Entropy-based Diagnostics of Criticality Monte Carlo Simulation and Higher Eigenmode Acceleration Methodology


Book Description

Because of the accuracy and ease of implementation, Monte Carlo methodology is widely used in analysis of nuclear systems. The obtained estimate of the multiplication factor (keff) or flux distribution is statistical by its nature. In criticality simulation of a nuclear critical system, whose basis is the power iteration method, the guessed source distribution initially is generally away from the converged fundamental one. Therefore, it is necessary to ensure that the convergence is achieved before data are accumulated. Discarding a larger amount of initial histories could reduce the risk of contaminating the results by non-converged data but increases the computational expense. This issue is amplified for large loosely coupled nuclear systems with low convergence rate. Since keff is a generation-based global value, frequently no explicit criterion is applied to the diagnostic of keff directly. As an alternative, a flux-based entropy check available in MCNP5 works well in many cases. However, when applied to a difficult storage fuel pool benchmark problem, it could not always detect the non-convergence of flux distribution. Preliminary evaluation indicates that it is due to collapsing local information into a single number. This thesis addresses this problem by two new developments. First, it aims to find a more reliable way to assess convergence by analyzing the local flux change. Second, it introduces an approach to simultaneously compute both the first and second eigenmodes. At the same time, by computing these eigenmodes, this approach could increase the convergence rate. Improvement in these two areas could have a significant impact on practicality of Monte Carlo criticality simulations.




Development and Implementation of Convergence Diagnostics and Acceleration Methodologies in Monte Carlo Criticality Simulations


Book Description

Because of the accuracy and ease of implementation, the Monte Carlo methodology is widely used in the analysis of nuclear systems. The estimated effective multiplication factor (keff) and flux distribution are statistical by their natures. In eigenvalue problems, however, neutron histories are not independent but are correlated through subsequent generations. Therefore, it is necessary to ensure that only the converged data are used for further analysis. Discarding a larger amount of initial histories would reduce the risk of contaminating the results by non-converged data, but increase the computational expense. This issue is amplified for large nuclear systems with slow convergence. One solution would be to use the convergence of keff or the flux distribution as the criterion for initiating accumulation of data. Although several approaches have been developed aimed at identifying convergence, these methods are not always reliable, especially for slow converging problems. This dissertation has attacked this difficulty by developing two independent but related methodologies. One aims to find a more reliable and robust way to assess convergence by statistically analyzing the local flux change. The other forms a basis to increase the convergence rate and thus reduce the computational expense. Eventually, these two topics will contribute to the ultimate goal of improving the reliability and efficiency of the Monte Carlo criticality calculations.




Fast Sequential Monte Carlo Methods for Counting and Optimization


Book Description

A comprehensive account of the theory and application of Monte Carlo methods Based on years of research in efficient Monte Carlo methods for estimation of rare-event probabilities, counting problems, and combinatorial optimization, Fast Sequential Monte Carlo Methods for Counting and Optimization is a complete illustration of fast sequential Monte Carlo techniques. The book provides an accessible overview of current work in the field of Monte Carlo methods, specifically sequential Monte Carlo techniques, for solving abstract counting and optimization problems. Written by authorities in the field, the book places emphasis on cross-entropy, minimum cross-entropy, splitting, and stochastic enumeration. Focusing on the concepts and application of Monte Carlo techniques, Fast Sequential Monte Carlo Methods for Counting and Optimization includes: Detailed algorithms needed to practice solving real-world problems Numerous examples with Monte Carlo method produced solutions within the 1-2% limit of relative error A new generic sequential importance sampling algorithm alongside extensive numerical results An appendix focused on review material to provide additional background information Fast Sequential Monte Carlo Methods for Counting and Optimization is an excellent resource for engineers, computer scientists, mathematicians, statisticians, and readers interested in efficient simulation techniques. The book is also useful for upper-undergraduate and graduate-level courses on Monte Carlo methods.




Acceleration of Monte Carlo Criticality Calculations Using Deterministic-Based Starting Sources


Book Description

A new automatic approach that uses approximate deterministic solutions for providing the starting fission source for Monte Carlo eigenvalue calculations was evaluated in this analysis. By accelerating the Monte Carlo source convergence and decreasing the number of cycles that has to be skipped before the tallies estimation, this approach was found to increase the efficiency of the overall simulation, even with the inclusion of the extra computational time required by the deterministic calculation. This approach was also found to increase the reliability of the Monte Carlo criticality calculations of loosely coupled systems because the use of the better starting source reduces the likelihood of producing an undersampled k{sub eff} due to the inadequate source convergence. The efficiency improvement was demonstrated using two of the standard test problems devised by the OECD/NEA Expert Group on Source Convergence in Criticality-Safety Analysis to measure the source convergence in Monte Carlo criticality calculations. For a fixed uncertainty objective, this approach increased the efficiency of the overall simulation by factors between 1.2 and 3 depending on the difficulty of the source convergence in these problems. The reliability improvement was demonstrated in a modified version of the 'k{sub eff} of the world' problem that was specifically designed to demonstrate the limitations of the current Monte Carlo power iteration techniques. For this problem, the probability of obtaining a clearly undersampled k{sub eff} decreased from 5% with a uniform starting source to zero with a deterministic starting source when batch sizes with more than 15,000 neutron/cycle were used.




Monte Carlo Methods in Statistical Physics


Book Description

This book provides an introduction to Monte Carlo simulations in classical statistical physics and is aimed both at students beginning work in the field and at more experienced researchers who wish to learn more about Monte Carlo methods. The material covered includes methods for both equilibrium and out of equilibrium systems, and common algorithms like the Metropolis and heat-bath algorithms are discussed in detail, as well as more sophisticated ones such as continuous time Monte Carlo, cluster algorithms, multigrid methods, entropic sampling and simulated tempering. Data analysis techniques are also explained starting with straightforward measurement and error-estimation techniques and progressing to topics such as the single and multiple histogram methods and finite size scaling. The last few chapters of the book are devoted to implementation issues, including discussions of such topics as lattice representations, efficient implementation of data structures, multispin coding, parallelization of Monte Carlo algorithms, and random number generation. At the end of the book the authors give a number of example programmes demonstrating the applications of these techniques to a variety of well-known models.




A Guide to Monte Carlo Simulations in Statistical Physics


Book Description

This book describes all aspects of Monte Carlo simulation of complex physical systems encountered in condensed-matter physics and statistical mechanics, as well as in related fields, such as polymer science and lattice gauge theory. The authors give a succinct overview of simple sampling methods and develop the importance sampling method. In addition they introduce quantum Monte Carlo methods, aspects of simulations of growth phenomena and other systems far from equilibrium, and the Monte Carlo Renormalization Group approach to critical phenomena. The book includes many applications, examples, and current references, and exercises to help the reader.




Iterative Acceleration Methods for Monte Carlo and Deterministic Criticality Calculations


Book Description

If you have ever given up on a nuclear criticality calculation and terminated it because it took so long to converge, you might find this thesis of interest. The author develops three methods for improving the fission source convergence in nuclear criticality calculations for physical systems with high dominance ratios for which convergence is slow. The Fission Matrix Acceleration Method and the Fission Diffusion Synthetic Acceleration (FDSA) Method are acceleration methods that speed fission source convergence for both Monte Carlo and deterministic methods. The third method is a hybrid Monte Carlo method that also converges for difficult problems where the unaccelerated Monte Carlo method fails. The author tested the feasibility of all three methods in a test bed consisting of idealized problems. He has successfully accelerated fission source convergence in both deterministic and Monte Carlo criticality calculations. By filtering statistical noise, he has incorporated deterministic attributes into the Monte Carlo calculations in order to speed their source convergence. He has used both the fission matrix and a diffusion approximation to perform unbiased accelerations. The Fission Matrix Acceleration method has been implemented in the production code MCNP and successfully applied to a real problem. When the unaccelerated calculations are unable to converge to the correct solution, they cannot be accelerated in an unbiased fashion. A Hybrid Monte Carlo method weds Monte Carlo and a modified diffusion calculation to overcome these deficiencies. The Hybrid method additionally possesses reduced statistical errors.










Physics of Surfaces and Interfaces


Book Description

This graduate-level textbook covers the major developments in surface sciences of recent decades, from experimental tricks and basic techniques to the latest experimental methods and theoretical understanding. It is unique in its attempt to treat the physics of surfaces, thin films and interfaces, surface chemistry, thermodynamics, statistical physics and the physics of the solid/electrolyte interface in an integral manner, rather than in separate compartments. It is designed as a handbook for the researcher as well as a study-text for graduate students. Written explanations are supported by 350 graphs and illustrations.