Please use this identifier to cite or link to this item:
http://hdl.handle.net/10397/96241
| Title: | Newton's method for Monte Carlo-based residuals | Authors: | Willert, J Chen, X Kelley, CT |
Issue Date: | 2015 | Source: | SIAM journal on numerical analysis, 2015, v. 53, no. 4, p. 1738-1757 | Abstract: | We analyze the behavior of inexact Newton methods for problems where the nonlinear residual, Jacobian, and Jacobian-vector products are the outputs of Monte Carlo simulations. We propose algorithms which account for the randomness in the iteration, develop theory for the behavior of these algorithms, and illustrate the results with an example from neutronics. | Keywords: | JFNK methods Monte Carlo simulation Neutron transport Newton's method |
Publisher: | Society for Industrial and Applied Mathematics | Journal: | SIAM journal on numerical analysis | ISSN: | 0036-1429 | EISSN: | 1095-7170 | DOI: | 10.1137/130905691 | Rights: | © 2015 Society for Industrial and Applied Mathematics The following publication Willert, J., Chen, X., & Kelley, C. T. (2015). Newton's method for Monte Carlo--based residuals. SIAM Journal on Numerical Analysis, 53(4), 1738-1757 is available at https://doi.org/10.1137/130905691. |
| Appears in Collections: | Journal/Magazine Article |
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