This paper presents two improvements to speed up the Monte-Carlo simulation of neutron noise experiments. The first one is to separate the actual Monte Carlo transport calculation from the digital signal processing routines, while the second is to introduce non-analogue techniques to improve the efficiency of the Monte Carlo calculation. For the latter method, adaptations to the theory of neutr...

The Monte Carlo calculation of the effective (i.e. adjoint weighted) neutron generation time Keff, especially for continuous energy simulations, is not straightforward nor standard in Monte Carlo codes. The use of the non-adjoint weighted neutron generation time K (standard in most Monte Carlo codes) as an approximation of the effective one can lead to a serious bias. We show here that the diff...

In activation calculations, there are several approaches to quantify uncertainties: deterministic by means of sensitivity analysis, and stochastic by means of Monte Carlo. Here, two different Monte Carlo approaches for nuclear data uncertainty are presented: the first one is the Total Monte Carlo (TMC). The second one is by means of a Monte Carlo sampling of the covariance information included ...

in this paper, the pricing of a european call option on the underlying asset is performed by using a monte carlo method, one of the powerful simulation methods, where the price development of the asset is simulated and value of the claim is computed in terms of an expected value. the proposed approach, applied in monte carlo simulation, is based on the black-scholes equation which generally def...

It is documented that well-modeled Monte Carlo dose calculation algorithms are more accurate than traditional correction-based algorithms or convolution algorithms at predicting dose distributions delivered to heterogeneous volumes. This increased accuracy has clinical implications for CyberKnife, particularly when comparing dose distributions between the ray-tracing and Monte Carlo algorithms....

The details of doing a Monte Carlo direct lighting calculation are presented. For direct lighting from multiple luminaires, a method of sending one shadow ray per viewing ray is presented, and it is argued that this is preferable for scenes with many luminaires. Some issues of the design of probability densities on unions of luminaire surfaces are discussed.

We start by discussing some theoretical issues of renormalization group transformations and Monte Carlo renormalization group technique. A method to compute the anomalous dimension is proposed and investigated. As an application, we find excellent values for critical exponents in λφ43. Some technical questions regarding the hybrid algorithm and strong coupling expansions, used to compute the cr...