Minsheng Huang , Ruo Li , Kai Yan , Chengbao Yao , Wenjun Ying
{"title":"An efficient Monte Carlo simulation for radiation transport based on global optimal reference field","authors":"Minsheng Huang , Ruo Li , Kai Yan , Chengbao Yao , Wenjun Ying","doi":"10.1016/j.cam.2026.117495","DOIUrl":null,"url":null,"abstract":"<div><div>The reference field method, known as the difference formulation, is a key variance reduction technique for Monte Carlo simulations of thermal radiation transport problems. When the material temperature is relatively high and the spatial temperature gradient is moderate, this method demonstrates significant advantages in reducing variance compared to classical Monte Carlo methods. However, in problems with larger temperature gradients, this method has not only been found ineffective at reducing statistical noise, but in some cases, it even increases noise compared to classical Monte Carlo methods. The global optimal reference field method, a recently proposed variance reduction technique, effectively reduces the average energy weight of Monte Carlo particles, thereby decreasing variance. Its effectiveness has been validated both theoretically and numerically, demonstrating a significant reduction in statistical errors for problems with large temperature gradients. In our previous work, instead of computing the exact global optimal reference field, we developed an approximate, physically motivated method to find a relatively better reference field using a selection scheme. In this work, we reformulate the problem of determining the global optimal reference field as a linear programming problem and solve it exactly. To further enhance computational efficiency, we use the MindOpt solver, which leverages graph neural network methods. Numerical experiments demonstrate that the MindOpt solver not only solves linear programming problems accurately but also significantly outperforms the Simplex and interior-point methods in terms of computational efficiency. The global optimal reference field method combined with the MindOpt solver not only improves computational efficiency but also substantially reduces statistical errors.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":"484 ","pages":"Article 117495"},"PeriodicalIF":2.4000,"publicationDate":"2026-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Computational and Applied Mathematics","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0377042726001585","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"2026/2/26 0:00:00","PubModel":"Epub","JCR":"Q1","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
引用次数: 0
Abstract
The reference field method, known as the difference formulation, is a key variance reduction technique for Monte Carlo simulations of thermal radiation transport problems. When the material temperature is relatively high and the spatial temperature gradient is moderate, this method demonstrates significant advantages in reducing variance compared to classical Monte Carlo methods. However, in problems with larger temperature gradients, this method has not only been found ineffective at reducing statistical noise, but in some cases, it even increases noise compared to classical Monte Carlo methods. The global optimal reference field method, a recently proposed variance reduction technique, effectively reduces the average energy weight of Monte Carlo particles, thereby decreasing variance. Its effectiveness has been validated both theoretically and numerically, demonstrating a significant reduction in statistical errors for problems with large temperature gradients. In our previous work, instead of computing the exact global optimal reference field, we developed an approximate, physically motivated method to find a relatively better reference field using a selection scheme. In this work, we reformulate the problem of determining the global optimal reference field as a linear programming problem and solve it exactly. To further enhance computational efficiency, we use the MindOpt solver, which leverages graph neural network methods. Numerical experiments demonstrate that the MindOpt solver not only solves linear programming problems accurately but also significantly outperforms the Simplex and interior-point methods in terms of computational efficiency. The global optimal reference field method combined with the MindOpt solver not only improves computational efficiency but also substantially reduces statistical errors.
期刊介绍:
The Journal of Computational and Applied Mathematics publishes original papers of high scientific value in all areas of computational and applied mathematics. The main interest of the Journal is in papers that describe and analyze new computational techniques for solving scientific or engineering problems. Also the improved analysis, including the effectiveness and applicability, of existing methods and algorithms is of importance. The computational efficiency (e.g. the convergence, stability, accuracy, ...) should be proved and illustrated by nontrivial numerical examples. Papers describing only variants of existing methods, without adding significant new computational properties are not of interest.
The audience consists of: applied mathematicians, numerical analysts, computational scientists and engineers.