Modern Monte Carlo Variants for Uncertainty Quantification in Neutron Transport

  • Ivan G. GrahamEmail author
  • Matthew J. Parkinson
  • Robert Scheichl


We describe modern variants of Monte Carlo methods for Uncertainty Quantification (UQ) of the Neutron Transport Equation, when it is approximated by the discrete ordinates method with diamond differencing. We focus on the mono-energetic 1D slab geometry problem, with isotropic scattering, where the cross-sections are log-normal correlated random fields of possibly low regularity. The paper includes an outline of novel theoretical results on the convergence of the discrete scheme, in the cases of both spatially variable and random cross-sections. We also describe the theory and practice of algorithms for quantifying the uncertainty of a functional of the scalar flux, using Monte Carlo and quasi-Monte Carlo methods, and their multilevel variants. A hybrid iterative/direct solver for computing each realisation of the functional is also presented. Numerical experiments show the effectiveness of the hybrid solver and the gains that are possible through quasi-Monte Carlo sampling and multilevel variance reduction. For the multilevel quasi-Monte Carlo method, we observe gains in the computational ε-cost of up to two orders of magnitude over the standard Monte Carlo method, and we explain this theoretically. Experiments on problems with up to several thousand stochastic dimensions are included.



We thank EPSRC and AMEC Foster Wheeler for financial support for this project and we particularly thank Professor Paul Smith (AMECFW) for many helpful discussions. Matthew Parkinson is supported by the EPSRC Centre for Doctoral Training in Statistical Applied Mathematics at Bath (SAMBa), under project EP/L015684/1. This research made use of the Balena High Performance Computing (HPC) Service at the University of Bath.


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Copyright information

© Springer International Publishing AG, part of Springer Nature 2018

Authors and Affiliations

  • Ivan G. Graham
    • 1
    Email author
  • Matthew J. Parkinson
    • 1
  • Robert Scheichl
    • 1
  1. 1.University of BathBathUK

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