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PENELOPE 2003 - OECD Nuclear Energy Agency

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TABLE OF CONTENTS<br />

Foreword ........................................................................................................................................... iii<br />

Preface ............................................................................................................................................... ix<br />

1. Monte Carlo simulation. Basic concepts................................................................................. 1<br />

1.1 Elements of probability theory............................................................................................ 2<br />

1.1.1 Two-dimensional random variables.......................................................................... 5<br />

1.2 Random sampling methods................................................................................................. 6<br />

1.2.1 Random number generator ....................................................................................... 6<br />

1.2.2 Inverse transform method ......................................................................................... 7<br />

1.2.3 Discrete distributions................................................................................................ 10<br />

1.2.4 Rejection methods .................................................................................................... 13<br />

1.2.5 Two-dimensional variables. Composition methods.................................................. 15<br />

1.3 Monte Carlo integration...................................................................................................... 18<br />

1.4 Simulation of radiation transport ........................................................................................ 21<br />

1.4.1 Scattering model and probability distributions......................................................... 21<br />

1.4.2 Generation of random tracks..................................................................................... 24<br />

1.4.3 Particle transport as a Markov process ..................................................................... 26<br />

1.5 Statistical averages and uncertainties.................................................................................. 28<br />

1.6 Variance reduction .............................................................................................................. 30<br />

1.6.1 Interaction forcing .................................................................................................... 31<br />

1.6.2 Splitting and Russian roulette................................................................................... 32<br />

1.6.3 Other methods........................................................................................................... 33<br />

2. Photon interactions................................................................................................................... 35<br />

2.1 Coherent (Rayleigh) scattering ........................................................................................... 36<br />

2.1.1 Simulation of coherent scattering events.................................................................. 39<br />

2.2 Photoelectric effect ............................................................................................................. 40<br />

2.2.1 Simulation of photoelectron emission ...................................................................... 42<br />

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