Monte Carlo variance reduction in applications to Systems Reliability using Phase Space Splitting

DOI10.1515/156939604777303226zbMath1063.65004OpenAlexW1979330964MaRDI QIDQ4652910

Michael Khazen, Arie Dubi

Publication date: 28 February 2005

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/156939604777303226

zbMATH Keywords

numerical examplesMonte Carlo methodgeometric splitting methodvariance reductionsystems reliabilityneutral particles transportphase space splitting

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Nuclear reactor theory; neutron transport (82D75)

Cites Work

• General statistical model for geometrical splitting in Monte Carlo - I
• Algorithms for the calculation of the second moment of geometrical splitting in Monte Carlo
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