Derivation of the Future Time Equation for Analog, Non-Multiplying Monte Carlo Simulation
The expected computational time required to simulate a particle from a point in phase space through a Monte Carlo history, termed the expected future time, is found by solving the Future Time Equation (FTE). The expected future time may be useful when generating variance reduction parameters for a Monte Carlo simulation with a method such as Consistent Adjoint Driven Importance Sampling (CADIS). This report presents a detailed derivation of the Future Time Probability Density Function (FTPDF) and FTE for neutral particle Monte Carlo transport to aid future researchers. For simplicity, this derivation only considers analog transport in non-multiplying media.