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Adaptive adjoint Monte Carlo simulation for the uncertainty

Author

Listed:
  • Made M. Magolu monga
  • Smidts O. F.
  • Dubus A.

Abstract

In order to take into account uncertainties about the values of the hydro-geological parameters of the rock hosting a deep geological repository, probabilistic methods are used in the risk assessment of radioactive waste repositories. Random generators could be globally invoked twice in adjoint Monte Carlo (AMC) simulation. Once for sampling hydro-geological parameters from known probability density functions (pdf). Next, for each selected set of parameters, random walks could be simulated for the evaluation of concentration of contaminants. With a moderate number of random walks (batch size), AMC method is efficient for computing mean values of concentrations. However, the higher moments of the concentration distribution and the distribution tails are in general not evaluated with accuracy. To cope with these inconveniences, we propose an adaptive AMC method in which the batch size is dynamically increased. The new approach is applied for the accurate assessment of the probability of exceeding some imposed critical concentrations.

Suggested Citation

  • Made M. Magolu monga & Smidts O. F. & Dubus A., 2004. "Adaptive adjoint Monte Carlo simulation for the uncertainty," Monte Carlo Methods and Applications, De Gruyter, vol. 10(3-4), pages 403-413, December.
    • Handle: RePEc:bpj:mcmeap:v:10:y:2004:i:3-4:p:403-413:n:22
    DOI: 10.1515/mcma.2004.10.3-4.403
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