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Monte Carlo Particle Transport Methods: Neutron and Photon - gnssn

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191It is easy to see that the procedure above grants the fulfilment of the conditions of Theorem5.6.Geometrical splitting, like most of the tricks in <strong>Monte</strong> <strong>Carlo</strong> methods, ireducing the variance of the score. This can be investigated on the basismoment equation. However, it is not easy to establish, in general, a second-ir«». > i.» >>similar in form to that concerning a game without splitting because thedepend on the weight of the particles. By arguments like those leading to Etit is easy to show that the score probability TT(P,W,S) for a game with geonsatisfies the equation-rr(P,W,s) ==|dP'T(P,P')dP (t(P,P 1)]p(P,P',W',s) * d(P'.W',s)IdP 1I(P 1P 1)I dQT(P,Q) PiP 1P 1 1W 1S)* Jg 11(P 11W)S(S) + E g k(P,,W) JpTT(P 1 1W^ 1S) (5.115)Let us consider a game in which the splitting probabilities do not depend on the particle''sweight, i.e.,g k(P„W) =g k(P,)Inserting these probabilities into Equation (5.115), multiplying the equation by s 2 , <strong>and</strong>integrating over s, the equation for the unit weight second moment M 2(P) follows as below(details of the derivation are given in Appendix 5B):W 2 M 2(P) = dP'T(P 1P') 1 dP, 1(P 1P 1) (W') 2 [P(P 1P')2f(P,P')N,(P') +N 2(P')]dP, 1(P 1P 1) 'dQT(P-Q)] {W 2 P 2 XP 1P 1(5.11.6)+ 2WWP(P 1P 1)M 1(P 1) + W 1MKP 1) + W 2[M 2(P 1) - Mf(P 1)]}where W is the expected total weight of the split fragments as defined in Equation (.5.108),while<strong>and</strong>W, = E &(P.) E Wf 111We recall that in the procedure discussed in this section, the functions 1(P 1P 1) <strong>and</strong> g k(P,W)<strong>and</strong> the split weights W (i)kare independent of both the kernels <strong>and</strong> the contribution functionsof the simulation. This means that even if the nonanalog kernels <strong>and</strong> contributions are fixed,for some reason the functions <strong>and</strong> weights above can be chosen almost arbitrarily <strong>and</strong> their

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