3:30 PM - 3:45 PM
[2G13] Convergence Criterion in Monte Carlo Criticality Calculation based on Stochastic Differential Equation
Keywords:stochastic differential equation , Monte Carlo methods, criticality calculation, tally, convergence judgment, power spectrum
In Monte Carlo criticality calculation, the convergence judgment tool for the sample mean of tallies is not established yet within the framework of convergence-in-distribution in probability theory. In this presentation, we report a convergence criterion based on stochastic differential equation. Its efficacy is demonstrated by the power spectrum of tallies.