Publications Details

Developing and evaluating Malliavin estimators for intrusive sensitivity analysis of Monte Carlo radiation transport

Bond, Stephen D.; Franke, Brian C.; Lehoucq, Richard B.; Smith, John D.

We will develop Malliavin estimators for Monte Carlo radiation transport by formulating the governing jump stochastic differential equation and deriving the applicable estimators that produce sensitivities for our equations. Efficient and effective sensitivity can be used for design optimization and uncertainty quantification with broad utilization for radiation environments. The technology demonstration will lower development risk for other particle-based simulation methods.