An Analytic Approach to Variance Reduction

DOI10.1137/0118016MaRDI QIDQ5589002zbMATH OpenOpenAlexFDO

Authors Jerome Spanier

Publication date 1970

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0118016

zbMATH Keywords

statistics

Cited in

(4)

• Efficient, automated Monte Carlo methods for radiation transport
• Transport-constrained extensions of collision and track length estimators for solutions of radiative transport problems
• A kinetic theory for nonanalog Monte Carlo particle transport algorithms: Exponential transform with angular biasing in planar-geometry anisotropically scattering media
• A study of source term estimators in coupled finite-volume/Monte-Carlo methods with applications to plasma edge simulations in nuclear fusion: track-length and next-event methods

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