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Preface to the Dover Edition | p. vii |
Introduction | p. ix |
Fundamentals of Monte Carlo Methods | |
Introduction | p. 1 |
Random variables | p. 1 |
Statistical analysis | p. 11 |
Sampling distributions and confidence intervals | p. 16 |
The construction of samples | p. 21 |
The rejection method | p. 26 |
Multi-dimensional generalizations | p. 28 |
Special methods | p. 33 |
Random number generation | p. 36 |
Discrete and Continuous Random Walk Processes | |
Introduction | p. 41 |
Discrete random walks | p. 42 |
Solutions of linear systems | p. 47 |
Solutions of integral equations | p. 55 |
Basic estimators for integral equations | p. 60 |
The track length estimator | p. 66 |
Extensions of the track length estimator | p. 76 |
Standard Variance Reduction Techniques | |
Introduction | p. 83 |
General principles | p. 84 |
Random walk processes and their associated probabilities | p. 85 |
The binomial estimator | p. 97 |
Systematic source sampling | p. 98 |
The use of expected values | p. 101 |
Importance sampling | p. 110 |
Russian roulette and splitting | p. 124 |
Correlated sampling | p. 129 |
Antithetic variates | p. 132 |
Optimum combinations of variables | p. 135 |
Use of Superposition and Reciprocity In One-Energy Problems | |
Introduction | p. 139 |
The superposition method | p. 141 |
The surface source method | p. 144 |
Sticking and escape probabilities | p. 151 |
Superposition as a perturbation method | p. 155 |
The inclusion of scattering | p. 157 |
First method re-examined | p. 160 |
Second method | p. 165 |
Other applications of superposition | p. 167 |
Use of the adjoint transport equation | p. 169 |
Computation of Thermal Neutron Fluxes | |
Introduction | p. 176 |
Statement of the thermal problem | p. 176 |
The Monte Carlo calculation | p. 183 |
Refinements of the formulation | p. 192 |
Treatment of small perturbations | p. 198 |
The Superposition Principle in Resonance Escape Computations | |
Introduction | p. 203 |
First method | p. 204 |
Computation of P* | p. 209 |
Analysis of model problem | p. 211 |
Second method | p. 216 |
Storage-saving techniques | p. 223 |
Utility of the superposition method | p. 224 |
Errata | p. 227 |
Author Index | p. 237 |
Subject Index | p. 239 |
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