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Monte Carlo Methods
for Particle Transport
Second Edition
Monte Carlo Methods
for Particle Transport
Second Edition
Alireza Haghighat
Second edition published 2021
by CRC Press
6000 Broken Sound Parkway NW, Suite 300, Boca Raton, FL 33487-2742
and by CRC Press

2 Park Square, Milton Park, Abingdon, Oxon, OX14 4RN
c 2021 Taylor & Francis Group, LLC
CRC Press is an imprint of Taylor & Francis Group, LLC
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Library of Congress Cataloging-in-Publication Data

Names: Haghighat, Alireza, author.
Title: Monte Carlo methods for particle transport / Alireza Haghighat.
Description: Second edition. | Boca Raton : CRC Press, 2021. | Includes
bibliographical references and index.
Identifiers: LCCN 2020017229 | ISBN 9780367188054 (hardback) | ISBN
9780429198397 (ebook)
Subjects: LCSH: Monte Carlo method. | Particles (Nuclear
physics)--Mathematical models. | Radiative transfer.
Classification: LCC QC20.7.M65 H34 2021 | DDC 518/.282--dc23
LC record available at https://lccn.loc.gov/2020017229
ISBN: 9780367188054 (hbk)

ISBN: 9780429198397 (ebk)
Typeset in CMR
by Nova Techset Private Limited, Bengaluru & Chennai, India
To my wife, son, and mother.
Contents
Acknowledgement xvii
About the Author xix
Chapter 1 Introduction 1
1.1 HISTORY OF MONTE CARLO SIMULATION 1

1.2 STATUS OF MONTE CARLO CODES 4
1.3 MOTIVATION FOR WRITING THIS BOOK 5
1.4 AUTHOR’S MESSAGE TO INSTRUCTORS 6
Chapter 2 Random Variables and Sampling 7
2.1 INTRODUCTION 8
2.2 RANDOM VARIABLES 8
2.2.1 Discrete random variable 9
2.2.2 Continuous random variable 10
2.2.3 Notes on pdf and cdf characteristics 11
2.3 RANDOM NUMBERS 12
2.4 DERIVATION OF THE FUNDAMENTAL FORMULATION
OF MONTE CARLO (FFMC) 13
2.5 SAMPLING ONE-DIMENSIONAL DENSITY FUNCTIONS 15
2.5.1 Analytical inversion 15
2.5.2 Numerical inversion 15
2.5.3 Probability mixing method 17
2.5.4 Rejection technique 18
vii
viii Contents
2.5.5 Numerical evaluation 19

2.5.6 Table lookup 21
2.6 SAMPLING MULTIDIMENSIONAL DENSITY FUNCTIONS 21
2.7 EXAMPLE PROCEDURES FOR SAMPLING A FEW
COMMONLY USED DISTRIBUTIONS 23
2.7.1 Normal distribution 24
2.7.2 Watt spectrum 25
2.7.3 Cosine and sine functions sampling 25
2.8 REMARKS 27
Chapter 3 Random Number Generator (RNG) 31
3.1 INTRODUCTION 31
3.2 RANDOM NUMBER GENERATION APPROACHES 32
3.3 PSEUDO RANDOM NUMBER GENERATORS (PRNGS) 35
3.3.1 Congruential Generators 35
3.3.2 Multiple Recursive Generator 42
3.4 TESTING RANDOMNESS 43
2
3.4.1 χ − T est 44
3.4.1.1 χ2 − distribution 44
2
3.4.1.2 Procedure for the use of χ − test 45
3.4.2 Frequency test 45
3.4.3 Serial test 46
3.4.4 Gap test 46
3.4.5 Poker test 46
3.4.6 Moment test 46
3.4.7 Serial correlation test 47
3.4.8 Serial test via plotting 47
3.5 EXAMPLE FOR TESTING A PRNG 47
3.5.1 Evaluation of PRNG based on period and
average 47
3.5.2 Serial test via plotting 50
3.6 REMARKS 52
Contents ix
Chapter 4 Fundamentals of Probability and Statistics 55
4.1 INTRODUCTION 56
4.2 EXPECTATION VALUE 57
4.2.1 Single variable 57
4.2.2 Useful formulation for the expectation operator 59
4.2.3 Multivariable 60
4.3 SAMPLE EXPECTATION VALUES IN STATISTICS 62
4.3.1 Sample mean 62
4.3.2 Sample variance 63
4.4 PRECISION AND ACCURACY OF A SAMPLE AVERAGE 65
4.5 COMMONLY USED DENSITY FUNCTIONS 65
4.5.1 Uniform density function 65
4.5.2 Binomial density function 66
4.5.2.1 Bernoulli process 66
4.5.2.2 Derivation of the Binomial density
function 67
4.5.3 Geometric density function 70
4.5.4 Poisson density function 71
4.5.5 Normal (Gaussian) density function 73
4.6 LIMIT THEOREMS AND THEIR APPLICATIONS 79
4.6.1 Corollary to the de Moivre-Laplace limit
theorem 80
4.6.2 Central limite theorem 83
4.6.2.1 Demonstration of the Central Limit
Theorem 84
4.7 GENERAL FORMULATION OF THE RELATIVE
UNCERTAINTY 85
4.7.1 Special case of a Bernoulli random process 87
4.8 CONFIDENCE LEVEL FOR FINITE SAMPLING 87
4.8.1 Student’s t-distribution 88
4.8.2 Determination of confidence level and
application of the t-distribution 90
x Contents
4.9 TEST OF NORMALITY OF DISTRIBUTION 91

4.9.1 Test of skewness coefficient 91
4.9.2 Shapiro-Wilk test for normality 91
Chapter 5 Integrals and Associated Variance Reduction

Techniques 97
5.1 INTRODUCTION 97
5.2 EVALUATION OF INTEGRALS 98
5.3 VARIANCE REDUCTION TECHNIQUES FOR
DETERMINATION OF INTEGRALS 99
5.3.1 Importance sampling 100
5.3.2 Control variates technique 103
5.3.3 Stratified sampling technique 104
5.3.4 Combined sampling 113
5.4 REMARKS 115
Chapter 6 Fixed-Source Monte Carlo Particle Transport 117
6.1 INTRODUCTION 117

6.2 INTRODUCTION TO THE LINEAR BOLTZMANN
EQUATION 118
6.3 MONTE CARLO METHOD FOR SIMPLIFIED PARTICLE
TRANSPORT 120
6.3.1 Sampling path length 121
6.3.2 Sampling interaction type 123
6.3.2.1 Procedure for N (> 2) interaction type 123
6.3.2.2 Procedure for a discrete random
variable with N outcomes of equal
probabilities 124
6.3.3 Selection of scattering angle 125
6.4 A 1-D MONTE CARLO ALGORITHM 128
6.5 PERTURBATION VIA CORRELATED SAMPLING 130
Contents xi
6.6 HOW TO EXAMINE STATISTICAL RELIABILITY OF

MONTE CARLO RESULTS 131
6.7 REMARKS 132
Chapter 7 Variance reduction techniques for fixed-source

particle transport 137

7.2 OVERVIEW OF VARIANCE REDUCTION FOR FIXED-
SOURCE PARTICLE TRANSPORT 139
7.3 PDF BIASING WITH RUSSIAN ROULETTE 140
7.3.1 Implicit capture or survival biasing with
Russian roulette 140
7.3.1.1 Russian roulette technique 141
7.3.2 Path-length biasing 141
7.3.3 Exponential transformation biasing 142
7.3.4 Forced collision biasing 143
7.4 PARTICLE SPLITTING WITH RUSSIAN ROULETTE 144
7.4.1 Geometric splitting 145
7.4.2 Energy splitting 147
7.4.3 Angular splitting 147
7.5 WEIGHT-WINDOW TECHNIQUE 147
7.6 INTEGRAL BIASING 148
7.6.1 Importance (adjoint) function methodology 148
7.6.2 Source biasing based on the importance
sampling 150
7.7 HYBRID METHODOLOGIES 150
7.7.1 CADIS methodology 151
7.7.1.1 FW-CADIS technique 152
7.8 REMARKS 152
Chapter 8 Scoring/Tallying 157

xii Contents
8.2 MAJOR PHYSICAL QUANTITIES IN PARTICLE

TRANSPORT 158
8.3 TALLYING IN A STEADY-STATE SYSTEM 159
8.3.1 Collision estimator 160
8.3.2 Path-length estimator 161
8.3.3 Surface-crossing estimator 162
8.3.3.1 Estimation of partial and net currents 163
8.3.3.2 Estimation of flux on a surface 163
8.3.4 Analytical estimator 164
8.4 TIME-DEPENDENT TALLYING 166
8.5 FORMULATION OF TALLIES WHEN VARIANCE
REDUCTION USED 168
8.6 ESTIMATION OF RELATIVE UNCERTAINTY OF TALLIES 169
8.7 UNCERTAINTY IN A RANDOM VARIABLE DEPENDENT
ON OTHER RANDOM VARIABLES 170
8.8 REMARKS 171
Chapter 9 Geometry and particle tracking 173

9.2 COMBINATORIAL GEOMETRY APPROACH 174
9.2.1 Definition of a surface 175
9.2.2 Definition of cells 177
9.2.3 Examples for irregular cells 177
9.3 DESCRIPTION OF BOUNDARY CONDITIONS 178
9.4 PARTICLE TRACKING 181
9.5 REMARKS 183
Chapter 10 Eigenvalue (criticality) Monte Carlo method for


10.2 THEORY OF POWER ITERATION FOR EIGENVALUE
PROBLEMS 189
Contents xiii
10.3 MONTE CARLO EIGENVALUE CALCULATION 191

10.3.1 Random variables for sampling fission neutrons 192
10.3.1.1 Number of fission neutrons 192
10.3.1.2 Energy of fission neutrons 193
10.3.1.3 Direction of fission neutrons 193
10.3.2 Procedure for Monte Carlo Eigenvalue
simulation 194
10.3.2.1 Estimators for sampling fission
neutrons 196
10.3.3 A method to combine the estimators 198
10.4 ISSUES ASSOCIATED WITH THE STANDARD
EIGENVALUE MONTE CARLO SIMULATION
PROCEDURE 200
10.5 DIAGNOSTIC TESTS FOR SOURCE CONVERGENCE 201
10.5.1 Shannon entropy technique 201
10.5.1.1 Concept of Shannon entropy 201
10.5.1.2 Application of the Shannon entropy
to the fission neutron source 202
10.5.2 Center of Mass (COM) technique 202
10.6 STANDARD EIGENVALUE MONTE CARLO
CALCULATION - PERFORMANCE, ANALYSIS,
SHORTCOMINGS 204
10.6.1 A procedure for selection of appropriate
eigenvalue parameters 204
10.6.2 Demonstration of the shortcomings of the
standard eigenvalue Monte Carlo calculation 204
10.6.2.1 Example problem 205
10.6.2.2 Results and analysis 205
10.7 REMARKS 211
Chapter 11 Fission matrix methods for eigenvalue Monte

Carlo simulation 215

xiv Contents
11.2 DERIVATION OF FORMULATION OF THE FISSION-

MATRIX METHODOLOGY 216
11.2.1 Implementation of the FM method -
Approach 1 217
11.2.2 Implementation of the FM method -
Approach 2 219
11.2.2.1 Issues associated with the FMBMC
approach 219
11.3 APPLICATION OF THE FM METHOD - APPROACH 1 221
11.3.1 Modeling spent fuel facilities 221
11.3.1.1 Problem description 221
11.3.1.2 FM coefficient pre-calculation 222
11.3.1.3 Comparison of RAPID to Serpent -
Accuracy and Performance 223
11.3.2 Reactor cores 227
11.3.3 A few innovative techniques for generation or
correction of FM coeffiicients 227
11.3.3.1 Geometric similarity 227
11.3.3.2 Boundary correction 228
11.3.3.3 Material discontinuity 229
11.3.4 Simulation of the OECD/NEA benchmark 230
11.4 DEVELOPMENT OF OTHER FM MATRIX BASED
FORMULATIONS 234
11.5 REMARKS 234
Chapter 12 Vector and parallel processing of Monte Carlo


12.2 VECTOR PROCESSING 238
12.2.0.1 Scalar computer 238
12.2.0.2 Vector computer 239
12.2.1 Vector performance 240
Contents xv
12.3 PARALLEL PROCESSING 241

12.3.1 Parallel performance 242
12.3.1.1 Factors affecting the parallel
performance 244
12.4 VECTORIZATION OF THE MONTE CARLO PARTICLE
TRANSPORT METHODS 245
12.5 PARALLELIZATION OF THE MONTE CARLO PARTICLE
TRANSPORT METHODS 246
12.5.1 Other possible parallel Monte Carlo particle
transport algorithms 247
12.6 DEVELOPMENT OF A PARALLEL ALGORITHM USING
MPI 247
12.7 REMARKS 248
Appendix A Appendix 1 253
A.1 INTEGER OPERATIONS ON A BINARY COMPUTER 253
Appendix B Appendix 2 257
B.1 DERIVATION OF A FORMULATION FOR THE

SCATTERING DIRECTION IN A 3-D DOMAIN 257
Appendix C Appendix 3 261
C.1 SOLID ANGLE FORMULATION 261
Appendix D Appendix 4 263
D.1 ENERGY-DEPENDENT NEUTRON-NUCLEAR

INTERACTIONS IN MONTE CARLO SIMULATION 263
D.2 INTRODUCTION 263
D.3 ELASTIC SCATTERING 264
D.4 INELASTIC SCATTERING 265
D.5 SCATTERING AT THERMAL ENERGIES 266
xvi Contents
Appendix E Appendix 5 267
E.1 SHANNON ENTROPY 267

E.1.1 Derivation of the Shannon entropy -
Approach 1 267
E.1.2 Derivation of the Shannon entropy -
Approach 2 270
Bibliography 273
Index 285
Acknowledgement
The second edition is a significant improvement over the first edition as

it includes changes and additions in response to the feedback I received
from students, practitioners, and reviewers over the past five years.
Additionally, while using the book in my classes, I realized the need for
revisions and additions. The second edition includes reorganized chap-
ters, addition of new sections, especially in Chapters 4 and 10, deletion
of redundant sections, and addition of the new Chapter 11 on the alter-
native eigenvalue Monte Carlo techniques to address the shortcoming
of the standard techniques. I am hopeful that the new edition would
benefit both students and practitioners, and promote further research
and development on advanced Monte Carlo based techniques that not
only are accurate, but also offer real-time simulation capabilities.
This new edition was not possible without valuable help I received
from my students, colleagues and family. Particularly, I would like to
express my highest gratitude to Valerio Mascolino, a PhD candidate
in my group, who has provided highly valuable and careful review of
the second edition. More specifically, he provided constructive sugges-
tions, pointed out the need for clarification, identified errors and typos,
helped with typing of the homework problems, fixed the references
throughout the book, and prepared the book index. Also, I am thank-
ful to Prof. William Walters, from Penn State, who provided construc-
tive and highly valuable comments on Chapters 10 and 11. Finally, I
should acknowledge that this book was greatly influenced by over three
decades of research by my graduate students and investigators in the
field, and by the inquisitive questions and comments of students.
It is important to acknowledge that the first edition was a 20-year
project that dated back to my tenure at the Pennsylvania State Univer-
sity. As a newly minted assistant professor, I inherited an experimen-
tal course on Monte Carlo methods in particle transport in 1989 that
had once been taught by the late Dr. Anthony Foderaro. The course
was approved as a permanent part of Penn State’s nuclear engineering
xvii
xviii Acknowledgement
curriculum in 1991. Three years later, in 1994, during my fifth year of

teaching this course, I created the first bound version of my notes. The
initial version of the notes relied heavily on Dr. Foderaro’s unpublished
notebook, and a number of other books and computer code manuals.
For the first edition of this book, three of my former graduate stu-
dents, Prof. William Walters, Dr. Katherine Royston, and Dr. Nathan
Roskoff, made valuable contributions on various aspects of the book.
I remain truly grateful for their assistance and sincere interest in the
preparation of the book. I am grateful to my colleagues and friends
Prof. Bojan Petrovic, Prof. Farzad Rahnem, and Prof. Glenn Sjoden,
Dr. Gianluca Longoni, and Dr. John Wagner who provided valuable
reviews of the segments of the first edition.
My research group has been engaged in various research projects
relating to the development of particle transport methodologies and
codes for modeling and simulation of nuclear reactors, nuclear nonpro-
liferation and safeguard detection systems, and radiation therapy and
diagnostics systems. Specifically, my students and I have been involved
in the development of automated variance reduction techniques for neu-
tral and charged particle transport, and more recently hybrid methods
for eigenvalue, and radiation detection and shielding calculations.
Lastly, I am highly grateful to my wife, Mastaneh, for her sacrifices
and continuous care, support, and encouragement; my son, Aarash,
who has always expressed interest and curiosity in my work, and has
been a source of pride and inspiration; and my mother, Pari, who
instilled in me a sense of achievement and integrity.
About the Author
Alireza Haghighat earned his PhD degree in nuclear engineering

from the University of Washington, Seattle, in 1986.
Between 1986 and 2001, he was a professor of nuclear engineering
at the Pennsylvania State University, University Park, Pennsylvania.
From July 2001 to September 2009, he was Chair and Professor of the
Department of Nuclear and Radiological Engineering at the University
of Florida, Gainesville, Florida. From September 2009 to June 2011, Dr.
Haghighat was a Florida Power & Light endowed term professor and
served part-time as the Director of the University of Florida Training
Reactor.
In January 2011, he joined the Mechanical Engineering Depart-
ment at the Virginia Tech (VT) University, Greater Washington DC
(GWDC) campus to help with the establishment of the VT Nuclear
Engineering Program (VT-NEP) at both Blacksbirg and GWDC cam-
puses. Currently, he is the Director of the NEP and also the Director
of the Mechanical Engineering Graduate Program at GWDC.
Prof. Haghighat is a fellow of the American Nuclear Society (ANS).
He leads the Center for Multiphysics for Advanced Reactor Simulation
(MARS) and the Virginia Tech Theory Transport Group (VT3 G). Over
the past 34 years, Prof. Haghighat has been involved in the devel-
opment of new particle transport methodologies and large computer
codes for modeling and simulation of nuclear systems including reac-
tors, nuclear security and safeguards systems and medical devices. His
efforts has resulted in the development of several advanced computer
programs including PENTRAN, A3 MCNP, TITAN, INSPCT-s, AIMS,
TITAN-IR, and RAPID. The latter four code systems are developed
based on the novel Multi-stage Response-function Transport (MRT)
methodology that results in simulation of nuclear systems in real time
on one computer core. Additionally, for the RAPID code system, a
virtual reality system (VRS) web application has been developed.
xix
xx About the Author
He has published over 250 papers, received several best paper

awards, and presented many invited workshops, seminars, and papers
nationally and internationally.
He is a recipient of the 2011 Radiation Protection Shielding Divi-
sion’s Professional Excellence Award, and received a recognition award
from the Office of Global Threat Reduction for his leadership and con-
tributions to design and analysis for the University of Florida Training
Reactor HEU (highly enriched uranium) to LEU (low enriched ura-
nium) fuel conversion in 2009.
Prof. Haghighat is an active member of ANS, and has served at
various leadership positions, such as chair of the Reactor Physics Divi-
sion, chair of the Mathematics and Computation Division, co-founder
of the Computational Medical Physics Working Group, and chair of
the NEDHO (Nuclear Engineering Department Heads Organization).
Further, he is the founding Chair of the Virginia Nuclear Energy Con-
sortium (VNEC) nonprofit organization.
CHAPTER 1
Introduction
CONTENTS
1.1 History of Monte Carlo Simulation . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Status of Monte Carlo Codes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.3 Motivation for Writing this Book . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.4 Author’s Message to Instructors . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
The Monte Carlo method is a statistical technique which is capable of

simulating a mathematical or physical experiment on a computer. In
mathematics, it can provide the expectation value of functions and eval-
uate integrals; in science and engineering, it is capable of simulating
complex problems which are comprised of various random processes
with known or assumed probability density functions. To be able to
simulate the random process, i.e., sample from a probability function
for an event, it uses random numbers or pseudo-random numbers. Just
like any statistical process, the Monte Carlo method requires repetition
to achieve a small relative uncertainty, and therefore, may necessitate
impractically large simulation times. To overcome this difficulty, par-
allel algorithms and variance reduction techniques are needed. This
book attempts to address major topics affecting development, utiliza-
tion, and performance of a Monte Carlo algorithm.
1.1 HISTORY OF MONTE CARLO SIMULATION

The birth of Monte Carlo simulation can be traced back to WWII.
At that time, because of the Manhattan project, there was significant
urgency in understanding nuclear fission and generating special nuclear
materials. Great minds from all over the world were assembled in the
United States to work on the Manhattan project. This coincided with
another initiative: building of the first electronic computer. The first
computer, ENIAC, had over 17,000 vacuum tubes in a system with
1
2 Monte Carlo Methods for Particle Transport
500,000 solder joints and was built at the University of Pennsylvania in

Philadelphia under the leadership of physicist John Mauchly and engi-
neer Presper Eckert [75]. The story is that, Mauchly was inspired to
build an electronic computer to perform the work done in large rooms
filled with mostly women calculating integrals for firing tables (ranges
versus trajectories) for the U.S. Army. John von Neumann, who was a
consultant for both the Army and Los Alamos National Lab (LANL)
and was well aware of Edward Teller’s new initiative in the area of
thermonuclear energy, became interested in using ENIAC for testing
models for thermonuclear reactions. He convinced the U.S. Army that
it was beneficial for Los Alamos scientists (Nicholas Metropolis and
Stan Frankel) to simulate thermonuclear reactions using ENIAC. The
work started in 1945, before the end of the war, and its initial phase
ended after the war in 1946. In addition to Metropolis, Frankel, and von
Neumann, another scientist named Stanislaw (Stan) Ulam participated
in a national project review meeting at LANL. It was Ulam’s observa-
tion that the new electronic computer could be used for performing the
tedious statistical sampling that was somewhat abandoned because of
the inability to do large numbers of calculations. Von Neumann became
interested in Ulam’s suggestion and prepared an outline of a statisti-
cal approach for solving the neutron diffusion problem. Several people,
including Metropolis, became interested in exploring the new statistical
simulation approach; Metropolis suggested the name “Monte Carlo,”
which was inspired from the fact that Ulam’s uncle used to borrow
money from his family members because he “just had to go to Monte
Carlo,” a popular gambling destination in the Principality of Monaco.
For the initial simulation, von Neumann suggested a spherical core
of fissionable material surrounded by a shell of tamper material. The
goal was to simulate neutron histories as they go through different
interactions. To be able to sample the probability density functions
associated with these interactions, he invented a pseudo-random num-
ber generator algorithm [104] referred to as middle-square digits,which
was later replaced with more effective generators by H. Lehmer [64]. It
was quickly realized that the Monte Carlo method was more flexible
for simulating complex problems as compared to differential equations.
However, since the method is a statistical process and requires the
achievement of small variances, it was plagued by long times because
of the need for a significant amount of computation! It is important
to note that Enrico Fermi had already used the method for study-
ing the moderation of neutrons using a mechanical calculator in the
Introduction 3
Photo of FERMIAC (courtesy of Mark Pellegini, the Brad-

Figure 1.1
bury Museum, Los Alamos, NM)
Application of FERMIAC (from N. Metropolis. 1987. Los

Figure 1.2
Alamos Science 15: 125)
early 1930s while living in Rome. Naturally, Fermi was delighted with
the invention of ENIAC; however, he came up with the idea of build-
ing an analog device called FERMIAC (shown in Figure 1.1) for the
study of neutron transport. This device was built by Percy King and
was limited to two energy groups, fast and thermal, and two dimen-
sions. Figure 1.2 shows a demonstration of its application. Meanwhile,
Metropolis and von Neumann’s wife (Klari) designed a new control
system for ENIAC to be able to process a set of instructions or a
stored-program as opposed to the plugboard approach. With this new
capability, Metropolis and von Neumann were able to solve several
neutron transport problems. Soon other scientists in the thermonu-
clear group started studies with different geometries and for different
particle energies. Later, mathematicians Herman Khan, C. J. Everett,

and E. Cashwell became interested in the Monte Carlo method and
published several articles on algorithms and use of the method for par-
ticle transport simulation [57, 56, 22, 33, 32].
1.2 STATUS OF MONTE CARLO CODES

The above brief history indicates that early development of Monte
Carlo particle transport techniques were mainly conducted by the
scientists at LANL. As a result, LANL has been the main source
of general-purpose Monte Carlo codes, starting with MCS (Monte
Carlo Simulation) in 1963 and followed by MCN (Monte Carlo Neu-
tron) in 1965, MCNG (Monte Carlo coupled Neutron and Gamma) in
1973, and MCNP (Monte Carlo Neutron Photon) in 1977. MCNP has
been under continuous development and the latest version, MCNP6,
was released in 2013 [80]. The progress made over the past 50 years
demonstrates the sustained effort at LANL on development, improve-
ment, and maintenance of Monte Carlo particle transport codes. There
has also been simultaneous development of and improvement in nuclear
physics parameters, i.e., cross sections, in the form of the cross-section
library referred to as the Evaluated Nuclear Data File (ENDF). Cur-
rently, ENDF/B-VIII, the 8th version, is in use.
In addition to LANL, other groups, both in the United States
and abroad, have developed Monte Carlo codes. The author’s group
has developed the A3 MCNP (Automated Adjoint Accelerated MCNP)
code system [43] for automatic variance reduction using the CADIS
(Consistent Adjoint Driven Importance Sampling) methodology [46].
The Oak Ridge National Lab (ORNL) has developed a number of
codes, including MORSE [31] and KENO [82], and more recently the
ADVANTG code system [78] that uses CADIS and its alternate, “for-
ward” CADIS (FW-CADIS) [109], methodology. Internationally, there
are two general codes, MCBEND [120] and TRIPOLI [13], and a few
specialized codes, including EGS [50], GEANT [1], and PENELOPE
[89]. GEANT, which is an open-source code, has been developed in
support of nuclear physics experiments. The other two codes, EGS
and PENELOPE, have special focus on electron-photon transport for
medical applications.
Finally, it is important to mention that in the past two decades
there have been efforts on the development of codes based on the hybrid
deterministic-Monte Carlo techniques. Chapter 11 is devoted to this
topic.
Introduction 5
1.3 MOTIVATION FOR WRITING THIS BOOK

Until the early 1990s, Monte Carlo methods were mainly used for
benchmarking studies by scientists and engineers at national labs who
had access to advanced computers. This situation, however, changed
drastically with the advent of high performance computers (with fast
clock cycles), parallel computers, and, more recently, PC clusters. To
this effect, at the 8th International Conference on Radiation Shielding
in 1994, over 70% of papers utilized deterministic methods for simu-
lation of different problems or addressed new techniques and formula-
tions. Since the late 1990s, this situation has been reversed, and Monte
Carlo methods have become the first or, in some cases, only tool for
performing particle transport simulations for a variety of applications.
On the positive side, the method has enabled numerous people with
different levels of knowledge and preparation to be able to perform
particle transport simulations. However, on the negative side, it has
created the potential of drawing erroneous results by novice users who
do not appreciate the limitations of the method and/or the statisti-
cal concepts, and, therefore, cannot distinguish the difference between
statistically reliable or unreliable results.
This book has been written to address these concerns and to pro-
vide relatively detailed discussions on the fundamental concepts and
issues associated with the Monte Carlo method. Although this book is
meant for engineers and scientists who are mainly interested in using
the Monte Carlo method, the author has provided the necessary math-
ematical derivations to help understand issues associated with current
techniques, and potentially explore new techniques. This book should
be helpful to those who would like to simply learn about the method
as well as those engaged in research and development.
The second edition of the book focuses on the correction and
enhancement of mathematical derivations and associated physics and
analysis. A number of chapters have been reorganized by adding or
streamlining some of the discussions, removing redundant information,
resulting in major modifications to Chapters 4 and 10, and the addition
of the new Chapter 11. Chapter 11 addresses recently developed alter-
native eigenvalue methodologies that significantly improve the accu-
racy and efficiency of the method. The second edition, in addition to
students, should be beneficial to the analysts engaged in the simulation
of nuclear systems, and to those who are interested in the development
of advanced techniques.
1.4 AUTHOR’S MESSAGE TO INSTRUCTORS

The author recommends this book as a textbook for graduate students
in science and engineering. Over the past 31 years, the author has used
the material presented in this book in his teaching of a course on the
Monte Carlo methods to a diverse group of graduate students coming
from various disciplines especially nuclear, computer science, electrical,
mechanical and civil engineering, and physics. This valuable experience
has helped significantly in shaping the organization and the content of
both first and second editions of this book.
The book is effective for teaching to a diverse group of students,
as it introduces the fundamentals of the method and issues related in
the first five chapters. Chapter 6 gives an introduction to a simpli-
fied 1-D, one-speed neutron transport model and develops a simpli-
fied Monte Carlo particle transport algorithm. This topic is relatively
easy to understand by a diverse group of students, and provides the
means for learning issues related to the Monte Carlo method in gen-
eral. Chapters 7-12 focus on various topics including variance reduction
techniques, tallying, geometry, eigenvalue calculations and advanced
techniques, and parallel and vector computing. Although Chapters 6
to 12 mainly focus on particle transport applications, their subject
matters and supportive mathematical and statistical formulations can
be pertinent to other applications.
The author believes that the students’ learning would be enhanced
significantly if they develop computer programs that can effectively
apply the concepts and shed light on subtle issues of the Monte Carlo
method.
In conclusion, the author hopes that the revisions and additions
included in the second edition would make the book more beneficial to
students, practitioners, and those engaged in the advancement of the
Monte Carlo methods.
CHAPTER 2
Random Variables and

Sampling
CONTENTS
2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.2 Random Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.2.1 Discrete random variable . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.2.2 Continuous random variable . . . . . . . . . . . . . . . . . . . . . . . 10
2.2.3 Notes on pdf and cdf characteristics . . . . . . . . . . . . . . . 11
2.3 Random numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
2.4 Derivation of the Fundamental Formulation of Monte
Carlo (FFMC) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.5 Sampling one-dimensional density functions . . . . . . . . . . . . . . 15
2.5.1 Analytical inversion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
2.5.2 Numerical inversion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
2.5.3 Probability mixing method . . . . . . . . . . . . . . . . . . . . . . . . 17
2.5.4 Rejection technique . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.5.5 Numerical evaluation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.5.6 Table lookup . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.6 Sampling multidimensional density functions . . . . . . . . . . . . . 21
2.7 Example procedures for sampling a few commonly used
distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
2.7.1 Normal distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
2.7.2 Watt spectrum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
2.7.3 Cosine and sine functions sampling . . . . . . . . . . . . . . . . 25
2.8 Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
7
2.1 INTRODUCTION
All basic (elementary) physical processes appear to be random; that
is, one cannot predict, with certainty, what is the outcome of every
individual process. Nevertheless, such random (stochastic) processes
can generally be characterized by their average behavior and associated
statistical uncertainties.
Outcomes of a physical process can be discrete or continuous. In
other words, they can be selected (sampled) from a discrete or con-
tinuous event space. To be able to sample the outcome of a random
process on a computer, it is necessary to identify the possible outcomes
(random variables) and their types and probabilities, generate random
numbers, and obtain a formulation between the random variables and
random numbers. Commonly, the solution to this formulation is not
straightforward therefore different methodologies have been developed
for solving different types of equations. Significant efforts have been
devoted to the development of methods [104, 33, 32, 58, 94, 96] that
are very efficient, because numerous sampling is necessary for achieving
a reliable average.
This chapter discusses different random variables and their prob-
ability functions, and derives a fundamental formulation relating ran-
dom variables to random numbers. This formulation is referred to as
the fundamental formulation of Monte Carlo (FFMC), as it provides
the necessary formulation for performing a Monte Carlo simulation on
a computer. Further, this chapter introduces different techniques for
solving the FFMC formulation, and presents efficient solution tech-
niques for a few commonly used distributions/functions.
2.2 RANDOM VARIABLES

Normally, outcomes are mapped onto numerical values for mathemati-
cal treatment. These numerical values are called random variables. So,
just like an outcome, a random variable can be discrete or continuous.
The outcome of tossing a die can be represented by a discrete random
variable, while the time between particles emitted from a radioactive
material can be represented by a continuous random variable.
For any random variable (x), two functions are defined: the proba-
bility density function (pdf ) and the cumulative distribution function
(cdf ). In the following sections, these functions are described for dis-
crete and continuous random variables.
Another random document with
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indicts them; it stamps the whole cry as without any foundation; it
derides the issue as a false and scandalous and partisan makeshift.
What then is the real motive underlying this movement? Senators
on that side, democratic orators on the stump cannot make any
sensible set of men at the crossroads believe that they are afraid of
eleven hundred and fifty-five soldiers distributed one to each county
in the South. The minute you state that, everybody sees the utter,
palpable and laughable absurdity of it, and therefore we must go
further and find a motive for all this cry. We want to find out, to use a
familiar and vulgar phrase, what is “the cat under the meal.” It is not
the troops. That is evident. There are more troops by fifty per cent.
scattered through the Northern States east of the Mississippi to-day
than through the Southern States east of the Mississippi, and yet
nobody in the North speaks of it; everybody would be laughed at for
speaking of it; and therefore the issue, I take no risk in stating, I
make bold to declare, that this issue on the troops, being a false one,
being one without foundation, conceals the true issue, which is
simply to get rid of the Federal presence at Federal elections, to get
rid of the civil power of the United States in the election of
Representatives to the Congress of the United States. That is the
whole of it; and disguise it as you may there is nothing else in it or of
it.
You simply want to get rid of the supervision by the Federal
Government of the election of Representatives to Congress through
civil means; and therefore this bill connects itself directly with
another bill, and you cannot discuss this military bill without
discussing a bill which we had before us last winter, known as the
legislative, executive, and judicial appropriation bill. I am quite well
aware, I profess to be as well aware as any one, that it is not
permissible for me to discuss a bill that is pending before the other
House. I am quite well aware that propriety and parliamentary rule
forbid that I should speak of what is done in the House of
Representatives; but I know very well that I am not forbidden to
speak of that which is not done in the House of Representatives. I am
quite free to speak of the things that are not done there, and
therefore I am free to declare that neither this military bill nor the
legislative, executive, and judicial appropriation bill ever emanated
from any committee of the House of Representatives at all; they are
not the work of any committee of the House of Representatives, and,
although the present House of Representatives is almost evenly
balanced in party division, no solitary suggestion has been allowed to
come from the minority of that House in regard to the shaping of
these bills. Where do they come from? We are not left to infer; we are
not even left to the Yankee privilege of guessing, because we know.
The Senator from Kentucky [Mr. Beck] obligingly told us—I have his
exact words here—“that the honorable Senator from Ohio [Mr.
Thurman] was the chairman of a committee appointed by the
democratic party to see how it was best to present all these questions
before us.”
We are told, too, rather a novel thing, that if we do not take these
laws, we are not to have the appropriations. I believe it has been
announced in both branches of Congress, I suppose on the authority
of the democratic caucus, that if we do not take these bills as they are
planned, we shall not have any of the appropriations that go with
them. The honorable Senator from West Virginia [Mr. Hereford]
told it to us on Friday; the honorable Senator from Ohio [Mr.
Thurman] told it to us last session; the honorable Senator from
Kentucky [Mr. Beck] told it to us at the same time, and I am not
permitted to speak of the legions who told us so in the other House.
They say all these appropriations are to be refused—not merely the
Army appropriation, for they do not stop at that. Look for a moment
at the legislative bill that came from the democratic caucus. Here is
an appropriation in it for defraying the expenses of the Supreme
Court and the circuit and district courts of the United States,
including the District of Columbia, &c., $2,800,000: “Provided”—
provided what?
That the following sections of the Revised Statutes relating to
elections—going on to recite them—be repealed.
That is, you will pass an appropriation for the support of the
judiciary of the United States only on condition of this repeal. We
often speak of this government being divided between three great
departments, the executive, the legislative, and the judicial—co-
ordinate, independent, equal. The legislative, under the control of a
democratic caucus, now steps forward and says, “We offer to the
Executive this bill, and if he does not sign it, we are going to starve
the judiciary.” That is carrying the thing a little further than I have
ever known. We do not merely propose to starve the Executive if he
will not sign the bill, but we propose to starve the judiciary that has
had nothing whatever to do with the question. That has been boldly
avowed on this floor; that has been boldly avowed in the other
House; that has been boldly avowed in democratic papers
throughout the country.
And you propose not merely to starve the judiciary but you
propose that you will not appropriate a solitary dollar to take care of
this Capitol. The men who take care of this great amount of public
property are provided for in that bill. You say they shall not have any
pay if the President will not agree to change the election laws. There
is the public printing that goes on for the enlightenment of the whole
country and for printing the public documents of every one of the
Departments. You say they shall not have a dollar for public printing
unless the President agrees to repeal these laws.
There is the Congressional Library that has become the pride of
the whole American people for its magnificent growth and extent.
You say it shall not have one dollar to take care of it, much less add a
new book, unless the President signs these bills. There is the
Department of State that we think throughout the history of the
Government has been a great pride to this country for the ability with
which it has conducted our foreign affairs; it is also to be starved.
You say we shall not have any intercourse with foreign nations, not a
dollar shall be appropriated therefor unless the President signs these
bills. There is the Light-House Board that provides for the beacons
and the warnings on seventeen thousand miles of sea and gulf and
lake coast.
You say those lights shall all go out and not a dollar shall be
appropriated for the board if the President does not sign these bills.
There are the mints of the United States at Philadelphia, New
Orleans, Denver, San Francisco, coining silver and coining gold—not
a dollar shall be appropriated for them if the President does not sign
these bills. There is the Patent Office, the patents issued which
embody the invention of the country—not a dollar for them. The
Pension Bureau shall cease its operations unless these bills are
signed and patriotic soldiers may starve. The Agricultural Bureau,
the Post Office Department, every one of the great executive
functions of the Government is threatened, taken by the throat,
highwayman-style, collared on the highway, commanded to stand
and deliver in the name of the democratic congressional caucus. That
is what it is; simply that. No committee of this Congress in either
branch has ever recommended that legislation—not one. Simply a
democratic caucus has done it.
Of course this is new. We are learning something every day. I think
you may search the records of the Federal Government in vain; it will
take some one much more industrious in that search than I have ever
been, and much more observant than I have ever been, to find any
possible parallel or any possible suggestion in our past history of any
such thing. Most of the Senators who sit in this Chamber can
remember some vetoes by Presidents that shook this country to its
centre with excitement. The veto of the national-bank bill by Jackson
in 1832, remembered by the oldest in this Chamber; the veto of the
national-bank bill in 1841 by Tyler, remembered by those not the
oldest, shook this country with a political excitement which up to
that time had scarcely a parallel; and it was believed, whether
rightfully or wrongfully is no matter, it was believed by those who
advocated those financial measures at the time, that they were of the
very last importance to the well-being and prosperity of the people of
the Union. That was believed by the great and shining lights of that
day. It was believed by that man of imperial character and imperious
will, the great Senator from Kentucky. It was believed by Mr.
Webster, the greatest of New England Senators. When Jackson
vetoed the one or Tyler vetoed the other, did you ever hear a
suggestion that those bank charters should be put on appropriation
bills or that there should not be a dollar to run the Government until
they were signed? So far from it that, in 1841, when temper was at its
height; when the whig party, in addition to losing their great
measure, lost it under the sting and the irritation of what they
believed was a desertion by the President whom they had chosen;
and when Mr. Clay, goaded by all these considerations, rose to
debate the question in the Senate, he repelled the suggestion of
William C. Rives, of Virginia, who attempted to make upon him the
point that he had indulged in some threat involving the
independence of the Executive. Mr. Clay rose to his full height and
thus responded:
“I said nothing whatever of any obligation on the part of the President to
conform his judgment to the opinions of the Senate and the House of
Representatives, although the Senator argued as if I had, and persevered in so
arguing after repeated correction. I said no such thing. I know and I respect the
perfect independence of each department, acting within its proper sphere, of the
other departments.”
A leading democrat, an eloquent man, a man who has courage and
frankness and many good qualities, has boasted publicly that the
democracy are in power for the first time in eighteen years, and they
do not intend to stop until they have wiped out every vestige of every
war measure. Well, “forewarned is forearmed,” and you begin
appropriately on a measure that has the signature of Abraham
Lincoln. I think the picture is a striking one when you hear these
words from a man who was then in arms against the Government of
the United States, doing his best to destroy it, exerting every power
given him in a bloody and terrible rebellion against the authority of
the United States and when Abraham Lincoln was marching at the
same time to his martyrdom in its defense! Strange times have fallen
upon us that those of us who had the great honor to be associated in
higher or lower degree with Mr. Lincoln in the administration of the
Government should live to hear men in public life and on the floors
of Congress, fresh from the battle-fields of the rebellion, threatening
the people of the United States that the democratic party, in power
for the first time in eighteen years, proposes not to stay its hand until
every vestige of the war measures has been wiped out! the late vice-
president of the confederacy boasted—perhaps I had better say
stated—that for sixty out of the seventy-two years preceding the
outbreak of the rebellion, from the foundation of the Government,
the South, though in a minority, had by combining with what he
termed the anti-centralists in the North ruled the country; and in
1866 the same gentleman indicated in a speech, I think before the
Legislature of Georgia, that by a return to Congress the South might
repeat the experiment with the same successful result. I read that
speech at the time; but I little thought I should live to see so near a
fulfillment of its prediction. I see here to-day two great measures
emanating, as I have said, not from a committee of either House, but
from a democratic caucus in which the South has an overwhelming
majority, two-thirds in the House, and out of forty-two Senators on
the other side of this Chamber professing the democratic faith thirty
are from the South—twenty-three, a positive and pronounced
majority, having themselves been participants in the war against the
Union either in military or civil station. So that as a matter of fact,
plainly deducible from counting your fingers, the legislation of this
country to-day, shaped and fashioned in a democratic caucus where
the confederates of the South hold the majority, is the realization of
Mr. Stephens’ prophecy. And very appropriately the House under
that control and the Senate under that control, embodying thus the
entire legislative powers of the Government, deriving its political
strength from the South, elected from the South, say to the President
of the United States, at the head of the Executive Department of the
Government, elected as he was from the North—elected by the whole
people, but elected as a Northern man; elected on Republican
principles, elected in opposition to the party that controls both
branches of Congress to-day—they naturally say, “You shall not
exercise your constitutional power to veto a bill.”
Some gentleman may rise and say, “Do you call it revolution to put
an amendment on an appropriation bill?” Of course not. There have
been a great many amendments put on appropriation bills, some
mischievous and some harmless; but I call it the audacity of
revolution for any Senator or Representative, or any caucus of
Senators or Representatives, to get together and say, “We will have
this legislation or we will stop the great departments of the
Government.” That is revolutionary. I do not think it will amount to
revolution; my opinion is it will not. I think that is a revolution that
will not go around; I think that is a revolution which will not revolve;
I think that is a revolution whose wheel will not turn; but it is a
revolution if persisted in, and if not persisted in, it must be backed
out from with ignominy. The democratic party in Congress have put
themselves exactly in this position to-day, that if they go forward in
the announced programme, they march to revolution. I think they
will, in the end, go back in an ignominious retreat. That is my
judgment.
The extent to which they control the legislation of the country is
worth pointing out. In round numbers, the Southern people are
about one-third of the population of the Union. I am not permitted to
speak of the organization of the House of Representatives, but I can
refer to that of the last House. In the last House of Representatives,
of the forty-two standing committees the South had twenty-five. I am
not blaming the honorable Speaker for it. He was hedged in by
partisan forces, and could not avoid it. In this very Senate, out of
thirty-four standing committees the South has twenty-two. I am not
calling these things up just now in reproach; I am only showing what
an admirable prophet the late vice-president of the Southern
Confederacy was, and how entirely true all his words have been, and
how he has lived to see them realized.
I do not profess to know, Mr. President, least of all Senators on
this floor, certainly as little as any Senator on this floor, do I profess
to know, what the President of the United States will do when these
bills are presented to him, as I suppose in due course of time they
will be. I certainly should never speak a solitary word of disrespect of
the gentleman holding that exalted position, and I hope I should not
speak a word unbefitting the dignity of the office of a Senator of the
United States. But as there has been speculation here and there on
both sides as to what he would do, it seems to me that the dead
heroes of the Union would rise from their graves if he should consent
to be intimidated and outraged in his proper constitutional powers
by threats like these.
All the war measures of Abraham Lincoln are to be wiped out, say
leading democrats! The Bourbons of France busied themselves, I
believe, after the restoration, in removing every trace of Napoleon’s
power and grandeur, even chiseling the “N” from public monuments
raised to perpetuate his glory; but the dead man’s hand from Saint
Helena reached out and destroyed them in their pride and in their
folly. And I tell the Senators on the other side of this Chamber,—I tell
the democratic party North and South—South in the lead and North
following,—that, the slow, unmoving finger of scorn, from the tomb
of the martyred President on the prairies of Illinois, will wither and
destroy them. Though dead he speaketh. [Great applause in the
galleries.]
The presiding officer, (Mr. Anthony in the chair.) The Sergeant-
at-Arms will preserve order in the galleries and arrest persons
manifesting approbation or disapprobation.
Mr. Blaine. When you present these bills with these threats to the
living President, who bore the commission of Abraham Lincoln and
served with honor in the Army of the Union, which Lincoln restored
and preserved, I can think only of one appropriate response from his
lips or his pen. He should say to you with all the scorn befitting his
station:
Is thy servant a dog that he should do this thing?
Speech of Roscoe Conkling.
On the Extra Session of 1879. What it Teaches and what it Means. In
the Senate of the United States, April 24, 1879.
The Senate having under consideration the bill (H. R. No. 1)
making appropriations for the support of the Army for the fiscal year
ending June 30, 1880, and for other purposes—
Mr. Conkling said:
Mr. President: During the last fiscal year the amount of national
taxes paid into the Treasury was $234,831,461.77. Of this sum one
hundred and thirty million and a fraction was collected under tariff
laws as duties on imported merchandise, and one hundred and four
million and a fraction as tax on American productions. Of this total
of $235,000,000 in round numbers, twenty-seven States which
adhered to the Union during the recent war paid $221,204,268.88.
The residue came from eleven States. I will read their names:
Alabama, Arkansas, Florida, Georgia, Louisiana, Mississippi, North
Carolina, South Carolina, Tennessee, Texas, Virginia. These eleven
States paid $13,627,192.89. Of this sum more than six million and a
half came from the tobacco of Virginia. Deducting the amount of the
tobacco tax in Virginia, the eleven States enumerated paid
$7,125,462.60 of the revenues and supplies of the Republic.
Mr. Hill, of Georgia. Will the Senator from New York allow me to
ask him a question?
Mr. Conkling. If the Senator thinks that two of us are needed to
make a statement of figures I will.
Mr. Hill, of Georgia. Two no doubt can make it better.
The Presiding Officer. Does the Senator from New York yield to
the Senator from Georgia?
Mr. Conkling. After the expressed opinion of the Senator from
Georgia that the statement needs his aid, I cannot decline.
Mr. Hill, of Georgia. I will not interrupt the Senator if it is
disagreeable to him, I assure him. I ask if in the computation he has
made of the amount paid he does not ascribe to the States that
adhered to the Union, to use his language, all——
Mr. Conkling. Having heard the Senator so far, I must ask him to
desist.
The Presiding Officer. The Senator from New York declines to
yield further.
Mr. Conkling. I have stated certain figures as they appear in the
published official accounts: the Senator seems about to challenge the
process or system by which the accounts are made up. I cannot give
way for this, and must beg him to allow me to proceed with
observations which I fear to prolong lest they become too wearisome
to the Senate.
The laws exacting these few millions from eleven States, and these
hundreds of millions from twenty-seven States, originated, as the
Constitution requires all bills for raising revenue to originate, in the
House of Representatives. They are not recent laws. They have been
approved and affirmed by succeeding Congresses. The last House of
Representatives and its predecessor approved them, and both these
Houses were ruled by a democratic Speaker, by democratic
committees, and by a democratic majority. Both Senate and House
are democratic now, and we hear of no purpose to repeal or suspend
existing revenue laws. They are to remain in full force. They will
continue to operate and to take tribute of the people. If the sum they
exact this year and next year, shall be less than last year, it will be
only or chiefly because recent legislation favoring southern and
tobacco-growing regions has dismissed twelve or fourteen million of
annual tax on tobacco.
This vast revenue is raised and to be raised for three uses. It is
supplied in time of severe depression and distress, to pay debt
inflicted by rebellion; to pay pensions to widows, orphans, and
cripples made by rebellion; and to maintain the Government and
enforce the laws preserved at inestimable cost of life and treasure.
It can be devoted to its uses in only one mode. Once in the
Treasury, it must remain there useless until appropriated by act of
Congress. The Constitution so ordains. To collect it, and then defeat
or prevent its object or use, would be recreant and abominable
oppression.
The Constitution leaves no discretion to Congress whether needful
appropriations shall be made. Discretion to ascertain and determine
amounts needful, is committed to Congress, but the appropriation of
whatever is needful after the amount has been ascertained, is
commanded positively and absolutely. When, for example, the
Constitution declares that the President and the judges at stated
periods shall receive compensation fixed by law, the duty to make the
appropriations is plain and peremptory; to refuse to make them, is
disobedience of the Constitution, and treasonable. So, when it is
declared that Congress shall have power to provide money to pay
debts, and for the common defense and the general welfare, the plain
meaning is that Congress shall do these things, and a refusal to do
them is revolutionary, and subversive of the Constitution. A refusal
less flagrant would be impeachable in the case of every officer and
department of the Government within the reach of impeachment.
Were the President to refuse to do any act enjoined on him by the
Constitution, he would be impeachable, and ought to be convicted
and removed from office as a convict. Should the judges, one, or
some, or all of them, refuse to perform any duty which the
Constitution commits to the judicial branch, the refusal would be
plainly impeachable.
Congress is not amenable to impeachment. Congressional
majorities are triable at the bar of public opinion, and in no other
human forum. Could Congress be dissolved instantly here as in
England, could Senators and Representatives be driven instantly
from their seats by popular disapproval, were they amenable
presently somewhere, there would be more of bravery, if not less of
guilt, in a disregard of sworn obligation. Legislators are bound
chiefly by their honor and their oaths; and the very impunity and
exemption they enjoy exalts and measures their obligations, and the
crime and odium of violating them. Because of the fixed tenure by
which the members of each House hold their places and their trusts,
irreparable harm may come of their acts any omissions, before they
can be visited with even political defeat, and before the wrong they
do can be undone. A congressional majority is absolutely safe during
its term, and those who suffered such impunity to exist in the frame
of our Government, must have relied on the enormity and turpitude
of the act to deter the representatives of the people and the
representatives of States from betraying a trust so exalted and so
sacred as their offices imply.
Mr. President, it does not escape my attention, as it must occur to
those around me, that in ordinary times obvious aphorisms, I might
say truisms like these would be needless, if not out of place in the
Senate. They are pertinent now because of an occasion without
example in American history. I know of no similar instance in British
history. Could one be found, it would only mark the difference
between an hereditary monarchy without a written constitution, and
a free republic with a written charter plainly defining from the
beginning the powers, the rights, and the duties of every department
of the Government. The nearest approaches in English experience to
the transactions which now menace this country, only gild with
broad light the wisdom of those who established a system to exempt
America forever from the struggles between kingcraft and liberty,
between aristocratic pretensions and human rights, which in
succeeding centuries had checkered and begrimed the annals of
Great Britain. It was not to transplant, but to leave behind and shut
out the usurpations and prerogatives of kings, nobles, and gentry,
and the rude and violent resorts which, with varying and only partial
success, had been matched against them, that wise and far-seeing
men of many nationalities came to these shores and founded “a
government of the people, for the people, and by the people.” Such
boisterous conflicts as the Old World had witnessed between subjects
and rulers—between privilege and right, were the warnings which
our fathers heeded, the dangers which they shunned, the evils which
they averted, the disasters which they made impossible so long as
their posterity should cherish their inheritance.
Until now no madness of party, no audacity or desperation of
sinister, sectional, or partisan design, has ever ventured on such an
attempt as has recently come to pass in the two Houses of Congress.
The proceeding I mean to characterize, if misunderstood anywhere,
is misunderstood here. One listening to addresses delivered to the
Senate during this debate, as it is called, must think that the majority
is arraigned, certainly that the majority wishes to seem and is
determined to seem arraigned, merely for insisting that provisions
appropriating money to keep the Government alive, and provisions
not in themselves improper relating to other matters, may be united
in the same bill. With somewhat of monotonous and ostentatious
iteration we have been asked whether incorporating general
legislation in appropriation bills is revolution, or revolutionary? No
one in my hearing has ever so contended.
Each House is empowered by the Constitution to make rules
governing the modes of its own procedure. The rules permitting, I
know of nothing except convenience, common sense, and the danger
of log-rolling combinations, which forbids putting all the
appropriations into one bill, and in the same bill, all the revenue
laws, a provision admitting a State into the Union, another paying a
pension to a widow, another changing the name of a steamboat. The
votes and the executive approval which would make one of these
provisions a law, would make them all a law. The proceeding would
be outlandish, but it would not violate the Constitution.
A Senator might vote against such a huddle of incongruities,
although separately he would approve each one of them. If, however,
they passed both Houses in a bunch, and the Executive found no
objection to any feature of the bill on its merits, and the only
criticism should be that it would have been better legislative practice
to divide it into separate enactments, it is not easy to see on what
ground a veto could stand.
The assault which has been made on the executive branch of the
Government and on the Constitution itself, would not be less flagrant
if separate bills had been resorted to as the weapons of attack.
Suppose in a separate bill, the majority had, in advance of the
appropriations, repealed the national-bank act and the resumption
act, and had declared that unless the Executive surrendered his
convictions and yielded up his approval of the repealing act, no
appropriations should be made; would the separation of the bills
have palliated or condoned the revolutionary purpose? In the
absence of an avowal that appropriations were to be finally withheld,
or that appropriations were to be made to hinge upon the approval
or veto of something else, a resort to separate bills might have
cloaked and secreted for a time the real meaning of the transaction.
In that respect it would have been wise and artful to resort to
separate bills on this occasion; and I speak, I think, in the hearing of
at least one democratic Senator who did not overlook in advance the
suggestion now made. But when it was declared, or intended, that
unless another species of legislation is agreed to, the money of the
people, paid for that purpose, shall not be used to maintain their
Government and to enforce the laws—when it is designed that the
Government shall be thrown into confusion and shall stop unless
private charity or public succor comes to its relief, the threat is
revolutionary, and its execution is treasonable.
In the case before us, the design to make appropriations hinge and
depend upon the destruction of certain laws is plain on the face of
the bills before us,—the bill now pending, and another one on our
tables. The same design was plain on the face of the bills sent us at
the last session. The very fact that the sections uncovering the ballot-
box to violence and fraud, are not, and never have been separately
presented, but are thrust into appropriation bills, discloses and
proves a belief, if not a knowledge, that in a separate bill the
Executive would not approve them. Moreover both Houses have rung
with the assertion that the Executive would not approve in a separate
measure the overthrow of existing safeguards of the ballot-box, and
that should he refuse to give his approval to appropriations and an
overthrow of those safeguards linked together, no appropriations
should be made.
The plot and the purpose then, is by duress to compel the
Executive to give up his convictions, his duty, and his oath, as the
price to be paid a political party for allowing the Government to live!
Whether the bills be united or divided, is mere method and form.
The substance in either form is the same, and the plot if persisted in
will bury its aiders and abettors in opprobrium, and will leave a buoy
on the sea of time warning political mariners to keep aloof from a
treacherous channel in which a political party foundered and went
down.
The size of the Army and its pay, have both been exactly fixed by
law—by law enacted by a democratic House, and approved by a
second democratic House. It has been decided and voted that the
coast defenses and the Indian and frontier service, require a certain
number of soldiers; and the appropriations needed for provision and
pay have been ascertained to a farthing. Nothing remains to be done,
but to give formal sanction and warrant for the use of the money
from time to time. This was all true at the last session. But a
democratic House, or more justly speaking the democratic majority
in the House refused to give its sanction, refused to allow the
people’s money, to reach the use for which the people paid it, unless
certain long-standing laws were repealed. When the Senate voted
against the repeal, we were bluntly told that unless that vote was
reversed, unless the Senate and the Executive would accept the bills,
repealing clauses and all, the session should die, no appropriations
should be made, and the wheels of the Government should stop. The
threat was executed; the session did die, and every branch of the
Government was left without the power to execute its duties after the
30th of next June.
We were further told that when the extra session, thus to be
brought about, should convene, the democrats would rule both
Houses, that the majority would again insist on its terms, and that
then unless the Executive submitted to become an accomplice in the
design to fling down the barriers that block the way to the ballot-box
against fraud and force, appropriations would again be refused, and
again the session should die leaving the Government paralyzed. The
extra session has convened; the democrats have indeed the power in
both Houses, and thus far the war and the caucus have come up to
the manifesto. So far the exploit has been easy. The time of trial is to
come; the issue has been made, and of its ignominious failure, there
can be no doubt if the Executive shall plant itself on constitutional
right and duty, and stand firm. The actors in this scheme have
managed themselves and their party into a predicament, and unless
the President lets them out they will and they must back out.
[Laughter, and manifestations of applause in the galleries.]
Should the Executive interpose the constitutional shield against
the political enormities of the proposed bills, and then should the
majority carry out the threat to desert their posts by adjournment
without making the needed appropriations, I hope and trust they will
be called back instantly and called back as often as need be until they
relinquish a monstrous pretension and abandon a treasonable
position.
The Army bill now pending, is not, in its political features, the bill
tendered us at the last session a few days ago; it is not the same bill
then insisted on as the ultimatum of the majority. The bill as it comes
to us now, condemns its predecessor as crude and objectionable. It
was found to need alteration. It did need alteration badly, and those
who lately insisted on it as it was, insist on it now as it then was not.
A grave proviso has been added to save the right of the President to
aid a State gasping in the throes of rebellion or invasion and calling
for help. As the provision stood when thrust upon us first and last at
the recent session, it would have punished as a felon the President of
the United States, the General of the Army, and others, for
attempting to obey the Constitution of the United States and two
ancient acts of Congress, one of them signed by George Washington.
Shorn of this absurdity, the bill as it now stands, should it become a
law, will be the first enactment of its kind that ever found its way into
the statutes of the United States. A century, with all its activities and
party strifes, with all its passionate discords, with all its expedients
for party advantage, with all its wisdom and its folly, with all its
patriotism and its treason, has never till now produced a
congressional majority which deemed such a statute fit to be enacted.
Let me state the meaning of the amendments proposed under
guise of enlarging liberty on election day—that day of days when
order, peace, and security for all, as well as liberty, should reign. The
amendments declare in plain legal effect that, no matter what the
exigency may be, no matter what violence or carnage may run riot
and trample down right and life, no matter what mob brutality may
become master, if the day be election day, any officer or person, civil,
military, or naval, from the President down, who attempts to
interfere, to prevent or quell violence by the aid of national soldiers,
or armed men not soldiers, shall be punished, and may be fined
$5,000 and imprisoned for five years. This is the law we are required
to set up. Yes, not only to leave murderous ruffianism untouched, but
to invite it into action by assurances of safety in advance.
In the city of New York, all the thugs and shoulder-hitters and
repeaters, all the carriers of slung-shot, dirks, and bludgeons, all the
fraternity of the bucketshops, the rat-pits, the hells and the slums, all
the graduates of the nurseries of modern so-called democracy,
[laughter;] all those who employ and incite them, from King’s Bridge
to the Battery, are to be told in advance that on the day when the
million people around them choose their members of the National
Legislature, no matter what God-daring or man-hurting enormities
they may commit, no matter what they do, nothing that they can do
will meet with the slightest resistance from any national soldier or
armed man clothed with national authority.
Another bill, already on our tables, strikes down even police
officers armed, or unarmed, of the United States.
In South Carolina, in Louisiana, in Mississippi, and in the other
States where the colored citizens are counted to swell the
representation in Congress, and then robbed of their ballots and
dismissed from the political sun—in all such States, every rifle club,
and white league, and murderous band, and every tissue ballot-box
stuffer, night-rider, and law-breaker, is to be told that they may turn
national elections into a bloody farce, that they may choke the whole
proceeding with force and fraud, and blood, and that the nation shall
not confront them with one armed man. State troops, whether under
the name of rifle clubs or white leagues, or any other, armed with the
muskets of the United States, may constitute the mob, may incite the
mob, but the national arm is to be tied and palsied.
I repeat such an act of Congress has never yet existed. If there ever
was a time when such an act could safely and fitly stand upon the
statute book, that time is not now, and is not likely to arrive in the
near future. Until rebellion raised its iron hand, all parties and all
sections had been content to leave where the Constitution left it the
power and duty of the President to take care that the laws be
faithfully executed.
The Constitution has in this regard three plain commands:
The President “shall take care that the laws be faithfully executed.”
Again, “The President shall be Commander-in-Chief of the Army
and Navy of the United States, and of the militia of the several States,
when called into the actual service of the United States.”
“The actual service of the United States” some man may say means
war merely, service in time of war. Let me read again, “Congress
shall have power to provide for calling forth the militia.” For what?
First of all, “to execute the laws of the Union.”
Yes, Congress shall have power “to provide for calling forth the
militia to execute the laws of the Union.” Speaking to lawyers, I
venture to emphasize the word “execute.” It is a term of art; it has a
long-defined meaning. The act of 1795, re-enacted since, emphasized
these constitutional provisions.
The election law came in to correct abuses which reached their
climax in 1868 in the city of New York. In that year in the State of
New York the republican candidate for governor was elected; the
democratic candidate was counted in. Members of the Legislature
were fraudulently seated. The election was a barbarous burlesque.
Many thousand forged naturalization papers were issued; some of
them were white and some were coffee-colored. The same witnesses
purported to attest hundreds and thousands of naturalization
affidavits, and the stupendous fraud of the whole thing was and is an
open secret. Some of these naturalization papers were sent to other
States. So plenty were they, that some of them were sent to Germany,
and Germans who had never left their country claimed exemption
from the German draft for soldiers in the Franco-Prussian war,
because they were naturalized American citizens! [Laughter.]
Repeating, ballot-box stuffing, ruffianism, and false counting
decided everything. Tweed made the election officers, and the
election officers were corrupt. In 1868, thirty thousand votes were
falsely added to the democratic majority in the cities of New York
and Brooklyn alone. Taxes and elections were the mere spoil and
booty of a corrupt junta in Tammany Hall. Assessments, exactions,
and exemptions were made the bribes and the penalties of political
submission. Usurpation and fraud inaugurated a carnival of corrupt
disorder; and obscene birds without number swooped down to the
harvest and gorged themselves on every side in plunder and
spoliation. Wrongs and usurpations springing from the pollution and
desecration of the ballot-box stalked high-headed in the public way.
The courts and the machinery of justice were impotent in the
presence of culprits too great to be punished.
The act of 1870 came in to throttle such abuses. It was not born
without throes and pangs. It passed the Senate after a day and a
night which rang with democratic maledictions and foul aspersions.
In the autumn of that year an election was held for the choice of
Representatives in Congress. I see more than one friend near me who
for himself and for others has reason even unto this day to remember
that election and the apprehension which preceded it. It was the first
time the law of 1870 had been put in force. Resistance was openly
counseled. Democratic newspapers in New York advised that the
officers of the law be pitched into the river. Disorder was afoot. Men,
not wanting in bravery, and not republicans, dreaded the day.
Bloodshed, arson, riot were feared. Ghastly spectacles were still fresh
in memory. The draft riots had spread terror which had never died,
and strong men shuddered when they remembered the bloody
assizes of the democratic party. They had seen men and women,
blind with party hate, dizzy and drunk with party madness, stab and
burn and revel in murder and in mutilating the dead. They had seen
an asylum for colored orphans made a funeral pile, and its smoke
sent up from their Christian and imperial city to tell in heaven of the
inhuman bigotry, the horrible barbarity of man. Remembering such
sickening scenes, and dreading their repetition, they asked the
President to protect them—to protect them with the beak and claw of
national power. Instantly the unkenneled packs of party barked in
vengeful chorus. Imprecations, maledictions, and threats were
hurled at Grant; but with that splendid courage which never
blanched in battle, which never quaked before clamor—with that
matchless self-poise which did not desert him even when a continent
beyond the sea rose and uncovered before him, [applause in the
galleries,] he responded in the orders which it has pleased the
honorable Senator from Delaware to read. The election thus
protected was the fairest, the freest, the most secure, a generation
has seen. When, two years afterward, New York came to crown Grant
with her vote, his action in protecting her chief city on the Ides of
November, 1870, was not forgotten. When next New York has
occasion to record her judgment of the services of Grant, his action
in 1870 touching peace in the city of New York will not be hidden
away by those who espouse him wisely. [Applause in the galleries.]
Now, the election law is to be emasculated; no national soldier
must confront rioters or mobs; no armed man by national authority,
though not a soldier, must stay the tide of brutality or force; no
deputy marshal must be within call; no supervisor must have power
to arrest any man who in his sight commits the most flagrant breach
of the peace. But the democrats tell us “we have not abolished the
supervisors; we have left them.” Yes, the legislative bill leaves the
supervisors, two stool-pigeons with their wings clipped, [laughter,]
two licensed witnesses to stand about idle, and look—yes, “a cat may
look at a king”—but they must not touch bullies or lawbreakers, not if
they do murders right before their eyes.

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Monte Carlo Methods for Particle

Transport 2nd Edition Alireza

Monte Carlo Methods for Radiation Transport:

Simulation and the Monte Carlo Method 3rd Edition

Discrete Calculus Methods for Counting 1st Edition

Application of Soft Computing and Intelligent Methods

Computational Methods for Process Engineers 2nd Edition

Gas-Particle and Granular Flow Systems: Coupled

Integrating Human Factors Methods and Systems Thinking

Process Modeling and Management for Healthcare 1st

and by CRC Press

c 2021 Taylor & Francis Group, LLC

CRC Press is an imprint of Taylor & Francis Group, LLC

Trademark notice: Product or corporate names may be trademarks or registered trade-

Library of Congress Cataloging-in-Publication Data

ISBN: 9780367188054 (hbk)

About the Author xix

1.1 HISTORY OF MONTE CARLO SIMULATION 1

Chapter 2 Random Variables and Sampling 7

2.5.5 Numerical evaluation 19

Chapter 3 Random Number Generator (RNG) 31

Chapter 4 Fundamentals of Probability and Statistics 55

4.9 TEST OF NORMALITY OF DISTRIBUTION 91

Chapter 5 Integrals and Associated Variance Reduction

Chapter 6 Fixed-Source Monte Carlo Particle Transport 117

6.1 INTRODUCTION 117

6.6 HOW TO EXAMINE STATISTICAL RELIABILITY OF

Chapter 7 Variance reduction techniques for fixed-source

7.1 INTRODUCTION 138

Chapter 8 Scoring/Tallying 157

8.1 INTRODUCTION 157

8.2 MAJOR PHYSICAL QUANTITIES IN PARTICLE

Chapter 9 Geometry and particle tracking 173

9.1 INTRODUCTION 173

Chapter 10 Eigenvalue (criticality) Monte Carlo method for

10.1 INTRODUCTION 188

10.3 MONTE CARLO EIGENVALUE CALCULATION 191

Chapter 11 Fission matrix methods for eigenvalue Monte

11.1 INTRODUCTION 216

11.2 DERIVATION OF FORMULATION OF THE FISSION-

Chapter 12 Vector and parallel processing of Monte Carlo

12.1 INTRODUCTION 237

12.3 PARALLEL PROCESSING 241

Appendix A Appendix 1 253

A.1 INTEGER OPERATIONS ON A BINARY COMPUTER 253

Appendix B Appendix 2 257

B.1 DERIVATION OF A FORMULATION FOR THE

Appendix C Appendix 3 261

C.1 SOLID ANGLE FORMULATION 261

Appendix D Appendix 4 263

D.1 ENERGY-DEPENDENT NEUTRON-NUCLEAR

Appendix E Appendix 5 267

E.1 SHANNON ENTROPY 267

The second edition is a significant improvement over the first edition as

curriculum in 1991. Three years later, in 1994, during my fifth year of

Alireza Haghighat earned his PhD degree in nuclear engineering

He has published over 250 papers, received several best paper

The Monte Carlo method is a statistical technique which is capable of

1.1 HISTORY OF MONTE CARLO SIMULATION

500,000 solder joints and was built at the University of Pennsylvania in

Photo of FERMIAC (courtesy of Mark Pellegini, the Brad-

Application of FERMIAC (from N. Metropolis. 1987. Los

particle energies. Later, mathematicians Herman Khan, C. J. Everett,