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Nuclear physics
Haghighat
Monte Carlo Methods
“This is an outstanding reference and textbook on applied stochastic methods. It
is a must-have for scientists, students, and practitioners interested in Monte Carlo
methods for solving particle transport problems. This book provides an excellent
description of the fundamentals through numerous example problems and a rich
“This is a very solid book for graduate students in nuclear engineering to learn how
the Monte Carlo method can be used to solve reactor physics problems. It covers
the fundamentals of Monte Carlo simulations before discussing how the technique
can be used to solve fixed and fission sources of neutron transport problems.
Excellent examples are provided in the main text, in addition to a complete set of
homework problems at the end of each chapter. This makes it an ideal textbook for
those teaching a course on simulation methods in reactor physics.”
—G. Marleau, École Polytechnique de Montréal, Québec, Canada
“Professor Haghighat has succeeded in writing a book that is concise, but also
includes all ingredients in the Monte Carlo method. … [This book is] an excellent
addition to the bookshelf of teachers, students, researchers, and practitioners in the
field of nuclear reactor design and radiation shielding applications.”
—Nam Zin Cho, Korea Advanced Institute of Science and Technology,
Daejeon, South Korea
Alireza Haghighat
K20567
6000 Broken Sound Parkway, NW
Suite 300, Boca Raton, FL 33487 ISBN: 978-1-4665-9253-7
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9 781466 592537
w w w.crcpress.com
Alireza Haghighat
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I would like dedicate this book to
my wife, son, and mother.
Acknowledgments xv
About the author xvii
1 Introduction 1
2.1 Introduction 11
2.2 Random variables 12
2.2.1 Discrete random variable 12
2.2.2 Continuous random variable 13
2.2.3 Notes on pdf and cdf characteristics 15
2.3 Random numbers 15
2.4 Derivation of the fundamental formulation of
Monte Carlo (FFMC) 16
2.5 Sampling one-dimensional density functions 18
2.5.1 Analytical inversion 18
vii
3.1 Introduction 35
3.2 Random number generation approaches 36
3.3 Pseudorandom number generators (PRNGs) 38
3.3.1 Congruential generators 38
3.3.2 Multiple recursive generator 45
3.4 Testing randomness 47
3.4.1 χ2-test 47
3.4.2 Frequency test 49
3.4.3 Serial test 49
3.4.4 Gap test 49
3.4.5 Poker test 49
3.4.6 Moment test 49
3.4.7 Serial correlation test 50
3.4.8 Serial test via plotting 50
3.5 Examples for PRNG tests 50
3.5.1 Evaluation of prng based on period
and average 50
3.5.2 Serial test via plotting 53
3.6 Remarks 55
References 55
Problems 56
4.1 Introduction 59
4.2 Expectation value 60
4.2.1 One-dimensional density function 60
5.1 Introduction 99
5.2 Estimation of integrals 100
5.3 Variance reduction techniques associated with
integrals 101
5.3.1 Importance sampling 102
5.3.2 Correlation sampling technique 106
5.3.3 Stratified sampling technique 107
5.3.4 Combined sampling 118
8 Tallying 161
xv
xvii
Introduction
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