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Ueki, Taro
Nuclear Science and Engineering, 194(6), p.422 - 432, 2020/06
Times Cited Count：0 Percentile：0.01(Nuclear Science & Technology)In Monte Carlo criticality calculation, the convergence-in-distribution check of the sample mean of tallies can be approached in terms of the influence range of autocorrelation. In this context, it is necessary to evaluate the attenuation of autocorrelation coefficients over lags. However, in just one replica of calculation, it is difficult to accurately estimate small ACCs at large lags because of the comparability with statistical uncertainty. This paper proposes a method to overcome such an issue. Its essential component is the transformation of a standardized time series of tallies so that the resulting series asymptotically converges in distribution to Brownian motion. The convergence-in-distribution check is constructed based on the independent increment property of Brownian motion. The judgment criterion is set by way of the spectral analysis of fractional Brownian motion. Numerical results are demonstrated for extreme and standard types of criticality calculation.
Ueki, Taro
Nuclear Science and Engineering, 193(7), p.776 - 789, 2019/07
Times Cited Count：5 Percentile：48.99(Nuclear Science & Technology)It is known that the convergence of standardized time series (STS) to Brownian bridge yields standard deviation estimators of the sample mean of correlated Monte Carlo tallies. In this work, a difference scheme based on a stochastic differential equation is applied to STS in order to obtain a new functional statistic (NFS) that converges to Brownian motion (BM). As a result, statistical error estimation improves twofold. First, the application of orthonormal weighting to NFS yields a new set of asymptotically unbiased standard deviation estimators of sample mean. It is not necessary to store tallies once the updating of estimator computation is finished at each generation. Second, it becomes possible to assess the convergence of sample mean in an assumption-free manner by way of the comparison of power spectra of NFS and BM. The methodology is demonstrated for three different types of problems encountered in Monte Carlo criticality calculation.
Ono, K.*; Arakawa, Kazuto*; Ohashi, Masahiro*; Kurata, Hiroki; Hojo, Kiichi; Yoshida, Naoaki*
Journal of Nuclear Materials, 283-287(Part.1), p.210 - 214, 2000/12
Times Cited Count：26 Percentile：81.83(Materials Science, Multidisciplinary)no abstracts in English
Ono, K.*; Furuno, Shigemi; *; Hojo, Kiichi
Philos. Mag. Lett., 75(2), p.59 - 64, 1997/00
Times Cited Count：28 Percentile：81.81(Materials Science, Multidisciplinary)no abstracts in English
Ono, K.*; Furuno, Shigemi; Hojo, Kiichi; *
Microstructures and Functions of Materials (ICMFM 96), 0, p.273 - 276, 1996/00
no abstracts in English
