Newton's Method for Monte Carlo--Based Residuals

DOI10.1137/130905691zbMath1317.65121OpenAlexW1222879367WikidataQ57439470 ScholiaQ57439470MaRDI QIDQ5499973

Xiaojun Chen, Jeffrey Willert, Carl. T. Kelley

Publication date: 5 August 2015

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/130905691

zbMATH Keywords

Newton's methodMonte Carlo simulationneutron transportJFNK methods

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Nuclear reactor theory; neutron transport (82D75)

Related Items (7)

Optimization with hidden constraints and embedded Monte Carlo computations ⋮ A Smoothing Direct Search Method for Monte Carlo-Based Bound Constrained Composite Nonsmooth Optimization ⋮ A Hybrid Deterministic/Monte Carlo Method for Solving thek-Eigenvalue Problem with a Comparison to Analog Monte Carlo Solutions ⋮ Local Improvement Results for Anderson Acceleration with Inaccurate Function Evaluations ⋮ Numerical methods for nonlinear equations ⋮ Mesh independence of the generalized Davidson algorithm ⋮ Newton's Method in Mixed Precision

Uses Software

• NewtonLib

Cites Work

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