Efficient control variates for uncertainty quantification of radiation transport

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• 作者：A. Frankel ; ^{frankel1@stanford.edu} ; G. Iaccarino
• 刊名：Journal of Quantitative Spectroscopy and Radiative Transfer
• 出版年：2017
• 出版时间：March 2017
• 年：2017
• 卷：189
• 期：Complete
• 页码：398-406
• 全文大小：571 K
• 卷排序：189

文摘

Control variate Monte Carlo is used to propagate uncertainties in radiative transfer. Control variates based on the diffusion approximation and discrete ordinates are introduced. Metrics of variance reduction and computational efficiency are introduced. Problems with stochastic inputs are solved comparing Monte Carlo and control variate Monte Carlo. Control variates based on low order approximations are able to provide efficiency improvements.