Deep-Penetration Calculations for Scattering Neutrons by Importance Sampling

Abstract

Neutron scatter in a homogeneous solid is modelled as a one-dimensional i.i.d. random walk with killing. Importance sampling is used to estimate the extremely small probability that the random walk crosses a large level before killing occurs. The theory of large deviations provides insight into the selection of the probability measure used in the simulations. A sample problem demonstrates the variance reduction possible when this technique is used.