A Stochastic Convergence Analysis of Random Number Generators as applied to Error Propagation using Monte Carlo method and Unscented Transformation Technique

被引:0
|
作者
Ram, Sangeetha Prasanna [1 ]
Nair, Jayalekshmi [2 ]
Ganesan, S. [3 ]
机构
[1] VES Inst Technol, Instrumentat Dept, Bombay, Maharashtra, India
[2] VES Inst Technol, Bombay, Maharashtra, India
[3] BARC, Reactor Design & Dev Grp, Reactor Phys Design Div, Bombay, Maharashtra, India
关键词
Monte Carlo method; Unscented transformation; Stochastic convergence; Random number generators; Nuclear data;
D O I
暂无
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
This paper compares the stochastic convergence of the Uniform Random number generators of two simulation software namely Matlab and Python and establishes the significance in choosing the right random number generator for error propagation studies. It further discusses about the application of Gaussian type of these random number generators to nonlinear cases of Error propagation using the Monte Carlo method and unscented transformation technique by means of a nonlinear transformation of one dimensional random variable of nuclear data.
引用
收藏
页数:7
相关论文
共 38 条
  • [1] ANALYSIS OF RANDOM NUMBER GENERATORS USING MONTE-CARLO SIMULATION
    CODDINGTON, PD
    INTERNATIONAL JOURNAL OF MODERN PHYSICS C-PHYSICS AND COMPUTERS, 1994, 5 (03): : 547 - 560
  • [2] Using random number generators in Monte Carlo simulations
    Resende, FJ
    Costa, BV
    PHYSICAL REVIEW E, 1998, 58 (04): : 5183 - 5184
  • [3] Comparing random number generators using Monte Carlo integration
    Lakshmikantham, V.
    Sen, Syamal Kumar
    Samanta, Tathagata
    INTERNATIONAL JOURNAL OF INNOVATIVE COMPUTING INFORMATION AND CONTROL, 2005, 1 (02): : 143 - 165
  • [4] Convergence and error analysis of compressible fluid flows with random data: Monte Carlo method
    Feireisl, Eduard
    Lukacova-Medvidova, Maria
    She, Bangwei
    Yuan, Yuhuan
    MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES, 2022, 32 (14): : 2887 - 2925
  • [5] Errors in Monte Carlo simulations using shift register random number generators
    Schmid, F
    Wilding, NB
    INTERNATIONAL JOURNAL OF MODERN PHYSICS C-PHYSICS AND COMPUTERS, 1995, 6 (06): : 781 - 787
  • [6] Error Propagation using Extended Unscented Transformation Technique in Micro-correlation method for covariance analysis of efficiency of a HPGe detector
    Ram, Sangeetha Prasanna
    Nair, Jayalekshmi
    Suryanarayana, S., V
    Danu, Laxman Singh
    Ganesan, S.
    NUCLEAR INSTRUMENTS & METHODS IN PHYSICS RESEARCH SECTION A-ACCELERATORS SPECTROMETERS DETECTORS AND ASSOCIATED EQUIPMENT, 2020, 953
  • [7] A Transmission Error Analysis Method Using Monte Carlo Simulation
    Mao, Jian
    Cao, Yanlong
    Yang, Jiangxin
    ADVANCED SCIENCE LETTERS, 2011, 4 (6-7) : 2474 - 2477
  • [8] Validation of the GUM uncertainty framework and the Unscented transformation for Brewer UV irradiance measurements using the Monte Carlo method
    Gonzalez, Carmen
    Vilaplana, Jose M.
    Parra-Rojas, Francisco C.
    Serrano, Antonio
    MEASUREMENT, 2025, 239
  • [9] Recommendations on the testing and use of pseudo-random number generators used in Monte Carlo analysis for risk assessment
    Barry, TM
    RISK ANALYSIS, 1996, 16 (01) : 93 - 105
  • [10] Analysis of error propagation in continuous arterial spin labeling using Monte Carlo simulations
    Steger, T
    Jackson, E
    MEDICAL PHYSICS, 2003, 30 (06) : 1431 - 1432