A spectral analysis of the domain decomposed Monte Carlo method for linear systems

S. R. Slattery, P. P.H. Wilson, T. M. Evans

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

1 Scopus citations

Abstract

The domain decomposed behavior of the adjoint Neumann-Ulam Monte Carlo method for solving linear systems is analyzed using the spectral properties of the linear operator. Relationships for the average length of the adjoint random walks, a measure of convergence speed and serial performance, are made with respect to the eigenvalues of the linear operator. In addition, relationships for the effective optical thickness of a domain in the decomposition are presented based on the spectral analysis and diffusion theory. Using the effective optical thickness, the Wigner rational approximation and the mean chord approximation are applied to estimate the leakage fraction of stochastic histories from a domain in the decomposition as a measure of parallel performance and potential communication costs. The one-speed, two-dimensional neutron diffusion equation is used as a model problem to test the models for symmetric operators. In general, the derived approximations show good agreement with measured computational results.

Original languageEnglish
Title of host publicationInternational Conference on Mathematics and Computational Methods Applied to Nuclear Science and Engineering, M and C 2013
Pages2523-2534
Number of pages12
StatePublished - 2013
EventInternational Conference on Mathematics and Computational Methods Applied to Nuclear Science and Engineering, M and C 2013 - Sun Valley, ID, United States
Duration: May 5 2013May 9 2013

Publication series

NameInternational Conference on Mathematics and Computational Methods Applied to Nuclear Science and Engineering, M and C 2013
Volume4

Conference

ConferenceInternational Conference on Mathematics and Computational Methods Applied to Nuclear Science and Engineering, M and C 2013
Country/TerritoryUnited States
CitySun Valley, ID
Period05/5/1305/9/13

Funding

This material is based upon work supported by the U.S. Department of Energy, Office of Science, Advanced Scientific Computing Research program.

FundersFunder number
U.S. Department of Energy
Office of Science

    Keywords

    • Domain decomposition
    • Linear solvers
    • MCSA
    • Monte Carlo
    • Parallel computing

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