A Batch Power Iteration Approach for the Iterative Quasi-Monte Carlo Method Using a Randomized-Halton Sequence

TL;DR

This paper introduces a randomized-Quasi Monte Carlo batch approach for the iterative QMC method in neutron transport simulations, significantly improving accuracy and stability while reducing computational cost.

Contribution

The work develops and implements a novel RQMC batch method that enhances the iQMC technique by reducing sampling errors and computational effort.

Findings

Nearly two orders of magnitude reduction in particle histories needed.

Converges at the theoretical QMC rate of O(N^{-1}).

Provides more accurate and stable solutions in neutron transport simulations.

Abstract

The Iterative Quasi-Monte Carlo (iQMC) method is a recently developed hybrid method for neutron transport simulations. iQMC replaces standard quadrature techniques used in deterministic linear solvers with Quasi-Monte Carlo simulation for accurate and efficient solutions to the neutron transport equation. Previous iQMC studies utilized a fixed-seed approach wherein particles were reset to the same initial position and direction of travel at the start of every transport sweep. While the QMC samples offered greatly improved uniformity compared to pseudo-random samples, the fixed-seed approach meant that some regions of the problem were under-sampled and resulted in errors similar to ray effects observed in discrete ordinates methods. This work explores using randomized-Quasi Monte Carlo techniques (RQMC) to generate unique sets of QMC samples for each transport sweep and gain a much-improved sampling of the phase space. The use of RQMC introduces some stochastic noise to iQMC's iterative process, which was previously absent. To compensate, we adopt a ``batch'' approach similar to typical Monte Carlo k-eigenvalue problems, where the iQMC source is converged over $N_\text{inactive}$ batches, then results from $N_\text{active}$ batches are recorded and used to calculate the average and standard deviation of the solution. The RQMC batch method was implemented in the Monte Carlo Dynamic Code (MC/DC) and is shown to be a large improvement over the fixed-seed method. The batch method was able to provide iteratively stable and more accurate solutions with nearly two orders of magnitude reduction in the number of particle histories per batch. Notably, despite introducing some stochastic noise to the solution, the RQMC batch approach converges both the k-effective and mean scalar flux error at the theoretical QMC convergence rate of $O(N^{-1})$.