University of Illinois at Urbana-Champaign, USA

MONTE CARLO SIMULATION

NPRE 498MC

Dr. M. Ragheb

Fall 2015

Professor

  1. Incomplete List of Teachers Ranked as Excellent by Their Students 1998
  2. Incomplete List of Teachers Ranked as Excellent by Their Students 2000
  3. Advisor's list 2003.

Assignments and Teaching Assistants

        Assignments will account for 40 percent of the final grade.

Tests

Two midterm tests and one final test are scheduled.

Each will account for 20 percent of the final grade for a total of 60 percent of the final grade.

Calendar for Fall Semester, 2015  

Room 225A, Talbot Laboratory

2:00-3:00 pm, MWF

First Midterm

Mon, Oct. 5, during class period.

Second Midterm

Mon,  Nov. 9, during class period.

Final examination

Wed. Dec. 16, 1:30-4:30 pm

Labor Day Mon, Sept. 7  (no classes)

Instruction's beginning

Mon, Aug. 24

Thanksgiving vacation Sat. Nov.  21- Mon. Nov. 30

Instruction's end

Wed. Dec. 9

Reading day Th. Dec. 10

Final examinations

Fri Dec. 11 - Fri. Dec. 18

 

Lecture Notes

MONTE CARLO SIMULATION
Science and Engineering Applications

M. Ragheb

   Preface
1. Overview
2. The Buffon Needle Problem: First Monte Carlo Simulation
3. Direct Simulation or Analog Monte Carlo
4. Random Numbers Generation
5. Mathematical Simulation Monte Carlo

6. Potential Theory and Heat Conduction Dirichlet's Problem
7. Mixed Boundary Value Problems

8. Elliptical Partial Differential Equations with Internal Sources
9. Time Dependent Diffusion by Monte Carlo
10. Dynamical Monte Carlo Simulations
11. Monte Carlo Risk and Decision Analysis

12. Sampling Methods
13. Sampling Special Distributions

14. Error Estimation Procedures for Monte Carlo Computations
15. Monte Carlo Variance Reduction Methods
16. Position Dependent and Angular Source Biasing
17. Russian Roulette and Particle Splitting
18. Transport Theory
19. Mathematical Formulation of Particle Transport in Monte Carlo Theory

20. Slowing Down in Hydrogen, or Particle Transmission through a Slab Shield
21. Estimation Methods in Monte Carlo Particle Transport Simulations
22. Statistical Weighting Methods: Treatment of Source, Criticality and External  Source Driven Multiplying Systems
23. Monte Carlo Simulation of Fluid Flow
24. Minimum Variance Importance Sampling with Parametric Dependence

25. Variational Stationary Functionals in Monte Carlo Computations

References

APPENDICES: 

IMonte Carlo Simulation of Multigroup Neutron Transport in a Homogeneous Shield code
homogeneous_shield. f90
II. Input data for Multigroup Neutron Transport in a Homogeneous Shield code

input_data.txt
III. Monte Carlo Simulation of One-group Neutron Transport in a Finite Medium code
with Russian Roulette
isotropic_source_finite.f90


 

Please contact Prof. M. Ragheb as a Webmaster at: (217)333-6569 or (217)333-5187 with any feedback concerning this page.

Last update for this page was on 8/7/2015.