Stochastic Perturbation Analysis Applied to Neutral Particle Transport

In the development of stochastic simulation methods applied to radiation transport problems sensitivity analysis and perturbation calculus has so far been a neglected area. In proportion to the rich literature on the theory of stochastic simulations and the countless papers describing its application to a specific class of problems, the aspect of Monte Carlo perturbation algorithms has been dealt with only sporadically in the context of specific problems. Until quite recently most Monte Carlo programs had to be run on expensive mainframe computers. The advent of inexpensive systems based on mass produced CPUs, as for example powerful workstations, Transputers or acceleration boards, changed this situation drastically. In the light of these facts the role of Monte Carlo as a powerful tools of numerics will have to be re-evaluated.

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