Monte Carlo shielding analysis capabilities in SCALE 6 are centered on the Consistent Adjoint Driven Importance Sampling (CADIS) methodology. CADIS is used to create an importance map for space/energy weight windows as well as a biased source distribution. New to SCALE 6 are the Monaco functional module, a multigroup fixed-source Monte Carlo transport code, and the Monaco with Automated Varianc...

Cascading failures of relay operations in power systems are inherently linked with the propagation wide-area system blackouts. In this paper, we consider a cascading failure as an indicator matrix encoding: what relays operated within capturing component and sequence tripping events. We propose that may then be used extended forms variance-based sensitivity estimators to quantitatively rank how...

Estimating option sensitivities is another quite important task in financial mathematics. In this paper, we improve the estimate of ∆ value for a vanilla European option by a robust stochastic algorithm based on quasi Monte Carlo methods and the antithetic variance reduction technique. In comparison to existing the naive Monte Carlo methods, we can improve accurate significantly by implementing...