5-6

Random Number Generation, Linear Congruential Method and testing, random number sampling from uniform, analytical and tabulated pdfs, sampling methods (direct sampling, rejection methods), examples, machine considerations (vector processors, parallel processors), weighted sampling, splitting and Russian Roulette Generating random numbers with Matlab and with the LCG Methods Uniform random numbers and sampling from simple pdfs

Exercise 4 Homework 5

Computational geometry, engineering model vs computational model, large-scale computation, defining combinatorial geometry with Boolean operators, defining cells from surfaces, stochastic geometry Using vector calculus to calculate the distance to a surface given direction cosines Writing a Matlab program to compute DTS using direction cosines

Exercise 5 Homework 6

Mid-Term Examination

8-9

Collision physics, sampling the distance to collision, sampling the collision isotope, selecting the reaction type, computing post-collision parameters, scattering laws, delta tracking, varying material properties, sampling the flight distance in varying media Sampling from a Watt spectrum Sampling from a Gaussian distribution Tallies and statistics, central limit theorem, law of large numbers, tally bins, flux and current, reaction rates, analog vs weighted monte carlo, track-length estimator, collision estimator, surface estimators, relative errors and Figure of Merit (FOM), combining independent MC results, combining correlated MC results using the TLE and CE Writing a Matlab program for TL estimation in a fixed source non-multiplying sphere Eigenvalue calculations, iterative solutions using power iteration method, fixed-source monte carlo calculations, eigenvalue monte carlo calculations, keff estimators, convergence of k-calculations, stationarity tests and entropy, Weilandt acceleration method, super-history method

Exercise 6 Homework 7 10-11

Exercise 7 Homework 8 12-13

Exercise 8 14

Description of MC simulation algorithm in Godiva Power iteration for keff method: comparison of deterministic with MC methods, convergence tests, Shannon entropy of source distribution MC Simulation in Godiva I Developing a flow-chart for MC Godiva program Variance reduction, modifying pdfs, splitting and Russian rouletting for low weight particles, variance reduction techniques in MCNP MC Simulation in Godiva - II Parallel computing, PCs, linux clusters, supercomputing or high-performance computing, GFLOPS, TFLOPS, PFLOPS, Amdahls Law, parallel MC, master-slave algorithms and transputers, workstation clusters, advanced simulation and computing

Exercise 9 Homework 9 15

Exercise 10 Lecture 16

Final Examination Suggested Project Topics to select from Stationarity and convergence tests in Monte Carlo Simulation Variance reduction in Monte Carlo Simulation Other approved topic

Marks Distribution Assignments 10 Project 15 Mid-Term Examination 30 Final Examination 45

References General Reading on the Origins of the Monte Carlo Method: 1. Anderson, H.L. (1986). "Metropolis, Monte Carlo and the MANIAC". Los Alamos Science 14: 96108.Eckhardt, Roger (1987). "Stan Ulam, John von Neumann, and the Monte Carlo method". Los Alamos Science, Special Issue (15): 131137. 2. Metropolis, N. (1987). "The beginning of the Monte Carlo method". Los Alamos Science (1987 Special Issue dedicated to Stanisaw Ulam): 125130.

3. Francis H. Harlow and N. Metropolis, Computing &Computers: Weapons Simulation Leads to the Computer Era, Los Alamos Science, Winter/Spring 1983, pp.132-141.

Technical References 1. J. Spanier and E. M. Gelbard. 1969. Monte Carlo Principles and Neutron Transport Problems, Addison-Wesley Publishing Company 2. Hammersley, J. M.; Handscomb, D. C., 1975, Monte Carlo Methods. London: Methuen. 3. Clark, M, Jr., and Hansen, K. F., 1964, Numerical Methods of Reactor Analysis, Academic Press. 4. Kalos, Malvin H.; Whitlock, Paula A., 2008, Monte Carlo Methods. Wiley-VCH. 5. Kroese, D. P.Taimre, T.Botev, Z.I., 2011. Handbook of Monte Carlo Methods. New York, John Wiley & Sons. 6. Zafar Ullah Koreshi, Computational Methods in Nuclear Engineering, Lecture Notes, 2012. 7. Lux, I., and Koblinger, L., Monte Carlo Particle Transport Methods: Neutron and Photon Calculations, CRC Press, Inc., 1991. 8. Forrest B Brown, Fundamentals of Monte Carlo Particle Transport LA-UR-05-4983