Kong Rong, Ambrose Martin, Spanier Jerome
Claremont Graduate University, 150 E. 10-th St., Claremont, California 91711.
J Comput Phys. 2008 Nov 20;227(22):9463-9476. doi: 10.1016/j.jcp.2008.06.037.
Monte Carlo simulations provide an indispensible model for solving radiative transport problems, but their slow convergence inhibits their use as an everyday computational tool. In this paper, we present two new ideas for accelerating the convergence of Monte Carlo algorithms based upon an efficient algorithm that couples simulations of forward and adjoint transport equations. Forward random walks are first processed in stages, each using a fixed sample size, and information from stage k is used to alter the sampling and weighting procedure in stage k + 1. This produces rapid geometric convergence and accounts for dramatic gains in the efficiency of the forward computation. In case still greater accuracy is required in the forward solution, information from an adjoint simulation can be added to extend the geometric learning of the forward solution. The resulting new approach should find widespread use when fast, accurate simulations of the transport equation are needed.
蒙特卡罗模拟为解决辐射传输问题提供了一个不可或缺的模型,但其收敛速度较慢,限制了其作为日常计算工具的应用。在本文中,我们基于一种将正向和伴随传输方程模拟相结合的高效算法,提出了两种加速蒙特卡罗算法收敛的新思路。正向随机游走首先分阶段进行处理,每个阶段使用固定的样本量,并且来自第k阶段的信息用于改变第k + 1阶段的采样和加权过程。这产生了快速的几何收敛,并显著提高了正向计算的效率。如果在正向解中需要更高的精度,可以添加来自伴随模拟的信息,以扩展正向解的几何学习。当需要快速、准确地模拟传输方程时,这种新方法应该会得到广泛应用。