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Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science and Technology Division Oak Ridge National Laboratory Session: The SCALE Code System American Nuclear Society Winter Meeting November 14, 2007 Washington, DC

Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

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Page 1: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

Advanced Variance Reduction Strategies for Optimizing Mesh

Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman,

and John C. Wagner

Nuclear Science and Technology DivisionOak Ridge National Laboratory

Session: The SCALE Code SystemAmerican Nuclear Society Winter Meeting

November 14, 2007 Washington, DC

Page 2: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

2

OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

Problem

Analog Monte Carlo tallies tend to have uncertainties inversely proportional to flux Low flux areas hardest to converge Computation time is controlled by worst uncertainty

Biasing (typically weight windows) helps move particles to areas of interest Spend more time on “important” particles Sacrifice results in unimportant areas

Mesh tallies are used to get answers everywhere Wide range in relative uncertainties between voxels

Page 3: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

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OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

Goal

Compute a mesh tally over a large area with roughly equal relative uncertainties in each voxel

Tune the MC calculation for the simultaneous optimization of several tallies

Page 4: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

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OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

Example Application: PWR dose ratesLarge scales, massive shieldingDifficult to calculate dose rates

Page 5: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

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OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

Advanced Variance Reduction

MC weight windows inversely proportional to the adjoint flux determined by discrete ordinates SAS4, AVATAR, ADVANTG, MCNP5/PARTISN, MAVRIC CADIS (Wagner): WW and biased source Focus on one specific response at one location

Global variance reduction – Cooper & Larsen Construct MC weight windows proportional to the

forward flux determined by discrete ordinates Focus on getting equal uncertainties in MC flux

everywhere – space and energy

Weight windows are based on an approximate adjoint or forward DO solution

Page 6: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

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OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

SCALE 6

Monaco – 3D, multi-group, fixed source MC Based on MORSE/KENO physics Same cross sections and geometry as KENO-VI Variety of sources and tallies

MAVRIC – Automated sequence for CADIS SCALE cross section processing GTRUNCL3D and TORT

Computes the adjoint flux for a given response Use CADIS methodology to compute:

Importance map (weight windows for splitting/roulette) Biased source distribution

Monaco for Monte Carlo calculation

Page 7: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

7

OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

SCALE 6 Sequence: MAVRIC

SCALEDriverandMAVRIC

Input

Monaco

End

Optional: TORT adjoint cross sections

Optional: 3-D discrete ordinates calculation

3-D Monte Carlo

Resonance cross-section processing

BONAMI / NITAWL orBONAMI / CENTRM / PMC

CADIS

Optional: first-collision source calculation

—PARM=check —

—PARM=tort —

—PARM=impmap —

Optional: importance map and biased source

Monaco with Automated Variance Reduction using Importance Calculations

ICEGRTUNCL-3D

TORT

Page 8: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

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OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

CADIS Methodology

Consistent Adjoint Driven Importance Sampling

Biased source and importance map work together

Ali Haghighat and John C. Wagner, “Monte Carlo Variance Reduction with Deterministic Importance Functions,” Progress in Nuclear Energy, 42(1), 25-53, (2003).

Solve the adjoint problem using the detector response function as the adjoint source.

Weight windows are inversely proportional to the adjoint flux (measure of importance of the particles to the response).

),(),( ErErq d

),(),(

Er

cErw

Page 9: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

9

OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

CADIS Methodology

We want source particles born with a weight matching the weight windows

So the biased source needs to be

Since the biased source is a pdf, solve for c

Summary: define adjoint source, find adjoint flux, find c, construct weight windows and biased src

ErqErq

Erw,ˆ,

,0

ErErq

cErw

ErqErq ,,

1

,

,,ˆ

dErdErErqc

),(),(

Page 10: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

10

OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

Cooper’s Method for Global Var. Red.

The physical particle density, , is related to the Monte Carlo particle density, , by the average weight .

For uniform relative uncertainties, make constant. So, the weight windows need to be proportional to the physical particle density, , or the estimate of forward flux

rm rn

rw

rmrwrn

rm

rn

r

rr

rw

max

Page 11: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

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OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

MAVRIC: Extended Cooper’s Method

Function of space and energy

Add a consistent biased source

Weight windows proportional to flux estimate

Source particles born with matching weight, so the biased source is

Constant of proportionality

ErcErw ,,

Erc

Erq

Erw

ErqErq

,

,

,

,,ˆ

dErdEr

Erqc

,

,

Page 12: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

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OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

Using CADIS to Optimize a Mesh Tally or Simultaneously Optimize Multiple Tallies

Use adjoint source at furthest tally Particles are driven outward from

source

For multiple directions, put adjoint source all around the model – “Exterior Adjoint” method Amount of adjoint weighted to balance

directions

Drawbacks May miss low energy particles far from

tally How to determine weights?

Page 13: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

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OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

Using CADIS to Optimize a Mesh Tally or Simultaneously Optimize Multiple Tallies

Use multiple adjoint sources Put adjoint source everywhere you want an answer

(everywhere is equally ‘important’) Experience says to weight the adjoint source strengths

(less adjoint source close to true source) Adjoint sources should be weighted inversely

proportional to forward response

Leads to: the Forward-

Weighted CADIS Method

Page 14: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

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OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

Forward-Weighted CADIS

Perform a forward discrete ordinates calculation

Estimate the response of interest R(r,E) everywhere

Construct a volumetric adjoint source Using the response function (as the energy component) where the source strength is weighted by 1/R(r,E)

Perform the adjoint discrete ordinates calculation

Create the weight windows and biased source

Perform the Monte Carlo calculation

Page 15: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

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OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

Forward-Weighted CADIS

How to weight the adjoint source – depends on what you want to optimize the MC for:

For Total Dose

For Total Flux

For Flux

dEErErq

,

1),(

dEErEr

ErErq

d

d

,,

,),(

ErErq,

1),(

Page 16: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

16

OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

SCALE 6 Sequence: MAVRIC

SCALEDriverandMAVRIC

Input

ICEGRTUNCL-3D

TORT

Monaco

End

TORT adjoint cross sections

3-D discrete ordinates calculation

3-D Monte Carlo

Resonance cross-section processing

BONAMI / NITAWL orBONAMI / CENTRM / PMC

Optional: first-collision source calculation

—PARM=check —

—PARM=tort —

—PARM=impmap —

Optional: importance map and biased source

ICEGRTUNCL-3D

TORT

TORT forward cross sections

3-D discrete ordinates calculationOptional: first-collision source calculation

—PARM=forward —

CADIS

Page 17: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

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OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

Simple Problem: Find Dose Rates

Page 18: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

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OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

Six Methods: Dose Rate Mesh Tally

1. Analog

2. Standard CADIS, adjoint source in one region

3. Uniformly distributed adjoint source everywhere

4. Exterior adjoint source, with guessed amounts

5. Cooper’s Method, with source biasing

6. Forward-weighted CADIS

Mesh: 40x24x24 = 23040 voxels

Same run time (90 minutes) each

Page 19: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

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OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

1. Analog

read biasing

windowRatio=10.0 targetWeights 27r1.0 18r0.0 end

end biasing

Page 20: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

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OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

2. Standard CADIS

read tortImportance

adjointSource 1 boundingBox 500 430 200 -200 200 -200 end responseID=5 end adjointSource

gridGeometryID=8

end tortImportance

Page 21: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

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OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

3. Uniformly Distributed Adjoint Source

read tortImportance

adjointSource 1 boundingBox 750 -150 250 -250 250 -250 end responseID=5 end adjointSource

gridGeometryID=8

end tortImportance

Page 22: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

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OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

4. Exterior Adjoint Sourceread tortImportance

adjointSource 1 boundingBox -130 -150 250 -250 250 -250 end responseID=5 weight=0.05 end adjointSource

adjointSource 2 boundingBox 750 730 250 -250 250 -250 end responseID=5 weight=3.0e6 end adjointSource

adjointSource 3 boundingBox 750 -150 -230 -250 250 -250 end responseID=5 weight=1.0 end adjointSource ... gridGeometryID=8

end tortImportance

Page 23: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

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OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

5. Cooper’s Method

read tortImportance

gridGeometryID=8

end tortImportance

Page 24: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

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OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

6. Forward-Weighted CADIS

read tortImportance

adjointSource 1 boundingBox 750 -150 250 -250 250 -250 end responseID=5 end adjointSource

gridGeometryID=8 forwardWeighting responseID=5

end tortImportance

Page 25: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

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OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

How to Compare Mesh Tallies No single measurement like FOM

Instead compare what fraction of voxels have less than some amount of relative uncertainty.

0.0

0.2

0.4

0.6

0.8

1.0

0 20 40 60 80 100relative uncertain ty (% )

frac

tion

of v

oxel

s

great

good

bad

horrible

Page 26: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

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OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

Six Methods: Comparison

0

0.2

0.4

0.6

0.8

1

0 10 20 30 40 50 60 70 80 90 100

relative error (% )

frac

tion

of

voxe

ls analog

standard CADIS

uniform adj src

exterior adj src

Cooper's method

FW-CADIS

Page 27: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

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OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

Dose Rates Near A Cask Array

Page 28: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

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OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

Standard CADIS - one point at a time

Slow

Need a mesh tally

Page 29: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

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OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

Forward-Weighted CADIS1. Forward Discrete

Ordinates – forward fluxes

2. Forward dose rate estimate

3. Adjoint source, weighted by dose

4. Adjoint Fluxes

5. Importance Map

6. Biased Source

1. 2.

3. 4.

5. 6.

Page 30: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

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OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

Mesh Tally of Dose Rates (photon)

Dose Rates and relative uncertainties (5 hrs)

Analog FW-CADIS

Page 31: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

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OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

Cask Array: Comparison FW-CADIS performs well:

A) photon dose from photon source

From neutron source B) Neutron dose rate C) Photon dose rate

0 .0

0 .2

0 .4

0 .6

0 .8

1 .0

0 20 40 60 80 100relative uncertainty (% )

frac

tion

of

voxe

ls

analog

FW-CADIS

0 .0

0 .2

0 .4

0 .6

0 .8

1 .0

0 20 40 60 80 100relative uncertainty (% )

frac

tion

of

voxe

ls

analog

FW-CADIS

0 .0

0 .2

0 .4

0 .6

0 .8

1 .0

0 20 40 60 80 100relative uncertainty (% )

frac

tion

of

voxe

ls

analog

FW-CADIS

B)

C)

Page 32: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

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OAK RIDGE NATIONAL LABORATORYU. S. DEPARTMENT OF ENERGY

Summary

MAVRIC offers many ways for automated, advanced variance reduction Standard CADIS method – for optimizing a specific

response at a specific location Forward-Weighted CADIS – for optimizing multiple

tallies or mesh tallies over large areas

Easy to use In addition to standard MC input description, user

provides mesh for DO calc. For CADIS, user specifies source position or box For FW-CADIS, user adds a single keyword

Page 33: Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC Douglas E. Peplow, Edward D. Blakeman, and John C. Wagner Nuclear Science

Discussion & Questions

Special thanks to our sponsors:

DTRA and NRC