MODELING AND SIMULATION

OF NEUTRON TRANSPORT IN
NUCLEAR ENGINEERING
A Hands-on, Easy-to-Understand Approach

Zafar-ullah Koreshi
7/13/2014

A textbook for building the foundations for advanced applications in nuclear computation for design.
 TO

MY FAMILY

TO

MY TEACHERS AT SCHOOL

TO

PROF (LATE) DR CHARLIE MAYNARD (UW MADISON ) AND TO P ROF DR JEFFERY D LEWINS (CAMBRIDGE )

TO

MY STUDENTS (FROM WHOM I HAVE LEARNT SO MUCH !)

i
FOREWORD
Computational Methods in Science and Engineering, have reached a very high degree of sophistication compared with

classical solutions of the earlier days. In nuclear engineering, classical solutions like those from the Wiener-Hopf method

and the first numerical solutions of the neutron transport equation with the finite-difference method and refinements using

the Discrete Ordinates and Spherical Harmonics methods. They now encompass sufficient depth in each

deterministic approach as well as in the Monte Carlo approach to permit widespread generalization and application to

other areas of science and engineering where the underlying transport phenomena are similar.

The primary objective of computation in nuclear engineering is to obtain information on the flux of neutrons as a function

of energy, position and time in nuclear systems which vary from small assemblies to large nuclear power reactors. All

other quantities such as reactor power and thermal-hydraulic parameters can then be determined.

At present (2012) there are a total of 437 operational reactors contributing to about 15% of the worlds energy

requirements. Many of these reactors have aged; some are as old as 43 years and require re-engineering for life

extension, while 140 have been permanently shut down. Public perceptions, especially after Three Mile Island (1980),

Chernobyl (1986), and Fukushima (2009) have affected the image of nuclear technology as an energy source. Yet, there is

the possibility of a nuclear renaissance since this technology represents a reliable, safe and sophisticated high-density

energy source. Thus, a total of 64 power reactors are under construction with the lead taken by Asia: China (26), Russia

(11), India (7), Pakistan (4), Republic of Korea (2), and most recently, the United Arab Emirates (1).

As a discipline, nuclear engineering has a future as good as any other advanced technology, and thus computational

methods that address the transport of phenomena in a nuclear reactor will continue to lie at the heart of the field. Central

to all such analysis is the neutron transport equation which its roots in the Boltzmann transport equation expressed by

Ludwig Boltzmann (1844-1906) for the kinetic theory of gases. As a conservation equation, it can be interpreted as the

zero-th moment of the Boltzmann equation. All methods thus applicable to the kinetic theory of molecules are thus

ii
equally applicable to neutral particle transport (neutrons) as well as to electromagnetic radiation (photons and thermal

radiation) and charged particle transport (e.g. ions and electrons in plasmas).

These notes arise from a formalization of computational methods taught to graduate students at Air University. The

present text, along with other reference material on probability and statistics, and on Monte Carlo methods, was followed

for the graduate program in the Mathematical Modeling and Scientific Computing Program (Fall Semester 2012) for the

Elective course on Monte Carlo Methods. The MCQs, Mid-Term and Final Examinations given to the students are

attached at the end. I found that a large part of the course could be taught to the students with careful interjections of the

nuclear engineering context. While I have made every effort to include what I feel is necessary knowledge for

understanding neutron transport and mathematical methods and computation, I do not claim that it is complete. I have

assumed knowledge and skills obtained from the usual five or six mathematics undergraduate courses.

This book can thus be used for a course in a nuclear engineering program at the advanced undergraduate level if the heavy

mathematics of transport theory is largely skipped, or at the graduate level in its entirety. It can be part of a useful

collection for engineers and scientists entering the field from other disciplines. Nuclear engineers can skip the first chapter

while mathematicians can skip the second chapter. The body of the text begins essentially from the third chapter. For

professionals, it can serve as useful introductory material for tying-up neutron diffusion, transport and Monte Carlo

methods.

When compared with the existing text and teaching material in Monte Carlo methods, such as the first books by

Handscombe, by Cashwell and Everett or by Spanier and Gelbard, it is more engineering-oriented and makes use of

Matlab which of course was not available to them. Compared with the book by Lewis and Miller, it is easier to follow.

Standard nuclear engineering text books presently taught in universities (e.g. Lamarsh, Henry, Duderstadt, Stacey etc.)

cover more breadth and are undergraduate-focused.

I can say that if I had a book like this when I started my B.Sc (Hons.) in Nuclear Engineering at Queen Mary College

(now Queen Mary University of London, without the nuclear engineering program), what a difference it would have

iii
made! Afterwards at University of Wisconsin, Madison, I learnt Monte Carlo as an M.S. student from the late Prof.

Charlie Maynard who would so affectionately take us all through the details with the Los Alamos MCNP manual pages in

his hands. Remember those were the pre-PC days, and we had access only to mainframe computing. I was fascinated with

the Monte Carlo method as it seemed so intensive and so capable of handling real-world problems without any geometry

or model idealizations. Later on, at Cambridge with Jeffery Lewins, I went through the Ph.D. getting a grip on Monte

Carlo perturbation theory. In several discussions with Herbert Rief, at Ispra in Italy, I learnt the concepts; and turned out

my first paper with a simple close-to-analytical paper presented at Budapest. My work-horses were MORSE, an Oak

Ridge multi-group code, and the more versatile MCNP, a Los Alamos code, now running at Version 5. MCNP is a

production code; running it, they say, is almost as good as carrying out an experiment.

This book goes beyond the traditional material in neutron diffusion and stochastic transport; it is aimed at training

graduate students, as well as researchers, to think Monte Carlo, or analog simulation, and then write the equations rather

than the other way round. The book closes, in Chapter 10 with an applications approach for the nuclear engineering

practitioner involved with criticality storage systems, reactor core neutronics and neutronic applications in emerging areas

such as medical radiation physics.

Generally, computational methods will continue to find more relevance with new developments in computer hardware.

One such area is with Field Programmable Gate Arrays (FPGAs), which are also being initiated in the Mechatronics

Engineering department; there is great scope for parallel computing with high speed-ups for large challenging simulation

problems.

Dr. Zafar ullah Koreshi

Professor, Mechatronics Engineering Department

Dean Faculty of Engineering,

Air University, Islamabad

January 2014

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Contents
FOREWORD ............................................................................................................................................................................ ii
List of Figures ........................................................................................................................................................................ xii
Notation ................................................................................................................................................................................ 16
1 Preliminaries: Nuclear Engineering ............................................................................................................................... 19
1.1 Introduction .......................................................................................................................................................... 19
1.2 Neutron Flux ........................................................................................................................................................... 2
1.3 Adjoint Flux ............................................................................................................................................................. 2
1.4 Radiation Dose ........................................................................................................................................................ 3
1.5 Neutron Current...................................................................................................................................................... 3
1.6 Nuclear Cross-section ............................................................................................................................................. 3
1.7 Ficks Law .............................................................................................................................................................. 12
1.8 Reaction Rates ...................................................................................................................................................... 13
1.9 The Nuclear Fission Reaction ................................................................................................................................ 13
1.10 Neutron Slowing Down and Diffusion................................................................................................................... 19
1.11 Scattering .............................................................................................................................................................. 21
1.12 Nuclear Reactors ................................................................................................................................................... 24
1.12.1 Nuclear Reactor Components ....................................................................................................................... 25
1.13 Criticality ............................................................................................................................................................... 28
References ........................................................................................................................................................................ 31
Problems ........................................................................................................................................................................... 32
2 Preliminaries: Mathematical Foundations .................................................................................................................... 35
2.1 Introduction .......................................................................................................................................................... 35
2.2 Ordinary Differential Equations ............................................................................................................................ 35
2.3 Partial Differential Equations ................................................................................................................................ 38
2.4 Integral Equations ................................................................................................................................................. 39
v
2.5 Special Functions................................................................................................................................................... 42
2.5.1 The Delta Function ........................................................................................................................................ 42
2.5.2 Legendre Functions ....................................................................................................................................... 43
2.5.3 Bessel Functions ............................................................................................................................................ 44
2.6 The Laplace and Poisson Equations ...................................................................................................................... 46
2.7 Integro-differential Equations............................................................................................................................... 48
Complex Integration ................................................................................................................................................. 50
2.8 ..................................................................................................................................................................................... 50
2.9 Numerical Methods .............................................................................................................................................. 52
2.9.1 The Finite-Difference Method ...................................................................................................................... 52
2.9.2 The Finite Element Method .......................................................................................................................... 53
2.10 Evaluation of Integrals .......................................................................................................................................... 57
2.11 Probability and Statistics ....................................................................................................................................... 58
2.11.1 Random Processes ........................................................................................................................................ 58
2.11.2 Markovian Processes .................................................................................................................................... 58
2.11.3 Sample and Population ................................................................................................................................. 58
2.11.4 Probability Distribution Function .................................................................................................................. 58
2.11.5 Random Numbers ......................................................................................................................................... 62
2.11.6 Sampling from PDFs ...................................................................................................................................... 63
2.11.7 Sampling from non-analytic PDFs ................................................................................................................. 64
2.11.8 Kullback-Leibler Divergence for Uniform Random Numbers ........................................................................ 64
2.11.9 The Law of Large Numbers ........................................................................................................................... 66
2.11.10 The Central Limit Theorem ....................................................................................................................... 68
2.11.11 Accuracy and Precision of Results ............................................................................................................. 72
2.11.12 Applications of Boltzmanns Entropy ........................................................................................................ 72
2.12 Entropy in Monte Carlo Simulation ...................................................................................................................... 74
2.13 Optimization.......................................................................................................................................................... 77
2.13.1 Optimization Example: Volume of a cylinder................................................................................................ 77
2.14 The Adjoint Operator ............................................................................................................................................ 82
References ........................................................................................................................................................................ 84
Problems ........................................................................................................................................................................... 85
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3 The Neutron Diffusion Equation ................................................................................................................................... 86
3.1 The Conservation (Continuity) Equation............................................................................................................... 86
3.2 One group Diffusion Equation .............................................................................................................................. 88
3.3 One-group Diffusion Equation Applications ......................................................................................................... 90
3.4 The One-group Critical Reactor............................................................................................................................. 94
3.5 Multi-group Diffusion Equation .......................................................................................................................... 100
3.5.1 Multigroup Criticality .................................................................................................................................. 101
Multigroup constants for Pu239 (barns) ....................................................................................................................... 101
3.6 The Adjoint Diffusion Equation ........................................................................................................................... 102
References ...................................................................................................................................................................... 103
Problems ......................................................................................................................................................................... 103
4 The Neutron Transport Equation ................................................................................................................................ 105
4.1 Introduction ........................................................................................................................................................ 105
4.2 Structure of the Neutron Transport Equation .................................................................................................... 105
4.2.1 An integro-differential form of the Neutron Transport Equation .............................................................. 106
4.2.2 The Integral form of the Transport Equation .............................................................................................. 111
4.3 Multi-group Form of the Integral Transport Equation........................................................................................ 112
4.4 Exact solutions of the Transport Equation .......................................................................................................... 114
4.4.1 The Classic Albedo Problem ........................................................................................................................ 115
4.4.2 Infinite Medium with a plane isotropic source ........................................................................................... 116
4.4.3 Finite Sphere with a point isotropic source ................................................................................................ 119
4.5 Numerical Methods for Solving the Transport Equation .................................................................................... 125
4.5.1 The Discrete Ordinates Method.................................................................................................................. 126
4.5.2 The Spherical Harmonics Method ............................................................................................................... 127
4.5.3 Other Deterministic Methods ..................................................................................................................... 129
4.6 Transport Theory in the approximation ......................................................................................................... 129
4.7 Applications of Transport Theory ....................................................................................................................... 130
References ...................................................................................................................................................................... 131
Problems ......................................................................................................................................................................... 131
5 The Monte Carlo Method ........................................................................................................................................... 133
5.1 The Monte Carlo Method for Deterministic Problems ....................................................................................... 133
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 5.1.1 MC Evaluation of Integrals .......................................................................................................................... 133
5.2 Importance Sampling .......................................................................................................................................... 137
5.2.1 MC solution of Integral Equations .............................................................................................................. 138
5.3 Monte Carlo Simulation of Neutron Transport ................................................................................................... 139
5.4 Geometry Description ......................................................................................................................................... 141
5.5 Estimators and Tallies ......................................................................................................................................... 147
5.6 Nuclear Data Processing ..................................................................................................................................... 149
5.7 Sampling an Initial Source ................................................................................................................................... 149
5.8 Sampling the Distance to Collision .................................................................................................................. 150
5.9 Determining the type of Event............................................................................................................................ 150
5.10 Determining the nuclide of interaction .............................................................................................................. 151
5.11 Processing a scattering event ............................................................................................................................. 151
5.12 Processing a fission event ................................................................................................................................... 152
5.13 Processing a capture event ................................................................................................................................. 154
5.14 Processing an escape-from-system event .......................................................................................................... 154
5.15 Mean and Variance ............................................................................................................................................. 154
5.16 Batch, History, Random Walk and Events ........................................................................................................... 155
5.17 Variance Reduction Methods.............................................................................................................................. 156
5.18 Estimating Perturbations with Monte Carlo Simulation ..................................................................................... 156
References ...................................................................................................................................................................... 157
Problems ......................................................................................................................................................................... 160
6 Nuclear Engineering Computer Codes ........................................................................................................................ 161
6.1 Introduction ........................................................................................................................................................ 161
6.2 Deterministic Codes ............................................................................................................................................ 163
6.2.1 ANISN .......................................................................................................................................................... 163
6.2.2 DOT.............................................................................................................................................................. 163
6.2.3 TORT ............................................................................................................................................................ 164
6.2.4 PARTISN....................................................................................................................................................... 164
6.3 Monte Carlo Codes ............................................................................................................................................. 164
6.3.1 MCNP .......................................................................................................................................................... 164
6.3.2 TART ............................................................................................................................................................ 165
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 6.3.3 MORSE......................................................................................................................................................... 165
6.3.4 KENO ........................................................................................................................................................... 166
6.3.5 MONK .......................................................................................................................................................... 166
6.3.6 TRIPOLI ........................................................................................................................................................ 166
6.4 Typical Simulations.............................................................................................................................................. 167
6.4.1 One-dimensional Calculations .................................................................................................................... 167
6.4.2 Two-dimensional calculations ..................................................................................................................... 169
6.5 Nuclear Data Libraries ......................................................................................................................................... 171
6.5.1 ENDF/B Libraries ......................................................................................................................................... 172
6.5.2 Nuclear Data Processing Codes................................................................................................................... 176
References ...................................................................................................................................................................... 176
........................................................................................................... Multigroup Diffusion Theory and Optimal Distribution
............................................................................................................................................................................................ 179
7 .......................................................................................................................................................................................... 179
7.1 Introduction ........................................................................................................................................................ 180
7.2 Theory ................................................................................................................................................................. 181
7.3 Two-group Diffusion Theory: uniform core ........................................................................................................ 181
7.3.1 Two-group Diffusion Theory: non-uniform core......................................................................................... 182
7.4 Goertzels Theorem............................................................................................................................................. 184
7.5 Optimal Distribution: Pontryagins Maximum Principle ..................................................................................... 184
7.6 Results ................................................................................................................................................................. 189
7.6.1 Uniformly Distributed Core ......................................................................................................................... 189
7.6.2 Non-uniformly Distributed Core ................................................................................................................. 193
7.6.3 Non-uniformly Distributed Core with PMP ................................................................................................. 204
7.7 Conclusions ......................................................................................................................................................... 214
References ...................................................................................................................................................................... 216
8 Monte Carlo Simulation in Nuclear Systems............................................................................................................... 222
8.1 Introduction ........................................................................................................................................................ 222
8.2 Monte Carlo Simulation in a Critical Sphere ....................................................................................................... 222
8.3 The Godiva Experiment ....................................................................................................................................... 223
8.4 Mathematics and Computation of Criticality ...................................................................................................... 223

ix
 8.5 Nuclear Data ....................................................................................................................................................... 223
8.6 Monte Carlo Simulation Results.......................................................................................................................... 230
8.7 Convergence and Stationarity of MC Results ..................................................................................................... 234
8.8 Monte Carlo Simulation in a Fixed-Source Non-multiplying Sphere .................................................................. 237
8.9 Simulation Process .............................................................................................................................................. 237
8.10 Matlab Program for Point Isotropic Source in a Finite Non-multiplying Sphere .............................................. 239
8.11 Results ................................................................................................................................................................. 243
9 Monte Carlo Simulation compared with Deterministic Solutions .............................................................................. 250
9.1 Exact Solutions .................................................................................................................................................... 252
9.1.1 Transport Theory......................................................................................................................................... 252
9.1.2 Diffusion Theory .......................................................................................................................................... 255
9.1.3 Monte Carlo Simulation .............................................................................................................................. 257
9.2 Results ................................................................................................................................................................. 257
9.3 Comparison for Finite Sphere with a Point Isotropic Source .............................................................................. 266
9.3.1 Transport Theory Exact Solution ................................................................................................................. 266
9.3.2 Diffusion Theory Exact Solution .................................................................................................................. 267
10 Monte Carlo Simulation: Practical Applications ..................................................................................................... 282
10.1 Introduction ........................................................................................................................................................ 282
10.2 Simple Assemblies............................................................................................................................................... 283
10.3 Reactor Core Modeling ....................................................................................................................................... 287
10.3.1 Input File ..................................................................................................................................................... 288
10.3.2 Other cells ................................................................................................................................................... 289
10.3.3 Source Description ...................................................................................................................................... 290
10.3.4 Plotting the Geometry ................................................................................................................................ 291
10.3.5 Tally Cards ................................................................................................................................................... 293
10.4 Nuclear Criticality Safety Analysis ....................................................................................................................... 298
10.5 Perturbation Calculations ................................................................................................................................... 298
References ...................................................................................................................................................................... 303
Problems ......................................................................................................................................................................... 303
Multiple Choice Questions .................................................................................................................................................. 305
Mid-Term Examination ....................................................................................................................................................... 309
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Final Examination ................................................................................................................................................................ 311
Annex A Chandrasekhars H function.................................................................................................................................. 316
Annex B Matlab Program Transport Theory ..................................................................................................................... 320
Annex C Neutron Flux (Transport Theory) .......................................................................................................................... 325
Annex D Matlab Program One Group Monte Carlo .......................................................................................................... 326
Annex E Matlab Program Finite Element Method ............................................................................................................ 336
Annex F (MCNP input and MATLAB Processing Files) ......................................................................................................... 357
About the Author ................................................................................................................................................................ 362

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List of Figures
Figure 1-1 U238 total cross-section (ENDF/B-VII.0) ................................................................................................................ 5
Figure 1-2 U238 total cross-section: low energy 1/E behavior ............................................................................................... 5
Figure 1-3 U238 total cross-section: resonance behavior ...................................................................................................... 6
Figure 1-4 U238 total cross-section: high energy behavior .................................................................................................... 6
Figure 1-5 Nuclear fission...................................................................................................................................................... 14
Figure 1-6 Fission fragment yield (Lewis, p.15)..................................................................................................................... 15
Figure 1-7 Fission spectrum .................................................................................................................................................. 16
Figure 1-8 Fission spectra ..................................................................................................................................................... 17
Figure 1-9 Cranberg and Watt fission spectra ...................................................................................................................... 18
Figure 1-10 Neutron spectra in fast and thermal reactors ................................................................................................... 21
Figure 1-11 Elastic scattering ................................................................................................................................................ 22
Figure 1-12 Scattering angle in Lab and CM systems ........................................................................................................... 23
Figure 1-13 Reactor Core ...................................................................................................................................................... 27
Figure 1-14 Neutron multiplication keff ............................................................................................................................... 30
Figure 2-1 Bessel functions of the first and second kind ...................................................................................................... 45
Figure 2-2 Neutron transport in a 1-D albedo problem ........................................................................................................ 49
Figure 2-3 Some basic elements in FEM: (i) 1-D linear element, (ii) 2-D triangular element, (iii) 2-D square element, (Lewis
et al 2004) ............................................................................................................................................................................. 53
Figure 2-4 Triangular elements in a curved pipe .................................................................................................................. 55
Figure 2-5 Temperature contours in a curved pipe .............................................................................................................. 56
Figure 2-6 Two-dimensional quadratic element with 8 nodes ............................................................................................. 57
Figure 2-7 Numerical Integration .......................................................................................................................................... 57
Figure 2-8 Uniformly distributed random number ............................................................................................................... 59
Figure 2-9 Exponentially distributed random number ......................................................................................................... 60
Figure 2-10 Exponentially distributed random variable from Matlab(R) ............................................................................. 61
Figure 2-11 Exponential pdf from Matlab(R) GUI ................................................................................................................. 62
Figure 2-12 KL distance for 5 bins ......................................................................................................................................... 65
Figure 2-13 KL distance for 10 bins ....................................................................................................................................... 65
Figure 2-14 KL distance for 20 bins ....................................................................................................................................... 66
Figure 2-15 Estimates of value of ...................................................................................................................................... 70
Figure 2-16 Estimates of value of (M=500) ....................................................................................................................... 71
Figure 2-17 Estimates of (N=5000, 10000, 15000, 20000 for M=500) .............................................................................. 71
Figure 2-18 Estimates of .................................................................................................................................................... 72
Figure 2-19 A simplified picture of particles in a box. .......................................................................................................... 73
Figure 2-20 Absolute entropy S vs number of states N ........................................................................................................ 74
Figure 2-21 R, H contours for fixed surface area .................................................................................................................. 80
Figure 2-22 Maximum cylinder volume for fixed surface area ............................................................................................. 81
Figure 2-23 Area constraint for A=10 cm^2 and Volume contours ...................................................................................... 82
Figure 3-1 A volume element ................................................................................................................................................ 87
xii
Figure 3-2 Escape probability in a graphite slab ................................................................................................................... 93
Figure 3-3 Neutron flux in a bare 'spherical' reactor ............................................................................................................ 96
Figure 4-1 Relaxation length in m.f.p.'s for isotropic scattering ......................................................................................... 110
Figure 4-2 Albedo for monoenergetic neutrons for isotropic medium .............................................................................. 116
Figure 4-3 Angular flux for c=0.2, infinite medium ............................................................................................................. 117
Figure 4-4 Angular flux c=0.4, infinite medium................................................................................................................... 118
Figure 4-5 Angular flux c=0.8, infinite medium................................................................................................................... 119
Figure 4-6 Total flux, infinite medium isotropic source ...................................................................................................... 119
Figure 4-7 Transport Theory flux in a finite sphere (c=0.3) ................................................................................................ 121
Figure 4-8 Transport theory flux in a finite sphere (c=0.9) ................................................................................................. 122
Figure 4-9 Discrete ordinates with N=4,8,16,24 ................................................................................................................. 126
Figure 5-1MC Integral Evaluation by Hit-and-Miss technique ............................................................................................ 135
Figure 5-2 MC integration for f(x,y)=x^2+y^2+3x+2y ......................................................................................................... 136
Figure 5-3 MC integration for f(x,y) = sin r / r ..................................................................................................................... 137
Figure 5-4 Neutron transport in matter .............................................................................................................................. 140
Figure 5-5 A typical complex geometry model ................................................................................................................... 141
Figure 5-6 Concentric spheres ............................................................................................................................................ 145
Figure 5-7 Ray-Plane intersection ....................................................................................................................................... 146
Figure 5-8 Ray intersection with a plane ............................................................................................................................ 147
Figure 5-9 Random walk of a neutron ................................................................................................................................ 148
Figure 5-10 Forward scattering of neutrons crossing a slab ............................................................................................... 149
Figure 5-11 Chain of possible events .................................................................................................................................. 151
Figure 6-1 Neutron flux mapping in ITER ............................................................................................................................ 162
Figure 6-2 Evolution of MCNP ............................................................................................................................................. 165
Figure 6-3 Dose rates calculated with MAVRIC .................................................................................................................. 166
Figure 6-4 One-dimensional ITER model ............................................................................................................................ 167
Figure 6-5 ITER radial model ............................................................................................................................................... 168
Figure 6-6 Streaming of 14MeV neutrons throug a duct in ITER ........................................................................................ 169
Figure 6-7 Neutron flux and gamma-ray heating in ITER .................................................................................................... 170
Figure 7-1 Fluxes for first eigenvalue .................................................................................................................................. 189
Figure 7-2 Convergence of k_eff in the power iteration method ....................................................................................... 190
Figure 7-3 Convergence of group-1 fluxes (60,40 mesh intervals) ..................................................................................... 191
Figure 7-4 Convergence of group-2 fluxes .......................................................................................................................... 191
Figure 7-5 Convergence of fluxes in a critical sphere (60,40 mesh intervals, 20 iterations) .............................................. 192
Figure 7-6 Critical configuration (60,40 intervals, 20 iterations) ........................................................................................ 193
Figure 7-7 Variation of atomic ratio .................................................................................................................................... 195
Figure 7-8 Converged fluxes for the 21.9 cm reactor with W-U ratio of 880:349.21 ........................................................ 195
Figure 7-9 Fluxes for two equi-volume zones ..................................................................................................................... 196
Figure 7-10 Converged fluxes for Water-U235 atomic ratio 310:1291.73 ......................................................................... 197
Figure 7-11 Finite-difference convergence ......................................................................................................................... 198
Figure 7-12 Flat thermal flux with infinite water reflector ................................................................................................. 200
xiii
Figure 7-13 Fast and thermal fluxes with uniform fissile loading ....................................................................................... 201
Figure 7-14 Fast and thermal fluxes from non-uniform fissile loading of Fig. 7-13 ............................................................ 201
Figure 7-15 Non-uniform fissile loading in a 3-zone equi-volume core.............................................................................. 202
Figure 7-16 Effect of a step distribution on the critical mass ............................................................................................. 203
Figure 7-17 Fast and thermal flux ....................................................................................................................................... 205
Figure 7-18 variable atomic ratio ........................................................................................................................................ 209
Figure 7-19 Variable atomic distribution (3-zone PMP) ..................................................................................................... 209
Figure 7-20 Variable atomic ratio ....................................................................................................................................... 211
Figure 7-21 variable atomic ratio ........................................................................................................................................ 212
Figure 7-22 Variable atomic ratio ....................................................................................................................................... 212
Figure 7-23 Variable atomic ratio 400, 635 ........................................................................................................................ 213
Figure 7-24 Variable atomic ratio 500, 570 ........................................................................................................................ 213
Figure 8-1 ENDF/B-VII 20-group cross-sections of U235 .................................................................................................... 224
Figure 8-2 ENDF/B-VII 20 group cross-sections of U235..................................................................................................... 225
Figure 8-3 ENDF/B-VII 20-group cross-sections of U238 .................................................................................................... 225
Figure 8-4 ENDF/B-VII Fission cross-sections of U235 and U238........................................................................................ 226
Figure 8-5 Difference in ENDF/B-VII total cross-sections of U235 and U238 .................................................................... 226
Figure 8-6 Neutrons sampled as a function of number of neutrons emerging from fission .............................................. 227
Figure 8-7 Watt fission spectrum (a=0.7, b=1) ................................................................................................................... 228
Figure 8-8 Sampled Watt fission spectrum (a=0.7, b=1, N=100000) .................................................................................. 228
Figure 8-9 Sampled Watt fission spectrum (a=0.7, b=1, N=100000) .................................................................................. 229
Figure 8-10 Watt spectrum and sampled spectrum (a=0.7, b=1, N=100000) .................................................................... 229
Figure 8-11 100 neutrons, 20 generations.......................................................................................................................... 231
Figure 8-12 50 n, 30 g.......................................................................................................................................................... 231
Figure 8-13 50 n, 40 g.......................................................................................................................................................... 232
Figure 8-14 MC results for a one-group Godiva simulation................................................................................................ 234
Figure 8-15 MC one-group Godiva relative error ............................................................................................................... 235
Figure 8-16 Three histories for a point isotropic source at center of a non-multiplying sphere........................................ 239
Figure 8-17 Monte Carlo flux in a finite sphere .................................................................................................................. 244
Figure 9-1 Flux (exact solution) in slabs of Al, Fe, U, Au, B and Gd..................................................................................... 258
Figure 9-2 One-speed flux in an infinite medium (Ganapol) .............................................................................................. 259
Figure 9-3 One-speed flux in a 1-D slab .............................................................................................................................. 260
Figure 9-4 One speed flux in a 1-D slab (high-c media) ...................................................................................................... 260
Figure 9-5 One-speed flux in 1-D slab (DT vs P1) ................................................................................................................ 261
Figure 9-6 One-speed flux in Gd: DT, P1 and P2 comparisons............................................................................................ 261
Figure 9-7 Collision density due to a mono-directional point source incident from left.................................................... 262
Figure 9-8 Comparison of collision density: Monte Carlo vs Diffusion Theory ................................................................... 263
Figure 9-9 Collision density: MC (1000X5) vs Diffusion Theory in an Fe cube .................................................................... 264
Figure 9-10 Collision density: MC(2000X5) vs Diffusion Theory in an Fe cube ................................................................... 264
Figure 9-11 Collision density: MC(1000X5) vs DiffusionTheory in a Boron cube................................................................ 265
Figure 9-12 Flux estimates: Diffusion and Transport comparisons .................................................................................... 265
xiv
Figure 9-13. Transport Theory flux .................................................................................................................................... 267
Figure 9-14. Diffusion Theory flux ..................................................................................................................................... 269
Figure 9-15. Diffusion theory in a finite sphere .................................................................................................................. 270
Figure 9-16. Transport and Diffusion fluxes........................................................................................................................ 272
Figure 9-17 Ratio of Transport to Diffusion Flux ................................................................................................................. 273
Figure 9-18 MC flux vs Diffusion flux in a 10-equivolume sphere ...................................................................................... 274
Figure 9-19 Neutron flux MC TLE compared with Diffusion Theory in 30 equi-volume regions of aluminum .................. 275
Figure 9-20 Monte Carlo compared with Transport Theory (infinite medium) and Diffusion Theory ............................... 276
Figure 9-21 Transport Theory (asymptotic) compared with Diffusion Theory ................................................................... 277
Figure 9-22 Ratio of asymptotic transport flux to diffusion flux......................................................................................... 277
Figure 9-23 Kullback Leibler Divergence vs Sample Size N for 10 spatial bins.................................................................... 280
Figure 10-1 keff in a Godiva sphere .................................................................................................................................... 284
Figure 10-2 Flux in a Godiva sphere .................................................................................................................................... 284
Figure 10-3 UO2 sphere 70% enriched, den=10.9 g/cm^3, radius 200 kg ......................................................................... 285
Figure 10-4 Flux in a bare UO2 sphere................................................................................................................................ 286
Figure 10-5 Flux in a UO2 sphere (in xy plane at z=0)......................................................................................................... 286
Figure 10-6 Hexagonal array of fuel assemblies in a reactor core...................................................................................... 287
Figure 10-7 PWR fuel assembly........................................................................................................................................... 292
Figure 10-8 A 3X3 assembly ................................................................................................................................................ 293
Figure 10-9 Collision estimate of k_inf ............................................................................................................................... 295
Figure 10-10 FOM of average k_inf..................................................................................................................................... 296
Figure 10-11 Neutron flux in a 3X3 PWR pin cell ................................................................................................................ 297
Figure 10-12 Neutron flux in a 3X3 PWR pin cell (xy plane) ............................................................................................... 297
Figure 10-13 Effect of perturbation in material density ..................................................................................................... 299
Figure 10-14 Perturbation estimates using derivative sampling and one-group diffusion ................................................ 301
Figure 10-15 Perturbation estimates for J .......................................................................................................................... 302
Figure 10-16 4S-type core arrangement ............................................................................................................................. 302

xv
Notation
u lethargy

u direction cosine in direction

c number of secondary neutrons v speed
d extrapolation distance v direction cosine in direction
d track length w direction cosine in direction
f fission w statistical weight
thermal fuel utilization zo extrapolation distance
probability distribution function A relative atomic mass
g distribution function A area
h distribution function B buckling
k Boltzmann constant material buckling
effective multiplication of a finite system geometrical buckling

effective multiplication of an infinite system collision operator

rest mass (electron, proton, neutron)
D diffusion coefficient
n neutron density (neutrons m-3)
Kullback-Leibler divergence
unit vector derivative operator
p resonance escape probability
E energy
q slowing-down density
energy recoverable from fission
position vector
cumulative distribution function
s scattering
H entropy
t time
Chandrasekhars function
diffusion time
Bessel function of the first kind
moderation time
J joule
u atomic mass unit
16
 neutron current associated Legendre polynomial

Bessel function of the first kind Q quality factor

K kelvin R reaction rate

Bessel function of the second kind R relative standard deviation

kernel of integral operator extrapolated radius

L diffusion length S source

integro-differential operator S entropy

integro-differential adjoint operator scattering matrix in multi-group diffusion

operator T temperature

M atomic mass matrix in multi-group diffusion equation

fission matrix in multi-group diffusion equation transport operator

thermal migration area U internal energy

N no. of neutrons V volume

N statistical sample size VCM velocity in center-of-mass system

N number density W Watt

Bessel function of the second kind X random variable

Avogadros Number spherical harmonics

P phase space Z atomic number

P probability

probability Greek (lower-case)

fast non-leakage probability alpha radiation

thermal non-leakage probability beta radiation

Legendre polynomial gamma radiation

17
delta function

fast fission factor

eta: neutrons emitted per neutron absorbed Greek (upper-case)

orthogonal angle neutron current

inverse of diffusion length Hamiltonian

mean free path macroscopic cross-section

Lagrange multiplier macroscopic absorption cross-section

(cosine of orthogonal angle of scattering) macroscopic fission cross-section

number of fission neutrons/fission macroscopic scattering cross-section

transport relaxation length auxiliary functions

random number solid angle

density

microscopic cross-section Other Abbreviations

standard deviation CFR Code for Federal Regulations

variance eV electron volt

neutron age ENDF Evaluated Nuclear Data File

azimuthal angle Gy Gray (absorbed dose)

neutron flux Rad absorbed radiation dose

adjoint neutron flux Rem radiation equivalent man

complimentary solution Sv Sievert

particular solution USNRC United States Nuclear Regulatory Commission

fission spectrum

collision density

eigenfunction
18
1 Preliminaries: Nuclear Engineering
1.1 Introduction

This chapter is intended to give a basic foundation of concepts and quantities on which the body of knowledge in nuclear

engineering, both the underlying nuclear physics and the nature and scale of nuclear technology, is based. It only gives a

cursory insight; more can be learnt during the lectures, going through the exercises and problems, and of course reading

through the material given in the references.

Before reading the introduction, it is advisable to review some basic nuclear physics. A simple picture of an atom, with a

dense nucleus consisting of neutrons with rest mass 1.67482 X 10-27 kg (1.008665 u) and protons (rest mass

1.67252 X 10-27 kg (1.007277 u) surrounded by electrons (rest mass 9.109 X 10-31 kg). The basic mass unit 1u is

defined as 1/12th the mass of an unbound carbon C12 atom. Let us consider all atoms to have a relative mass / .

Essentially then, neutron transport takes place in matter as neutrons go about interacting with atoms which can be as light

as hydrogen (A~1) on one end, to heavy atoms such as uranium (A~238). Within the nucleus, the nucleons (neutrons are

protons) pair up with opposite spins and thus are bound inside. The binding energy is the difference between the mass-

energy of constituent nucleons + and the nuclear mass-energy . As an example, the binding energy of

3
a tritium nucleus, 1, i.e. 1 proton and 2 neutrons, is calculated from the difference between its mass-energy of constituent

nucleons [ .007825 + 2 .008665 ]93 .5
28 7.93 8825 and its nuclear-mass energy 3.0 6050

93 .5
2809.450575 , i.e., 8.4813 MeV. An often quoted figure is the average binding energy per nucleon

which in this case is 2.81 MeV/nucleon. Nuclei, like electrons, have excited states and decay by emitting alpha, beta or

gamma radiation. Finally, neutrons can have a number of reactions with nuclei two important ones being fission, which is

the breaking-up of heavy nuclei into lighter nuclei, and fusion which is the fusing or joining of light nuclei into heavy

nuclei. Both these reactions make the system move towards an increase in the binding energy per nucleon and are

19
accompanied by the release of energy upon which nuclear (fission) reactors are, and hopefully, nuclear fusion reactors will

be based.

Exercise 1.1

i. From the definition of Avogadros number, estimate the atomic volume, and diameter, of a carbon atom.

ii. Calculate the ratio of the diameter of a uranium U-238 atom to a hydrogen atom.

1.2 Neutron Flux

In nuclear engineering, the fundamental quantity of interest is the neutron flux as a function of position ,

energy , angle and time ; all volumetric reaction rates and surface leakages are obtained from the flux. With some

simplifications, the integrated or averaged flux can also be defined as where is the number of neutrons per unit

volume, in a domain, and v is the neutron speed. Neutron flux has units of neutrons (cm s-1) cm-3 and is thus a distance

travelled in a volume, or, a track length. The units are also written as neutronscm-2s-1.

Exercise 1.2

What is the order of magnitude of the neutron flux in a reactor of 300 MWe?

1.3 Adjoint Flux

An important quantity in nuclear engineering is the adjoint neutron flux which has both mathematical and

physical significance. Mathematically, it is the function satisfying the adjoint, or backward transport equation while

physically it represents the importance of a neutron at some position or in some phase space to a detector of interest. The

mathematical aspects of adjoint operators and the adjoint diffusion and transport equations will be discussed in later

chapters. For the moment, it is important for the reader to conceptualize the essential difference between the forward and

the backward formulations which represent source-to-detector solutions and detector-to-source solutions respectively. In

a way, it is the Greens function formulation of a problem and is useful to improve the quality of results as will be

discussed later.

2
1.4 Radiation Dose

Neutrons and photons, like charged particles, are radiations that have an effect on humans, animals and living organisms

as well as on materials. The SI unit of absorbed radiation dose is a Gray (Gy) defined as an absorbed dose of 1

Joule/kilogram (100 rads). The SI unit of a dose equivalent is a Sievert defined as the absorbed dose in grays multiplied by

the quality factor Q (1 Sv=100 rems). The quality factor is a measure of the effect a radiation has. For X-rays, beta or

gamma radiation, Q~1 while for neutrons an average value of Q~10 can be used.

Radiation safety limits are prescribed by the International Commission on Radiation Protection (ICRP) and the US

Nuclear Regulatory Commission (USNRC) for the general public as well as professionals working with or exposed to any

form of radiation. According to US, Article 20.1201 Occupational dose limits for adults, the total effective dose

equivalent is set at 5 rems (0.05 Sv). The USNRC Code for Federal Regulations 10 CFR Part 19 requires that all

individuals who, in the course of their employment, are likely to receive a dose of more than 100 millirem in a year, must

receive adequate training to protect themselves against radiation.

A central objective of all radiation transport calculations is to determine the radiation levels at facilities exposed to

neutrons, photons and all electromagnetic radiations.

1.5 Neutron Current

The neutron current represents the rate of flow of neutrons across a unit surface and has the same units of neutron flux

(neutronscm-2s). The leakage from a surface can thus be expressed as

J ndA divJdV (1.1)
A V

1.6 Nuclear Cross-section

The interaction probability of neutrons is visualized as the cross-sectional area (cm2) of a sphere which a neutron can see

as it moves in matter. A small cross-section indicates a small probability of that particular interaction. Since atoms and

3
neutrons are very small, these cross-sections are expressed in units of 10-24 cm2 which was code-named a barn during the

Manhattan Project days. Each interaction, such as elastic scattering, inelastic scattering, absorption, fission, radiative

capture etc. has an associated cross-section. The sum of all cross-sections is called the total cross-section . Thus

+ + + +

These cross-sections, referred to as microscopic cross-sections, are used to compute macroscopic cross-sections by

multiplying by the number density of the host nucleus or host material mixture, since the total cross-section

cm-1 is the probability of an interaction (of some type) per unit path length traversed by a neutron. The total cross-

sections for U-238, plotted from the National Nuclear Data Center, Brookhaven National Laboratory, are shown in Fig.1-

1. Three regions can be identified, as shown in Figs. 1.2-1.4 viz (i) a low thermal energy region (< 10 eV) in which the

cross-section behaves as ~1/v, (ii) a resonance epithermal region (10 eV-few keV) arising from excited state of

compound nucleus formed by the absorption of the neutron, and (iii) a slowly varying high energy fast region (E > 20

keV) behavior. The resonance region has irregular peaks which can be described by models such as the Breit-Wigner

model which take into account quantum-mechanical phenomenon and compound nucleus formation.

4
 Figure 1-1 U238 total cross-section (ENDF/B-VII.0)

Figure 1-2 U238 total cross-section: low energy 1/E behavior

5
Figure 1-3 U238 total cross-section: resonance behavior

Figure 1-4 U238 total cross-section: high energy behavior

6
The number density can easily be shown to be given by the expression / , where is the gram-density (gcm-
3
), is Avogadros Number (6.023 x 1023 atomsgm-atom-1 for an element, or moleculesg-mol-1 for a molecule). This

definition of Avogadros number is crucial to the understanding of number density. As an example, consider the number

density of water molecules, of hydrogen atoms and oxygen atoms in such molecules. The number of water molecules can

be found as

1 6.0 3 10 3
0.3346 0 moleculescm-3
18

From the above, we can find the number of hydrogen and oxygen atoms: 2 , and with units of

atomscm-3.

Example 1.1 Calculate the number density of an element given its density and molecular weight.

For a single element, we know that Avogadros number of atoms , or one gram-atom, would weigh its atomic weight

atoms, and for a density 3

, so one gram would have , there would be

3 (1.2)

3 1
Calculate the number density of pure U238 with 9. and 238.0508 .

3 1
9. 0.6023 0
238.0508 1

which gives

3
0.04833 0

Example 1.2 Calculate the atomic fractions and atomic weight of an element given weight fractions of its constituent

elements.

7
 1
Derivation from First Principles: Consider two elements and , of atomic weight . and

1
. with weight fractions / / , where + respectively. Then, for and

atoms cm3, since Avogadros number of any substance weighs grams, we can write

(1.3)
+

The above can be readily used to express the atomic fractions of each element in terms of the enrichment as

(1.4)
+

From the above, we can write the mass of 1 g.atom, or its atomic weight as

+ (1.5)

Using Eq.(1.3), we can write

+ (1.6)

A relation between atomic fraction and weight fraction can be readily obtained as

(1.7)

Application: Consider U235 and U238 mixed with weight fractions 0.03 and 8 0.97 respectively.

The average atomic weight of the mixture and the atomic fractions 8 are required to be determined.

The average atomic weight is found as

0.03 0.97
+ + 237.9586
235.04 238.05

and the atomic fractions are

8
 237.9586
0.0304
235.04

Similarly

8 237.9586
0.9696
8 8 238.05

Example 1.3 Calculate the density of a mixture prepared from two elements of given densities and weight fractions.

3
Derivation from First Principles: Consider a substance made by mixing two elements and , of density
3
and with weight fractions respectively. The density of the mixture is found from the first

principles approach as follows.

Consider a volume of 1 cm3, in which the volume fractions of elements and are and respectively. Then

+ (1.8)

Thus for grams of the mixture, which in this case is also , the individual amounts are and respectively,

and so

+ (1.9)

Putting Eqn. (1.0) in (2.0), the volume fractions can be found, from which the density is

+ (1.10)

The above can be generalized, for a mixture, to

(1.11)
1

Example 1.4 Calculate the number densities of elements in a molecular substance of given density and weight fractions.

9
Calculate the atomic densities of U235, U238 and O2 in U(4wt%)O2 fuel pellets. Assume that the density of UO2 is 10.9

3
.

Calculate the average atomic weight of U:

0.04 0.96
+ + 237.928
235.04 238.05

The atomic fractions are found to be 0.0405 8 0.9595.

The molecular weight of UO2 can now be determined, since one molecule of UO2 has one atom of U and one molecule (2

atoms) of oxygen.

+ 2 237.928 + 2 6 269.9269

Calculate the molecular density of UO2:

/ 0.02432 0 / 3

The atomic density of U and O2 can now be determined as

3
0.02432 0 /

and
3
2 0.04864 0 /

From the atomic fractions of U235 and U238, calculate the atomic densities of U235 and U238

The atomic fractions are 0.04049 and 8 0.9595 , and from Eq.(-) the individual atomic densities of U235 and
U238 are found to be
3
0.00098 0 /
and

0.02334 08 / 3
Preparing such mixture cross-sections is a crucial pre-processing exercise for retrieving elemental cross-section data

from a data library and multiplying by the constituent number densities.

10
Example 1.5 Determine the thermal macroscopic absorption and fission cross-sections for pure U235 using the data

in Table 1.1. Compare these values with the fast reactor macroscopic absorption and fission cross-sections using the data

in Table 1.2.

1 .0 0.60 3 10 1
Thermal macroscopic absorption cross-section 680.8 0 =33.147
3 .0

1 .0 0.60 3 10 1
Thermal macroscopic fission cross-section 3 .0
582.2 0 =28.3463

1 .0 0.60 3 10 1
Fast macroscopic absorption cross-section .65 0 =0.0803
3 .0

1 .0 0.60 3 10 1
Fast macroscopic fission cross-section 3 .0
.40 0 =0.0682

Comparing the above values, the larger thermal cross-sections indicate a higher probability of interaction (absorption and

fission). The mean free path for an interaction, defined as the average distance travelled by a neutron before it has that

interaction is the inverse of the corresponding macroscopic cross-section. The mean free paths for each of the above are

thus:

0.0302 0.0353 2.4533 28.3286

Thus a thermal neutron is likely to be absorbed after a distance of about 0.03 cm while a fast neutron would not be

absorbed till it travelled a distance of about 12.5 cm.

Table 1.1 Thermal cross-sections of fissile nuclides (Baratta and Lamarsh, p.82)

(b)
Nuclide (b)
U233 578.8 531.1 0.0899 2.287 2.492
U235 680.8 582.2 0.169 2.068 2.418
Pu239 1011.3 742.5 0.362 2.108 2.871
Pu241 1377.0 1009.0 0.365 2.145 2.917
* + , **

11
 Table 1.2 Fast Reactor one-group cross-sections (Baratta and Lamarsh, p.267)

Nuclide
Na 0.0008 0 0.0008 3.3 0 0
Al 0.002 0 0.002 3.1 0 0
Fe 0.006 0 0.006 2.7 0 0
U235 0.25 1.4 1.65 6.8 2.6 2.2
U238 0.16 0.095 0.255 6.9 2.6 0.97
Pu239 0.26 1.85 2.11 6.8 2.98 2.61

Example 1.6 Determine the thermal macroscopic absorption cross-section of natural uranium of density
3
9. . Use the data given in Table 1.3.

Table 1.3 Thermal absorption cross-section of some Uranium isotopes

Nuclide Atomic Abundance (%) Atomic Weight (u)

U234 0.0057 234.04 103.47
U235 0.72 235.04 680.8
U238 99.27 238.05 2.73

The atomic weight of natural uranium with the above specified atomic fractions is

3 3 + 3 3 + 38 38 238.0 79

giving an atomic density

9. 0.6023 0 3 3
0.0483 0
238.0 79

from which the individual atomic densities 3 3 38 can be calculated. The thermal macroscopic cross-section
can then be found as
3
6 1
2.753 0 03.47 + 3.4776 0 680.8 + 0.0479 2.73 0.3678
1

1.7 Ficks Law

The cause-effect relationship between flux and current is expressed by Ficks Law

(1.12)

12
where D is a diffusion coefficient. Note that the ve sign in Ficks law states that neutron current flows from a high flux

towards a low flux just like heat flows from a hot surface to a cold surface. For directional currents, we can define and

as the currents in the forward 0 2 and backward 2 directions respectively. The net current is

1.8 Reaction Rates

The neutron flux can be used to estimate the reaction rate of a particular reaction within a region of interest. As an

example, the number of fission reactions taking place per second in a volume is given by

(1.13)

1.9 The Nuclear Fission Reaction

Lets look at nuclear fission, first observed by Otto Hahn, Otto Frisch, and Lisa Meitner, and the orders of magnitude. For

a detailed review of the nuclear fission reaction, see the references [1-5]. A simplified picture of fission is presented in the

context of energy. Nuclear fission is an energy-producing reaction and is the basis for electricity generation in nuclear

reactors. Another demonstration of nuclear energy has been through nuclear weapons which remain the most powerful

weapons known to human beings.

A single nuclear reaction produces energy though not a very big amount. Consider this description for a basic feel of

the orders of magnitude. Consider an atom as a dense nucleus surrounded by an electron cloud; the atom has a diameter of

the order of 10-8 cm, so that a typical cell phone of dimensions 9cm X 4cm X 1cm would ideally have of the order of

6.8755 1025 atoms. Compare this with Avogadros number 6.023 1023 atoms per gram-atom; so that there would be of the

order of 100 gram-atoms. How would you find the mass of so many gram-atoms? Well, Avogadros number tells us that

one gram-atom has a mass corresponding to one molecular weight, so that if the molecular weight of the material is 238

grams per gram-atom, then 100 gram-atoms would have a mass of 23.8 kg. So, the mass would depend on how dense the

13
packing could be. As it turns out, the normal density of uranium is 18.9 g cm-3 which means that we can only have about

2.85 gm-atoms in this volume, so a solid cell phone made of natural uranium would weigh about 680 grams.

235
Now consider a nuclear reaction as shown in Fig.1-5. Here you see a neutron striking a 92U atom resulting in a

temporary 92U236 which fissions, i.e. breaks up into two fission fragments, three neutrons, some gamma radiation and the

release of energy. It is almost spontaneous with a time of the order of 10 -7 s and the total energy released is of the order of

200 MeV (3.2 10-11 J). This is indeed a very small amount of energy compared with that involved in applying a 10 N force

and moving an object by 1 m (10 J); so why do we say nuclear reactions in nuclear reactors can produce 300 MWe which

is sufficient power for a small city? Well, 300 MWe produced for one day amounts to 9.4608 1015 J in one year. So to

produce this much energy, we would need to fission 2.9565 1026 atoms, or about 490 gram-atoms of U235. If the cell phone

we considered could have 2.85 gram-atoms, weighing 680 grams, then we would require 172 cell-phones made of U235

weighing about 40 kg. But that would require a 100% enrichment of uranium and the fission of every single atom in the

material. Since that is not possible, a nuclear reactor producing 300MWe of power would have about 30,000 kg of

uranium fuel enriched to only 3% of the isotope U235. Still, its core would only be a cylinder of height and diameter 2 m

only. Compare this with the size of a coal-fired or hydroelectric 300 MWe plant.

Figure 1-5 Nuclear fission

We cannot say with certainty what the fission fragments will be as there is a probability of emission of fragment

fragments with conservation of atomic number and atomic mass (before and after reaction). For U 235, the distribution of
14
fission fragments is shown in Fig. 1-6. This tells us there is a high probability of getting two fission fragments of mass

numbers 95 and 140. Some nuclides close to A=140 are Tellurium 135, Iodine 135, Xenon 135, Cesium 135 and Barium

135.

Figure 1-6 Fission fragment yield (Lewis, p.15)

1 3 1 0
A typical (and probable) nuclear reaction is: 0 + + 38 + 2 10 + 200 , and both xenon and

samarium, being unstable, undergo beta decay. Most of the fission fragments are unstable and result in nuclear radiation.

There are three important quantities to determine in a fission event viz (i) the number of neutrons emerging from a fission

, (ii) the energy of these neutrons, and (iii) the fission fragments. The number of neutrons emerging from a fission

reaction varies between zero and seven; for U235 the average number of neutrons is: 2.5. These are instantaneous,

within 10-17s of a fission reaction and appear by evaporation from the fission fragments. Fission neutrons appearing

instantaneously are called prompt neutrons to distinguish them from delayed neutrons which, though a small fraction,

are important for the control of nuclear reactors and appear typically 1s to a minute later. The neutrons emerging from a

fission reaction can have energies ranging from 0 to 10MeV; a typical average value is 2 MeV. The number of neutrons

15
emerging from fission with energies in the range E to E+dE is , where is the fission spectrum. The

following empirical expression, shown in Fig.1-7, can be used for all isotopes

1.036
0.453 2.29

where E is the energy in MeV.

0.4

0.35

0.3

0.25
(E)

0.2

0.15

0.1

0.05

0
0 1 2 3 4 5 6 7 8 9 10
E (MeV)

Figure 1-7 Fission spectrum

At E=2 MeV, 0.2391 so that about 24% of neutrons are emitted with energies in the range 1-3 MeV. Figure 1-7

shows that fission spectrum has a peak at, a most probable, energy lower than 1 MeV. Also, since the spectrum is a

probability distribution function, 0 . Some other fits to the experimental fission energy spectrum are the

Maxwell spectrum

2
3/ ( )

( =1.33 MeV for uranium) for which the average energy is: 3 2 , and the Cranberg spectrum
2

16
 2
4 ( )
3

(A=0.965 MeV, B=2.29 MeV-1 for uranium). The Watt fission spectrum, similar to the Cranberg spectrum, is

1/ /
1
3
[ ]
4

where the constants a, b are weak functions of the energy, Over the energy range, a varies from 0.92 at very low energy to

0.70 at very high energy, while b=1.

The empirical, Maxwell and Cranberg fission spectra are shown in Fig. 1-8. The differences are less than 10-2 for the

Maxwellian spectrum, relative to the empirical expression, and less than 10-3 for the Cranberg spectrum.

0.4
Empirical
0.35 Maxwell
Cranberg

0.3

0.25
(E)

0.2

0.15

0.1

0.05

0
0 2 4 6 8 10
E (MeV)

Figure 1-8 Fission spectra

17
A comparison of Cranberg and Watt fission spectra (for a = 0.72) is shown in Fig. 1-9. While the shape is essentially the

same, the difference remains fairly constant.

0
10
Watt
Cranberg

-1
10
(E)

-2
10

-3
10

-4
10
0 2 4 6 8 10
E (MeV)

Figure 1-9 Cranberg and Watt fission spectra

Example 1.7 For a simplified analysis of a certain fast reactor, it was assumed that the core consisted of a pure U 235 fuel

submerged in Na coolant with a mass fraction 1:100. Calculate the fraction of neutrons absorbed in the fuel using the data

given in Table 1.2.

The fraction of neutrons absorbed in the fuel, , is the number of absorptions in the fuel divided by the number

of absorptions in the reactor +

. It is assumed that there is an average flux in the homogenous volume

. Thus

+

+

18
Now, with atomic densities expressed in terms of mass fractions,

99 235.04 0.0008
0.4905
23 .65

giving 0.6709.

Example 1.8 For the reactor of Example 1.7, determine the number of neutrons emitted by nuclear fission per neutron

absorbed.

The number of fission reactions in the reactor is where is the macroscopic fission cross-section of the fuel.

Thus, the required quantity is

2.4 8 582.2
2.0678
680.8

1.10 Neutron Slowing Down and Diffusion

For a picture of the transport process, it is understood that a neutron at a source energy 0, slows down to some energy, ,

as it loses energy, or gains lethargy 0 in collisions by elastic and inelastic scattering. Since the threshold of

inelastic reactions for low mass nuclei is very high (~MeV) the energy loss by inelastic scattering is mainly from heavy

nuclei. The fractional energy loss of neutrons with light nuclei can be very high while only a small fraction of its energy is

lost in collisions with heavy nuclei such as uranium.

The slowing down of neutrons from fission energies to a cutoff energy, or moderation energy above thermal energy is

called neutron moderation and the time taken to reach this energy is called the moderating time . This cutoff is

generally set at 1 eV corresponding to the resonance energy of indium for which experimental values can be easily

obtained and theory can be verified. The energy group lower than , is the thermal group where neutrons diffuse until

they are captured; this time is called the diffusion time .

19
The moderating time is easily found from Fermis age theory which assumes an average behavior for the slowing down

region and assumes that Ficks law is valid for all energies, which is clearly a poor assumption especially for hydrogenous

media. From age theory, the average number of collisions can be formulated in terms of the energy loss in collisions.

Thus

2
(1.14)

where the average change in lethargy per collision

is given by

1 1

( ) (1.15)
1 /3

The time for slowing down from 0 to is obtained by integration:

2
( ) (1.16)

0

For 0 ,

2
(1.17)

and the values for can be obtained for various moderators. Typical values for moderation time from fission energies to

1 eV are: for .0 , for 8. , and for 9.3 . Similarly, the diffusion time is ,

which are: for 00.0 , for .5 0 , and for 4.3 03 .

The neutron spectra in thermal and fast reactors (Cacuci, 2010) is shown in Fig 1-10. Neutron, photon and electron spectra

in nuclear reactors vary in phase space and are strongly reactor-dependent. In fast reactors, for example, the spectrum is

hard i.e. predominantly high-energy (~MeV) while in thermal reactors, it is soft i.e. shifted towards lower energies.

Since the fission cross-section is low at high energies and vice versa, it is natural that fast reactors will have a higher flux

20
to maintain reactor power. Thus, as Fig. 1-10 shows, the maximal values of flux in thermal and fast reactors will be of the

order of 1012 n cm-2 s-1 and 1015 n cm-2 s-1.

Figure 1-10 Neutron spectra in fast and thermal reactors

1.11 Scattering

Neutron scattering with target nuclei is indeed a complicated phenomenon both theoretically and experimentally. The

scattering cross-section has a smooth variation at low energies, like the absorption cross-section, but extends to somewhat

higher energies (typically a few MeV), then exhibits broad resonances, and then smoothens off. At low energies, neutrons

exhibit -wave scattering for light as well as heavy nuclei, which is predominantly isotropic in the center-of-mass system.

At higher energies and for larger nuclear radius, the scattering is -wave scattering which is forward biased rather than

isotropic. Thus a neutron scattering off a U238 nucleus is bound to be forward-biased i.e. favoring forward scattering rather

than higher angles of back-scattering. Light nuclei, with a high threshold for inelastic reactions, are more likely to undergo

elastic collisions at low energies while heavy nuclei will mainly undergo inelastic scattering. Elastic scattering is a two-

body billiard-ball collision with no other particles emerging or no energy loss occurring.

Consider an elastic collision with a neutron incident with velocity striking a target nucleus with velocity , scattering

by an angle with velocity , and the recoiling nucleus with velocity . This is the actual collision visible to us and
21
will be referred to as taking place in the Laboratory system. Together with this, consider another system, called the

center-of-mass system; the system which will be considered for not only mathematical simplicity but for using

another property of scattering called isotropic scattering. In the system, the bary-center of the masses has a velocity

observable in the system and the neutron is incident with velocity colliding with a target nucleus with velocity

, scattering by an angle with velocity , and the recoiling nucleus with velocity . Both these systems are shown

in Fig. 1-11.

Figure 1-11 Elastic scattering

Energy conservation, assuming a target nucleus initially at rest, gives

+ (1.18)

which can be shown, with conservation of horizontal and vertical momentum, to yield a relationship between the final

energy of a neutron and its initial energy :

[ + ] (1.19)
+

In the center-of-mass system, the velocity of the bary-center is given by

22
 + (1.20)

from which we can obtain the speed of the neutron and nucleus:

Since , the momentum before collision is zero; thus by conservation of momentum, . From the

conservation of energy, it follows that: . Thus the speed of the neutron and the target nucleus, in a center-of-mass

system, remains unchanged. The relationship between the angles can be found from Fig. 1-12.

Figure 1-12 Scattering angle in Lab and CM systems

We have, from the horizontal and vertical components:

+ (1.21)

and

(1.22)

yielding the relationship:

23
 (1.23)
+

Equation (1.13) tells us that for heavy nuclei such as U238 when , since the center-of-mass velocity is

much less than the incident neutron velocity in the laboratory system. This is a significant statement in the context of

expressing isotropic scattering in the system, which will differ from results of the system for light target nuclei.

The angle between the incident and emergent directions can be found from the direction cosines with unit vectors

. The angle can be found from

1
+
{ } (1.24)
2

where

+ + , + + , and + +

Exercise: Given the direction cosines for two 2-D vectors and : 3 2, and ,
2 2 2

calculate the angle between the two vectors. [Answer: 5 ]

1.12 Nuclear Reactors

Nuclear reactors are broadly classified as convertors or breeders; in the former, a fissile fuel is converted by fission, with

the prime purpose of producing using thermal energy, to other material which may or may not contribute to further

fission, while in breeders, the prime purpose is to convert fertile material such as U238 into fissile Pu239 and breed fuel for

other power reactors.

A further classification is made according to the neutron energy spectrum in nuclear reactors. When the spectrum is

predominantly hard i.e. biased towards high energies, in the range of several keV to MeV, the reactors are classified as

fast reactors since the neutrons have high energies and travel fast. On the other hand, when the neutrons spectrum is

24
soft i.e. biased towards low energies, the reactors are classified as thermal reactors since the energy of neutrons is of

the order of the thermal equilibrium energies in the surrounding region. It is important to understand here that the terms

fast and thermal/slow are to be taken with reference to the speed of light. Fast neutrons with energies of the order of

MeV (million electron volts) travel at approximately 1/10th the speed of light while thermal, or slow, neutrons, travel at

typically 2200 m/s.

Commercial nuclear reactor development began essentially in the late 1960s with first generation reactors and evolved

into bigger, typically 1000 MWe, designs in the second generation. Most of the presently operating 437 nuclear reactors

are basically first and second generation reactors. These designs were followed by innovative and passively safe designs

such as IRIS (International Reactor Inherently Safe) Gen 3 designs, and have led to the present advanced designs.

Looking further, efforts are underway to develop prototypes of Generation IV designs which will remove several

limitations in the primitive designs, make nuclear technology competitive and acceptable, and probably lead to a nuclear

renaissance.

1.12.1 Nuclear Reactor Components

Nuclear power reactors, just as conventional fossil fuel-fired plants, are based on the utilization of thermal energy from

nuclear fission for steam generation. Thus thermal energy is converted to mechanical energy and subsequently to

electrical energy for transmission to a grid.

A nuclear plant thus has a nuclear side, consisting of a core with nuclear fuel, control rods, coolant, pumps and auxiliary

systems, and a non-nuclear or conventional side consisting of the piping, turbine units, pumps, condensers, and

auxiliary systems.

Thermal reactors fall into the categories: LWR (Light Water Reactors), GCR (Gas Cooled Reactor), HWR (Heavy Water

Reactor) named primarily on the coolant used. About 80% of operational reactors fall under the LWR category (60% are

Pressurized Water Reactors (PWRs), and 20% Boiling Water Reactors (BWRs)) while the remaining include Pressurized

25
Heavy Water Reactors (PHWRs), Gas Cooled Reactors and Fast Reactors (LMFBR, GCFR, MSBR). These include

similar designs such as the Russian VVER (PWR) and RBMK (BWR) reactors.

Over the last few years, the focus has been on evolutionary designs which are environmentally acceptable (near zero

Green-house Gas emissions), have passive safety systems (gravity flow, evaporation and condensation utilization) rather

than the old active safety systems based on pumps and valves, and incorporate proliferation-resistant features. The main

evolutionary designs are the Advanced Boiling Water Reactor (ABWR) and the Simple Economic Boiling Water Reactor

(SEBWR) by General Electric (GE), and the Advanced Pressurized Water Reactor (AP) by ABB and Westinghouse.

Compared, for example, with the a standard 3293 MWth BWR (Browns Ferry 3) with a vessel height/diameter (m) of

21.9/6.4, the 4500MWth ESBWR will be taller and wider 27.7/7.1, though with a reduced active fuel height from 3.7m to

3.0m and subsequently more fuel bundles (1132 compared with 764).

Similar technology upgrades have been carried out in the old Gas Cooled Reactors, which were primarily built for the

weapons program to convert fertile uranium U238 to fissile plutonium Pu239. The evolutionary designs are the High

Temperature Gas Cooled Reactor (HTGR) and a very attractive Gen-IV design, the Pebble Bed Modular Reactor (PBMR)

which stands to serve as the leading nuclear renaissance model. An advantage of GCRs over PWRs is the thermodynamic

efficiency of a Brayton cycle, of the order of 42%, which exceeds the Rankine cycle efficiency, typically of the order of

30%. Another feature of a PBMR is its modularity which will permit it to be incorporated into small grids typical of

developing countries. Considering that large populations of the world are without electricity, and may continue to be so

over the next few generations, PBMRs will be attractive off-grid technologies probably out-weighing renewable such as

solar energy.

A pressurized water reactor core, relative to the height of a person, Fig. 1-13 (Encyclopedia Britannica), shows the

pressure vessel containing vertical fuel assemblies and control rods immersed in a coolant/moderator.

26
 Figure 1-13 Reactor Core

A typical 1000MWe PWR would have, in a pressure vessel of inner diameter 4m, 157 fuel assemblies with 17x17 rods per

assembly, 45000 rods, an active fuel length of about 4m and a linear heat rating of 5 kw/feet, so that one fuel assembly has

a rating of about 20MW(th). This very large amount of heat, produced by nuclear fission reactions discussed above, is

removed by the flow of large amounts, of the order of 67000 m3/hr (18.6 m3/s), of coolant, such as water.

The materials in nuclear engineering cover those from the front-end of the fuel cycle, where uranium ore is converted and

enriched for reactor fuel fabrication, to the back-end of the fuel cycle where it is removed from a reactor after it has been

burnt i.e. sufficiently utilized for energy production and reprocessed into useful fuel or for storage and waste disposal

(Cacuci, Vol. IV, Ch.25)

In the front-end, the yellow cake which is a uranium mixed oxide, of very low U235content, is chemically processed to

uranium tetra-fluoride and then to gaseous uranium hexafluoride UF6 which is fed into an enrichment plant. The output

from the plant is also gaseous UF6 which is divided into streams of low-quality (in U235) and high-quality (in U235) gas.

Typically, an enrichment process with an ideal cascade input of 8 kg of natural U (0.71%) with 5 Separative Work Units

(SWU) gives 1 kg U (3.7%) and 7 kg (0.25%).

27
The fuel required in nuclear reactors includes metallic alloys, oxides, or molten salts of uranium and plutonium with

enrichment up to 20%; called reactor grade uranium (RGU) and reactor grade plutonium (RGP). Thus UF 6 needs to be

converted into useful forms such as the solid UO2 pellets for pressurized water reactors (PWRs). This is done from solid

UF6 taken from an enrichment plant and heating in an oven with water vapor and hydrogen (Cacuci). Similarly, the

production of uranium metal is done by calciothermic and magnesiothermic reduction of uranium tetrafluoride (Gantayet).

Steel is used in nuclear reactors for the pressure vessel containment which is a form of carbon-steel. To prevent corrosion

when it comes into contact with water, stainless steel cladding, containing chromium and nickel, is used. Other important

materials include beryllium, magnesium, zirconium, and aluminum.

1.13 Criticality

Nuclear fission can result in the uncontrolled multiplication of neutrons as fission proceeds if neutrons are not captured or

do not escape from the system. If we assume that a fission reaction is accompanied with the release of two neutrons, then

N fissions will result in 2N neutrons. Thus for N=10 fission reactions, there will be 210=1024 neutrons and ten

generations later, this number will have grown to 220=1,048,576, and subsequently by the 30th generation, there will be

230=1.0737 109 neutrons. Such a runaway situation is called super-criticality as it is accompanied by the uncontrolled

release of energy as in a nuclear bomb or a nuclear accident. Three such regions, identified by the system multiplication

can be identified depending on the time-dependent neutron population n(t). When n(t)=constant, we have criticality

( as in a nuclear reactor; while for a decaying n(t) we have a sub-critical safe assembly and for an

increasing n(t), we have a super-critical configuration ( . It is important to understand that nuclear criticality can be

achieved at different power levels e.g. a 300MWe reactor, a 600 MWe reactor and a 1200 MWe reactor are all kept

critical.

Example 1.9 Assuming that the reactor of Examples 1.7 and 1.8 has 06 neutrons, estimate the number of fission

neutrons produced, and the multiplication of the system if that was the only information available to you. Further

assume that the reactor is infinitely large.

28
From Example 1.7, the number of neutrons absorbed in the fuel is 0.6709 106 and from Example 1.8, this results in the

emission of 1.3873 106 neutrons. The system thus has a multiplication of 1.3873. It is assumed to be infinitely large i.e.

none of these neutrons has been assumed to escape from the boundaries as an infinite system has no boundaries.

_____________________________________

Neutrons are born as fission neutrons at energies of the order of 1MeV and slow down by collisions, as they travel in a

medium, until they achieve equilibrium with their surroundings at thermal energies of the order of 1eV. The transport of

neutrons thus covers a large range which is discretized into a finite number of groups. We can talk of a fast group

corresponding to the high energy range (keV-MeV), an intermediate energy range (eV-keV), and a thermal energy range

(typically 0.025-1 eV).

To understand criticality, we consider a simplified picture shown in Fig. 1-9. For fast neutrons injected into a system,

the leak out of the system boundaries; of the remaining , the fast fission multiplication increases the number

to . The neutrons, while colliding with host nuclei, lose their energy gradually and reach the resonance region

where are captured, and continue to slow-down to thermal energies. In this lower-

energy, some neutrons are captured in moderator and structural material while are absorbed in

fissile material, where fission cause an increase in the number of neutrons to .

This picture gives us an estimate of the multiplication of the system, viewed as the number of neutrons emerging in the

next generation divided by the corresponding number in the previous generation. This is called the effective

multiplication of the system, and is written as

(1.25)

The above can be simplified for an infinite system from which there is no leakage. In that case, Eqn.(1.25) becomes

(1.26)

Thus the multiplication in finite and infinite systems are related as

29
 (1.27)

Figure 1-14 Neutron multiplication keff

The quantity found in Example 1.7 is given in Eq.(1.27) with the fast fission factor and the resonance escape

probability both taken to be unity, or . For finite systems, the fast and thermal leakage probabilities will need to

be considered; this is delayed till Chapter 3.

The computational complexity of neutron transport arises from the description of the behavior in phase space (position,

angle, energy, and time). In a 3D cartesian description, for example, this leads to seven independent variables

( x, y, z, , , E, t ) though conservation laws connect the angles with energy in the case of scattering. While both

approaches, deterministic and stochastic, have been developed to an extent where it is possible to accurately determine

(r ) , deterministic models are restrictive when complexity of geometry or scattering kernel have to be incorporated, as

they utilize discretization of space, angle and energy.

30
The methods considered in the following chapters will give the reader a capability will be developed to carry out detailed

whole-core computations and determine the neutron flux, the subsequent reactor power, fuel arrangement, and related

nuclear reactor design parameters.

References

1. Cacuci, D.G., Editor, Handbook of Nuclear Engineering, Nuclear Engineering Fundamentals, Springer Science

and Business Media LLC2010.

2. Cullen, D.E., Brown, P., Lent, E., MacFarlane, R., McKinley, S., Criticality Calculations using LANL and LLNL

Neutron Transport Codes, UCRL-TR, Lawrence Livermore National Laboratory, 2007.

3. Duderstadt, J. J. and Hamilton, L. J., Nuclear Reactor Analysis, John Wiley & Sons, 1976.

4. Etherington, H., Editor, Nuclear Engineering Handbook, New York: McGraw-Hill, 1958.

5. Gantayet, L. M., Editor, BARC Highlights, Chemical Sciences and Engineering, Bhabha Atomic Research

Centre, Mumbai, India. http://www.barc.gov.in/publications/eb/golden/chemical/toc/chapter6/6_3.pdf

6. Glasstone, S. and Sesonske, A., Nuclear Reactor Engineering, Princeton, N.J., Van Nostrand, 1963.

7. Harmon, C.D. II, Busch, R D., Briesmeister, J. F., and Forster, R. A., Mendius, P. W., Ed., LA-12827-M Manual,

Criticality Calculations with MCNPTM: A Primer, Los Alamos National Laboratory, UC-714, Issued: August

1994.

8. Henry, A. F., Nuclear Reactor Analysis, Cambridge, MA, MIT Press, 1975.

9. Isbin, H.S., Introductory Nuclear Reactor Theory, New York: Reinhold, 1963.

10. Lamarsh, J.R. and Baratta, A. J., Introduction to Nuclear Engineering, 3rd Ed., Prentice Hall, 2001.

11. Lamarsh, J. R., Introduction to Nuclear Reactor Theory, Addison-Wesley Publishing Company, 1972.

12. Lewis, E.E., Fundamentals of Nuclear Reactor Physics, Academic Press, 2008.

13. Murray, R.L., Introduction to Nuclear Engineering, 2nd Ed., Englewood Cliffs, N.J.: Prentice-Hall, 1961.

14. Reuss, P., Neutron Physics, EDP Sciences, 2008.

15. Stacey,W.M., Nuclear Reactor Physics, John Wiley & Sons, 2001.

31
 16. Stephenson, R., Introduction to Nuclear Engineering, 2nd Ed., New York: McGraw-Hill, 1958.

17. Shultis, J. K., and Faw, R. E., Fundamentals of Nuclear Science and Engineering, 2nd Edition, CRC Press/Taylor

& Francis, 2008.

18. Weinberg, A.M., and Wigner, E.P., The Physical Theory of Neutron Chain Reactors, Chicago: University of

Chicago Press, 1958.

19. National Nuclear Data Center, Brookhaven National Laboratory, http://www.nndc.bnl.gov/exfor/endf11.jsp

20. Encyclopdia Britannica Online, s. v. "nuclear reactor", accessed March 31, 2013,

http://www.britannica.com/EBchecked/topic/421763/nuclear-reactor/45774/Coolant-system.

21. National Institute of Standards and Technology (NIST), U.S. Department of Commerce, http://www.physics.nist.gov/cgi-

bin/Star/compos.pl?matno=121

Problems

1. Given atomic fractions: U234 (0.0057%), U235(0.72%), and U238(99.27%), find the average atomic weight and the

corresponding weight percentages

2. Calculate atomic densities for the following:

3
a) Natural uranium with 9. and atomic fractions U238 0.992745 U235 0.007200.
3
b) Bare Pu239 metal delta phase 100% Pu239 5.8 .

c) Given the following data for the fast critical assemblies Godiva, Jezebel and Jezebel23 (Cullen et al,

2007) determine the weight fractions of each of the materials listed.

Model Godiva Jezebel Jezebel23

Radius (cm) 8.7407 6.3849 5.9838

Density (g/cm3) 18.74 15.61 18.424

32
 Composition U235 4.4994e-2 Pu239 3.7047e-2 U233 4.6712e-2

(atoms/barn-cm) U238 2.4984e-3 Pu240 1.7512e-3 U234 5.9026e-4

U234 4.9184e-4 Pu241 1.1674e-4 U238 2.8561e-4

Ga69 8.26605e-4 U235 1.4281e-5

Ga71 5.48595e-4

Mass (g) 52419.98 17019.77 16534.98

3. Calculate atomic densities of the fuels

3
a) UO2 of density 10.5 with a U235 enrichment of 17%.

b) PuO2 of density 11.46 3

, with weight fractions of 816 0.118055 and 3
0.881945
3
c) U-10 wt% Zr alloy powder of density 15.48 with uranium consisting of 17wt% U235 and the rest

U238.

4. Calculate atomic densities of the reflectors

3
a) Beryllium metal density 1.85
3
b) Beryllium Oxide with a density of 3.01 , and weight fractions 4Be 0.360320, 8O 0.639680

3 10
5. Find the atomic densities in Boron Carbide given its density 2.52 (weight fraction =0.782610,

11 10
=0.217390) Atomic Weight=55.24, Answer: N(B4C)=0.0277, NboronNat=0.1108, N( =0.02205,

11
N( =0.08875, N(C)=0.0277

6. Find the atomic densities in a solution of UO2F2 with a uranium enrichment of 5%, density of U235 of 0.04 g/cc

and a given ration of hydrogen to fissile atoms (H/X) of 500.U(4.89)O2F2 solution N235=1.0889e-4,

N238=2.0909e-3, Nf=4.3996e-3, Nh=5.7058e-2, No=3.2929e-2, Ntotal=9.6586e-2

7. Calculate the atomic densities in the following structural materials

a) stainless steel consisting of Fe with 18% chromium by weight, 8% nickel and 0.08% carbon, find the

atomic densities.

33
 3
b) aluminum (Atomic weight 26.9815, density 2.7 )

8. Determine the fast reactor macroscopic absorption cross-section of uranium consisting of 17 wt% U235 in

uranium . Use the data in Table 1.3.

9. Determine the thermal macroscopic cross-section of UO2 fuel pellets with 3wt% enriched fuel.
3
10. Determine the absorption mean free path of a fast neutron travelling in boron with 2.3 ,

0.27 . Compare this with the corresponding mean free path for a thermal neutron for which 0.759 .

What possible use of boron could this have for a nuclear reactor?

11. For the reactor of Example 1.7, find the infinite multiplication assuming that , so that for a

fuel to moderator mass fraction 1:80. Now determine the concentration of normal enrichment B4C ( 2.52

3
, 0.27 ) at which the reactor would fall to 1.00.

34
2 Preliminaries: Mathematical
Foundations
2.1 Introduction

This chapter reviews the mathematical foundations and knowledge required for understanding the formulation,

performing a simulation, and coding for numerical implementation of problems in nuclear engineering. The material is

presented in the following order: general mathematics, mathematics specific to the neutron diffusion and transport

equations followed by mathematics, including probability and statistics, for Monte Carlo simulation. The purpose is,

again, to provide a comprehensive review of the mathematics applicable to nuclear engineering, usually spread over

different subjects, in one resource available for study before or during the phase when problems are encountered.

Neutron diffusion and transport can be expressed by ordinary differential equations, partial differential equations, integral

equations and integro-differential equations. We therefore discuss underlying solution techniques which will be used in

later chapters.

2.2 Ordinary Differential Equations

Ordinary differential equations (ODEs) are used to represent systems with one independent variable such as the spatial

variable , and can, for many cases, be solved exactly. ODEs can be first-order, second-order, or more generally -

order where the order represents the order of the higher derivative of the dependent variable with respect to the

independent variable. It can be shown that -order ODEs can be reduced to first-order ODEs which, when linear,

are easily cast as state-space equations amenable to standard algebraic methods of linear algebra.

The formulation of neutron diffusion can be expressed in the form of a second-order ordinary differential equation under a

set of assumptions which we will examine in a later chapter on diffusion. Let us therefore review a method of obtaining an

exact solution of a simple form of such an equation: the linear non-homogeneous form

35
 1 + + 3
(2.1)

Eq. (2.1) also represents the 1-D motion in the mass-spring-damper problem, when represents the displacement ,

and represents time , where the restoring force of the spring is represented by Hookes Law and an external time-

dependent force is applied. The procedure of solving this equation is to seek a complementary solution from

the homogeneous equation, and a particular solution from the inhomogeneous term, and express the solution as

+ (2.2)

Thus, in operator form

( 1
+ + 3) 0 (2.3)

The operator is treated as a scalar and roots are obtained for 1 + + 3 0. For roots 1 , the solution is

expressed as 1 . For the particular solution

+ + (2.4)
( 1 3)

The solutions can thus be obtained after the usual factoring and algebraic manipulation. Constants in the solutions can

then be determined from the given boundary conditions which can be Dirichlet (with the dependent variable specified on

the boundaries), Neumann (with the normal derivative specified on the boundaries) or mixed Cauchy boundary

conditions.

Exercise 2.1

Find the exact solution of the equation

36
for a planar source at 0 emitting neutrons cm-2 s-1 With the boundary conditions: (i) Dirichlet b.c: finite flux ,

/
and (ii) source Neumann condition: 0 /2; ). Answer: .

Example 2.1 Find the exact solution of the equation:

for a planar source at 0 emitting neutrons cm-2 s-1 With the boundary conditions: (i) + 0,

and (ii) source condition: 0 /2; ). First obtain the complementary solution using the

homogeneous equation

( ) 0

The roots are 1 , , giving the complementary solution

+
1

For the particular solution

( )( + )

which can be written in partial fractions as

[ ]
2 ( ) ( + )

and expressed as

1 1
[( ) + ( + ) ]
2
1
Now expanding ( ) + ( ) + , gives

The solution is thus

37
 1 + +

and the coefficients 1 can be found from the boundary conditions. Using the boundary conditions gives

[ + /
2 +
[ ]

2.3 Partial Differential Equations

Partial differential equations (PDEs) represent systems where the differential equation expresses a system with two or

more independent variables such as spatial dimensions , orthogonal and azimuthal angles , energy , and time .

A second-order PDE

+ + + + + 0

at a point 0 0 , is classified as elliptic, parabolic or hyperbolic if 4 is less than, equal to, or greater than zero

respectively.

The solution procedure is usually to convert PDEs to ODEs and then solved to obtain exact analytical solutions where

possible, or a system of algebraic equations where is a matrix, is the vector being solved, and is a known

force vector. The solution is thus obtained, from standard numerical techniques, such as Gaussian elimination, Gauss-

Siedel iterative methods, LU decomposition methods etc., by inversion of the matrix giving 1
.

Consider the first-order partial differential equation

+ + (2.5)

1
where 1
. A solution for this can be obtained by multiplying both sides by the integration factor

and integrate over :

38

+ (2.6)
0

where , a constant of integration, can be obtained from the given boundary condition.

Exercise 2.2

Using the classification criterion specified above, we can classify the PDE:

D +

with 0 ; thus 4 0, and the equation, which will be introduced in the following chapter as the

time-dependent neutron diffusion equation, is a parabolic PDE. This implies a certain kind of boundary conditions: a

Dirichlet or Neumann b.c. on an open surface, to be specified for a stable solution. Similarly, elliptic PDEs require

Dirichlet or Neumann boundary conditions on a closed surface surrounding the region of interest, while hyperbolic PDEs

require Cauchy boundary conditions on an open surface.

2.4 Integral Equations

Integral equations are classified according to the limits on the integral, the occurrence of the unknown function and the

homogeneity of the equation. Some equations with their classification are listed in Table 2.1.

39
 Table 2.1 Classification of Integral Equations

Classification

Equation
Homogeneous/
Fredholm/Volterra Type I/II
Inhomogeneous

Fredholm Homogeneous I

Fredholm Homogeneous II

+ Fredholm Inhomogeneous II

Volterra Homogeneous I

Volterra Homogeneous II

+ Volterra Inhomogeneous II

40
In the above equations, is called the kernel of the integral operator. One way of solving integral equations is by

integral transforms e.g. for Fredholm integrals, when , the Fourier transform can be used while for

Volterra equations, the Laplace transform can be used.

Exercise 2.3

i- Solve the Volterra equation 0 , given the boundary condition 0 0 by

differentiating w.r.t .

ii- Solve the Volterra equation + 0 by taking the Laplace transform.

iii- The integral equation for Chandrasekhars function appears in the exact solution of the neutron transport

equation which will be used in a later chapter. How would you classify this equation?

1
+ (2.7)
0 +

An important integral equation for neutron transport

In the previous section, we saw the integral equation of a Volterra form obtained from a partial differential equation

+
0

When this equation is integrated over , the equation can be written in operator form as

+ (2.8)

where

(2.8a)
0

and

41

(2.8b)

We will return to this form in the chapter on Transport Theory to obtain a numerical solution to an important benchmark

in nuclear engineering.

2.5 Special Functions

Several special functions are used to represent source distributions and neutron flux especially for the separation of

variables to facilitate exact solution or numerical procedures. We review only a few here. For more details, a useful

reference is Abramowitz and Stegun (1972).

2.5.1 The Delta Function

The delta function is visualized to be zero everywhere and some large value at 0. In engineering, especially in

the context of a neutron source, it is used to represent a source at some spatial position, angle or time. As an example a

source defined as

0 0 0 0 (2.9)

represents a unit source located at position 0 with energy 0, emitting neutrons in the solid angle 0 about 0 at time

0.

Among the several definitions of the function, consider the normal distribution with an infinitesimal variance :

(2.10)
0 2

and a variation, used in complex integration, of the form:

+ (2.11)
0

One of the properties of the functions is

42
 (2.12)

2.5.2 Legendre Functions

Legendres equation:

( ) +

which, for can be expressed as an eigenvalue equation

( ) +

for , has solutions , called Legendre polynomials, defined by Rodriguez formula

These polynomials are complete and have the orthogonality condition:

1
2

1 2 +

1 1 3
The first few are: 0 , 1 , 3 , 3 5 3 , and

1
8
35 30 + 3 . Note that the normalization is easily seen for these cases.

The recurrence relation

+ 1 2 + + 1 0

can be used to obtain higher terms.

43
Since the Legendre polynomials form a complete set, a function such as can be expressed as

0
(2.13)
1
2 +

2 1

We can thus express as: Isotropic: 0 , First-order angular: 0 + 1 , Second-

1
order angular: 0 + 1 + 3 , and higher orders.

2.5.3 Bessel Functions

Bessel functions are solutions of the vth order (v is a non-negative real number) second-order differential equations

+ +( ) 0 (2.14)

There are functions of the first kind, which are regular at the origin (e.g I0, I1, Jo, J1), and functions of the second kind

which are singular at the origin (e.g. 0 1 0 1 ).

Equation 2.14 has solutions which are linear combinations of and

cos J v ( x ) J v ( x )
Yv ( x ) N v ( x ) (2.14a)
sin

for . When the differential equation is written in a modified form:

+ ( + ) 0

I v ( x ) l v ( x )
the solutions are a linear combination of and : Kv ( x) . Functions of the first and second
2 sin

kind are shown below:

44
 1 8

J0(x)
7

0.5
5
J1(x)
4

3
0

2
I 0(x)
1 I 1(x)

-0.5 0
0 1 2 3 4 5 6 7 8 9 10 0 0.5 1 1.5 2 2.5 3 3.5
x x

1
4.5

4 K1(x)
0.5
Y0(x)
3.5

3
0
2.5

2
-0.5
Y1(x)
1.5

1
-1 K0(x)
0.5

0
-1.5
0 1 2 3 4 5 6 7 8 9 10 0 0.5 1 1.5 2 2.5 3 3.5
x x

Figure 2-1 Bessel functions of the first and second kind

Now, consider the equation

( + ) + 0

45
For a line source where the source extends along a line on the z-axis at r=0, the homogeneous form of the equation will

apply to all r excluding the source. This will be the modified Bessel equation form given above with 0 and a solution

of the form

1 0 + 0

where 1 and are constants. Since we require a solution at 0, and the function 0 grows with increasing while

0 remains bounded and decreases, the solution will be

x2 x4 x6
I 0 ( x) 1 ....,
4 64 2304

and

x x 2 3x 4 11x 6
K 0 ( x) ln I 0 ( x) ....,
2 4 128 13824

where 0.5772 5665 is Eulers constant.

2.6 The Laplace and Poisson Equations

The Laplace equation is written in operator form as

0 (2.15)

and is the homogeneous form of the Poisson equation

(2.16)

Cartesian: + +

46
 1 1 1
Spherical: ( )+ ( )+

1 1
Cylindrical: ( )+ +

The Laplace equation is solved by assuming separability when the resulting equations can be written as ordinary

differential equations of the form for harmonic motion. With the relevant boundary conditions, solutions can be expressed

in terms of modes, or eigenfunctions, for eigenvalues. The solutions can be expressed in terms of an infinite series and

have orthogonal properties.

In spherical geometry, with , , , separability can be used:

in which case the equations can be expressed in the forms:

(2.17)

( ) + (2.18)

+
( ) (2.19)

where . Here, are integers, and , or , and

2 +
(2.20)
4 +

where are spherical harmonics and are associated Legendre functions. Note that

47
so that for 0, , which are the Legendre polynomials introduced in the previous section as solutions of

Legendres equation, which is Eq.(2.18) with 0 i.e. azimuthal symmetry.

1
2 +

1 2 +

The spherical harmonics are complex functions and are orthogonal and normalized. Being complete, any function can be

expressed in terms of spherical harmonics. The solution can thus be written in the form:

1 1/ (2.21)

where 1/ represents the nth zero of the Bessel function . 2 3 .

Exercise 2.4

i- Write the 3-D neutron diffusion equation in Cartesian, spherical and cylindrical geometries.

ii- Classify the Laplace and Poisson equations according to the criteria specified above.

2.7 Integro-differential Equations

To prepare for the mathematical formulation to come in the following chapters, consider an integro-differential equation

of the form

1
+ + (2.22)
2 1

Let us try to obtain a general solution for this for a semi-infinite half-space 0 , shown in Fig.2-1, for an incident

source 0 at the free boundary 0. We will assume that and there is no extraneous source, i.e.

0. This is the classical albedo problem considered originally for radiative transfer (see e.g. Chandrasekhar,

1950).

48
 Figure 2-2 Neutron transport in a 1-D albedo problem

Note that transport is along the direction although the equation is written for the variable, i.e. it is a one dimensional

representation of two dimensional transport. The connection between the variables is

(2.23)

and, since the contribution to the flux will come from all , we need to connect the variable through the

transformation

(2.24)

The equation thus becomes

[ ] (2.25)
2

where

1
(2.26)
1

Multiplying by the integrating factor and integrating from 0 to

49

+ (2.27)
2

2.8 Complex Integration

A singular integral transport equation, where is a complex variable, of the form

1
(2.28)
0

is obtained during the exact solution of 1-D neutron transport in a slab (Ganapol, Benchmark 3.3). The singularity arises

from the denominator in the integral when . The division by zero can be evaded by applying the Plemelj formulae

(Stone and Goldbart):

( + ) (2.29)
2

+ + (2.30)
2

where is the Cauchy principal value evaluated an infinitesimal distance from the singularity at which is avoided

by integrating as

1 1
+
0 0

We can write

(2.31)

where

50

+

From a definition of the function:

0 +

( ) (2.32)

Thus

1 1 1
( ) (2.33)
0 0 0

or

1
( ) (2.34)
0

Here, is analytic everywhere except across the real axis between 0 and 1 called a branch cut and the endpoints of the

integral are branch-point singularities of the function.

Exercise 2.5

Evaluate the integral 1

(2.35)
0

using the Plemlj formulae. Begin your evaluation using the result with :

51
 ( ) (2.36)

Plot and vs and demonstrate the real part, which corresponds to the principal value, and the imaginary

part which is a form of the function in the limit as 0. Evaluate .

2.9 Numerical Methods

Several numerical methods have been developed to solve neutron diffusion and transport problems with the complexity

typical of real engineering systems. This section considers two widely used methods viz the finite-difference method and

the finite-element method.

2.9.1 The Finite-Difference Method

In a simple discretization of the governing equations, the entire domain is divided into meshes within which the neutron

flux is taken to be constant. The resulting equation for each mesh is called a difference equation the derivatives in the

finite-difference method, are approximated by first-order terms

1
1
1

1
1
1

The resulting algebraic system is of the form

1
T M (2.37)
k eff

which are solved by standard matrix methods such as the Gaussian elimination method, Choleskis method, Jacobis

method, the Gauss-Seidel method, and the Standard Over Relaxation (SOR) method. A detailed discussion of this appears

in chapter 7 for the two-group diffusion equation.

52
2.9.2 The Finite Element Method

The Finite Element Method (FEM) is a deterministic method which has been used, with great success, to compute fluxes

in irregular geometry. The FEM proceeds along four basic steps viz (i) discretization of the continuum, (ii) formulation of

element matrices, (iii) assemblage of element matrices into system matrices, and finally, the (iv) solution of the resulting

algebraic system. The entire system is divided into a number of elements with nodes and edges as shown below.

Figure 2-3 Some basic elements in FEM: (i) 1-D linear element, (ii) 2-D triangular element, (iii) 2-D square element, (Lewis

et al 2004)

A variation formulation is used to define a functional

{ [ ] + 2 }

with an extremum where the function in the integral (flux) satisfies the governing neutron diffusion equation. This

extremum can be determined by varying to form the quantity + . The procedure is to express the flux in

terms of shape functions , so that 1 . The unknown coefficients are determined from the

extremum condition

53
for all elements 23 . The resulting linear system is solved by standard methods to obtain the coefficients. A

diffusion equation, such as the heat conduction equation

( )+ ( )+ ( )+ 0 (2.38)

with appropriate boundary conditions. In the variational approach, the above can be reduced to a form for each element in

the entire domain (Lewis et. al., p. 91)

[ ]{ } { } (2.39)

The force, or load, vector simplifies when e.g. there is no internal heat generation, for which G=0, or there is no boundary

flux, for which q=0, or when there is no convective term, for which h=0. For an element with r nodes, the temperature

inside the element is

The simplest geometric shape to model irregular geometries is a two-dimensional triangular element shown above.

Consider the bent pipe shown in Fig 2-4 below generated from the program triangular_mesh_2() listed in Annex E. The

pipe is 50cm length at the (left) base and 50cm height at the (right) end. The divisions are specified by the commands

ndivx=2; ndivy=4; and the total number of points is npoin=(ndivx+1)*(ndivy+1) which, in this case, is 3*5=15.

There is a total of 16 generated elements.

54
 100

90
13

14
80
9
70 10

15
60
16

6 11
50 12
5

40
8
7

30
2

20
4
1

10 3

0
0 20 40 60 80 100
NELEM=2x(2x4)

Figure 2-4 Triangular elements in a curved pipe

The results are shown in Fig. 2-5 for the following data:

length=50.e-2; width =50.e-2; thick =1.e-2; ndivx =2; ndivy =4;

%Boundary condition type

%Dirichlet b.c. ibtype=1
%Heat flux b.c. ibtype=2
%convective heat tranfer ibtype=3
%left and right sides convective
%top and bottom Dirichlet
%------------
tempr_fixed = 1000;
%------------
% Left and right sides
% convective Heat Transfer
%------------
tempr_amb = 50; hconv = 100;
%------------
% Thermal Conductivity watt/m-c
%------------
kappa_x=10; kappa_y=10;

55
 100 800

90
600
80

70 400
Y-direction (m)

60
200
50

40 0

30
-200
20

10
-400
0
0 20 40 60 80 100
X-direction (m)

Figure 2-5 Temperature contours in a curved pipe

For this curved geometry, it is more efficient, in terms of computational effort, to use isoparametric elements (p.62) which

are curvilinear. More detailed results are shown in Annex E.

Better results can be obtained by using an eight-node isoparametric element shown in Fig. 2-6.

56
 Figure 2-6 Two-dimensional quadratic element with 8 nodes

The shape functions for 8 nodes are used to express in the form 8 1 .

The increased number of nodes and the order of the shape functions give, at the cost of computational effort, better results.

2.10 Evaluation of Integrals

The differential equations forming the neutron diffusion equation are solved using numerical methods that include the

finite-difference method, the finite-element method, the boundary element method, the finite-volume method and several

other methods developed for computational efficiency.

Figure 2-7 Numerical Integration

Exercise 2.6

10
Sketch the Integrals 1 0 , 0 4 and 3 0 , and evaluate them using Simpsons

Rule, and Gaussian Quadrature.

57
2.11 Probability and Statistics

2.11.1 Random Processes

Particle transport is considered to consist of random events as particles are born and travel in matter colliding with host

nuclei, exchanging energy and undergoing nuclear interactions until they die by some capture or leakage process. The

events are considered to be random as they are determined from probabilistic interaction data.

2.11.2 Markovian Processes

A Markovian process is stochastic in nature and has a future state that depends only on the present state without any

dependence on its past history. For particle transport, this is a natural way of looking at events in a history consisting of

random events. In the stochastic sense, a history does not repeat itself and a random walk has a probability of occurrence.

In this description of particle transport, nature is understood to behave in a stochastic rather than in a deterministic

manner.

2.11.3 Sample and Population

In a stochastic formulation, estimates are obtained from quantities from a finite sample of histories as it is not possible to

consider the whole population which can be of the order of Avogadros number of particles.

2.11.4 Probability Distribution Function

For a random variable that can take on a continuous set of realizations, the probability distribution function (pdf)

is a density function that represents the probability that takes on a realization . Thus, with the requirement that

(2.40)

the probability that has value that lies between and is

(2.41)

58
An associated quantity is the cumulative distribution function (cdf)

(2.42)

Thus, is a montonically increasing function, i.e. it continues to increase.

The definitions given above have their analogous counterparts for discrete functions such as the case, for example, where

the random variable can take on a discrete set of realizations e.g. { 0 20 30 40 50} 5. The pdf

and cdf are then defined as: with a normalization 1 , the probability that has the value , is

. The cdf is then 1 . An elementary discrete pdf is the uniformly distributed integer between 1

and obtained from: + . Some widely used continuous pdfs are the uniform, exponential, the binomial, and

the Poisson distribution functions. Consider the uniform pdf 0 , and the exponential pdf 2

shown in Figures 2-9 and 2-10.

1.5
f(x)

0.5

0
0 0.2 0.4 0.6 0.8 1
x
1
0.8

0.6
F(x)

0.4

0.2
0
0 0.2 0.4 0.6 0.8 1
x

Figure 2-8 Uniformly distributed random number

59
 2

1.5

f(x)
1

0.5

0
0 0.5 1 1.5 2 2.5 3
x
1
0.8

0.6
F(x)

0.4

0.2
0
0 0.5 1 1.5 2 2.5 3
x

Figure 2-9 Exponentially distributed random number

The Statistics Toolbox of Matlab 7.9.0 (2009) has GUI-based tools disttool for plotting distribution function (pdfs

and cdfs) and randtool for randomly sampling from distribution functions. Of the over 20 distribution functions

available, the ones used in this book will be the uniform, exponential and normal distribution functions.

Plots can also be obtained from the commands e.g. x = 0:0.1:3; y = exppdf(x,0.5); plot(x,y), mean=sum(x.*y)/sum(y)

1 /
The exponential pdf is with mean obtained from the above commands in Matlab is shown in

Fig.2-10.

The computed mean, obtained from the expression / , and 1 0 ,

0 is shown in Table 2.2. In the limit , . Table 2.2 shows that the computed mean

tends to the exact mean /2.

Table 2.2 Estimated mean from an exponential distribution

60
 Range and Computed

intervals Mean

0:0.10:3 0.4454

0:0.01:3 0.4877

0:0.001:3 0.4921

0:0.0001:3 0.4925

0:0.0001:3 0.4999

1.8

1.6

1.4

1.2
f(x)

0.8

0.6

0.4

0.2

0
0 0.5 1 1.5 2 2.5 3
x

Figure 2-10 Exponentially distributed random variable from Matlab(R)

The same figure obtained using the GUI command disttool is shown in Fig. 2-11.

61
 2

1.5

0.5

0
0 1 2 3 4 5 6 7 8

Figure 2-11 Exponential pdf from Matlab(R) GUI

2.11.5 Random Numbers

Numbers drawn randomly from some underlying population distribution function, using an algorithm, are called

pseudorandom numbers. Since the number of random numbers drawn from a population can be a finite, though large,

sample they need to satisfy statistics tests to ensure that they are truly representative of the population they are drawn

from. For this, we will review some probability theory in the following sections and apply those tests.

As stated above, random numbers generated from a population must exhibit the same overall characteristics such as the

mean and the variance. A uniform random number drawn from the uniform pdf of Fig. 2-8 must therefore be uniform in

spatial bins of equal size.

The Matlab functions generating uniform, exponential and normal random numbers are rand, exprnd, and randn.

One of the methods used for generating random numbers is the linear congruential random number generator

1 + (2.43)

62
where 2 , and the random number / . Here, 0 is the seed, and are multipliers, and implies the

remainder after ; thus 4 mod 2 = 0. In Matlab the command is mod(4,2). The integers determine the period of the

numbers and depend on the computer hardware; a large 36 ensures a large period. The Los Alamos Monte Carlo code
6
uses 48 giving a period of 2 7.03 013, 51 , 0. These limits are dependent on the word length of a

computer.

The holes left by pseudo-random numbers in sampling space uniformly, is filled by quasi-random numbers which are

used for numerical integration for sampling space more efficiently.

Exercise 2.7

i. Use the Matlab random number generator rand and generate 100 numbers and check their distribution. Using

the tic and toc functions, get an idea of the time taken by your computer to generate 1,000,000 uniform random

numbers.

ii. Generate a set of 1,000,000 uniform random numbers 1 , test how many of these lie in the first quadrant of a

unit circle, and estimate from the answer 4 , where is the fraction of points falling inside the first

1
quadrant. Now use the value from 4 to estimate the accuracy of a random number estimate of .

2.11.6 Sampling from PDFs

A random variable can easily be sampled from its parent distribution only if its pdf is easily integrable. As an example,

consider the uniform pdf for which the cdf is

0
{

can be used to represent the uniform pdf. A simple proof is the conservation of probability as we move from one

variable to another. Consider two random variables and with pdfs and . Since probability must be

conserved regardless of the variable used, , and if , then since , the distribution

63
function , i.e the distribution of the cdf is uniform. It is for this reason that can be used as a pseudo-random

number.

When can not be obtained in a compact form, numerical methods such as the rejection scheme are used to sample for

the random variable .

2.11.7 Sampling from non-analytic PDFs

For an integrable pdf, such as 2 , with 0 the random variable can be sampled

1
using , so that /2 . Such a direct inversion is not possible for non-integrable pdfs such as a

rejection scheme in which a simple bounding function is chosen ; the variable is sampled from

and the value is selected if , otherwise it is rejected.

Exercise 2.8

1
i. Use both direct and rejection schemes for sampling from the PDF: 2 , 0 .

ii. Use the rejection scheme for sampling from the normal PDF:

1
(2.44)
2

2.11.8 Kullback-Leibler Divergence for Uniform Random Numbers

An important metric for estimating convergence in a sampling process is the Kullback-Leibler divergence,

+ (2.45)

between a true pdf represented by and an estimate , where is the cross-entropy which is a measure of the

inefficiency. Ideally, the divergence , also called the relative entropy, should be zero so that no information is lost.

Let us consider this metric for deciding how many uniform random numbers are enough for convergence. From Fig. 2-12,

it is clear that less than 00 numbers is inadequate and 500 is a good sampling size.
64
 0.15

0.1

0.05

KL distance 0

-0.05

-0.1

-0.15
0 100 200 300 400 500
N

Figure 2-12 KL distance for 5 bins

The KL distance is seen in Fig 2-13 to increase indicating that a larger sample size is required. The convergence is also

dependent on the number of bins as shown in Fig.2-14 where a larger sample size is required for 20 bins compared with

that for 10 bins.

0.2

0.15

0.1
KL distance

0.05

-0.05

-0.1

-0.15

-0.2

0 100 200 300 400 500

N

Figure 2-13 KL distance for 10 bins

65
 0.15

0.1

KL distance
0.05

-0.05

-0.1

-0.15

0 100 200 300 400 500

N

Figure 2-14 KL distance for 20 bins

2.11.9 The Law of Large Numbers

First lets look at Chebyshevs Inequality; this tells us that the deviation, from the mean, of a random variable more than

standard deviations is less than or equal to / . Thus the probability of being out of 2 standard deviations is , and

(2.46)

The law of large numbers is: if X1, X2, , Xn are independent trials, with an expectation and finite variance

, then for an average
, for any 0

0 (2.47)

|< (2.48)

66
Exercise 2.9

Consider Bernoulli trials processes and take a probability of success 0.3. If an outcome is a success, let the random

variable be 1 otherwise it is zero. The expectation value ( ) 0.3 and variance ( ) 0.2 . Let

0. 1
, then the expectation and variance of the average can be found as
0.3, and , and

1
according to Chebyshevs Inequality,
0.3 0. 2 / 0. . If we have 000 trials, then we can

thus show that the probability that this estimate lies between 0.2 and 0.4 is greater than or equal to 0.979; or

0.2
1000 0.4 0.979

Thus, for a very large number of trials the probability that the number will lie in the range 0.2 to 0.4 will be one. We know

that the number should be 0.3 for a single trial; this states that it will tend to 0.3 for a large number of trials as well.

Application of the Law of Large Numbers: For uniform random numbers between 0 and 1, the mean value and variance

are and 1/12 respectively . Thus if numbers are drawn from this distribution, the =1/2 and V(Sn/n)=1/12n so

that

2 2

P(|Sn/n-1/2|>=eps) should be <= 1/(12n eps^2). For eps=0.1, P(|Sn-1/2|-1/2)>=0.1 is <= 100/12n, for n=100, the

probability is <=1/12 or about 8%, for n=1000, P<=0.8%, so if want an error of less than 1%, we must have a sample size

of n~1000 (Grinstead and Snell, p. 300).

Example 2.2 Choose n real random numbers from a normal distribution with mean 0 and variance 1. Then

0, and . What is and ? For 00 200 000 estimate 0. using the

Chebyshev estimate and compare with the exact PDF. Start with / (Grinstead and Snell, p.300,

p.318). Comment on the accuracy of the Chebyshev estimate.

67
Exact PDF: If are independent random variables drawn from a PDF, then the sum 1 has a PDF

which is an fold convolution which can be calculated for some cases e.g., for the

normal distribution with mean 0 and variance ,

(2.49)
2

the exact PDF of the sum is

(2.50)
2

Table 2.3 Exact vs Chebyshev estimate

. Chebyshev

100 0.31731 1.00000

200 0.15730 0.50000

400 0.04550 0.25000

600 0.01431 0.16667

800 0.00468 0.12500

1000 0.00157 0.10000

2.11.10 The Central Limit Theorem

Let 1 + + 3 be the sum of n discrete independent random variables with common distribution having

expected value and variance . Then for ,

68
 /
( ) (2.51)
2

To estimate the value of , pairs of uniform random numbers 1 0 were generated to sample for points

23 and tested to determine the number of points that fell inside the first quadrant of a unit circle. From this,

the probability of a point lying inside a unit square / was used to estimate from the expression 4 / . This

1
experiment was repeated times to determine the mean value 1 as shown in Figs. 2-15 to 2-18.

Table 2.4 Estimates of

50 100 3.1576 0.1400 0.0000

100 100 3.1364 0.1631 0.0000

150 100 3.1429 0.1511 0.0000

200 100 3.1456 0.1646 0.0000

1000 500 3.1408 0.0744 0.0000

2000 500 3.1429 0.0740 0.0000

3000 500 3.1429 0.0725 0.0000

4000 500 3.1408 0.0730 0.0000

5000 500 3.1408 0.0736 0.0000

10000 500 3.1403 0.0733 0.0000

15000 500 3.1417 0.0735 0.0000

20000 500 3.1424 0.0734 0.0000

5000 1000 3.1404 0.0513 0.0000

10000 1000 3.1421 0.0517 0.0000

15000 1000 3.1417 0.0517 0.0000

20000 1000 3.1422 0.0524 0.0000

500 10000 3.1414 0.0161 0.0000

1000 10000 3.1417 0.0167 0.0000

69
 1500 10000 3.1413 0.0164 0.0000

2000 10000 3.1415 0.0167 0.0000

100 100000 3.1420 0.0050 0.0000

200 100000 3.1412 0.0054 0.0000

300 100000 3.1418 0.0053 0.0000

400 100000 3.1417 0.0052 0.0000

30 60
N=50, M=100 N=100, M=100
20 40
Ps

10 Ps 20

0 0
2 2.5 3 3.5 4 2 2.5 3 3.5 4
< > < >
80 100
N=150, M=100 N=200, M=100
60
Ps

Ps

40 50

20

0 0
2 2.5 3 3.5 4 2 2.5 3 3.5 4
< > < >

Figure 2-15 Estimates of value of

70
 800 1500
N=1000, M=500 N=2000, M=500
600
Ps 1000

Ps
400
500
200

0 0
2 2.5 3 3.5 4 2 2.5 3 3.5 4
< > < >
3000 4000
N=3000, M=500 N=4000, M=500
3000
2000
Ps

Ps
2000
1000
1000

0 0
2 2.5 3 3.5 4 2 2.5 3 3.5 4
< > < >

Figure 2-16 Estimates of value of (M=500)

4000 8000
N=5000, M=500 N=10000, M=500
3000 6000
Ps

Ps

2000 4000

1000 2000

0 0
2 3 4 2 3 4
< > < >
15000 15000
N=15000, M=500 N=20000, M=500
10000 10000
Ps

Ps

5000 5000

0 0
2 2.5 3 3.5 4 2 3 4
< > < >

Figure 2-17 Estimates of (N=5000, 10000, 15000, 20000 for M=500)

71
 4000 8000
N=5000, M=1000 N=10000, M=1000
3000 6000
Ps

Ps
2000 4000

1000 2000

0 0
2.6 2.8 3 3.2 3.4 3.6 2.6 2.8 3 3.2 3.4 3.6
< > < >
10000 15000
N=15000, M=1000 N=20000, M=1000
10000
Ps

Ps
5000
5000

0 0
2.6 2.8 3 3.2 3.4 3.6 2.6 2.8 3 3.2 3.4 3.6
< > < >

Figure 2-18 Estimates of

2.11.11 Accuracy and Precision of Results

In Monte Carlo simulation, we say an estimate is accurate if its mean is close to the mean of the population. Precision is a

measure of the spread or variance about the mean. An estimate is not acceptable if it is inaccurate but precise or accurate

and not precise; it is desirable to have an answer that is both accurate and precise; ideally a zero-variance estimate.

2.11.12 Applications of Boltzmanns Entropy

The neutron transport equation has its foundations in the Boltzmann Transport equation expressed for the kinetic theory of

molecules. A quantity of interest, which will be used later in this book primarily for stationarity diagnostics in criticality

computations, is entropy.

72
 Table 2.5 Entropy as a concept in various areas

Field Prime Contributor Summary

Introduced and defined the concept of entropy in

Rudolf Clausius 1865, as a state of disorder or randomness, as the
Thermodynamics
(1822-1888) amount of energy not available for work.
Entropy in Greek means transformation content
where is Boltzmanns constant
k = 1.3806505(24) 1023 J K-1 and is the
Ludwig Boltzmann
Statistical Mechanics frequency of occurrence of a macrostate
(1844-1906)
(temperature, volume, electric field and
pressure)
Basically worked on how much data could be
Claude Shannon
Information Theory compressed in signal processing for
(1916-2001)
cryptography
Nuclear Engineering MC stationarity diagnostics for eigenvalue and
-
(Monte Carlo) fixed-source computations.

Since entropy is a measure of disorder, the more the entropy the less the amount of energy available for useful work and

hence the lower the efficiency of the system. Entropy is a quantity we would like to reduce and minimize if possible.

In a world consisting of tiny particles (Fig.2-19) a macroscopic measurable property, such as the temperature in a room,

depends on the microstates occupied by these tiny particles. Lets say a system can be found only in one of the two states

shown, the first with a probability of 60% and the other with a probability of 40%. So, these are N=2 microstates

2 with probability of occupation , and an energy .

Figure 2-19 A simplified picture of particles in a box.

73
The internal energy 1 0.60 1 + 0.40 and the absolute entropy is 1

3 3
.38 0 0.60 0.60 + 0.40 0.40 .9694 0 JK-1.

The absolute entropy , shown in Fig. 2-20 as a function of the states , can be seen to increase as the system has more

disorder when it can occupy more states in a different number of possible ways.

-21
10
Absolute Entropy (S)

-22
10

-23
10
0 1 2 3 4 5 6
10 10 10 10 10 10 10
States (N)

Figure 2-20 Absolute entropy S vs number of states N

2.12 Entropy in Monte Carlo Simulation

How can the concept of entropy guide us in Monte Carlo simulation to arrive at a good, meaning accurate and

precise, answer?

First of all, since Monte Carlo is based on sampling from a population, the laws of probability such as the Central Limit

Theorem and the Law of Large Numbers tell us that the larger the sample, the better the result. True but this can get

computationally exhaustive.
74
Methods proposed to get better keff estimates include

i. Variational variance reduction methods [Densmore and Larsen, 2003],

ii. Functional Monte Carlo (FMC) by Larsen and Yang: a hybrid method combining deterministic and Monte Carlo

methods;

iii. Information theory based entropy method [Ueki and Brown, 2003]

In the entropy method [Brown, 2009], the entropy of the source distribution is computed by scoring the fractions of fission

sites in a cycle and evaluating the entropy. When this has converged, the tallies for keff can begin to be scored so that

initial tallies do not contaminate the results.

For criticality computations we will demonstrate the cross-entropy method (Kroese) to estimate convergence of a keff

estimate from a given number of particles N in M generations per cycle. The k calculation can be understood to be an

estimate of the form

(2.52)

where is the probability density of , in our case . Since we will theoretically reach after an infinite

number of simulations i.e. when the sample becomes the population itself, which is never going to happen, we consider

another pdf which will represent . In our case, the estimate will be

(2.53)

In our case, f(x) is some beginning (discard cycle) distribution function for the source distribution and g(x) is a

converged source distribution. Thus, an unbiased importance sampling estimator for keff will be

(2.54)

1

75
The cross-entropy method is based on choosing g(x) such that the cross-entropy or Kullback-Leibler (K-L) divergence

between the optimal importance sampling g(x) and the approximate-optimal g(x) is minimal. The K-L divergence

between two probability densities g and h is given by

(2.55)

Example 2.3 For a random variable X with the probabilities given below, find H(X), H(X,q), KL divergence D(p||q), and

D(q||p). Are the divergences both equal?

p(X=1)= p(X=2) = 1/8, p(X=3)=1/4, p(X=4)=1/2; p is the true distribution while q is the approximation

q(X=1)=q(X=2)=q(X=3)=q(X=4)=1/4

3
(2 + ( )+ ( ))
8 ( 8) 4 4 2 2 4

2
4

Example 2.4 Find the K-L divergence between two exponential distributions.

1 /
The exponential distribution is ; and so the K-L divergence is

0 0
0 ( )

0 0
0 ( ) (2.56)

76
2.13 Optimization

An engineering design is often required to be optimized for best-possible performance while satisfying constraints. A lot

of mathematical analysis is thus necessary to find the optimal design. Important optimization problems in nuclear

engineering include nuclear reactor core design, in-core fuel management schemes and operational parameters such as

system pressure and coolant flow rate. Both traditional and non-traditional heuristic schemes have been extensively used

to carry out sensitivity studies leading to optimal configurations.

This section considers a simple variational approach to demonstrate a traditional optimization scheme using the Lagrange

multiplier as a sensitivity coefficient.

The variational optimization consists of defining a cost functional, referred to as the Lagrangian in terms of the

function to be maximized, or minimized, and a Lagrange multiplier multiplied by the constraint condition, which can be

the governing equation.

Consider the case when we seek to maximize a reaction rate subject to a constraint

with the operator defined as . Here, both and are functions of the number density which

represents the fuel distribution. For this extremum problem, the Lagrangian will be

+ [ ]

The optimization problem is: Find the optimal fuel distribution which will maximize the reaction rate . As a

readily understood example, we consider the maximization of a cylindrical can to demonstrate the utility of the

Lagrangian variational approach.

2.13.1 Optimization Example: Volume of a cylinder

We seek to maximize the volume of a cylinder

77
subject to a constraint of given surface area

2 + 2

An elementary consideration leads to a reduction of the two-variable problem to a single variable problem by substituting

for the height of the cylinder

when the volume can be written as

3

2

The extremum can be found by differentiating the above to get the optimum for which the optimal radius and height are

, and 2 respectively and the volume is

6

3
3
2 2 ( )
6

Another way of expressing this optimization problem is with the Lagrangian discussed above, , expressed as the

function to maximize (or minimize) , and the constraint condition 0, multiplied by a Lagrange multiplier :

+ [ ]

At the extremum, 0, so that the equations are

+ 0

The equations are

78

+ 0

+ 0

This gives 2 , and the Lagrange multiplier

The Lagrange multiplier is a sensitivity coefficient and represents a powerful method to estimate the change in an optimal

cost function per unit change in the constraint. It has thus been used for design sensitivity studies leading to optimization

in nuclear reactor design.

With the above, let us look at the results. Figure 2.21 shows the permissible contours for values of

0 20 30 40 50 cm2. On each contour, the optimal values are indicated with crosses.

Clearly, as the surface area increases, the optimal volume increases from 2.43 cm3 to 27.14 cm3 as shown in Fig. 2.22.

Maximizing the volume of a cylinder subject to an area constraint

(cm2) 10 20 30 40 50

(cm) 0.7284 1.0301 1.2616 1.4567 1.6287

(cm) 1.4567 2.0601 2.5231 2.9135 3.2574

(cm3) 2.4279 6.8671 12.6157 19.4231 27.1446

79
 30
10
20
25 30
40
50
20
Height (cm)

15

10

5
X X
X X
X
0
0 0.5 1 1.5 2 2.5 3
Radius (cm)

Figure 2-21 R, H contours for fixed surface area

80
 30

25
Maximum Volume (cm3)

20

15

10

0
10 15 20 25 30 35 40 45 50
2
Surface Area (cm )

Figure 2-22 Maximum cylinder volume for fixed surface area

Figure 2.23 shows the height-radius permissible contour with volume contours for three cases viz half the maximum

volume, 2 0 , the maximum volume, and twice the maximum volume. We see the volume contours shift towards the

right touching each other tangentially at the optimal value for the height for which the difference in the two values

goes to zero at the optimal radius. This represents the geometrical interpretation of the Lagrange multiplier as the

point where both volume and surface area contours are tangential to each other.

81
 20
Area constraint

Height (cm)
15 V = 0.5Vo

10 V= V
o
V = 2Vo
5

0
0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 1.1 1.2
Radius (cm)
5
10

0
10
HV-HA

-5
10
X
-10
10
0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 1.1 1.2
Radius (cm)

Figure 2-23 Area constraint for A=10 cm^2 and Volume contours

2.14 The Adjoint Operator

Mathematical operators have adjoints. Thus an operator

+ +3

would have an adjoint operator written as

+3

The adjoint of a derivative is its negative. A forward equation of the form

82
would have a backward, or adjoint form expressed as

Both equations would be solved with the appropriate boundary conditions.

In nuclear engineering, is the adjoint neutron flux and is also called the importance function. For a critical reactor the

diffusion equation reads

where

The adjoint operator is defined as

(2-57)

where u and v are any two functions which vanish at the physical boundaries. The above is also written in the form of an

inner product as

( ) (2-58)

or equivalently as

( ) (2-59)

For the second-order diffusion operator given in Eq,(2-x), it is readily shown, by carrying out an integration by parts,

that the operator is self-adjoint, i.e.

83
 (2-60)

The solutions, , to both the forward and backward homogeneous equations respectively, are thus

proportional to each other.

References

1. Abramowitz, M., and Irene A. Stegun, I.A., Handbook of Mathematical Functions with Formulas, Graphs and

Mathematical Tables, Dover Publications, New York, 1972.

2. Bell, G. I. and Glasstone S., Nuclear Reactor Theory, Robert E. Kreiger Publishing Company, New York, 1979.

3. Brown, F. B., A Review of Monte Carlo Criticality Calculations Convergence, Bias, Statistics, International

Conference on Mathematics, Computational Methods & Reactor Physics (M&C 2009), Saratoga Springs, New

Your, May 3-7, 2009.

4. Densmore, J. D., and Edward W. Larsen, E. W., Variational Variance Reduction for Criticality Calculations

using Monte Carlo Adjoint Fluxes, Nuclear Mathematical and Computational Sciences: A Century in Review, A

Century Anew, Gatlinburg, Tennessee, April 6-11, 2003.

5. Duderstadt J. J. and Hamilton, L. J., Nuclear Reactor Analysis , John Wiley & Sons, 1976..

6. Henry, A. F., Nuclear Reactor Analysis, Cambridge, MA, MIT Press, 1975.

7. Kroese, D. P., Cross-Entropy Method, University of Queensland, Australia. kroese@maths.uq.edu.au

8. Lamarsh, J. R., Introduction to Nuclear Reactor Theory, Addison-Wesley Publishing Company, 1972.

9. Lewis, R. W., Nithiarasu P., and Seetharamu, K. N., Fundamentals of the Finite Element Method for Heat and

Fluid Flow, John Wiley & Sons Inc., 2004.

10. Lux, I., and Koblinger, L., Monte Carlo Particle Transport Methods: Neutron and Photon Calculations, CRC

Press, Inc., 1991.

11. Shi, Bo., Entropy-based Diagnostics of Criticality Monte Carlo Simulation and Higher Eigenmode Acceleration

Methodology, M.S. Thesis, Georgia Institute of Technology, August 2010.

84
 12. Stone, M., and Goldbart, P., Mathematics for Physics I, Pimander-Casaubon, 2000-2008.

13. Ueki, T., and Brown, F.B., Stationarity and Source Convergence Diagnostics in Monte Carlo Criticality

Calculation, Nuclear Mathematical and Computational Sciences: A Century in Review, A Century Anew,

Gatlinburg, Tennessee, April 6-11, 2003.

Problems

1. Estimate the integral 0 with as the estimator and as the pdf.

2. Use the linear congruential random number generator 1 + with g=20, c=1, So=1, p=100 to

generate random numbers.

3. In the previous question, increase the value of g to g=40 and comment on the period of the random numbers.

What general conclusion can be drawn?

4. Sample random numbers from a linear pdf 2+3 in the range 0 .

85
3 The Neutron Diffusion Equation

This chapter considers bare nuclear systems with nuclear fuel materials such as U235 and Pu239 as well as non-fissile

materials such as aluminum, beryllium, boron, carbon (graphite), and iron used for containment, reactor operations,

neutron moderation and reflection as well as for structural applications. Neutron diffusion theory is used here for

obtaining the neutron flux and associated reaction rates (absorption, scattering etc) in systems which can be specified

using regular geometry (slab, sphere and cylinders). Diffusion theory can also be applied to irregular geometries using

numerical methods such as finite-difference and finite-element methods discussed in the previous chapter. With further

simplifications in the physics of neutron transport, the simple neutron diffusion equation has the advantage that it can be

readily solved analytically and permits considerable insight into the shape and magnitude of the neutron flux, and

subsequent reaction rates. Useful engineering design information can thus be extracted as will be shown in following

sections.

3.1 The Conservation (Continuity) Equation

The deterministic models that describe neutron behavior in a system are based on the diffusion equation, the integro-

differential Boltzmann equation and the integral equation. A diffusion equation can be derived from first principles by

writing a conservation equation in a volume element. Consider the volume element in Fig.3-1.

86
 Figure 3-1 A volume element

The change in neutron population can be written as

+ (3.1)

Using a Taylor series first-order expansion for the current, we can write

+
(3.2)

so that the diffusion equation becomes

+ (3.3)

Using Ficks law , the diffusion equation reads

D + (3.4)

87
3.2 One group Diffusion Equation

The time dependent diffusion equation, for a one-group energy model, can be solved analytically for simple problems in

slab, cylindrical and spherical geometry.

Although the one-group model is too simple for practical application, it gives considerable insight into important neutron

characteristics of nuclear systems. For systems which are predominantly one-group i.e. when the neutron spectrum is

predominantly fast or thermal, it is used with the appropriate averaged nuclear data to obtain the neutron flux and

associated quantities such as criticality parameters and thermal power.

The neutron diffusion equation, Eq. 3.4, is a second-order ODE which can be solved given two boundary conditions:

Neumann, Dirichlet or mixed, depending on the physical conditions. A bare assembly, for example, will have the

condition of vanishing flux at the extrapolated boundary (Dirichlet boundary condition) while a reflecting surface will

have a zero flux-gradient, or zero current, (Neumann boundary condition) condition. An interface will have both flux and

current continuity conditions.

The solutions, of the steady-state homogeneous neutron diffusion equation, in slab, spherical and cylindrical geometries

for some special cases are given in Table 3.1.

88
 Table 3.1 Diffusion Theory neutron flux for some simple cases

Geometry Medium Source Boundary conditions Flux

Planar source at 0 Finite flux

Infinite emitting neutrons cm- Source condition /

2
2 -1
s /2
0

Infinite slab Planar source at 0 +

(in y and z) emitting neutrons cm- 0 [ + /

2 -1 2 +
of thickness s Source condition [ ]

2 /2
0

Infinite slab Uniformly distributed +

/
of thickness sources emitting 0 ( )
+
( )
2 neutrons cm-3 s-1
0 at 0
Slab
Infinite Source-free, +

critical slab is the reactor power, 0

reactor of is the energy
0 at 0 2
thickness recoverable from

and fission (200 MeV)

Source-free, +

Bare cubical is the reactor power, 0

reactor of is the energy

+
sides recoverable from
0 at 0
fission (200 MeV)

Point isotropic source Finite flux

/
Sphere Infinite at 0 Source condition
4
emitting neutrons s-1 2
0 4

89
 Source-free,
Bare
is the reactor power,
spherical Finite flux /
is the energy
reactor of
and ( ) 0 4
recoverable from
radius
fission (200 MeV)

Point isotropic source

Finite sphere at 0 Finite flux
+
of radius and ( ) 0 +
emitting neutrons s-1 4 ( )

Uniformly distributed
Finite sphere Finite flux ( + )
+
sources emitting
of radius and ( ) 0
neutrons cm-3 s-1

Infinite Finite flux 0.738 2.405

0( )
Cylinder Bare critical reactor
cylinder
and ( ) 0

3.3 One-group Diffusion Equation Applications

The neutron diffusion equation, based on Poissons equation, is mathematically much simpler than the integro-differential

transport equation and hence is used for simple problems. Even then, numerical solutions are required for large problems

such as whole-core reactor design. In the multi-group form, the diffusion equation is used to obtain first estimates and

can serve as a useful step for providing guesses to full transport calculations. A limitation of diffusion equation is near

sources and boundaries where the angular flux requires detailed consideration as provided, for example, in the discrete

ordinates and spherical harmonics methods.

The problems given here from one-group diffusion theory are useful to develop an understanding of the flux and current

defined in the earlier sections of this chapter.

90
Example 3.1 In a graphite slab of thickness 2a in the x-direction and infinite in the y and z directions, with uniformly

distributed sources emitting neutrons cm-3 s-1 the neutron flux is given by

/
( )
+
( )

Obtain an expression for the current density in the slab and calculate the escape probability for a slab of thickness 1 mean

free path.

The current density (Eq. 1.12) is obtained by Ficks Law:

+
( )

from which the escape probability is the fraction of neutrons leaking out of the system across the surface .

From the right surface the probability is thus

+
( )

The total escape probability from the system is + ; due to the symmetry of the system

2
2 +
( )

From Lhospitals rule it is readily seen that in the limit 0, 0 (for 0).

The diffusion length is defined as

and the diffusion coefficient is given by

91

3 3

The first step is to find the atomic density of graphite:

.60 0.6023 0 3
0.0802 0
2.0 5

The next step is to get the macroscopic cross-sections:

1
macroscopic absorption cross-section 0.0802 0.0034 2.7268 0

1
macroscopic scattering cross-section 0.0802 4.75 0.3809

1
macroscopic transport cross-section ( 3
) 0.3599

These are used to find the diffusion coefficient and the diffusion length:

1 1
diffusion coefficient 0.9262
3 3 0.3

0. 6
diffusion length 58.2804
. 68 10

and

0. 1
extrapolation distance 0.7 0.3
.9728

The mean free path , though not required in this example, is also determined:
1 1 1
0.381
2.6233

For a graphite slab of thickness 1 mean free path, the escape probability is thus

58.2804 .3 6
58.2804 0.9985
+ 2.62332 .3 6 + .9728
( ) 58.2804

92
Thus in this case there is a 99.85% probability that a neutron will escape from the surfaces. Figure 3.2 shows the escape

probability in the above graphite slab as a function of its thickness. The probability is high since graphite is a weak

absorber and is thus used for moderating neutrons in a reactor.

0.9

0.8
Escape Probability

0.7

0.6

0.5

0.4

0.3

0.2
0 10 20 30 40 50 60 70 80 90 100
Thickness (mfp)

Figure 3-2 Escape probability in a graphite slab

3.3.1.1 Flux in an infinite medium

For a point source in an infinite medium, show that the (thermal) neutron flux is

where , the thermal diffusion length.

Exercise 3.1

Using the data in Table 3-2 (Lamarsh and Baratta, p.254), and referring to Example 5.6 (Lamarsh and Baratta, p.255) fill

in the columns for thermal neutron flux 5 incident on a person standing between a point source of strength

0 neutrons/s and the permissible time a radiation worker may remain at this point if the maximum permissible dose
93
(100 mrems/week) is not to be exceeded. Assume that a thermal flux of 260 neutrons cm-2 s-1 gives 1 mrem hour-1. How

would the permissible time change if the incident flux consisted of fast ( ) neutrons?

Table 3.2 Thermal data (at 20 C) for Diffusion Theory neutron flux: Infinite Medium calculation

Density


Moderator
3 1

1.00 0.16 0.0197 2.85

* 1.10 0.87 9.3 X 10-5 97

1.85 0.50 1.04 X 10-3 21

Graphite 1.60 0.84 2.4 X 10-4 59

* containing 0.25 weight/percent

Plot the thermal flux and permissible time as a function of temperature / 0 00 if the variations are as follows:

0
0 0 ( )( )
0

1/
0
0 0 ( ) ( )
0

with 0.470 for and 0. 2 for and zero otherwise.

3.4 The One-group Critical Reactor

When the source is given by , with the infinite system multiplication factor , the diffusion

equation can be written as

+ 0 (3.5)

where the material buckling is

94
 (3.5a)

The flux can be obtained by solving Eq. 3.5 and applying the appropriate boundary conditions. For a bare sphere, the flux

is

(3.6)

where the geometric buckling , and the constant is determined from the power of the reactor :

Example 3.2 Consider a spherical reactor of radius R=8.7407 cm operating at a power of 100 W. Find the constant A in

the expression for thermal flux (Eq.3.6).

Use the data: 0.0672 1 + 3 .02 2 . The recoverable energy from fission is

assumed to be 200 MeV. Then

00
.52 7 011
200 06 .6 01 0.0672 4 8.7407

and since

the flux is

.52 7 011

The flux thus has a magnitude determined by the operating power and a shape determined by the buckling, or the

curvature. Figure 3.2 shows the neutron flux in this reactor for two operating powers 100 Watts and 200 Watts; the higher

95
magnitude clearly corresponds to the higher power while the shape is the same. It is important to note that the flux is finite

at the surface and vanishes at the extrapolated boundary which in this case is at r = 9.7619 cm.

10
x 10
10

8
Neutron flux (neutrons cm-2 s -1)

Power 200 W
7

4
Power 100 W
3

0
-10 -8 -6 -4 -2 0 2 4 6 8 10
Radius (cm)

Figure 3-3 Neutron flux in a bare 'spherical' reactor

For criticality, the material and geometrical bucklings are equal: , and thus Eq.(1.27) incorporating the

thermal non-leakage probability, is written as

(3.7)
+

( ) (3.7a)

(3.7b)

This expression, simple as it is, can be used to gain considerable insight into a simplified reactor core design which is

demonstrated in the following example.

96
Example 3.3 For the U235-Na fast reactor specified in Examples 1.7-1.9, determine the critical radius and the amount of
U235 required.

In Example 1.7, the core consisted of a pure U235 fuel submerged in Na coolant with a mass fraction 1:100.

To find the critical radius of the spherical reactor, the Buckling is expressed as

In the above, 3 which needs to be calculated from the atomic densities of fuel and

moderator . The infinite multiplication factor was found, in Example 1.9, to be: .49. Thus, with the
critical radius is

3
3

From the mass ratio it is possible to find the atomic ratio:

0 .7

Then, from Example 1.2, the atomic weight of the mixture can be determined from the atomic fractions
0 2.7 and 0 .7 0 2.7

0 .7
+ 235.04 + 23 23.2094
0 2.7 0 2.7

and similarly the density of the mixture can be determined from the given weight fractions

0.0 0.99
+ + .02 2
8.7 0.97
3
Then, the density of the mixture is 0.9792

0.9792 0.6023 0 3
0.0254 0
23.2094

From this the individual atomic densities can be determined using the atomic fractions

2.508 01 3
0 2.7
0 .7 3
2.5400 0
0 2.7

Now, macroscopic cross-sections can be calculated using data from Table 1.2:
97
 1
+ 2.508 0 6.8 + 2.54 0 3.3 0.0840

and the extrapolation distance is 0.7 0.7 0.0840 8.3333 ; the fuel and moderator macroscopic
absorption cross-sections are:
1
2.508 0 .65 4. 384 0
1
2.5400 0 0.0008 2.032 0

from which the mixture absorption cross-section is

1
+ 6. 704 0

Thus

0.643 0
3 3 0.0840 6. 704 0

Thus

253.5942
8.3333 30
.49

The volume of this spherical reactor is 6044 m3. With the mixture density calculated above, this has a weight of about
6000 tonnes, of which about 60 tonnes is U235 and the rest, ~5940 tonnes, is Na.

_____________________________________

A more accurate theory, incorporating fast non-leakage probability, is based on Fermis slowing down equation where the

neutron age , with units of cm2 is introduced as the area travelled by a neutron as it slows down from source energy to

thermal energy. This gives the one-group critical equation as

(3.8)
+

In order to find the critical radius, we set , and use the the transcendental equation

+( ) (3.9)

to solve for , and hence from which is found.

98
Equation 3.8, from Eq.(1.27), compares with

(3.10)

where and were defined to be the fast and thermal non-leakage probabilities, from the finite system,

respectively. Thus

(3.10a)
+

where the approximation holds for large reactors for which , and

(3.10b)
+

An alternate expression for large reactors, called the modified one-group critical equation, is

(3.11)
+

where + is called the thermal migration area. We now have three expressions to compute critical

compositions from a simple one-group theory viz Eqns. 3.7, 3.8 and 3.11. Note that while Eqn. 3.8 results in a

transcendental equation, the modified expression, Eqn. 3.11, is a simpler equation.

Flux in a bare spherical reactor

For a bare source-free spherical reactor of radius , operating at power , so that is the energy recoverable from

fission (200 MeV/reaction), the diffusion equation with the boundary conditions: (i) finite flux , and (ii) ( ) 0,

where + is the extrapolated radius, is the physical radius, and is the extrapolation distance, the neutron flux

is

/ (3.6)
4

Exercise 3.2
99
Using this expression, obtain the (i) average flux in the reactor, and (ii) the neutron current at the surface of the reactor.

Calculate and plot the quantity 4 for 0 and describe what it physically represents.

__________________________

For a cylindrical assembly, of radius R and height H, with an isotropic source S neutrons/s, the thermal flux

(Lamarsh, p.214) is given as

2 pS k mn x r nz
T ( r, z )
V a k

m 1, 2 , 3... (1 k mn ) J 1 ( x m )
2
J 0 m cos
R H
,
n _ odd

where V is the volume of the cylinder, x m is the mth zero of J 0 ( x),

k e Bmn T x n
2 2 2

k mn 2 2 , and Bmn
2
m .
1 Bmn LT R H

Exercise 3.3

Plot the thermal flux in an assembly with H=2R=5ft, and S=107 neutrons/s , k =0.980, p =0.83, T 31.2cm 2 ,

L2T 2.8cm 2 , and a 0.16cm 1. .

3.5 Multi-group Diffusion Equation

Neutron energy during transport may vary from a few MeV down to a fraction of an electron-volt (thermal energy

0.025eV. This indeed is a large range spanning over six orders of magnitude. It is thus convenient to divide the

entire range into a finite number of groups within which neutronic properties are averaged and the neutron group

equations are written from which group fluxes are subsequently obtained. The multi-group diffusion equation [Clark and

Hansen, 1964; Lamarsh, 1972; Sekimoto, 2007] for neutron flux g in group g:
100
 g
Dg (r ) g (r ) r , g (r ) g (r ) s , g ' g g ' ( r )
k eff
f ,g'
(r ) g ' (r ) (3.7)
g' g g'

( g 1,2,...N ) expresses the balance of neutrons in a volume element. The number of groups usually ranges from one to

262 in large Monte Carlo computations. Clearly, the more the number of groups, the better the results as fine details, such

as cross-sections in the resonance region, may be represented.

3.5.1 Multigroup Criticality

For realistic neutronic analysis, a large number of groups is used for which data cross-section libraries are available. As an

example, in a 6-group diffusion formulation of Eq. 3.7 to compute the neutron flux and critical radius of a bare sphere of

Pu239 the group-constants data are given below Lamarsh (p.367).

Multigroup constants for Pu239 (barns)

EnergyRange
g tr f r
MeV h=2 3 4 5 6

1 3.0- 3.48 0.204 4.25 1.90 0.03 0.20 0.27 0.45 0.31 0.04

2 1.4-3.0 3.09 0.344 4.50 1.95 0.05 - 0.18 0.50 0.35 0.05

3 0.9-1.4 2.99 0.168 4.80 1.83 0.07 - - 0.45 0.30 0.06

4 0.4-0.9 2.93 0.180 5.70 1.70 0.11 - - - 0.29 0.05

5 0.1-0.4 2.88 0.090 8.40 1.67 0.17 - - - - 0.05

6 0.0-0.1 2.86 0.014 12.0 2.05 0.50 - - - - -

101
3.6 The Adjoint Diffusion Equation

We consider the adjoint diffusion equation for one-group and two-group cases. The former is a second-order ordinary

differential equation and hence the operator is self-adjoint i.e. . From Eq. 3.7, the two-group equations, with

1 0 1 0 are

( 1 + 1) 1 0

( + ) 1 1 0

and with 1 1, the above are written as

1 1 1
[ ]( ) 0
1

or, in matrix form,

By repeating the inner product procedure as for the one-group case, it is readily seen that the operator is not self-

adjoint. The operator is the transpose of i.e. the rows and columns are interchanged. Thus

1 1 1 1 1
[ ] [ ]
1

and the set of equations is thus

1 1 1 1
[ ]( ) 0

102
The adjoint equations are thus, like the forward equations, coupled ordinary second-order differential equations which

satisfy the same boundary conditions as the flux i.e, flux and current continuity at a physical interface and vanishing flux

at the extrapolated boundary.

References

1. Abramowitz, M., and Irene A. Stegun, I. A., Handbook of Mathematical Functions with Formulas, Graphs and

Mathematical Tables, Dover Publications, New York, 1972.

2. Clark, M, Jr., and Hansen, K. F., Numerical Methods of Reactor Analysis, Academic Press, 1964.

3. Duderstadt J. J. and Hamilton, L. J., Nuclear Reactor Analysis, John Wiley & Sons, 1976.

4. Gerwin, H., Scherer, W., Lauer, A., and Clifford, I., TINTE Nuclear Calculation Theory Description Report,

Berichte des Forschungszentrums Jlich; 4317, ISSN 0944-2952, Institute for Energy Research (IEF) Safety

Research and Reactor Technology (IEF-6) Jl-4317, Jan 2010.

5. Henry, A. F., Nuclear Reactor Analysis, Cambridge, MA, MIT Press, 1975.

6. Lamarsh, J. R., Introduction to Nuclear Reactor Theory, Addison-Wesley Publishing Company, 1972.

Problems

1. With the data given in Table 3.3 calculate the macroscopic absorption, scattering, total and transport cross-

sections, and the mean free path for aluminum, boron, beryllium, carbon (graphite) and iron.

Table 3.3 Thermal cross-sections

Density
Nuclide Atomic weight
( )

Aluminum 26.9815 2.70 0.235 1.4

Boron 10.811 2.30 759 4.0

Beryllium 9.0122 1.85 0.0092 6.14

103
 Carbon (graphite) 12.01115 1.60 0.0034 4.75

Iron 55.847 7.87 2.53 11.0

2. Consider slabs of aluminum, beryllium and iron of thickness 3 m.f.p each with a planar source at 0 emitting

107 neutrons s-1. Plot the fluxes and estimate the surface leakages from their sides.

3. Show that the neutron flux in a sphere of radius R with a point isotropic source at 0 emitting neutrons s-1 is

given by

+
+
4 ( )

Find the leakage probability from the surface of a graphite sphere of radius 2 m.f.p. with

a 1 Ci 226Ra-Be point source at its center emitting 107 neutrons s-1.

4. Compare the leakage probability of the above sphere if instead of graphite, the material was boron.

5. What is the magnitude of the flux at the center of a bare cubical reactor of sides 3 m operating at a power of 100

kW(th)?
3
6. Calculate the effective multiplication of Godiva ( 8.74 ) using the fast reactor one-group

cross-sections of Table 1.2.

7. Calculate the geometric buckling for a cylinder of radius 1 m and height 2 m.

8. Calculate the total number of absorptions in the slabs of aluminum, beryllium and iron specified in problem no. 2.

9. How would you calculate the number of absorption and scattering reactions in the graphite sphere specified in

problem no. 3 if the atomic density of the graphite was where is the nominal density?

10. Calculate the mass of U235 required in a spherical U235-Na fast reactor with a uranium atomic density

7.5 01 3
and a sodium atomic density 2.5 0 3
to make it a critical. What

would be the effect of replacing U235 with Pu239? Use the data given in Table 1.2.

104
4 The Neutron Transport Equation
4.1 Introduction

The neutron transport equation can be seen as the conservation of neutrons when the neutron flux is expressed in phase

space. It is a more accurate description of the underlying phenomena in neutron transport as it expresses the balance for

angular flux. It can be interpreted as the zero-th moment of the Boltzmann transport equation, which Boltzmann had

derived for the kinetic theory of gases.

The transport equation is an integro-differential equation which can be solved analytically for idealized problems which

do not address real-world problems due to their geometric and material complexities. In the early days, several analytical

solutions were found for infinite and semi-infinite media with simplified scattering models. For more realistic situations,

numerical techniques such as the discrete ordinates method, the spherical harmonics method, finite volume method,

boundary element method etc were developed and refined. These are now used for neutron transport computations for the

design of nuclear reactor cores and generally of nuclear systems.

4.2 Structure of the Neutron Transport Equation

There are at least eight forms in which the neutron transport equation, in addition to its most basic integro-differential

form, is used (Ganapol) viz (i) integral, (ii) even-odd parity, (iii) slowing-down kernel, (iv) multiple collision, (v)

invariant embedding, (vi) singular integral, (vii) pseudoflux, and (viii) Greens function, in addition to the Monte Carlo

form which, though a stochastic simulation of the transport phenomena, can be interpreted to be a Neumann series

solution of the integral equation. Each one of these forms has mathematical properties that enable a class of solutions.

In this chapter, two of these eight (deterministic) forms will be considered in some detail.

105
4.2.1 An integro-differential form of the Neutron Transport Equation

The time-dependent conservation equation for angular flux can be written as

+
+ (4.1)

where represents the sources in phase space . With the operator defined as

the transport equation can be expressed as

+ (4.2)

where the in-scattering term is

+ (4.3)
0

and the scattering process depends only on the dot product (rather than the individual directions) 0 . The

scattering kernel in a general form can be written as

where is summed over all possible reactions e.g., scattering, fission, absorption etc. In case of scattering,

; and for fission, . For fission, the transport equation becomes, with

/4 , where is the fission spectrum. Let us look at the probability which, in words, is the

probability that a neutron will go to the final energy and angle . Thus, for fission

0 4
0

106
and to consider, for a moment, the steady-state equation, we have

+ +
0 0 4

(4.4)

In case of plane geometry in one dimension, the operator and an angle-averaged equation can be obtained

from the above by integrating the equation over all angles. A term-by-term integration is:

Streaming term:

Out-scattering term:

In-scattering term:

0 0 0 0 0 4

1

0 4 0 2 0 1

Fission contribution term:

1

0 4 4 0 1

1

2 0 1
107
External-source term:

Collecting the terms the equation can now be written as

1 1
+ +
2 0 1 2 0 1

(4.5)

For a simpler understanding of the above equation, which is already in 1D and thus has azimuthal symmetry, let us

assume there is only one energy group of neutrons implying that

1 1

2 0 1 2 1

which means we can only have self-scattering, i.e. scattering within the same energy group but from all different angles.

1 1

2 0 1 2 1

Notice here that has disappeared as it is understood that neutrons emerging from fission will fall in this energy group

(for which the equation is being simplified). Mathematically what we are saying is that ; there is no other energy

which an emerging fission neutron can go into!

108
And, finally, the external source term: .

With the above, let us collect all the terms and write a one-dimensional (azimuthal symmetry) one-energy neutron

transport equation in plane geometry. It reads

With the above, let us collect all the terms and write a one-dimensional (azimuthal symmetry) one-energy neutron

transport equation in plane geometry. It reads

1
+ [ + ] + (4.6)
2 1

Let us now define a quantity as the mean number of secondary neutrons emerging from a collision by any process e.g.

scattering (c=1), fission ( ), the (n,2n) reaction for which 2, and so on. Thus

+ + +
(4.7)

With this definition, the equation becomes

1
+ + (4.8)
2 1

where the unit of distance has changed to x, the optical distance i.e. unit of distance measured in terms of the

mean free path / . For the source-free infinite-medium case, analytical solutions can be obtained, assuming

separability , in terms of eigenfunctions :

(4.9)

It can then be shown (Bell and Glasstone, p.70) that for all values of for not both real and in the interval (-

1,1), that

109

(4.10)
2

The normalization condition then gives where are the roots of

1
0 0 +
0 (4.11)
0 2 0

When the roots are real, as shown in Fig. 4.1, but for , they are imaginary.

1
0 0 +
0
0 2 0

4
0

0
0 0.2 0.4 0.6 0.8 1
c

Figure 4-1 Relaxation length in m.f.p.'s for isotropic scattering

The value of determines the rate of decrease of the asymptotic flux in a source-free infinite medium and is hence called

the asymptotic relaxation length. For weakly absorbing media, this relaxation length is the same as the diffusion length .

Comparisons between diffusion and transport theory, and Monte Carlo simulation yet to be covered, will be demonstrated

for some simple cases in Chapter 9.

110
4.2.2 The Integral form of the Transport Equation

In this section, the integral formulation of the neutron transport equation is considered. This is of the form

( P) S ( P) K ( P P) ( P)dP, (4.12)

where refers to the collision density in phase space . This form is obtained by integrating the differential form of

the transport equation described in the previous section. It is also obvious intuitively by considering that the collision

density in some phase space can come from either a direct source into or by a collision density at some other phase

space that makes a transition into . This integral form is amenable to computational methods and is naturally suited

for analog simulation as will be explained in Chapter 5 (The Monte Carlo Method).

We begin with the derivative terms of the differential transport equation in Cartesian geometry

( + + + )

which can be expressed as a total derivative

+ + +

from which the characteristics are identified as 0 + /, and .

0 +

The transport equation can thus be expressed as a first-order partial differential equation

[ + ] ( 0 + 0 + /) ( 0 + 0 + /) (4.13)

and integrated to yield the integral form of the transport equation

( )
( / ) (4.14)
0

111
If we put the explicit form for in the above, we get the integral equation expressed in the form of a scattered

contribution and a direct contribution from the extraneous source. Thus, with

+ (4.15)
0

we can write the terms iteratively as 0 , 1 0, , 1 . The interpretation of these terms is clear: 0

represents the uncollided flux, i.e. the flux of source neutrons, multiplied by the attenuation factor, 1 is the flux of

neutrons that have had one collision, and is the flux of neutrons that have had collisions. The Neumann series

0 is a solution to the integral equation if it converges. We will later see that this approach is followed in the Monte

Carlo simulation of neutrons as they are transported from the source in a successive series of events. Thus we can write

+ (4.16)

and the scattering kernel ,can further be expressed as the product of a collision operator , in which the pre-collision

energy and angle will transform to the post-collision parameters, and a transport operator . Thus a collision will be

where the collision and transport operators C C ( r ; E E,

)
'
represented by the term

) represent the scattering process.

T T ( r r; E ,

4.3 Multi-group Form of the Integral Transport Equation

The integral form of the transport equation can be solved in a continuous way which we can call analog simulation, or in

a dicrete way, by dividing the energy spectrum in a finite number of energy groups as was shown for diffusion equation in

Chapter 3. In a multi-group form, where the continuous energy spectrum is discretized into a finite number of groups, as

done in the MORSE code, the integral form of the transport equation is obtained from the multi-group form of Eq. (4.1):

[
+ + ] )
( ( ) (4.17)

112
to yield the collision density integral form

( ) ( ) + ( ) (4.18)

and with the collision and transport operators:

( ) ( ) ( ) ( )+ (4.19)

where the collision operator is

1

( ) (4.20a)

and the transport operator is defined as

( )

(4.20b)
0

In the integral form, the analog simulation this begins from a source neutron being transported to a collision site, where

the collision process results in post-collision energy and angle of travel, expressed by Eq. 4.20a and 4.20b respectively.

The collision density is tallied and the simulation continues until a history ends due to an escape from the system or

some other termination criteria as will be shown in the next chapter.

113
4.4 Exact solutions of the Transport Equation

The complexity of the transport equation makes it impossible to obtain exact solutions for all but idealized configurations

such as infinite medium and regular geometry. A number of exact solutions are given in Bell and Glasstone, and the

following benchmarks (Ganapol) are available for comparing with numerical solutions: (i) Infinite medium slowing down,

(ii) Slowing down/ Laplace transform solution in the BL approximation, (iii) Slowing down/ the multigroup solution in the

BL approximation, (iv) Slowing down and thermalization in an infinite medium/the embedded multigroup approximation,

(v) Monoenergetic transport in an infinite medium/the Fourier transform solution, (vi) Monoenergetic transport in a semi-

infinite medium/the Laplace transform solution, (vii) Monoenergetic transport in a 1-D slab/the Fn solution, (viii)

Monoenergetic transport in a 1-D cylinder/the Fn solution, (ix) Multigroup transport in infinite media/the Fourier

transform solution, (x) Multigroup slab transport/the Greens function method, (xi) Monoenergetic transport in a two-

dimensional semi-infinite medium/the searchlight problem (SLP), and (xii) Multgroup transport in a three-dimensional

infinite medium/the point kernel method.

For the monoenergetic transport solution in a semi-infite medium, for example, Ganapol has obtained a classical

solution for the scalar flux in terms of the inverse Laplace transform

2 1
0
[ ] (4.21)

which is expressed in terms of the Chandrasekhar H-functions as

0
0 ( )
2 1
2 + 0
(4.22)
[ ( )]
{

This will be referred to in the following sections, especially for exact solution for finite media configurations.

114
4.4.1 The Classic Albedo Problem

The classic albedo problem, of determining reflectivity of a surface, was addressed originally in radiative transfer

(Chandrasekhar) and exact solutions have been obtained by Ganapol using the Laplace transform. For emerging radiation,

0 , the solution is

(4.23)
2

which, at the surface 0, reduces to

0 (4.24)
2 0

The exact solution, for an isotropic medium with a point isotropic source at the surface separating the half-space from the

vacuum, in terms of Chandrasekhars functions is

0 (4.25)

115
 0.9

c=0.20
0.8 c=0.40 c
c=0.60
0.7 c=0.80
c=0.98
0.6

0.5
(0,- )

0.4

0.3

0.2

0.1

0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

Figure 4-2 Albedo for monoenergetic neutrons for isotropic medium

Fig.4-2 shows the albedo for monoenergetic neutrons incident on a surface 0 as a function of .

4.4.2 Infinite Medium with a plane isotropic source

The steady state transport equation exact solution for a plane isotropic source located at 0 has been obtained by Cases

method and by the Fourier Transform method (Bell and Glasstone). The angular flux is given by

1
[
0
+ ]
(4.26)
4 0 0

for x>0, where

116
 3 1
0 , 0 0[ 1
], + , [ + ],

1
, and the total flux is

1
[ + ] (4.27)
2 0 0

The angular fluxes are shown in Figs [4-3,4-4,4-5] for the cases c=0.2, 0.4 and 0.8. Figure 4.3 shows that the forward

flux 0 is larger in magnitude than the backward flux 0 .

-1
10

c=0.2 = -0.6
10
-2
= -0.2
= 0.2
= 0.6
-3
10
-1
Angular Flux cm s ste
-2 -1

-4
10

-5
10

-6
10

-7
10

-8
10
1 2 3 4 5 6 7 8 9 10
x (mfp)

Figure 4-3 Angular flux for c=0.2, infinite medium

117
 -1
10

= -0.6
c=0.4
-2 = -0.2
10
= 0.2
= 0.6
-1

-3
10
Angular Flux cm s ste
-2 -1

-4
10

-5
10

-6
10

-7
10
1 2 3 4 5 6 7 8 9 10
x (mfp)

Figure 4-4 Angular flux c=0.4, infinite medium

0
10

= -0.6
c=0.8 = -0.2
-1
10 = 0.2
= 0.6

-1
Angular Flux cm s ste

-2
-2 -1

10

-3
10

-4
10

-5
10
1 2 3 4 5 6 7 8 9 10
x (mfp)

118
 Figure 4-5 Angular flux c=0.8, infinite medium

The same trend is seen in Figs. 4-4, and 4-5 with larger magnitude for the high scaterrers (larger c).

The flux given in Eq. (4-27) can be expressed as an asymptotic and a transient part (Bell and Glasstone); with the
asymptotic part representing the collision equilibrium component. This is shown in Fig. 4-6 where a high-scattering
medium (high c) achieves equilibrium faster than low scattering media. A pure absorber (c=0) would thus never achieve
collisionalequilibrium.

1
c=0.8
0.9
c=0.6
0.8

0.7

c=0.4
0.6
as/

0.5

0.4

0.3

0.2
c=0.2
0.1

0
0 2 4 6 8 10 12 14 16 18 20
x (mfp)

Figure 4-6 Total flux, infinite medium isotropic source

4.4.3 Finite Sphere with a point isotropic source

For a sphere with a point isotropic source, an exact solution has been obtained by Erdmann, R.C. and Siewert (1968), and

by Siewert and Grandjean (1979) as

1
/ /
[ 0 ( )+ ( ) ] (4.28)
4 0 0

where

119
 1
[ ( )+ ( ) ] (4.28a)
4 0 0 0 0

is the infinite-medium solution.

1
The expansion coefficient is 0 is given by 0 0 + 0 where satisfies the Fredholm

1
equation + 0 . The known functions and are:

1
( ) 2 ( ) 0 (4.29)
{ } 0 +
0 0 0 0 0 + 0

2 + 0 0
{ [ ]} 2 (4.30)
0 2 0 + 0 0

0 2
0 [ 0 0 + ]
2 + 0 0 0 0

(4.31)
1
+
0 +

(4.32)
0
2 0 + 2
2 + 0 0 2 +

3 1 1
with 0 0 0[ 1
], [ + ], , and 0, the extrapolation

distance, given by

4 0 0
0 0 [ ] (4.33)
2 0

with Chandrasekhars H-function which satisfies the integral equation

1
+ (4.34)
0 +

120
The above equations are solved with the Matlab program listed in Annex B (Program: SpherePtSrcMain). The total flux

is shown in Figs. 4-7, 4-8 and 4-9.

1
Infinite c = 0.3
0.9 Finite
Flux
0.8

0.7

0.6
4 r2

0.5

0.4

0.3

0.2

0.1

0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
Normalized Radius

Figure 4-7 Transport Theory flux in a finite sphere (c=0.3)

121
 2
Infinite
1.8 Finite
Flux
1.6

1.4

1.2
4 r2

0.8

0.6

0.4

0.2

0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
Normalized Radius

Figure 4-8 Transport Theory flux in a finite sphere (c=0.9)

122
 1.4
c c=0.2
1.3 c=0.4
c=0.6
1.2 c=0.8
c=0.9
1.1

1
4 r2

0.9

0.8

0.7

0.6

0.5

0.4
0 0.2 0.4 0.6 0.8 1
Normalized Radius

Figure 4-9 Transport Theory flux in a finite sphere

The values of flux given in Table 4-1 agree well with the results for 0.3 and 0.9 given by Siewert and Grandjean

(1979) listed in Annex C.

123
 Table 4.1 Neutron flux in a finite sphere

. * . ** . ***

0 1.0 1.0 1.0 1.0 1.0 1.0

0.1 0.96427 0.96404 1.03384 1.03273 1.12076 1.11470

0.2 0.91944 0.91851 1.04871 1.04420 1.23423 1.20988

0.3 0.87072 0.86856 1.05026 1.03994 1.33831 1.28317

0.4 0.82055 0.81657 1.04180 1.02300 1.43252 1.33356

0.5 0.77035 0.76382 1.02562 0.99527 1.51681 1.36018

0.6 0.72103 0.71102 1.00350 0.95789 1.59138 1.36195

0.7 0.67318 0.65840 0.97682 0.91126 1.65659 1.33720

0.8 0.62717 0.60576 0.94672 0.85480 1.71285 1.28277

0.9 0.58325 0.55204 0.91410 0.78578 1.76064 1.19143

1.0 0.54155 0.49139 0.87972 0.68833 1.80046 1.02745

* = 0.3, 0 1.0026, 0 = 2.50310; ** = 0.6, 0 1.1021, 0 = 1.19240; *** = 0.9, 0 1.9031, 0 = 0.78964

Figure 4-10 shows that transport theory flux for values of c approaching the critical case (c=1) from which the cosine

buckling is observable.

124
 1.6

c=0.90
c=0.92
1.5 c=0.94
c
c=0.96
c=0.98
1.4
4 r2

1.3

1.2

1.1

1
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
Normalized Radius

Figure 4-10 Transport Theory flux for values approaching c=1

4.5 Numerical Methods for Solving the Transport Equation

The first idealizations of infinite medium, semi-infinite medium and homogeneous half-spaces were useful for obtaining

exact analytical solutions using Laplace and Fourier transforms, Greens functions etc. but found very limited practical

application. This was followed by semi-analytical and numerical solutions methods such as S N and PN methods. Later,

finite-element, boundary-element and finite-volume methods were incorporated with tremendous numerical effort to

extend the capabilities of deterministic codes to full 3D modeling.

125
4.5.1 The Discrete Ordinates Method

The discrete ordinates method was first used by Wick and Chandrasekhar for radiative transfer analysis in stellar

atmospheres (Bell and Glasstone). For neutron diffusion and transport, it was developed by Carlson (1955). In the discrete

ordinates, , method, the angular distribution for solid angle is discretized into a quadrature scheme as shown in Fig 4-

11 (Reuss) for the cases 4.8 6 32. Thus each octant has 3, 10, 36 and 196 elements respectively.

Figure 4-11 Discrete ordinates with N=4,8,16,24

The -interval (-1,1) is divided into n intervals with 0 . Thus, In the approximation, 0 1

2 0 3 2 .

In the limit ( 1 ), the flux is approximated by a linear function

1
( )+ ( 1) (4.35)
1 1

126
This approximation is then substituted in the transport equation and after integration over and equations are

subsequently obtained. To obtain the final equations, an additional equation is required for

For details on the mathematics and iterative algorithms on the method, the reader is referred to Clark and Hansen

(1964) and Bell and Glasstone (1970).

In the transport equation, the integral term is represented by weighted angular fluxes at discrete directions. The

representation is

1
(4.36)
1 1

where the quadrature weights, for a special choice of corresponding to 0, are (Bell and Glasstone, p.219)

2 1 .000 1 0.57735

1 0.652 5 1 0.33998
4
3 0.34785 3 0.86 4

1 6 0.4679 1 6 0.23862

6 0.36076 0.66 2

3 0. 7 32 3 0.93247

4.5.2 The Spherical Harmonics Method

The angular flux is expressed as

127

2m 1
( x, ) m ( x ) Pm ( ), (4.37)
m 0 4

where the moments are

1
m ( x ) ( x, ) Pm ( )d 2 ( x, ) Pm ( )d . (4.38)
1

In the spherical harmonics, , method, the angles are written in terms of spherical harmonic functions which are

orthogonal in the range , where . The first few functions are

1 3
2

and orthogonality gives

1
2

1 +

where

{
0

The zero-th moment is the total, or scalar, flux while the first moment is the current

1
1 ( x ) J ( x ) 2 ( x, )d ,
1

Consider now the case of an isotropic plane source 4. The one-speed equation then reads

d m ( x)
(2m 1) Pm ( ) (2m 1) m ( x) Pm ( ) c0 ( x) ( x). (4.39)
m 0 dx m 0

Using the recurrence relation for spherical harmonics:

(2m 1)Pm ( ) (m 1) Pm1 ( ) mPm1 ( )

128
and the orthogonality of Legendre polynomials, it can be shown that

dn1 ( x) d ( x)
(n 1) n n1 (2n 1)(1 c 0 n )n ( x) 0 n ( x),
dx dx (4.40)

n=0,1,2,

0
where 1 0, and the Kronecker delta function 0 { .
0 0

Equation 4.12 is truncated at , and called the approximation, with the condition

dN 1 ( x )
0
dx

An accurate answer is obtained for large .

For the case of 0, i.e. away from the source, Eqn. 4.12 is a set of homogeneous first-order differential equations with

constant coefficients. As shown in Bell and Glasstone (p.88), the solution, in the 1 approximation reduces to

1 3 3(1 c )| x| (4.41)
( x) e
2 1 c

Equation 4.37 is correct far away from the source i.e. it does not contain information on the transients and is thus called

the asymptotic flux. The 1 method thus corresponds to 2in the method.

4.5.3 Other Deterministic Methods

Other deterministic methods include the finite element method, based on variational calculus, and the finite-volume, and

the boundary element method.

4.6 Transport Theory in the approximation

In Chapter 3, the diffusion equation was written as a conservation equation from simple arguments using the concept of a

neutron flux and a neutron current. These two quantities were seen to be the zeroth and first moment of the angular fluxes

129
in the spherical harmonics approximation. It is thus worthwhile to consider whether transport theory reduces to Eqn 3.4 in

the 1 approximation. Consider the one-speed plane isotropic source transport equation, Eqn.4.12, for 0 :

d1 ( x)
(1 c)0 ( x) ( x) (4.42a)
dx

and

d0 ( x)
31 ( x) 0. (4.42b)
dx

d ( x)
1 ( x) J ( x) D , (4.43)
dx

Combining Eqns. 4.42a and 4.42b, gives the diffusion equation

d d ( x)
D (1 c) ( x) ( x). (4.44)
dx dx

which has the solution same as Eq.(4.41)

(4.45)
2

1
Thus, compared with Eq.4.37, the diffusion length is .
3 1

4.7 Applications of Transport Theory

The neutron diffusion equation, based on Poissons equation, is mathematically much simpler than the integro-differential

transport equation and hence is used for simple problems. Even then, numerical solutions are required for large problems

such as whole-core reactor design. In the multi-group form, the diffusion equation is used to obtain first estimates and

can serve as a useful step for providing guesses to full transport calculations. A limitation of diffusion equation is near

sources and boundaries where the angular flux requires detailed consideration as provided, for example, in the discrete

ordinates and spherical harmonics methods.

130
References
1. Bell, G. I. and Glasstone S., Nuclear Reactor Theory, Robert E. Kreiger Publishing Company, New York, 1979.

2. Brown, F. B., A Review of Monte Carlo Criticality Calculations Convergence, Bias, Statistics, International

Conference on Mathematics, Computational Methods & Reactor Physics (M&C 2009), Saratoga Springs, New

York, May 3-7, 2009.

3. Carlson, B. G., Solution of the Transport Equation by Sn Approximations, Los Alamos Scientific Laboratory

LA-1891, February 1955.

4. Chandrasekhar, S., Radiative Transfer, Dover Publications, Inc., New York, 1960.

5. Clark, M, Jr., and Hansen, K. F., Numerical Methods of Reactor Analysis, Academic Press, 1964.

6. Duderstadt J. J. and Hamilton, L. J., Nuclear Reactor Analysis, John Wiley & Sons, 1976.

7. Erdmann, R.C. and Siewert, C.E., Greens functions for the one speed transport equation in spherical geometry,

Journal of Mathematical Physics, Volume 9, No. 1, Jan. 1968, pp 81-89.

8. Ganapol, B. D. and Parsons, D. K., A heterogeneous medium analytical benchmark, Los Alamos National

Laboratory, 2008.

9. Ganapol, B. D., Analytical benchmarks for nuclear engineering applications Case studies in neutron transport

theory, Nuclear Energy Agency, NEA/DB/DOC (2008)1, OECD 2008.

10. Henry, A. F., Nuclear Reactor Analysis, Cambridge, MA, MIT Press, 1975.

11. Lamarsh, J. R., Introduction to Nuclear Reactor Theory, Addison-Wesley Publishing Company, 1972.

12. Reuss, P., Neutron Physics, EDP Sciences, 2008.

13. Siewert, C. E. and Grandjean P., Three basic neutron transport problems in spherical geometry, Nuclear Science

and Engineering, Vol. 70, pp. 96-98, 1979.

14. Siewert, C. E., On a problem of uniqueness regarding H-function calculations, J. Quant. Spectrosc. Radiat.

Transfer, Vol.15, pp.385-387, 1975.

Problems

131
1. Compare the neutron flux obtained by transport theory (Eq.4.24, Section 4.4.3) with that obtained by diffusion

theory (Table 3.1, Example 3.1 and Problem 3.3) in a finite sphere with a point isotropic source at its center. Plot

the fluxes for a source of 107 neutrons s-1.

2. The asymptotic flux in a source-free sphere is given as . In end-point theory an estimate for

the critical radius is obtained by putting the asymptotic flux equal to zero at the extrapolated boundary. This

gives , where is the extrapolation radius. Using the data for Godiva in Table 1.2 estimate the

critical radius and compare with that obtained with diffusion theory.

3. Compare the asymptotic flux of Problem 2 with the exact transport theory asymptotic flux given in Section 4.4.3

and with the diffusion theory flux in Chapter 3.

4. Compare the reflectivity, or albedo, 0 obtained from transport theory: with the

corresponding estimate from diffusion theory and calculate the albedo of a slab of graphite 3 m.f.p. thick.

132
5 The Monte Carlo Method
The Monte Carlo method for simulation of neutrons from their birth as source particles to their death when they are

absorbed or they leak from the system, has been used effectively to estimate the neutron flux and subsequent reaction rates

in nuclear systems. It does not involve the solution of any equation but can be interpreted to follow the integral form of

the transport equation where the flux is expressed in terms of the uncollided and collided terms.

The name Monte Carlo was given by Nicholas Constantine Metropolis (1915 1999), of the Theoretical Physics

Division of the Manhattan Project, in 1942, to this statistical process of simulation. His colleagues included Teller, John

von Neumann, Stanislaw Ulam, and Robert Richtmyer. Those were the days of MANIAC, The Mathematical and

Numerical Integrator and Computer, designed according to von Neumanns principle of the stored program. It is said that

Fermi used that statistical sampling technique as early as 1934, when he was working on neutron diffusion in Rome.

When, in 1944, the development of the atomic-bomb project entered its final phase; the three problems at the center of the

nuclear weapons program: neutron transport, behavior of materials under very temperatures and pressures, and fluid

dynamics, required mathematical computation for design and prediction. A number of mathematical methods were

developed, along with computing hardware, that led to the two earthshaking events of 1945: the successful test at

Alamogordo and the building of the first electronic computer. Since then, Monte Carlo methods have found a strong place

in many areas of science and engineering, as well as to medicine and forecasting.

5.1 The Monte Carlo Method for Deterministic Problems

5.1.1 MC Evaluation of Integrals

The MC method of estimating integrals is carried out by (i) sampling for the mean of the function, or by (ii) the hit-and-

miss procedure. For the case of a 1D integral

133
 (5.1)

where the mean of the function can be estimated as

(5.2)
1

so that the integral is

(5.3)
1

Similarly, for an multidimensional integral

1 1
1 (5.4)
1
1 1 1

The total number of points is 1 , so that the integral takes the same form as for the 1D case. It is easy to see that

the mean value of the function is required only once by sampling a single point . Thus, a 5-dimensional equation with

1,000 points in each dimension would require 1015 evaluations while an MC estimation would require 1,000 evaluations

only.

When the function is difficult such as the one shown in Fig.5.1, a hit-and-miss technique is useful. A point is generated

randomly and the ratio of number of hits , to the total number of trials , determines the area under the curve.

134
 Figure 5-1 MC Integral Evaluation by Hit-and-Miss technique

Exercise 5.1

1 1
Evaluate the integral 0 0 , where + + 3 + 2 , shown in Fig. 5.2, using

the MC sample mean from

1 1

1
1 1

135
 16

14

12

10

-2
-2
0 -1 -2
1 0
2 2

Figure 5-2 MC integration for f(x,y)= + + +

Exercise 5.2

Evaluate the integral , where , where + , shown in Fig.

5.3, using the MC sample mean.

136
 1

0.5

-0.5
10
5 10
0 5
0
-5 -5
-10 -10

Figure 5-3 MC integration for f(x,y) = sin r / r

5.2 Importance Sampling

A Monte Carlo result is good if it is accurate and precise; accuracy implying that the estimated sample mean should tend

to the population mean when the sample size becomes as large as the population, and precision implies that the variance

of the estimates from the estimated mean is small. Ideally, the variance of a MC estimate should be zero; or if not zero

then it should be some very small number. Is that possible?

One of the ways that variance can be reduced is by a technique known as importance sampling i.e. sampling the random

variable to give more importance to numbers that have a high associated probability and, conversely, less importance to

numb The MC method of estimating integrals is carried out by (i) sampling for the mean of the function, or by (ii) the hit-

and-miss procedure. Consider again, the estimation of (5.1), now written as

137
 / / (5.5)

In Eq. 5.5, the estimator is while the PDF is . It can be shown that by a suitable choice of the

importance function this process leads to a zero variance solution.

1
Consider the estimation of the integral 0 , first with the estimator with sampling from the

1
uniform PDF, and then with the estimator , and of course the PDF normalization factor outside the

integral, with random numbes samped from the PDF

1
(5.6)

Clearly, this leads to

1
(5.7)
0

1
with a precise (zero-variance) answer of .

While it was easy to demonstrate a zero-variance result for the simple problem considered above, it is not always easy to

know a priori the importance function since the best is the answer itself which we want to find.

In neutron diffusion and transport theory, the importance function is the adjoint function it is thus necessary to have some

knowledge of the adjoint flux before making a forward run of the transport problem.

5.2.1 MC solution of Integral Equations

The integral equation simulated in MC for the collision density in a multigroup formulation with the collision and

transport operators as discussed in Chapter 4 is

( ) ( ) ( ) ( )+ (5.8)

138
where the collision operator and the transport operator are defined in Eq. (4-20). The MC procedure consists of

starting a source neutron, transporting it to a collision site, processing the collision, making the appropriate tallies and

continuing the simulation until the neutron is lost by some terminating process. Many such neutrons are simulated and, at

the end of the simulation, tallies are averaged with both mean and variance computations. The MC process, which can be

understood to be a simulation of the integral formulation, is also known as a Neumann series solution as will be outlined

in more detail in the next section.

5.3 Monte Carlo Simulation of Neutron Transport

In the Monte Carlo method, a large sample of neutrons, representative of the total population is simulated to infer on

quantities of interest using laws of probability. The MC approach allows modeling complexity of geometry and collision

physics and hence is not limited to idealizations of the sort that limit deterministic approaches. One of its drawbacks is

heavy computational effort; this can be addressed by powerful hardware and by efficiency-improving techniques which

result in considerable speed-up.

Figure 5.4 shows the transport of neutrons in matter. Three starting neutrons, A, B, and C, are shown here though in actual

situations there can be a large number such as 1014 neutrons in a nuclear power reactor. Neutron A collides with a host

nucleus which undergoes the nuclear fission reaction resulting in the prompt emission of three first generation neutrons

A-1, A-2, and A-3 while the nucleus recoils to a new position. Neutron A-1 is captured by a host nucleus, while A-2

collides with another nucleus which undergoes fission and emission of two neutrons A-2-1 and A-2-2. The third neutron

A-3 collides with a host nucleus and scatters off it, i.e. the neutron transfers some of its energy to the nucleus. Thus, the

number of first generation neutrons is three. Each of these neutrons continue to be transported and collide with host nuclei

undergoing one of a large possibilities of nuclear reactions, until they are either captured or they escape from the physical

domain by crossing the boundary. In a straight-forward simulation of neutron transport, each neutron is followed from its

birth as a source neutron to its death when it is captured or has escaped. The birth-to-death process is called a history

and the straight paths in between interactions during a history is called a random walk as it each interaction is

determined randomly from one of several possible interactions. The random walk is stochastic in nature i.e. it may not
139
repeat itself, and it is Markovian in the sense that the next event is not related to the entire history of a neutron, just to its

immediately preceding event. During a history, tallies are updated from which useful information on the neutron flux

and subsequent reaction rates can be obtained.

Figure 5-4 Neutron transport in matter

In the Monte Carlo simulation of neutron transport, several such histories are simulated and their tallies are processed

using laws of probability and statistics to infer on the averages of quantities obtained from the simulated sample. The

usefulness of the Monte Carlo method is largely due to the high-speed computing possible with modern processors

capable of gigaflop computations. As a result, nuclear reactors, nuclear weapons and other nuclear systems are designed

with great precision using Monte Carlo simulation. Since the 1940s Monte Carlo applications in the Manhattan Project,

the techniques have been adapted to a wide range of areas in computational mathematics and physics, econometrics and

forecasting, to biology and medicine.

140
5.4 Geometry Description

One of the strengths of the Monte Carlo method for simulation of neutron transport in nuclear systems is its ability to

model complex geometry such as the one shown in Fig. 5-5.

Figure 5-5 A typical complex geometry model

Consider now the process of describing surfaces and regions through equations and combinatorial geometry based on the

Boolean operators of intersection and unions.

Surface Description: Surfaces are defined by mnemonics and associated parameters or by specifying points explicitly.

Some of the surfaces used in MCNP are listed in Table 5-1.

Table 5-1 Surfaces and descriptions for combinatorial geometry

Card
Mnemonic Type Description Equation
Entries

P Plane General + + 0

141
PX Normal to axis 0

PY Normal to axis 0

PZ Normal to axis 0

SO Centered at Origin + + 0

S General + + 0

SX Sphere Centered on axis + + 0

SY Centered on axis + + 0

SZ Centered on axis + + 0

C/X Parallel to axis + 0

C/Y Parallel to axis + 0

C/Z Parallel to axis + 0

Cylinder
CX on axis + 0

CY on axis + 0

CZ on axis + 0

K/X Parallel to axis + 0

K/Y Cone Parallel to axis + 0

K/Z Parallel to axis + 0

142
KX on axis + 0

KY on axis + 0

KZ on axis + 0
used only for

one-sheet cone

Ellipsoid ABCDEF
+ +
Axis parallel to X-,
SQ Hyperboloid +2 +2 G
Y-, or Z-axis
+2 + 0
Paraboloid

Cylinder

Cone

Axis not parallel to + + + + + + ABCDEF

GQ Ellipsoid
X-, Y-, or Z-axis + + + 0 GHJK
Hyperboloid

Paraboloid

{ + } ABC
+
TX
Elliptical or
0

Axis parallel to X-,
circular
Y-, or Z-axis
torus { + } ABC
+
TY

0

143
 { + } ABC
+
TZ

Region or cell Description: A cell which is a physical region in space, is defined by combinatorial geometry using the

Boolean operators for union and intersection.

Cell No. Surface No.

1 -1
2 1 -2
3 2

In the above, cell no. 2 is described by 1 -2 which represents the intersection of a region positive to surface 1 and

negative to surface 2.

Example 5.1 Consider two concentric spheres centered at the origin represented by the equation

+ + 0

144
 Figure 5-6 Concentric spheres

Distance from ray to plane: A ray is defined by its origin

and its direction (unit) vector +

+ .

The equation of a plane is + + + 0. The normal vector is . To find , the distance from the

origin of the ray to the plane where it intersects, we first need to find the point of intersection. Along the ray, the point is:

+ + , + . The point lies on the plane; therefore +

+ + 0. Thus the scalar can be found as

+ + + +
+ +

The computational algorithm is illustrated in Fig.5.7. If 0, the ray and plane are parallel and there is no

intersection; otherwise is found from

+

145
If 0, there is no intersection with the plane.

Figure 5-7 Ray-Plane intersection

Exercise 5.2: Consider the ray at 2 3 in the direction + + where the orthogonal

angle is 60 and the azimuthal angle is 30 . Determine whether there is a point of intersection

with the plane 2 0, and if there is, then find the distance to surface from .

146
 Figure 5-8 Ray intersection with a plane

5.5 Estimators and Tallies

The track-length and collision estimators are used to score the scalar neutron flux , where is the number density

(neutronscm-3) and is the neutron speed (cms-1). The flux, with units of neutronscm-2 s-1, represents the rate of

neutrons crossing a unit area perpendicular to their direction of motion.

In Fig. 5.9 below, for a neutron history consisting of the four scattering events shown, the track lengths are 1 3 .

For better efficiency, non-analog Monte Carlo uses a weight modification factor / , so that a history is continued

after every collision with a reduced weight. The track-length estimator for flux is

. / . / (5.9)

so that the flux estimate for this history is, for total starting weight and volume ,

(5.10)

1

147
 Figure 5-9 Random walk of a neutron

The same quantity can be found using the collision estimator; in this case the estimate is made only at a collision site and

not on an escape event, unlike the track-length estimator.

( ) (5.11)

1

Finally, the surface flux i.e. the number of neutrons crossing the surface per unit area, can be estimated from the weight

crossing a surface divided by the total starting weight and the volume to get

(5.12)

The summation is of course over all those neutrons that cross the surface.

148
 Figure 5-10 Forward scattering of neutrons crossing a slab

Exercise 5.3

From Fig. 5.10, estimate the track-length estimator flux and the collision estimator flux. Are they the same? Also estimate

the surface flux if line B represents the surface (assume unit surface area).

5.6 Nuclear Data Processing

Once the geometry is defined, macroscopic cross-sections are required for the MC simulation to obtain mean free paths

and reaction rates in a phase space of interest. Date processing is a big effort in MC codes which take cross-sections

from large files described in the next chapter. From the microscopic cross-sections, macroscopic cross-sections are

prepared by multiplying by the appropriate number densities, as was demonstrated in Chapter 1. Essentially this data is

used to compute the collision and transport operator terms defined earlier.

5.7 Sampling an Initial Source

The initial source neutrons are distributed uniformly in radius and isotropic in angle i.e

149
 2 , 2 (5.13)

Source neutrons are assigned thermal energies.

5.8 Sampling the Distance to Collision

The probability that a neutron at 1, at time 1, travelling with energy 1 in the direction 1 1 has its next interaction

within located at at a later time + is the product of two probabilities viz (i) the probability 1 that it does not

have an interaction between 1 and , and (ii) the probability that, having reached , it has its next collision in .

Thus

1 (5.14)
1

For a one-dimensional case, the pdf is written as

(5.15)

and the cdf can be readily found as

(5.16)
0

1 1
The distance to collision is thus sampled as ( ) , which will have the same distribution as ( )

since is uniformly distributed in (0,1) as will be .

5.9 Determining the type of Event

At a collision site, determined by the mean free path, a MC simulation requires a determination of the type of event.This

is selected by sampling from a possible chain of events as shown in Fig 5-11. A random number is used to determine

whether the event is an absorption or a scattering event. In case of an absorption, another random number is used to

150
determine whether it is a fission or a capture. Similarly in case of a scattering event, a random number is used to

determine whether it is elastic or inelastic scattering.

Figure 5-11 Chain of possible events

5.10 Determining the nuclide of interaction

In a MC simulation which handles nuclides independently, it is required to determine the nuclide with which a neutron

collides at a collision site e.g. a neutron making a collision in water will collide with either a hydrogen atom or an oxygen

atom. This decision is made from the probability of an interaction with nuclide i at incident energy E is given as

+ (5.17)
8

5.11 Processing a scattering event

In an elastic scattering collision, a neutron changes its direction with conservation of kinetic energy and momentum; there

is no internal energy change or loss in friction.

The energy of a scattered neutron after collision can be found in terms of its energy before collision , its angle of

scattering in the laboratory system as

151
 [ + ] (5.18)
+

0.998
Post-collision Energy (MeV)

0.996

0.994

0.992

0.99

0.988

0.986

0.984

0 20 40 60 80 100 120 140 160 180

Scattering Angle (deg)

Figure 5-12 Post-collision energy for elastic scattering of a 1 MeV neutron colliding with a U235 nucleus

Figure generated from C:\Users\User1\Documents\MATLAB\MontAug6\testElasticScatEnergy

The energy of a 1 MeV neutron colliding with a U235 nucleus is shown as a function of the scattering angle is shown in

Fig.5-12. It is seen that there is very little energy loss due to the high mass number ratio between the target and projectile.

It is easy to understand that maximum energy loss will occur when the collision is between equal-mass particles; thus a

neutron colliding with a hydrogen atom, in water for example, may easily lose most of its energy which essentially means

that a fast (MeV) neutron can thermalize (~0.025 eV).

5.12 Processing a fission event

When a fission reaction takes place, two quantities need to be determined viz the number of prompt neutrons emitted and

their associated energies. The average number of prompt neutrons emitted in a fission is given by + [Lamarsh

(p.95)] where the constants are given in Table 5.2 .

152
 Table 5.2 Neutrons emerging from fission in U235 and U238

Isotope (MeV-1) E (MeV)

U235 2.43 0.065 0<E<1

2.35 0.150 E>1

U238 2.30 0.160 All E

From experiments carried out, it has been determined that neutron multiplication is a stochastic process and there is a

probability distribution function assigned with ( Karl-Heinz Schmidt and Beatriz Jurado).Figure 5-13 shows the

multiplicity for thermal fission (full symbols) in U235 and Pu239,and for spontaneous fission in Cf252. The same holds for

gamma emission (open symbols) in fission. For U235, the mean values measured were 2.41 for thermal fission, 2.49 for

0.5MeV fission and 3.19 for 5.55MeV fission.

Figure 10.Measured prompt-neutron multiplicity distributions [51, 54] (full symbols) for 235U(nth,f)(left part), 239Pu(nth,f) (middle part) and

252Cf(sf) (right part) are compared to the results of the GEFcode (open symbols).

Figure 5-13 Prompt neutron emissions

The Gaussian distribution is used for the probability Pn , that n neutrons are emitted, given by

153
 n 1 / 2
1 ( x ) 2
Pn 2 2 dx
2 2 n 1 / 2
exp (5.19)

For the case n=0, the lower limit on the integral is replaced by . Sampling is done from this normal distribution

function using a rejection algorithm. The width of the distribution is taken as 1.088 for U235 and 1.116 for U238. The

mean is energy dependent: for U235 it is 2.4+0.12E for E<5 MeV and 2.2+0.16E for E>=5MeV, while for U238 it is

2.4+0.0666E for E<3MeV and 2.1538+0.1654E otherwise. The returned value for is the rounded integer

x 2 ln( z) / z .

Another method is to estimate from the number of neutrons produced by fission f / t and to round off the number to

the nearest integer.

The energy of fission neutrons can be sampled from the empirical, Maxwell or Cranberg fission spectra given in Chapter

1, or others in the literature. The sampled values will be discussed in detail in a later chapter on MC simulation.

5.13 Processing a capture event

In analog simulation, a capture ends a history, as is done in the program written for this paper. A better way however, is to

continue the history with a reduced weight until it is ended due to very low weight or escape from the system.

5.14 Processing an escape-from-system event

When a neutron escapes from the system, it is not added to the updated number of neutrons generated and thus does not

contribute to the system multiplication.

5.15 Mean and Variance

1
The mean and variance of an estimate is given as 1 , and the variance of the population is estimated from the

1
sample as 1 , from which the variance of the mean is estimated as .

154
 5.16 Batch, History, Random Walk and Events

The procedure is to begin with a batch of source neutrons N, and to simulate G generations for each source neutron. The

pseudo-code is descried below:

i=1

i. Begin source neutron i

ii. Initialize n=1
iii. Initialize neutron generation counter ng=0, k=n=1, j=1
iv. Begin generation j
v. Begin source neutron k for this generation
vi. Sample the distance to collision d
vii. Sample the type of event
viii. Process the event
ix. Compute post-collision parameters
x. Determine if neutron still inside system
xi. Update ng
xii. Update k=k+1
xiii. If k<n go to v (continue the same generation)
xiv. Comes here when all mother neutrons for this gen processed Update n = ng , k=k+1 for the next generation
xv. Score for this source neutron i and generation j, M(i,j)=ng
xvi. If k<G+1 go to iv (begin a new generation)
xvii. Comes here when all generations processed
xviii. Update source neutron counter i=i+1
xix. If i <=N go to step I, begin a new source neutron
xx. All neutrons have been processed

Estimate keff from the following steps:

a) Compute the number of neutrons produced in each generation: 1 , for generations j=1, 2, 3,G

b) Compute the keff for each generation: / , j=2,3,G, with

1 1
c) Compute the error for each keff: + 1

d) The estimate is +

155
5.17 Variance Reduction Methods

A stochastic estimate is considered to be of good quality if it is both accurate, in the sense of the sample mean

representing the population mean, and precise in the sense that its variance should be small. It is generally understood that

increasing the sample size would result in improvement of the quality of an estimate though at the cost of

computational effort. The metric of the quality of an MC estimate is the Figure of Merit (FOM) defined as

(5.20)

where and ; hence .

The variance of an estimate can be reduced without an increase in computational effort by performing a non-analog

simulation where a number of techniques can be used. Some extensively used techniques are importance sampling,

geometry splitting with Russian Roulette, exponential transformation to force collisions, weight-window survival

biasing and a combination of deterministic and stochastic techniques. The adjoint flux or importance function has been

used for non-analog simulation to improve the quality of results very efficiently.

Variance reduction is employed for problems where a small sample is expected such as the design and effectiveness of a

nuclear reactor shield and in bent pipes inserted in structural materials for the insertion of probes for data acquisition.

5.18 Estimating Perturbations with Monte Carlo Simulation

In the design and operation of nuclear reactors and systems it is often important to be able to estimate the effect of small
5.18
material density perturbations arising out of the burnup of fuel or the insertion of control rods. Additionally, it may be

5.18
important to estimate the effect of geometry perturbations due to moving components.

A drawback of Monte Carlo methods is that the uncertainty of an estimate may be of the same order of magnitude as the
5.18
perturbation itself and thus the effect of the design or operational change may become masked. This implies that the

difference of two MC simulations may be inadequate to estimate perturbations. Thus other methods had been developed

156
initially along the traditional route of deterministic formulations based on the adjoint function, or Lagrange multiplier, as a

sensitivity coefficient. Such analyses have been used extensively to estimate perturbations from two MC runs viz a

forward run and an adjoint run from codes such as MCNP and MORSE. New developments in this area came with

correlated tracking and derivative sampling techniques developed by Rief (1984) and implemented in KENO and

TIMOC codes. The techniques were extended by Watkins for material perturbations in a research reactor and

demonstrated for two-group transport by Koreshi and Lewins (1990) and later extended to fusion reactor neutronics

optimization studies by Koreshi et al (1992). The perturbation feature is now part of several Monte Carlo codes and is

used extensively. Comparisons of the adjoint vs derivative approach have been discussed by Kiedrowski and Brown

(2011). Applications of Monte Carlo perturbation theory are given in Chapter 10 for two assemblies.

References

General Reading on the Monte Carlo Method:

1. Anderson, H.L., "Metropolis, Monte Carlo and the MANIAC". Los Alamos Science 14: 96108.Eckhardt, Roger

(1987). "Stan Ulam, John von Neumann, and the Monte Carlo method". Los Alamos Science, Special Issue (15):

131137, 1986.

2. Harlow, F. H., and Metropolis, N., Computing &Computers: Weapons Simulation Leads to the Computer Era,

Los Alamos Science, Winter/Spring, pp.132-141, 1983.

3. Metropolis, N., "The beginning of the Monte Carlo method". Los Alamos Science (1987 Special Issue dedicated to

Stanisaw Ulam): 125130, 1987.

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2. Bell, G. I. and Glasstone S., Nuclear Reactor Theory, Robert E. Kreiger Publishing Company, New York, 1979.

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23. Nease, B. R., Ueki, T., Sutton, T. M., Brown, F. B., Instructive Concepts About The Monte Carlo Fission

Source Distribution, International Conference On Mathematics, Computational Methods & Reactor Physics

(M&C 2009), Saratoga Springs, New York, May 3-7, 2009.

24. Nuclear Center for Nuclear Research, http://www.ncnr.nist.gov/resources/n-lengths/list.html

159
 25. Spanier, J., and Gelbard. E.M., Monte Carlo Principles and Neutron Transport Problems, Addison-Wesley

Publishing Company, 1969.

26. Toth, B. E., and Martin, W. R., Noise Analysis of Smoothed Residual Acceleration: A Monte Carlo Neutron

Source Convergence Algorithm, International Conference on Mathematics, Computational Methods & Reactor

Physics (M&C 2009), Saratoga Springs, New York, May 3-7,2009.

27. Ueki, T., and Brown, F.B., Stationarity and Source Convergence Diagnostics in Monte Carlo Criticality

Calculation, Nuclear Mathematical and Computational Sciences: A Century in Review, A Century Anew,

Gatlinburg, Tennessee, April 6-11, 2003.

28. Wenner, M. T., and Haghighat, A., A Combined Diagnostic Approach for Monte Carlo Source Convergence

Identification, International Conference On Mathematics, Computational Methods & Reactor Physics (M&C

2009), Saratoga Springs, New York, May 3-7, 2009.

Problems

1 1
1. Evaluate the integral 0 4 0 using the Monte Carlo method with values for drawn

uniformly 0 .

2. Show that a zero variance estimate of an integral can be obtained by using an importance function.

3. Write a program to estimate the area under the curve of a normal distribution function using uniform random numbers

followed by random numbers drawn from a normally distributed function. Compare the efficiency of your computation in

both cases.

160
6 Nuclear Engineering Computer Codes

6.1 Introduction

Computer codes, both deterministic and stochastic, have now become the mainstay of nuclear engineering and are

abundantly used for the design and analyses of nuclear systems. With time, the emphasis is shifting more towards the

usage of these codes and away from the basic mathematical rigor that was included earlier.

The strength of a computer code lies in its capability to model complexities of real systems. Consider the International

Thermonuclear Experimental Reactor ITER, cross-section shown in Figure 6.1, which is a toroidal chamber containing

hot (~ 106 K) plasma surrounded by its first wall, a blanket, structural material, coolants, and superconducting

magnets. The complexities of such a system include physical modeling as well as the underlying interaction collision

physics. For the physical modeling, a code must be able to describe a toroidal surface and then define regions internal

and external to such a surface. The earlier codes, written for nuclear fission reactors and being restricted to regular

geometry i.e. slab, circular or cylindrical systems were capable only of idealizing complex geometry features intrinsic to

core internals and radiation as well as biological shielding systems surrounding the reactor. Over the years, with the

development of better numerical schemes such as finite element methods in deterministic codes and combinatorial

geometry in stochastic codes, it became possible to adequately describe many physical complexities. The same applies to

complexities in the collision data, which was used in multi-group form rather than in continuous energy form, scattering

models, fission spectra and so on.

With better capability in modeling real systems, the computational effort also increases and hence computer processing is

a crucial requirement. Thus, computer codes have benefitted from the processing speeds achievable by computer systems

as they evolved from mechanical and electrical computers in the 1940s to electronic computers, mainframes such as IBM

and CDC in the 1970s and 1980s, to workstations, RISC processors, Cray supercomputers with vector and parallel

161
architecture, to modern-day portable and efficient computers. Looking ahead to the future, it is possible that optical data

communication may some day replace the present electronic circuitry making large computational codes even more

attractive.

The software and hardware features available in present-day computing permits simulation codes to cover complex

features to a level sufficient for reliable design. Referring again to Fig. 6-1 we can see that a simulation of ITER gives

useful information on the neutron flux both inside and outside the core. A computational challenge in reactor neutronics

has been to estimate rare events such as the transmission of radiation across the shielding. Considering that the flux in

ITER is typically of the order of 1013 neutrons cm-2 s-1, this means there is still some radiation in the surroundings of

ITER.

Figure 6-1 Neutron flux mapping in ITER

Some of the widely used computer codes in nuclear systems are briefly described below. They fall in two categories viz

deterministic and stochastic. Deterministic codes are based on a numerical solution of the time-dependent integro-

differential neutron/photon, and in some cases, the charged particle transport equation while stochastic codes are based on

a Monte Carlo simulation of particle transport. Thus, stochastic codes are not based on a solution of the neutron transport

162
equation in the same sense as deterministic codes although they can be considered to solve the integral form of the

transport equation in a Neumann series form, as has been described in some detailed in the previous chapter.

6.2 Deterministic Codes

The early codes, which have been updated and are still used for reactor analysis including fuel depletion, include

CITATION, WIMS and ORIGEN. The CITATION code (Fowler at al., 1971, CITATION-LDI 2) released in 1972,

solves the 3D neutron diffusion equation with the finite difference method and has been used together with WIMS-D and

ORIGEN for calculating neutronics coupled with burn-up and depletion of fuel in nuclear systems. It is distributed by

RSICC. WIMS (Winfrith Improved Multigroup Scheme) is a general code for reactor physics lattice cell calculations for

nuclear reactor systems. The cross-section data library has a number of resonance groups for thermal neutron analysis.

WIMSD is distributed by the RSICC and it has been updated (WIMS-D, IAEA, 2007) with several benchmarks. ORIGEN

(ORNL Isotope Degeneration and Depletion Code, Bell 1973), a fuel cycle depletion code developed by ORNL, performs

nuclide transmutation calculations based on neutron flux in a system. Some other deterministic codes are described below.

6.2.1 ANISN

One of the first codes used for neutron/photon transport, ANISN (Anisotropic SN method) is based on an advanced

discrete ordinates method based on the work by G. C. Wick and B. G. Carlson (1955) at Los Alamos Scientific

Laboratory.

ANISN calculates angular flux in sufficient detail to solve deep-penetration problems in addition to regular calculations of

flux and reaction rates in regions of nuclear systems. Older versions of ANISN-ORNL which were operable on VAX and

IBM mainframes are now extended with improvements for Cray and IBM RISC versions as well as for Pentium IV

computers under Windows XP operating systems.

6.2.2 DOT

The DOT code (Rhoades and Mynatt, 1973), as version DOT-4, calculates multi-group angular fluxes by solving the

Boltzmann transport equation using the SN method, diffusion theory or a special P1 method, for two-dimensional

163
geometric systems. It can solve for criticality also, but the principal application is to the more difficult deep penetration

transport of neutrons and photons for shielding problems. Cross-sections are modeled using Legendre expansion to

arbitrary order allowing for anisotropic scattering. A vectorized version, DOT-4/VE has been developed for increased

computational efficiency. The CPU time required by DOT depends on the Flux Work Units (FWUs) which are dependent

on the number of space mesh cells, energy groups, and the number of iterations per group. Large problems could take over

an hour on modern platforms.

6.2.3 TORT

TORT (2-D 3-D) and DORT(1-D, 2-D) are Discrete-Ordinate Neutron and Photon transport codes (Kirk, 2009) with

eigenvalue and deep-penetration calculation capabilities. TORT calculates the flux of particles due to particles incident

upon the system from extraneous sources or generated internally as a result of interaction with the system. The Boltzmann

Transport Equation is solved using the discrete ordinates method to treat the directional variable and the finite-difference

methods to treat spatial variables. Energy dependence is treated using a multi-group formulation. Time dependence is not

treated.

6.2.4 PARTISN
Parallel Time-Dependent SN, a successor of ONEDANT, TWODANT, and THREEDANT is a parallel time-dependent

deterministic code (Kirk, 2009) that can solve three-dimensional problems in regular geometry using the discrete

ordinates method.

6.3 Monte Carlo Codes

Some of the extensively used Monte Carlo codes (OECD, 1995) are described below.

6.3.1 MCNP
Monte Carlo for Neutrons and Photons (MCNP, Briesmeister, 1986) was developed at Los Alamos National Labs

(LANL) in the 1940s by the group that included von Neumann. Its name later implied Monte Carlo N-Particle transport

as it included charged particles. MCNP is used for a diverse range of problems involving neutron and radiation transport

in nuclear reactor engineering with the capability of carrying out whole-core analyses, as well as medical physics, oil-

164
well logging, and radiography. MCNP benchmarks are available for neutron problems (Whalen et al., Nov., 1991), photon

problems (Whalen et al., Sept. 1991), criticality safety problems (Wagmer et al., Oct. 1992) and LWR criticality (Sitaram,

1992).

The evolution of MCNP (Kirk, 2009) is shown in Fig. 6.2.

Figure 6-2 Evolution of MCNP

6.3.2 TART
TART 2005 (Kirk, 2009) is a coupled neutron photon Monte Carlo particle transport code written in FORTRAN and

developed by Dermott E. Cullen and maintained by Lawrence Livermore Laboratories (LLL). It is time-dependent and

uses combinatorial geometry allowing the modeling of large and complex problems. It is LLLs equivalent of LANLs

MCNP and is said to be the fastest MC code.

6.3.3 MORSE
MORSE (Multigroup Oak Ridge Stochastic Experiment), succeeded by MONACO, is a Monte Carlo code developed by

Oak Ridge National Laboratories (ORNL). Initially, it was also based on regular geometry and although it uses the same

integral formulation of the transport equation as a continuous code such as MCNP, MORSE uses a multi-group approach.

A neutron thus collides with an atom of the homogenized mixture prepapred from the macroscopic cross-sections rather

than with individual atoms. Such a multi-group MC approach has served for quick comparisons with deterministic codes

such as ANISN but for more elaborate computation, MCNP is preferred.

MORSE-SGC (Emmett, 1975) is run in stand-alone mode and is part of the SCALE licensing evaluation system. It uses

the MARS (Multiple Array System) geometry package. The MORSE code is distributed by RSICC. Its multi-group

165
energy handling has been useful for comparisons with ANISN and DOT computations. MORSE has also been coupled

with Discrete Ordinates codes with the DOMINO-II code (Emmett et al., 1973, Emmett, 1981).

Figure 6.3 shows dose rates from a cask array calculated with MAVRIC (MONACO with Automated Variance Reduction

using Importance Calculations). Blue and purple indicate safety regions for workers.

Figure 6-3 Dose rates calculated with MAVRIC

6.3.4 KENO
The KENO multigroup Monte Carlo code for criticality computations (Petrie and Landers, 1981) was developed in the

1960s at ORNL. It is now part of the SCALE system and its use is as widespread as that of other MC codes. KENO is a

distributed by the Nuclear Energy Agency (NEA) with generalized geometry capability allowing easy description of

systems composed of cylinders, spheres, and cuboids (rectangular parallelepipeds) arranged in any order.

6.3.5 MONK
MONK (Smith, 1991) and MCBEND (Chucas et al., 1993) are UKAEAs standard criticality and radiation shielding

codes (Smith et al., 1995).

6.3.6 TRIPOLI
TRIPOLI (Vergnaud, 1995) is a Monte Carlo code written at CEA, France, used for whole-core neutronic reactor

analyses, radiation shielding and protection as well as for criticality calculations.

166
Some other neutron/photon transport codes are VIM, a Monte Carlo code developed by Argonne National Labs, and

SERPENT, a continuous energy MC code for neutron transport, criticality and reactor physics burn-up calculations

developed by VTT Technical Research Center, Finland. Charged paticle codes that handle electron/photon transport

include EGS5 and PENELOPE, while for high-energy transport codes include GEANT4, FLUKA and MCNPX.

6.4 Typical Simulations

Typical simulation results from the codes described above include neutron and photon fluxes, criticality computations,

and reaction rates in regions of interest. Deep-penetration calculations are required for the design of radiation and

biological shielding around areas of high radiation.

6.4.1 One-dimensional Calculations

For ITER, for example, elementary one-dimensional calculations are useful before proceeding to two-dimensional and full

three-dimensional models. A simple 1-D model of ITER in MCNP has been used (Araujo et al., 2010) as shown in Fig.

6.4, based on a one-dimensional radial model shown in Fig. 6.5, to get energy-dependent neutron fluxes and dose rates.

Figure 6-4 One-dimensional ITER model

167
 Figure 6-5 ITER radial model

Such 1-D results are often useful to draw important engineering design paramters and limits. For example, in this 1-D

analysis, the authors conclude that the magnitude of the dose rate on the outside hall of bioshield during normal ITER

operation cannot be considered low in accordance with the result found in the simulation performed in this work, i.e.,
1
1 . It is important to remember that the contributions due to the presence of slits between blanket modules and

also the various holes in the cryostat and bioshield were not considered in the calculation.

These are the very important findings of such simulations. Consider these with the acceptable radiation levels of the order

of 0.05 Sv described in Chapter 1 and a preliminary estimate can be made to conclude that safety radiation levels will be

exceeded by about five years. In the expression that the presence of slits between blanket modules were not

considered in this calculation, it is clear that a 2-D, or possibly a full 3-D simulation is required.

168
6.4.2 Two-dimensional calculations

In order to model geometrical complexity such as the ducts mentioned abive, codes such as MCNP, KENO and DOT can

be used to carry out two- or three-dimensional calculations for the streaming analysis. One such study has been carried out

by Konno et al., using the geometry shown in Fig.6.6.

Figure 6-6 Streaming of 14MeV neutrons throug a duct in ITER

The figure represents a typical ducting problem that needs to be addressed in nuclear reators viz the streaming of radiation

in ports and ducts designed to place instrumentation at locations in the reactor. The front view in Fig. 6.6 shows two ducts

in an iron block of dimensions 1.050m X 1.645m. The results for this design, shown in Fig. 6.7, indicate a high energy (>

10 MeV) neutron flux of 10-6 neutrons cm-2 per source neutron in a large duct and an associated gamma heating rate of 10-
17
Gy per source neutron in iron. These levels of radiation can subsequently be used to determine safety for workers and

radiation damage to instrumentation.

169
 Figure 6-7 Neutron flux and gamma-ray heating in ITER

A summary of some widely used computer codes is given in Table 6.1.

170
 Table 6.1 Summary of Computer Codes

S.No. Name Developer Description Remarks

1-D Discrete Ordinates

Transport Code for RSIC CODE PACKAGE
1 ANISN-ORNL: ORNL neutron/photon transport CCC-650
System with Anisotropic Last update 2007
Scattering.
1-D Discrete Ordinates
Transport Code for
2 DOT 4 ORNL neutron/photon transport
System with Anisotropic Distributed NEA
Scattering.

TORT, 2-D 3-D Discrete

Ordinate Neutron and
Photon Transport with
Deep Penetration CCC-0543 TORT-DORT
3 DORT and TORT ORNL DORT, 1-D 2-D
Discrete Ordinate
Neutron and Photon
Transport with Deep
Penetration
4 TART LLL Monte Carlo Not distributed
Standardized Computer
5 SCALE ORNL Analyses for Licensing Distributed NEA
Evaluation
MONACO/ Multigroup Monte Carlo
6 MAVRIK ORNL code is a successor of Distributed NEA
(SCALE) MORSE
KENO Multigroup as well as Distributed NEA
7 (SCALE)
ORNL
CE Monte Carlo code
Monte Carlo code with
CE and multigroup
8 MCNP LANL
capability and Distributed NEA
combinatorial geometry
CEA Monte Carlo code Distributed NEA
9 TRIPOLI
(France) written in C++
Deterministic 3-D Distributed NEA
10 PARTISN LANL
parallel SN code

6.5 Nuclear Data Libraries

Computer codes come with nuclear data libraries which may need to be processed before they can be used. There are

several nuclear data libraries such as ENDF/B (Evaluated Nuclear Data File, Brookhaven National laboratory), ENDL

(Evaluated Nuclear and Atomic Reaction Data Library, Lawrence Livermore Laboratory, USA), JEFF (Joint European

171
file, OECD Nuclear Energy Agency), JENDL( Japanese Evaluated Nuclear Data File), CENDL (Chinese Evaluated

Nuclear Data File) etc. which contain data obtained from experiments.

6.5.1 ENDF/B Libraries

These cross-sections are available in the old formats with tabulations described below. The ENDF data is retrieved by

specifying material numbers containing the atomic number Z and the atomic mass number A, the reaction of interest, the

energy of interest, the version of the evaluation and several other details. A partial image of an ENDF/B-VII version 2011

is shown in Fig. 6.8.

Figure 6-8 ENBF/B-VII data retrieval page

ENDF/B evaluations have a MAT number for all materials, an MF number for files, and a MT number for reaction type.

For U238, for example, the information file has the info: U-238 MAT=9237 MF=1 MT=451 Library: ENDF/B-VII.0

Thus U238 evaluations have 10 information files viz MF = 1, 2, 3, 4, 5,6, 12, 13, 14 and 15, each of which carry

information on the MT data available e.g. MT1 is the total neutron microscopic cross-section and MT16 is the

2 data. A glance over the MF files is useful to appreciate the data pointers i.e. the MT reaction data in each file.

MF=1 General Information

MT=452: total average neutron multiplicity per fission (total nubar)

172
MT=455: average delayed neutron multiplicity per fission
MT=456: average prompt neutron multiplicity per fission
MtT458: energy release from fission

MF=2 Resonance Parameters

MT=151 resolved and unresolved resonance parameters

MF=3 Neutron Cross-sections

MT=1: total cross section
MT=2: elastic scattering cross section
MT=3: nonelastic cross section
MT=4: inelastic cross section
MT=16: (n,2n) cross section
MT=17: (n,3n) cross section
MT=18: fission neutron cross section
MT=19,20,21,38: multi-chance fission cross sections
MT=37: (n,4n) cross section
MT=51-71 discrete inelastic level cross sections
MT=72-90: discrete inelastic level cross sections (direct reactions to groups of states)
MT=91: inelastic continuum neutron cross section
MT=102: neutron radiative capture cross section

MF=4 Angular Distributions of Secondary Particles

MT=2: neutron elastic scattering angular distributions
MT=51-53: discrete inelastic neutron angular distributions for the ground-state rotational band
MT=54-71: discrete inelastic neutron angular distributions
MT=72-90: discrete inelastic neutron angular distributions for direct reactions

MF=5 Energy Distributions of Secondary Particles

MT=18: prompt fission neutron spectrum matrix
MT=455: delayed neutron emission spectra from fission

MF=6 Product Energy-Angular Distributions

MT=16,17,37: (n,xn) continuum distributions
MT=91: (n,n') continuum distributions

MF=12 Photon Prod Multiplicities & Transition Probabilities

MT=18,102: photon multiplicities from inelastic scattering,fission, and radiative capture

MF=13 Photon Production Cross Sections

MT=3: photon production cross sections from nonelastic reactions

MF=14 Photon Angular Distributions

MT=3,18,102: photon angular distributions from nonelastic,fission, and radiative capture reactions

MF=15 Continuous Photon Energy Spectra

MT = 3,18,102: photon energy spectra from nonelastic reactions,fission and radiative capture

Another depiction of the above information available in the ENDF/B file is:
173
 MF= 1 2 3 4 5 6 12 13 14 15

MT1 : __.__.__X__.__.__.__.__.__.__. (N,TOT)

MT2 : __.__.__X__X__.__.__.__.__.__. (N,EL)-L0
MT3 : __.__.__X__.__.__.__.__X__X__X (N,NON)
MT4 : __.__.__X__.__.__.__.__.__.__. (N,INL)
MT16 : __.__.__X__.__.__X__.__.__.__. (N,2N)
MT17 : __.__.__X__.__.__X__.__.__.__. (N,3N)
MT18 : __.__.__X__X__X__.__X__.__X__X (N,F)
MT19 : __.__.__X__.__.__.__.__.__.__. (N,F`)
MT20 : __.__.__X__.__.__.__.__.__.__. (N,N+F)
MT21 : __.__.__X__.__.__.__.__.__.__. (N,2N+F)
MT37 : __.__.__X__.__.__X__.__.__.__. (N,4N)
MT38 : __.__.__X__.__.__.__.__.__.__. (N,3N+F)
MT51 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L1
MT52 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L2
MT53 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L3
MT54 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L4
MT55 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L5
MT56 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L6
MT57 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L7
MT58 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L8
MT59 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L9
MT60 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L10
MT61 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L11
MT62 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L12
MT63 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L13
MT64 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L14
MT65 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L15
MT66 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L16
MT67 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L17
MT68 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L18
MT69 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L19
MT70 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L20
MT71 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L21
MT72 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L22
MT73 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L23
MT74 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L24
MT75 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L25
MT76 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L26
MT77 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L27
MT78 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L28
MT79 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L29
MT80 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L30
MT81 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L31
MT82 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L32
MT83 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L33
MT84 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L34
MT85 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L35
MT86 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L36
MT87 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L37
MT88 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L38
MT89 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L39
MT90 : __.__.__X__X__.__.__.__.__.__. (N,N`)-L40
MT91 : __.__.__X__.__.__X__.__.__.__. (N,N`)-C

174
 MT102: __.__.__X__.__.__.__X__.__X__X (N,G)
MT151: __.__X__.__.__.__.__.__.__.__. (N,RES)
MT451: __X__.__.__.__.__.__.__.__.__. INFO
MT452: __X__.__.__.__.__.__.__.__.__. (N,nu_tot)
MT455: __X__.__.__.__X__.__.__.__.__. (N,nu_d)
MT456: __X__.__.__.__.__.__.__.__.__. (N,nu_p)
MT458: __X__.__.__.__.__.__.__.__.__. (E_rel_fis)

In the table above, for MF=1, the information in this file holds only 5 reaction types i.e. MT451, 452, 455, 456, and 458.

MT451 is the INFO associated with the data, while MT452 holds , the average total number of neutrons (prompt plus

delayed) neutrons released per fission event. More details are in the ENDF-6 Formats Manual on the BNL website. The

first ten lines in this data file are

Retrieved by E4-Web: 2012/08/17,12:26:44 1 0 0 0

9.223800+4 2.360058+2 1 1 0 59237 1451 1
0.000000+0 1.000000+0 0 0 0 69237 1451 2
1.000000+0 3.000000+7 6 0 10 79237 1451 3
0.000000+0 0.000000+0 0 0 675 1179237 1451 4
92-U -238 ORNL,LANL+ EVAL-SEP06 Young,Chadwick,Derrien,Courcelle 9237 1451 5
DIST-DEC06 REV2- 9237 1451 6
----ENDF/B-VII MATERIAL 9237 REVISION 2 9237 1451 7
-----INCIDENT NEUTRON DATA 9237 1451 8
------ENDF-6 FORMAT 9237 1451 9
***************************************************************** 9237 1451 10

This section is reproduced from the Formats Manual: To read the data, the position of the records has to be known. All

records are one of six types: TEXT, CONT (has 6 special cases called DIR, HEAD, SEND, FEND, MEND, and TEND),

LIST, TAB1, TAB2, and INTG. For example, SEND indicates a section end, FEND indicates a file end, MEND indicates

a material end, and TEND indicates a tape end. The counter NS is reset for every section in the file; the last is SEND

which has NS=99999.

Every line towards the end has 92237 which is the MAT number, followed by a 1 which is the file number, then 451

which is the MT (reaction) number, then the record number NS.

From the ENDF/B data, it can be verified that the first file has the first section (MT451) with 796 lines; the second section

(MT452) has 07 lines; the third section (MT455) has 07 lines; the fourth section (MT456) has 07 lines; the fifth section

(MT458) has 05 lines; then file 2 begins with MT151.

175
6.5.2 Nuclear Data Processing Codes

For specific applications where temperature-dependent data, for example, is required, nuclear data processing codes, such

as NJOY, are used to process the cross-sections in data libraries such as ENDF/B to prepare mult-group and mixture cross-

sections. Needless to state, data handling is itself a large field and professionals involved in the compilation, maintenance

and processing of nuclear data most often stay within this domain.

References

1. Araujo, A., Pereira, C., Veloso, M. A. F., Costa, A. L., and Dalle, H. M., Flux and Dose Rate Evaluation of

ITER System using MCNP5, Brazilian Journal of Physics, Vol. 40, no. 1, March 2010.

2. Bell, M, J., ORIGEN The ORNL Isotope, Generation and Depletion Code, ORNL-4628, Union Carbide Corp.,

Oak Ridge Natl. Lab., May 1973.

3. Briesmeister, J. F., Editor, MCNP A General Purpose Monte Carlo Code for Neutron and Photon Transport,

LA-7396-M, Rev. 2, September 1986.

4. Chucas, S. J., Curl, I. J., and Miller, P. C., The Advanced Features of the Monte Carlo Code MCBEND, Seminar

on Advanced Monte Carlo Computer Programs for Radiation Transport, Saclay, France, 1993.

5. CITATION-LDI 2: Nuclear Reactor Core Analysis Code System, Oak Ridge National laboratory (ORNL),

RSICC, CCC-643, https://rsicc.ornl.gov/codes/ccc/ccc6/ccc-643.html

6. Emmett, M. B., The MORSE Monte Carlo Radiation Transport Code System, ORNL-4972, February 1975.

7. Emmett, M. B., Burgart, C. E., and Hoffman, T. J., DOMINO, A General Purpose Code for Coupling Discrete

Ordinates and Monte Carlo Radiation Transport Calculations, ORNL-4853, July 1973.

8. Emmett, M. B., "DOMINO-II, A General Purpose Code for Coupling DOT-IV Discrete Ordinates and Monte

Carlo Radiation Transport Calculations," ORNL/TM-7771, May 1981.

9. Fowler, T. B., Vondy, D. R., and Cunningham, G. W., Nuclear Reactor Core Analysis Code: CITATION, ORNL-

TM-2496, Rev. 2, with Supplements 1, 2, and 3, October 1971.

10. KENO Code: Nuclear Energy Agency http://www.oecd-nea.org/tools/abstract/detail/nesc0450

176
11. Kirk, B., Overview of Neutron Transport Codes, Director RSICC, Nuclear Science and Technology Division,

DOE, 11th Neutron and Ion Dosimetry Symposium (NEUDOS-11), 2009.

12. Konno, K., Maekawa F., Kasugai Y., Uno, Y., Kaneko, J., Nishitani T., Wada M., Ikeda, Y. and Takeuchi, H.,

Neutronics Experiments for ITER at JAERI/FNS, JAERI and Startcom Co., Ltd., Tokyo, Japan.

konno@fnshp.tokai.jaeri.go.jp

13. Lux, I., and Koblinger, L., Monte Carlo Particle Transport Methods: Neutron and Photon Calculations, CRC

Press, Inc., 1991.

14. MORSE Code, RSICC Code Package CCC-368 https://rsicc.ornl.gov/codes/ccc/ccc3/ccc-368.html

15. OECD Documents, Advanced Monte Carlo Computer Programs for Radiation Transport, Nuclear Energy

Agency, Organization for Economic Co-operation and Development OECD, 1995.

16. Petrie, L. M., and Landers, N. F., KENO IV/S - An Improved Monte Carlo Criticality Program, UREG/CR-0200,

Volume 2, Section F5 (ORNL/NUREG/CSD-2/V2), October 1981.

17. Rhoades, W. A., and Mynatt, F. R., The DOT-III Two-Dimensional Discrete Ordinates Transport Code, ORNL-

TM-4280, September 1973.

18. Sitaram, S., MCNP: Light Water Reactor Critical Benchmarks, NEDO-32028, General Electric Nuclear

Energy, March 1992.

19. Smith, N. R. A Summary of the Current Status of the MONK6 Code and its Validation for Criticality

Applications, International Conference on Nuclear Criticality Safety ICNC91, Oxford, UK, 1991.

20. Smith, N. R., Brissenden, R. J., and Watmough, M. H., The Development of the MONK and MCBEND Codes

within the New Monte Carlo Modular Scheme MCANO, OECD Documents, Advanced Monte Carlo Computer

Programs for Radiation Transport, Nuclear Energy Agency, Organization for Economic Co-operation and

Development OECD, 1995.

21. Vergnaud, T., Overview of Monte Carlo Methodologies in TRIPOLI-3, Division des Reacteurs Nucl aires

DMT/SERMA/LEPP, CEA Saclay, Giv sur Yvette, France, OECD Documents, Advanced Monte Carlo Programs

for Radiation Transport, 1995.

177
22. Whalen, D. J., Cardon, D. A., Uhle, J. L., Hendricks, J. S., MCNP: Neutron Benchmark Problems, Los Alamos

National Laboratory Report, LA-12212, November 1991.

23. Whalen, D. J., Hollowell, D. E., Uhle, J. L., Hendricks, J. S., MCNP: Photon Benchmark Problems, Los

Alamos National Laboratory Report, LA-12196, September 1991.

24. Wagner, J. C., Sisolak, J. E., and McKinney, G. W., MCNP: Criticality Safety Benchmark Problems, Los

Alamos national Laboratory Report, LA-12415, October 1992.

25. WIMSD-5B.12: Deterministic Code System for Reactor-Lattice Calculations, Radiation Safety Information

Computational Center, Oak Ridge National Laboratory, RSICC Code CCC-656

https://rsicc.ornl.gov/codes/ccc/ccc6/ccc-656.html

26. WIMS-D Library Update, IAEA, STI/PUB/1264, May 2007.

http://www-pub.iaea.org/MTCD/publications/PDF/Pub1264_web.pdf

178
7 Multigroup Diffusion Theory and Optimal
Distribution
In Chapter 2, diffusion theory was introduced for obtaining the neutron flux in bare regular geometries. The simple one-

group analysis permitted analytical solutions to be obtained. Two-group theory was introduced but not solved for single-

region or multi-region configurations.

Multi-region configurations are required to represent nuclear systems which have a core typically surrounded by

reflectors, moderating materials, shielding materials and containment structures. A full representation requires numerical

methods to solve the governing equations.

This chapter considers one step forward from the previous simplified one-group diffusion theory by using two-group

diffusion theory for a core-reflector configuration. The solutions permit an optimality analysis which is demonstrated

using the variational Pontryagins Maximum Principle.

The two-group diffusion equation for obtaining information on the sensitivity of the fissile distribution in a spherical U235-

H2O system on its critical mass is solved numerically. Estimating the minimum critical mass is considered to be a classic

problem in nuclear engineering: from the seminal work of Goertzel, to numerical solutions of the diffusion and transport

equations, and extending into optimal control theory with methods such as the Pontryagin Maximum Principle (PMP).

Minimal critical mass represents an optimal design for nuclear systems as it uses the least amount of fissile material for

power production. To be incorporated into reactor in-core fuel management and operations however, the spatial fuel

distribution resulting from such an analysis must be shown to conform to good engineering practices such as uniform

power production. For a reactor, the optimal design is a goal while for criticality safety of nuclear systems, it represents a

condition which must be avoided so as to prevent a sub-critical system from becoming critical. We use three solutions viz

(i) exact solution for uniform fissile distribution, (ii) numerical solution for non-uniform fissile distribution using the

finite-difference power-iteration method, and (iii) the Pontryagin Maximum Principle solution based on the criticality

determinant.

179
7.1 Introduction

In this section, the effect of a non-uniform loading of fissile fuel on the critical mass of a reflected U235-H2O reactor is

demonstrated. The two-group neutron diffusion equations are used for an exact solution in case of uniform loading, and

are subsequently solved by a finite-difference numerical scheme using the power iteration method. This permits an

investigation into the effect on criticality of distributing the available fuel in the core. The fuel enrichment is then varied

intuitively to achieve optimality which can generally be understood to be some best possible performance. After the

intuitive distribution, we use the distribution from Goertzels theorem which states that the critical mass of a non-uniform

reactor with a flat thermal flux is always less than that of a uniform reactor. Goertzels Theorem requires a spatial fuel

distribution maximum at the center and gradually diminishing towards the periphery. Several runs are made with

distributions specified intuitively subject to the total mass constraint. In the next exercise, we consider the PMP

formulation and obtain the Hamiltonian which, when maximized, yields the optimal fuel distribution. For the spherical

reactor considered, it is possible to obtain an optimal fuel distribution and a minimum critical mass for a reactor to operate

under the theoretically optimal conditions as well as within good engineering practices.

Several estimates for criticality of systems like the one studied in this work are available from reports on experiments

carried out in the 1950s and 1960s, and validated with better nuclear cross-section data available in the 1980s. These

experiments were conducted at Hanford, Oak Ridge National Labs (ORNL), Los Alamos National Labs (LANL), and

Sandia Labs (Clayton, 1965; Clark, 1982). Analytical studies with MCNP-4X (Sanchez, 1993), for example, have shown

that for optimum arrangements of moderator and reflector, U235 systems of the type studied in this paper have a minimum

critical mass of the order of 275 g at H/U235 ratio of 331.

This analysis has applications in the design of small nuclear critical systems (see e.g. Wright, 2000), nuclear power

reactors (see e.g. Lee 1973; Williams, 2004) and in nuclear criticality safety (see e.g. Clayton, 1965; Clark, 1982). In

reactors, for example, an important in-core fuel-management issue is the spatial distribution of the fuel enrichment which

determines the flux, and hence power, profile as well as the critical mass. The results obtained here can help in selecting

an optimal fuel distribution and in estimating the subsequent critical mass; with the goal being to attain a minimum

critical mass.
180
7.2 Theory

The two-group neutron diffusion equations can be solved to obtain exact solutions only in the case uniform composition

(see e.g. Lamarsh, 1972). For non-uniform distribution, it is necessary to obtain numerical solutions. We thus use a finite-

difference method for two-group diffusion theory, and obtain the system multiplication, k eff from the power iteration

method. This is followed by a consideration of Goertzels theorem, and then by the PMP optimal control formulation also

based on the two-group diffusion equations.

7.3 Two-group Diffusion Theory: uniform core

The multi-group diffusion equations (Clark and Hansen, 1964; Lamarsh, 1972; Sekimoto, 2007) for neutron flux in

group , (Eq. 3.7)

g
Dg (r ) g (r ) r , g (r ) g (r ) s , g ' g g ' ( r )
k eff
f ,g'
(r ) g ' (r ) (7.1)
g' g g'

reduce to the following, for a two-region, core-reflector reactor with constant diffusion coefficients, no up-scattering, and

fission neutrons produced in the fast group only ( 1 1, 2 0)

D1c 21c r ,11c T 2 Fc2c 0 (7.2a)

D2c 22c r , 21c pc r ,11c 0 (7.2b)

D1r 21r r ,11r 0 (7.2c)

D2r 22r r , 22r r ,11r 0 (7.2d)

It can be shown that the fast and thermal fluxes in the core are obtained in the form

1c AX CY , (7.3)

and

2c AS1 X CS 2Y , (7.3a)

where the functions X and Y are

181
 sin r cos r
X , , (7.4)
r r

and

sinh r cosh r
Y , (7.4a)
r r

and S1 , S 2 are the coupling coefficients which depend on the basic nuclear data ( p, D, , L, ) . Similarly, in the reflector,

the fluxes are

1r FZ 1 , (7.5)

2r S31r GZ2 , (7.5a)

where, for an infinite reflector,

e 1 r r
Z1 (7.6)
r

and Z 2 satisfies

2 Z 2 22r Z 2 0 . (7.7)

By applying the boundary conditions for finite flux at the origin, flux and current continuity at the core-reflector interface,

the critical determinant is obtained. The critical configuration of the system is obtained by requiring the determinant, by

Cramers rule for linear homogeneous algebraic equations, to be zero. The procedure is to specify the parameters and vary

the radius until the determinant is precisely zero, or changes sign, giving the critical radius.

7.3.1 Two-group Diffusion Theory: non-uniform core

The non-uniform core composition can be studied by a numerical solution of the two group equations. The finite-

difference method is used to convert Eq. 7.1 to a numerical form:

ck 1, gk 1, g (d k' , g r ,k , g )k , g ek , gk 1, g sg,kgkg k gf ,k kg ,
' ' ' '
(7.8)
g' g'

182
k 0,1,2, N , with c0 0 and appropriate boundary conditions. The coefficients are given as

2( p 1)rkp1 / 2
ck 1
r r
(rkp11/ 2 rkp11/ 2 ) k 1 k
Dk 1 Dk

2( p 1)rkp1 / 2
ek
r r
(rkp11/ 2 rkp11/ 2 ) k k 1
Dk Dk 1

d k' ck 1 ek .

where 0 2 for slab, spherical and cylindrical geometries respectively. The above system is converted to a matrix

form

1
T M (7.9)
k eff

where T A S , A represents the first two terms in the diffusion equation (leakage and out-scattering), and S represents

the in-scattering terms. This is iteratively solved as

1
T (i 1) (i )
M ( i ) (7.10)
k
and the eigen-value is obtained as

S (i 1) (i )
k (i 1) k (7.11)
S (i )

in terms of the fission source in each generation

S (i ) F T (i ) (7.11a)

Thus, the flux vector at the i th iteration can also be expressed as

1
1
(i ) i 1
(T M ) i ( 0) . (7.12)
k (i ' )

i ' 1

183
The procedure is to specify the data and the fissile spatial distribution and run the program by changing the radius until the

eigenvalue converges to 1.0000 for criticality.

7.4 Goertzels Theorem

According to Goertzels Theorem, the critical mass for a non-uniformly loaded core which results in a flat thermal flux is

always less than that for a uniformly loaded reactor core. For a slab reactor, the fuel distribution in a slab reactor of

thickness a surrounded by an infinite reflector can readily be shown (Lamarsh, 1972) to be given by

D2 r 2 r (1r 2 r ) cos x 2 Mc
2 F ( x) (7.13)
c1r sin(a / 2) 1

where

1
2 .

For this configuration, the critical thickness is given by

2 D c 2 Mc1r
a cot 1 1c . (7.14)
D1r 1r ( 1) D2 r 2 r (1r 2 r )

Equation 7.13 implies that the fuel distribution required for optimality is one of maximum fuel at the center and gradually

decreasing towards the boundary. For the spherical system considered in this paper, we use the above form as a guide to

approach optimality i.e. the condition for flat thermal flux, and understood to correspond to the minimum critical mass

condition.

7.5 Optimal Distribution: Pontryagins Maximum Principle

Pontryagins Maximum Principle seeks an optimal control parameter which minimizes a functional of interest. In the two-

group diffusion formulation of Eq. 7.1, this is achieved by expressing the fluxes and currents in state space (see e.g. Lee,

1973), in the form

184

dx
f ( x, u) (7.15)
dr

Thus, the vector x represents the group-1 (fast) flux 1 , the group-1 current 1 , the group-2 (thermal) flux 2 and the group-
'

2 current 2 . The independent control parameter u is the enrichment, bounded as follows

'

umin u(r ) umax (7.16)

and the functional of interest

R
J 4 u (r )r 2 dr (7.17)
0

is linearly related to the fissile material in the reactor. A Hamiltonian is constructed as:

n4

H (, x , u ) i f i ( x , u ) (7.18)
i 0

where i are the auxiliary functions defined as

di n4
f i ( x , u )
i (7.19)
dr i 0 xi

for i 0,1,2,3,4. The above is equivalent to the system:

dxi H
, i 0,1,2,3,4 (7.20)
dr i

di H
, i 0,1,2,3,4 (7.21)
dr xi

We find that H u where, with the normalization condition 40 1, gives (r ) and (r ) as follows:

(r ) r 2 [1 x3 (r )2 (r ) x3 (r )4 (r )] ,

1 1 2 1 r2
(r ) x r x x x14 .
1 2
2 1 1 2 4 3
r2 r2

Our objective is to ensure that H remains maximum for all r (0, R) ; thus we need to ensure that
185
 u(r ) umin for 0 (7.22)

u(r ) umax for 0 (7.22a)

Further, it is evident that (0) 0 and ( R) R 0 , since x3 , the thermal flux, vanishes at the extrapolated boundary
2

r R . The fluxes are found from Eqs.(7.3,7.3a) as

sin r cos r sinh r cosh r

x1 AS1 BS 2 CS 3 DS4 (7.23)
r r r r

sin r cos r sinh r cosh r

x3 A B C D (7.23a)
r r r r

and the auxiliary functions are found from Eq, 7.21 as

sin r cos r sinh r cosh r

2 a b c d (7.24)
r r r r

sin r cos r sinh r cosh r .

4 aT1 bT2 cT3 dT4 (7.24a)
r r r r

The above are sufficient to determine the minimum critical mass by using appropriate values for the control variable, u

depending on the sign of . We will make use of this analysis, as it is a powerful tool, to determine the minimum critical

mass but only after specifying the number of zones in the core.

Based on the numerical results and the intuitive fuel shuffling of the previous section, we consider an optimal control

method which will take us to the desired configuration. This is the Pontryagin Maximum Principle based on a variational

approach. The state variables x1 (fast flux) and x3 (thermal flux) given by Eqns. 7.23, can be used, with the boundary

conditions to yield the critical determinant. As Lee (1973) has shown, only the three-zone core, due to the maximum

requirement of the Hamiltonian, with 12 coefficients constitutes an optimal problem. We thus write the fluxes with

( j)
appropriate constants A, B, C, D , and coupling coefficients S i , for a homogeneous system, given by

1( j ) A( j ) S1( j ) X 1 B ( j ) S 2( j ) X 2 C ( j ) S3( j )Y1 D ( j ) S 4( j )Y2

2( j ) A( j ) X 1 B ( j ) X 2 C ( j )Y1 D ( j )Y2

where
186
 sin r cos r sinh r cosh r
X1 , X2 , Y1 , Y2
r r r r

S1 S 2 2 [ 2 2 Mc (1 u)] (7.25)

S3 S 4 2 [2 2 Mc (1 u)] (7.25a)

and

1 1 u (1 u )
2 (a b) , and 2 2 2 Mc ,
2 2 1
1/ 2
1 u 2 Mc (1 u ) 1
a [ 2 Mc (1 u ) ]2 4( ) , b ( 2 Mc [1 u ] )
1 2 1 1

Thus, (u), (u) , i.e. both the variables are functions of the control variable, and the coupling coefficients have

to be written separately for each physical zone in which an optimal control is sought. We also note that the critical

determinant, set equal to zero for the optimal condition (minimum critical mass) can have only one variable for which the

criticality search can be carried out. Thus, for a nuclear reactor, when one value is given for the fuel enrichment, the other

value can be determined from this analysis.

First considerthat the enrichment is specified in Zone 2, and it is required to determine the enrichment in Zones 1 and 3.

The control problem is then: given u u M , r1 r r2 , find u u m for 0 r r1 and r2 r R . Alternately, we can

have the control variables all given and carry out a search for the critical radius of the core.

The control variable u is defined as

2 Fc N
u 5 2,a 5 u *
2 Mc N w 2,aw

We seek to minimize the functional (Eqn. 7.17)

R
J 4 u (r )r 2 dr u1V1 u 2V2 u3V3
0

187
Design Parameters

We consider a problem with the following data taken from Lamarsh (1972).

Core Reflector

Fast Group Thermal Group Fast Group Thermal Group

D1 = 1.13 cm D2 = 0.16 cm D1 = 1.13 cm D2 = 0.16 cm
a1 =0.0419 cm-1 a 2 =0.060 cm-1 a1 =0.0419 cm-1 a 2 =0.019663 cm-1
12 = a1 cm-1,
f 1 =0.0 cm-1, f 2 =8.3148e-02 cm-1

In this homogeneous model, the U235 to water atomic ratio is taken as 1:500, which is typical of a PWR with a U-to-water

atomic ratio of 1:3. (U235:Water = 0.007:3 approximately 430:1).

The analysis in this chapter is carried out in the following sequence:

i. Determine the critical dimensions of a homogeneous core-reflector reactor (establish convergence through the

power iteration method).

ii. With the critical mass determined above, investigate, with the finite-difference numerical solution, the effect on

the system criticality of distributing the fuel arbitrarily and intuitively. (Constraint is the total fissile material

available).

iii. With a distribution from Goertzels Theorem, use the finite-difference method to make runs and alter dimensions

until a new critical system is achieved. Note the critical mass, and compare with the homogeneous case.

iv. For a three-zone core, estimate the bounds of the control variable subject to the total mass available (from the

homogeneous core) and use PMP to place u u min in zones 1 and 3, and u umax in zone 2 (due to the sign of

in the Hamiltonian).

v. With the fluxes and auxiliary functions found in Eqns (7.23-7.24), apply the boundary conditions to obtain a

critical determinant for the control variable in step 4. Compute the minimum critical mass of the reactor.

188
7.6 Results

7.6.1 Uniformly Distributed Core

With a uniform distribution of fuel and moderator in the homogeneous core, the critical radius, found from the critical

determinant obtained from the exact solution from Eqns. 3-5, is 21.89 cm when the core is surrounded by a 22 cm

reflector, and the fluxes are shown in Fig. 7.1. The fissile (critical) mass is thus found to be 1.15 kg U235.

TWO-GROUP FLUXES
1.6

CORE REFLECTOR
1.4 fast flux

1.2

1
FLUX

0.8

0.6

0.4
thermal flux
0.2

0
0 5 10 15 20 25 30 35
RADIUS (cm)

Figure 7-1 Fluxes for first eigenvalue

1,c 1 2c
Two features of the above fluxes are worth mentioning: (i) the ratio of about 1.5 of fast-to-thermal flux,
2,c S1 1c

,and (ii) the hump in the thermal flux in the reflector. A high ratio is undesirable from the operational viewpoint as it

results in reduced core life due to possible hot spots. The hump in the reflector is desirable since it causes thermal

neutrons to return to the core and contribute to the fission process with reduced system leakage. A goal of optimality is

thus to reduce the flux ratio and to flatten the thermal flux for uniform power. This is usually achieved by shuffling the

fuel in the core; hence an important goal of analysis is to find the fuel distribution which makes such profiles possible. If

189
this could also result in a reduced fissile requirement, ideally a minimum critical mass requirement, it becomes an

attractive proposition.

CONVERGENCE OF Keff
0.998

0.996

0.994

0.992
eff

0.99
K

0.988

0.986

0.984

0.982
2 4 6 8 10 12 14 16 18 20
ITERATION NO.

Figure 7-2 Convergence of k_eff in the power iteration method

The numerical stability of the finite-difference scheme is shown in Fig. 7.2 where it is clear that the power iteration

method has a converged k eff of 0.995 which is almost the criticality value. The convergence of the fast and thermal fluxes

is shown in Figs. 7.3 and 7.4. Figure 7.5 shows the converged fluxes after 20 iterations, for 60 mesh intervals in the core

and 40 mesh intervals in the reflector.

190
 CONVERGENCE OF GROUP-1 FLUXES
3

CORE REFLECTOR
2.5

1
FLUX 1.5

1
1 2
3
4
0.5 5
N

0
0 5 10 15 20 25 30
RADIUS (cm)

Figure 7-3 Convergence of group-1 fluxes (60,40 mesh intervals)

CONVERGENCE OF GROUP-2 FLUXES

2

1.8 CORE RELECTOR

1.6

1.4

1.2
2
FLUX

0.8
1
2
0.6
3
0.4 4
5
0.2 N

0
0 5 10 15 20 25 30
RADIUS (cm)

Figure 7-4 Convergence of group-2 fluxes

Figure 7.4. shows the convergence of thermal group (group 2) fluxes in a critical spherical U235-water system. (60 mesh

intervals in core, 40 mesh intervals in reflector, N=20 iterations).

191
 NORMALIZED FLUX
3
group 1
group 2
2.5

FLUX
1.5

0.5

0
0 5 10 15 20 25 30
RADIUS (cm)

Figure 7-5 Convergence of fluxes in a critical sphere (60,40 mesh intervals, 20 iterations)

Having established a baseline, it is possible to use the critical determinant from the exact solution, and a validation

exercise with the finite-difference program, to estimate critical size and mass of the above system as the water-to-fissile

atomic ratio is varied. The results are shown in Table 7.1 and a plot is shown in Fig. 7.6.

Table 7.1. Criticality in a spherical U235-H2O reactor.

(Prog: TwoGrpSph_Mar2010)

Ratio Radius Mass U5 Mw* Keff

Nw/Nu5 cm kg kg Finite Diff

1000 75.70 23.723 1817.1 0.9978

900 49.24 7.2543 501.91 1.0007

800 37.62 3.6396 224.45 1.0017

700 30.58 2.2340 120.02 1.0020

600 25.65 1.5381 71.103 1.0020

500 21.89 1.1472 43.997 1.0017

400 18.84 0.9143 28.280 1.0024

300 16.24 0.7808 18.141 1.0022

192
 200 13.93 0.7390 11.494 0.9977

100 11.75 0.8985 6.882 1.0001

50 10.70 1.3399 5.1314 1.0034

10 9.60 4.8444 3.823 1.0035

* mass of water in core

76 40

70

60
30
CRITICAL RADIUS (cm)

50

MASS U235 (kg)

40
20

30

20 10

10

0 0
0 100 200 300 400 500 600 700 800 900 1000
RATIO: Nw /Nu5

Figure 7-6 Critical configuration (60,40 intervals, 20 iterations)

7.6.2 Non-uniformly Distributed Core

The effect of shuffling the fissile material is investigated by dividing the core into two regions of equal volume. The total

fissile mass of 1.15 kg is distributed by altering the atomic ratio. Permissible combinations are shown in Figure 7.7 below.

The effect of reducing the fuel-moderator atomic ratio is shown in Table 7.2. As this ratio decreases in the inner region,

the system becomes subcritical as indicated in the drop in k eff from, for example, 0.994 for a homogeneous system, to

0.899 to a system with a moderator-to-fuel atomic ratio of 880:349.21.

193
 Table 7.2. Effect of decreasing fissile concentration in inner region of the two-region spherical reactor, subject to total

fissile material of 1.1488 kg U235.

REGION 1 REGION 2

(0,17.382cm) (17.382,21.89cm)

0.552 0.596
0.994
520 481.49

0.479 0.670
0.967
600 428.58
FISSILE
0.422 0.726
MASS (kg) 0.944
680 395.35
NW / N 5
0.350 0.799
0.911
820 359.65

0.326 0.822
0.899
880 349.21

The results of Table 7.2 indicate that fissile fuel should be increased towards the inner region; a change in line with

Goertzels Theorem according to which non-uniform loading that flattens the thermal flux will always have a critical mass

less than a uniform reactor. It is worth mentioning here that Williams (2004) has shown, using two-group transport theory,

that minimum critical mass does not correspond to a flat thermal flux though it is a very close approximation to the true

one. The favorable effect such a change has on the fluxes is shown in Fig. 7.8.

194
 550

W/U Ratio in Region 2

500

450

400

350
500 520 540 560 580 600 620 640 660 680 700
W/U Ratio in Region 1
Fissile Mass (kg) in Region 2

0.75

0.7

0.65

0.6

0.55
0.4 0.42 0.44 0.46 0.48 0.5 0.52 0.54 0.56 0.58 0.6
Fissile Mass (kg) in Region 1

Figure 7-7 Variation of atomic ratio

TWO-GROUP FLUXES: Finite-Difference

1.4
RWU: 880, 349.21 group 1
group 2
1.2

0.8
FLUX

0.6

0.4

0.2

0
0 5 10 15 20 25 30 35
RADIUS (cm)

Figure 7-8 Converged fluxes for the 21.9 cm reactor with W-U ratio of 880:349.21

195
The convergence of the above fluxes, and the drop in k eff is illustrated in Fig. 7.9 for results for the 21.9 cm spherical

reactor with two equi-volume zones and a Water-to-U235 atomic ratio of 880:349.21; (a) keff, (b) converged fluxes, (c)

convergence of group-1 flux, (d) convergence of group-2 flux.

k eff NORMALIZED FLUX

0.906 2
RWU:880,349.21 group 1
0.904 1.5 group 2

FLUX
K ff

0.902 1
e

0.9 0.5

0.898 0
0 5 10 15 20 0 10 20 30 40
Iteration No DISTANCE (cm)
GROUP 1 FLUXES GROUP 2 FLUXES
2 2
1 1
1.5 2 1.5 2
1

3 3
FLUX

FLUX

1 4 1 4
5 5
0.5 N 0.5 N

0 0
0 10 20 30 40 0 10 20 30 40
DISTANCE (cm) DISTANCE (cm)

Figure 7-9 Fluxes for two equi-volume zones

Table 7.3. Effect of increasing fissile concentration in inner region of the two-region spherical reactor, subject to total

fissile material of 1.148 kg U235.

REGION 1 REGION 2 k eff

(0,17.382cm) (17.382,21.9cm)

FISSILE 0.598 0.550

1.01
MASS (kg) 480 521.75
0.638 0.511
1.02
450 562.51
0.718 0.431
1.04
400 666.68
196
 0.821 0.328
1.06
350 875.03
0.926 0.222
NW / N 5 1.075
310 1291.73

The effect of increasing the fuel-to-moderator ratio, conversely, is shown in Table 7.3 and Fig. 7.10. Table 7.3 indicates

the extent to which the system has become super-critical; hence a reduction in the fissile requirement is now possible. The

benefit in the thermal flux profile is indicated in Fig. 7.10, and the convergence characteristics are shown in Fig. 7.11.

Table 7.11 shows the results for the 21.9 cm spherical reactor with two equi-volume zones and a Water-to-U235 atomic

ratio of 310:1291.73; (a) keff, (b) converged fluxes, (c) convergence of group-1 flux, (d) convergence of group-2 flux.

TWO-GROUP FLUXES: Finite-Difference

2.5
group 1
RWU: 310, 1291.73 group 2

1.5
FLUX

0.5

0
0 5 10 15 20 25 30 35
RADIUS (cm)

Figure 7-10 Converged fluxes for Water-U235 atomic ratio 310:1291.73

197
 k eff NORMALIZED FLUX
1.09 3
RWU: 310,1291.73 group 1
1.08 group 2
2

FLUX
K ff
1.07
e 1
1.06

1.05 0
0 5 10 15 20 0 10 20 30 40
Iteration No DISTANCE (cm)
GROUP 1 FLUXES GROUP 2 FLUXES
4 2
1 1
3 2 1.5 2
1

2
3 3
FLUX

FLUX
2 4 1 4
5 5
1 N 0.5 N

0 0
0 10 20 30 40 0 10 20 30 40
DISTANCE (cm) DISTANCE (cm)

Figure 7-11 Finite-difference convergence

We now need to re-compute the critical size of this system. We now consider dividing the core into many regions. In

general, a sphere of radius RN can be divided into N equi-volume regions with radii 0, R1, R2, ,RN where R1 = RN/N1/3,

R2 = RN(2/N)1/3, R3 = RN(3/N)1/3, , RN-1=RN((N-1)/N)1/3. Valid combinations, and numerical results, for a three-region core

are shown in Table 7.4. Again, the extent of super-criticality implies a possible reduction in size and hence in fuel

requirement. In case 1, for example, we see that a regional atomic ratio of 0.7:0.2:0.1 (U235 mass 804:230:115 g) results in

keff 1.0981 and hence an opportunity to reduce the critical mass or the physical size of the system.

Table 7.4. Effect of varying fissile concentration intuitively in a three-region spherical reactor, subject to total fissile

material of 1.1488 kg U235.

Case Fraction Mass g 1./Conc k eff

0.7 804.16 238.10

1 1.0981
0.2 229.76 833.33

198
 0.1 114.88 1666.67

0.6 689.28 277.78

2 0.38 436.55 438.60 1.0900

0.02 22.98 8333.33

0.6 689.28 277.78

3 0.3 344.64 555.56 1.0875

0.1 114.88 1666.67

0.5 574.40 333.33

4 0.4 459.52 416.67 1.0685

0.1 114.88 1666.67

0.4 459.52 416.67

5 0.4 459.52 416.67 1.0364

0.2 229.76 833.33

1/3 382.94 500.00

6 1/3 382.94 500.00 1.0017

1/3 382.94 500.00

1/4 287.20 666.67

7 574.40 333.33 0.9700

1/4 287.20 666.67

1/8 143.60 1333.33

8 3/4 861.60 222.22 0.8875

1/8 143.60 1333.33

0.1 114.88 1666.67

9 0.8660
0.8 919.04 208.33

199
 0.1 114.88 1666.67

0.2 229.76 833.33

10 0.7 804.16 238.10 0.9400

0.1 114.88 1666.67

Ideally, we aim for a Goertzel optimal distribution similar to that for slab geometry shown in Fig. 7.12, which can

transform the thermal flux of Fig. 13 to the flat thermal flux profile shown in Fig. 7.14. Goertzels diffusion theory

optimal distribution differs from Williams transport theory optimal distribution (Williams, 2004) near the edges where the

distribution increases sharply. The difference, in minimum critical, for large systems is of the order of 10%. We also

mention that the critical half-thickness for a flat thermal flux in a slab reactor with the same data considered here, is 8.05

cm.

FUEL DISTRIBUTION IN CORE

1200
FTF distribution
1100 uniform distribution

1000

900
Ratio W/U5

800

700

600

500

400
0 1 2 3 4 5 6 7 8
DISTANCE (cm)

Figure 7-12 Flat thermal flux with infinite water reflector

200
 U/W SLAB (N=1/500) TWO-GROUP FLUXES
1

0.9 fast flux

0.8

0.7

0.6

FLUX thermal flux

0.5

0.4

0.3

0.2
CORE REF
0.1

0
0 2 4 6 8 10 12 14 16 18 20 22
DISTANCE (cm)

Figure 7-13 Fast and thermal fluxes with uniform fissile loading

TWO-GROUP FLUXES
1.2
CORE REF

1 fast flux

0.8
FLUX

0.6

thermal flux
0.4

0.2

0
0 2 4 6 8 10 12 14 16 18 20 22
DISTANCE (cm)

Figure 7-14 Fast and thermal fluxes from non-uniform fissile loading of Fig. 7-13

For the best scenario shown in Table 7.4 (07:0.2:0.1), the convergence of the fluxes is shown in Fig. 7.15 where the

worsening of the thermal disadvantage factor and the improvement in the thermal flux profile is noteworthy.

201
 k eff
NORMALIZED FLUX
1.005 4
group 1
1 3 group 2

FLUX
K ff
0.995 2
e
0.99 1

0.985 0
0 5 10 15 20 0 10 20 30 40
Iteration No DISTANCE (cm)
GROUP 1 FLUXES GROUP 2 FLUXES
4 2
1 1
3 2 1.5 2
1

2
3 3
FLUX

FLUX
2 4 1 4
5 5
1 N 0.5 N

0 0
0 10 20 30 40 0 10 20 30 40
DISTANCE (cm) DISTANCE (cm)

Figure 7-15 Non-uniform fissile loading in a 3-zone equi-volume core

Figure 7.15. shows the fast and thermal flux resulting from a non-uniform fissile loading in a 3zone equi-volume core

with a U235 atomic fraction of 0.7,0.2,0.1. The critical radius reduces from R=21.9 cm for a homogeneous core to R=18.7

cm. The fissile loading is 500.28 g, 142.89 g, 71.44 g, i.e. total critical mass of 714.42 g of U235.

Nw
It is now interesting to investigate a water-to-fissile ratio of the form a br 2 ; varying constants a and b to allow
N5

for the constant and parabolic shape of the distribution. The results are shown below.

Table 7.5. Effect of varying fissile concentration in a parabolic distribution.

Rc , r Mc
a b k eff
(cm) (grams)

200 0 1.0015 14.0,27.0 749.47

200 1 1.0016 16.7,29.8 726.87

200 2 0.9995 21.9,35.0 869.57

202
 200 3 1.0050 32.0,45.0 1212.38

400 0 1.0044 19.0,32.0 936.70

400 1 0.9990 28.0,41.0 1475.36

500 0 1.0003 21.9,35.0 1147.53

500 1 0.9916 48.0,61.0 3724.88

High values of b result in steeper parabolic distributions and hence in a peaked thermal flux which is clearly undesirable.

Figure 7.15 shows the profiles for a 200, b 2 ; it can be seen that the thermal flux is flat for almost half the core radius

but falls afterwards. This indicates a scope for further reduction in minimum critical mass. We note the reduction in the

critical mass from 1.15 kg, for the uniform case considered earlier, to 869.57 g when the size is kept the same. If the

water-to-U235 atomic ratio is kept uniform at 200, then the critical radius reduces to 14 cm and the critical mass is 749.7 g.

Other comparisons are listed in Table 7.5.

k eff NORMALIZED FLUX

1 6
group 1
0.99 group 2
4
FLUX
K ff

0.98
e

2
0.97

0.96 0
0 10 20 30 0 10 20 30 40
Iteration No DISTANCE (cm)
Water-to-U235 atomic ratio
1500
a=200,b=2
1000
5
N /N
w

500

0
4 6 8 10 12 14 16 18 20 22
Radius (cm)

Figure 7-16 Effect of a step distribution on the critical mass

203
Figure 7.16. shows the effect of a step distribution on critical mass for a 200, b 2 resulting in a critical reflected

assembly with core radius 21.9 cm, and reflector thickness 13.1 cm. (869.57grams).

7.6.3 Non-uniformly Distributed Core with PMP

We apply the PMP results to a homogeneous bare sphere of U235-H2O as the formulation is for a system without the

reflector used in the uniform system taken earlier as the reference case. To get some idea of the change this causes in the

critical radius of the system, we can make use of the one-group and modified one-group criticality estimates, for thermal

utilization ( f ) , infinite system multiplication (k ) , and critical radius ( Rc ) shown in Table 7.6. This shows that for an

atomic ratio taken earlier, N w / N 5 500 , the critical radius increases from 21.89 cm to 29.06 cm

Table 7.6. One-group critical radii for bare spherical reactor with varying fissile fuel-to-water moderator atomic ratio.

N w / N5 f k Rc (cm)

200 0.8363 1.7311 9.87* 21.0**

300 0.7730 1.6001 10.80 23.7

400 0.7186 1.4875 12.1 26.3

500 0.6714 1.3998 13.5 29.06

600 0.6300 1.3041 15.3 33.32

700 0.5934 1.2283 17.66 38.45

800 0.5608 1.1609 21.05 45.82

*one-group theory

**modified one-group theory

204
The case shown in Fig. 7.17, obtained with two-group finite-difference Rc 25 cm, compares with Rc 13.5 cm for one-

group theory and Rc 29.06 cm for modified one-group theory respectively. These estimates correspond to fissile masses

of 1707 g, 269 g and 2685 g respectively.

k eff NORMALIZED FLUX

1.02 4
group 1
3 group 2
1

FLUX
K ff

2
e

0.98
1

0.96 0
0 5 10 15 20 0 10 20 30
Iteration No DISTANCE (cm)
GROUP 1 FLUXES GROUP 2 FLUXES
4 3
1 1
3 2 2
2
1

3 3
FLUX

FLUX

2 4 4
5 1 5
1 N N

0 0
0 10 20 30 0 10 20 30
DISTANCE (cm) DISTANCE (cm)

Figure 7-17 Fast and thermal flux

Figure 7.17. shows the fast and thermal flux resulting from a uniform fissile loading in a 3zone bare equi-volume core

(17.334 cm, 21.84 cm, 25 cm). The critical radius is R=25 cm for a homogeneous core with a fissile loading, N w / N5

=500, of 1707.07 g (U235), each zone having 569.02 g; total water mass 65449.85 g.

For the PMP application, we had stated the requirement for the Hamiltonian to be maximum for the case where the control

variable u * is kept at a minimum value in the inner and outer zones (zones 1, 3) and maximum in the central zone (zone 2).

The results obtained from the critical determinant resulting from the corresponding fluxes are shown in Table 7.7. In the

first case, for example, we fixed the ratio at N w / N 5 200 in zone 2, and found criticality at 680 N w / N 5 685 in zones 1

and 3. This configuration results in a critical mass 2593 M c 2600 grams, and an associated value for the functional
205
 *
0.00720 J 0.007941 . Table 7.7 shows that as we increase u max from 250 to the homogeneous case of N w / N 5 500

there is a gradual decrease in the critical mass to about 1945 g and an associated value of the functional to the range

0.005922 J 0.005960 . In this form, the PMP is thus not able to consider a sufficient number of zones to approach

optimality as does the finite-difference numerical solution.

Table 7.7. Two-group PMP critical compositions for bare spherical reactor Rc 26.2cm with varying fissile fuel-to-water

moderator atomic ratio; maximum u 2* in zone 2, and minimum u * (u1* u3* ) . (Program: Pontryagin_Aug2010.m)

N w / N5 N w / N5 Mass U
235
J
Zone 2 Zones 1/3 (grams)

680 2593 0.007920

200
685 2600 0.007941

595 2401 0.007333

250
600 2410 0.007361

560 2250 0.006873

300
565 2261 0.006905

540 2137 0.006527

350
545 2148 0.006561

525 2054 0.006274

400
530 2066 0.006310

515 1987 0.006068

450
520 1999 0.006106

500 505 1939 0.005922

206
 510 1952 0.005960

460 1736 0.005301

1000
465 1751 0.005348

450 1712 0.005229

1200
455 1728 0.005278

The above results must also be interpreted in line with good engineering practice which would favor high enrichment fuel

in the central region and lower enrichment in the inner and outer zones, primarily for shifting the peak power towards the

center of the reactor rather than in the inner region.

We then investigated the effect of varying the zone 1 and zone 3 control variable u * , while fixing the zone 2 value. Table

7.8 shows PMP criticality for (u1* 2u3* ) giving a best result of 0.004146 J 0.004184 and a corresponding critical

mass 1358 M c 1370 grams. Similarly, Table 7.9 shows results for varying the ratio u 2 / u3 but the critical
* *

configurations found have J values exceeding the lowest value found in Table 8.

Table 7.8. Two-group PMP critical compositions for bare spherical reactor Rc 26.2cm with varying fissile fuel-to-water

moderator atomic ratio; maximum u 2* in zone 2, and minimum u * (u1* 2u3* ) (Program: Pontryagin_Aug2010.m)

N w / N5 N w / N5 N w / N5 235 J
Mass U

Zone 2 Zone 1 Zone 3 (grams) 10 3

445 890 1358 4.146

1230
450 900 1370 4.184

1200 445 890 1365 4.167

207
 450 900 1377 4.204

455 910 1395 4.261

1000
460 920 1407 4.297

460 920 1420 4.337

900
465 930 1432 4.372

470 940 1444 4.408

800
475 950 1455 4.441

The next investigation is based on fixing the enrichment in the middle zone, and varying the enrichments in zones 1 and 3.

The numerical computation is described in the Appendix A. To look closer at the results of configurations given in Table

7.7, we carry out a numerical investigation of a continuous distribution of the form shown (c 200) in Fig. 7.18, and

Nw R
given by the relation f (r ) c d (r c ) 2 .The discretization of the atomic ratio for meshes and equi-volume
N5 2

zones is shown in Fig. 7.19.

Water-to-U235 Distribution
1200

1100 10
8
1000 6
4
900 2

800
5
N /N

700
w

600

500

400

300

200
0 2 4 6 8 10 12 14 16 18 20
Radius (cm)

208
 Figure 7-18 variable atomic ratio

Figure 7.18. shows the water-to-U235 atomic ratio N w / N 5 continuous distribution equivalent to the discrete min-max

optimal control 3-zone PMP (shown here for an arbitrary radius of 20 cm).

1200

1000

800
5
N /N
w

600

400

200
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22
Mesh

1200

1000

800
5
N /N
w

600

400

200
0 2 4 6 8 10 12 14 16 18 20
Radius (cm)

Figure 7-19 Variable atomic distribution (3-zone PMP)

Figure 7.19. shows the water-to-U235 atomic ratio N w / N 5 continuous distribution equivalent to the discrete min-max

optimal control 3-zone PMP (shown here for a radius of 20 cm).

We carry out a numerical solution of the type of distributions shown in the PMP analysis which was necessarily restricted

to a three-zone system. The results for Water-to-U235 atomic ratio N w / N 5 from 200 to 500 with a parabolic discrete

distribution for the cases (i) 200, 830, (ii) 250, 770, (iii) 320, 720, (iv) 400, 635, and (v) 500, 570 min-max optimal control

3-zone PMP are shown in Table 7.10. This gives more information than the PMP analysis, and shows that the critical mass

can be reduced down to 1835 g instead of 1945 g with the zone-discretized PMP results.

209
Table 7.9. Two-group PMP critical compositions for bare spherical reactor 26.2 with varying fissile fuel-to-

water moderator atomic ratio; maximum u1* in zone 1, and varying u * .

N w / N5 N w / N5 N w / N5 235 J
Mass U

Zone 1 Zone 2 Zone 3 (grams) 10 3

470 4.339
795 1033.5 1421

(u2* 1.3u3* ) 800 1040 1426 4.353

470 790 1106 1403 4.284

(u2* 1.4u3* ) 795 1113 1407 4.298

470 785 1177.5 1388 4.237

(u2* 1.5u3* ) 790 1185 1392 4.251

470
Non-feasible
(u2* 1.6u3* )

Table 7.10. Two-group PMP critical compositions for bare spherical reactor 26.2 with varying fissile fuel-to-

water moderator atomic ratio; maximum u 2* in zone 2, and minimum u * (u1* u3* ) .
(Program: TwoGrpFinDif2SphSteps.m)

N w / N5 Mass U
235
k eff min, max
Zone 2 (grams)

200 1.0000 2191.03 200, 830

250 1.0000 2100.55 250, 770

300 0.9995 2027.16 320, 720

400 0.9997 1920.0 400, 635

500 0.9991 1835.26 500, 570

210
 k eff
NORMALIZED FLUX
1.001 3
group 1
1 group 2
2

FLUX
K ff
0.999
e

1
0.998

0.997 0
0 10 20 30 0 10 20 30
Iteration No DISTANCE (cm)

800 800

600 600
5

5
N /N

N /N
w

w
400 400

200 200
10 20 30 0 5 10 15 20 25
Mesh Radius (cm)

Figure 7-20 Variable atomic ratio

Figures 7.20-24 show the water-to-U235 atomic ratio N w / N 5 discrete distribution equivalent to the discrete 200, 830 min-

max optimal control 3-zone PMP, ratio of 250, 770, 320, 720, 400, 63, and 500, 570 all for a radius of 26.2 cm.

211
 k eff NORMALIZED FLUX
1.005 3
group 1
group 2
1 2

FLUX
K ff
e 0.995 1

0.99 0
0 10 20 30 0 10 20 30
Iteration No DISTANCE (cm)

700 700
600 600
5

5
N /N

N /N
500 500
w

w
400 400

300 300

10 20 30 0 5 10 15 20 25
Mesh Radius (cm)

Figure 7-21 variable atomic ratio

k eff
NORMALIZED FLUX
1.005 3
group 1
1 group 2
2
FLUX
K ff

0.995
e

1
0.99

0.985 0
0 10 20 30 0 10 20 30
Iteration No DISTANCE (cm)

700 700

600 600
5

5
N /N

N /N

500 500
w

400 400

300 300
10 20 30 0 5 10 15 20 25
Mesh Radius (cm)

Figure 7-22 Variable atomic ratio

212
 k eff NORMALIZED FLUX
1.01 4
group 1
3 group 2
1

FLUX
K ff
2
e 0.99
1

0.98 0
0 10 20 30 0 10 20 30
Iteration No DISTANCE (cm)

650 650

600 600

550 550
5

5
N /N

N /N
w

w
500 500

450 450

400 400
10 20 30 0 5 10 15 20 25
Mesh Radius (cm)

Figure 7-23 Variable atomic ratio 400, 635

k eff NORMALIZED FLUX

1.01 4
group 1
1 3 group 2
FLUX
K ff

0.99 2
e

0.98 1

0.97 0
0 10 20 30 0 10 20 30
Iteration No DISTANCE (cm)

580 580

560 560
5

5
N /N

N /N

540 540
w

520 520

500 500

10 20 30 0 5 10 15 20 25
Mesh Radius (cm)

Figure 7-24 Variable atomic ratio 500, 570

213
7.7 Conclusions

The concept of the minimum critical mass was investigated using a non-uniform three-region spherical reactor system.

This required a finite-difference numerical solution of the two-group coupled diffusion equations cast in the form of an

eigenvalue balance equation. The analysis proceeded as follows:

i- an exact two-group criticality search for a two-region spherical U235-H2O system, using the exact two-group

diffusion solution resulting in the critical determinant;

ii- a finite-difference numerical computation of the eigenvalue equation using the power-iteration method;

iii- a definition of the non-uniform loading strategy subject to material constraint;

iv- the Goertzel exact solution for optimal loading resulting in minimum critical mass;

v- random search for an optimal loading profile based on re-runs of the heterogeneous numerical computation

(finite-difference eigenvalue problem); and finally,

vi- the PMP formulation.

Two-group diffusion theory was used to estimate the critical composition of a U235-H2O reactor and then to estimate the

minimum critical mass resulting from a fuel distribution called an optimal distribution. For this, we used i- a numerical

finite-difference method in the two-group equations which permitted a detailed spatial variation of the fuel concentration;

ii- a Goertzel distribution resulting in a flat thermal flux in the core; and iii- Pontryagin Maximum Principle to obtain a

region-wise optimal fuel loading. It can be concluded that:

i. a spherical U235-H2O reactor with an atomic ratio of N 5 / N w 1/ 500 surrounded by a 22 cm water reflector is

found to have a critical radius Rc 21.90cm and a critical mass M c 1.1488kg (concentration of 26.11g / L ).

This may be compared with the experimental result of a critical radius of 27.91 cm for a uranium concentration of

22.04 g/L (wt% isotopic composition: 93.13% U235, 5.34% U238 ) reflected with water (Clark, 1982), and the same

critical radius for 25.13 g/L concentration unreflected. According to Wright (2000), the critical mass for U235 is

only 780 g for fully enriched uranium in a homogeneous moderated and reflected system at a concentration of 50

214
 g/L with a diameter of 42-45 cm. On either side of this concentration, the minimum critical mass is greater. We

observed such a trend in the results of Table 7.1. For this work, the atomic ratio N 5 / N w 1/ 500 was taken as the

reference;

ii. a two-region trial and error approach indicated (Tables 7.2-7.3) that, for fixed fuel mass, shifting fuel towards the

center results in a flattening of the thermal flux and a subsequent increase in the system multiplication k eff , and

hence, a reduction in fuel is possible to restore system criticality;

iii. a three-region trial-and-error approach (Table 7.4) indicated that a progressive increase in fuel concentration

towards the inner region is preferable from the minimum critical mass requirement as it results in the greatest

increase in k eff ;

iv. the two-region and three-region trial-and-error, or intuitive, approaches illustrated the validity of Goertzels

Theorem; and finally that

v. in order to carry out an optimal analysis, we used the Pontryagin Maximum Principle (PMP) in a three-region

homogeneous water moderated and reflected system, and showed that the objective functional represented the

fissile mass is minimized when the central region enrichment is higher than that in the inner and outer zones. The

admissible range of the control variable in these runs permitted inner and outer region enrichments lower than the

central region enrichment. This analysis showed that the (close to) homogeneous configuration gives the

minimum critical mass of 1945 g when maximum enrichment u 2* is required in zone 2, and minimum u *

(u1* u3* ) in the inner and outer regions. As the critical determinant can only compute with one free variable, it

requires that one enrichment is specified and a relationship between the other two is fixed. When this is done, we

found that the critical mass can be minimized beyond the PMP estimate; e.g. when N w / N 5 =470 in zone 1, and

u 2* 1.5u3* we find that N w / N 5 lies between 785-790 in zone 2, and between 1177.5-1185 resulting in a critical

mass between 1388-1392 g. For these results, it is in line with good engineering practice to avoid higher

enrichment in the inner region. Kim et al (1998) have also shown that optimality results from placing high

215
 enrichment fuel in the middle zone and low enrichment fuel in the central and peripheral zones so that the peak

power occurs towards the center of the reactor.

References

1. Clark, H. K., Subcritical limits for Uranium-235 Systems, Nuclear Science and Engineering, 81, 351-378, 1982.

2. Clark, M, Jr., and Hansen, K. F., Numerical Methods of Reactor Analysis, Academic Press, 1964.

3. Clayton, E. D., and Brown, C. L., Criticality and Nuclear Safety of Slightly Enriched Uranium, Chemical

Engineering Progress, Symposium Series, Vol. 61, No. 60, pp 33-43, 1965.

4. Lamarsh, J. R., Introduction to Nuclear Reactor Theory, Addison-Wesley Publishing Company, 1972.

5. Lee, C. K., Critical mass minimization of a cylindrical geometry reactor by two group diffusion equation,

Journal of the Korean Nuclear Society, Vol. 5, No. 2, June 1973.

6. Sanchez, R. G., Minimum Critical Mass Analytical Studies, Los Alamos National Laboratory, LA-12659-MS,

UC-714, October 1993.

7. Sekimoto, H., Nuclear Reactor Theory, COE-INES, Tokyo Institute of Technology Textbook, 2007.

8. Suda, N., Yamaguchi, T., and Sakurai, Y., Optimization of Neutron Flux Distribution, Journal of Nuclear

Science and Technology, Vol. 5 (9), pp. 452-457, September 1968.

9. Vitela, J., and Akcasu, A. Z., Optimal flux distribution in slab reactors with uniform external source, Journal of

Nuclear Science and Technology, Vol. 20 (5), pp. 359-365, May 1983.

10. Williams, M. M. R., Conditions for a Minimum Critical Mass in a Nuclear Reactor and Considerations on

Goertzels Theorem in Transport Theory, Nuclear Science and Engineering, 146, 152-175, 2004.

11. Wright, S. A., and Lipinski, R. J., Mass estimates of very small reactor cores fueled by Uranium-235, U-233 and

Cm-245, Sandia National Laboratories, SAND2000-2575C, 2000.

216
12. Yun-Ho Kim, Soo-Youl Oh, Jung-Hwan Kim, Seung-Ryong Hong and Un-Chul Lee, Development of a method

for optimal fuel distribution in 1-D Cylindrical Geometry, Journal of the Korean Nuclear Society, Vol. 20, No. 1,

March 1988.

APPENDIX 7A

Numerical Computation: Pontryagin Algorithm for a Sphere

1. Data:

D1 1.13cm, a1 12 0.0419cm 1 , D2 0.16cm , 2,a5 678.2e 24cm 2 ,

2,aw .664e 24cm 2 , a 2 2 Mc N w a 2,w 3.3461e22 0.664e 24 0.0222cm 1

p 1, 2.07

2. Constants for system:

D1 1.13 1
1 26.969cm 2 , 2 Mc 0.0407cm 2 , 6.25cm 1 ,
12 0.0419 D1 D2

D2 0.16
2 3.8186cm 2
p1 1 0.0419

3.Control variable:

The control variable for optimal fuel distribution is defined as

2 Fc N N 678.2e 24
u 5 2,a 5 u * , where u * 5 , 2,a 5 1.0214e3
2 Mc N w 2,aw Nw 2,aw 0.664e 24

Thus, u 1.0214 103 u * . The homogeneous case corresponds to u * 1/ 500 .

In the criticality search, the admissible range for the enrichment is 1/ 800 u * 1/ 200 .

217
4. Enrichment-dependent parameters

The fast and thermal fluxes are given by

1 AS1 X 1 BS 2 X 2 CS3Y1 DS4Y2 ,

2 AX 1 BX 2 CY1 DY2

sin r cos r sinh r cosh r

where A, B, C, D are constants, X1 , X2 , Y1 , Y2 , and the
r r r r
coefficients , are given as

1/ 2
1 1 u 2 Mc (1 u )
2 ( 2 Mc [1 u ] ) [ 2 Mc (1 u ) ]2 4(
2
)
1 1 2 1

2Mc 6.25 0.0222 .1388

0.0407
0.0107 , 2 Mc / 1 6.25 0.0222 / 26.969 0.0051
2 3.8186

2 2 (0.1388[1 u] 0.0371) [0.1388(1 u) 0.0371]2 4(0.0107u 0.0051(1 u))
1/ 2

The intermediate values are given in the Tables below.

S.No
u* u 2

1 1/800 1.2768 0.0057 0.0756

2 1/700 1.4591 0.0079 0.0892

3 1/600 1.7023 0.0105 0.1024

4 1/500 2.0428 0.0134 0.1158

5 1/400 2.5535 0.0168 0.1297

6 1/300 3.4047 0.0209 0.1444

7 1/200 5.1070 0.0258 0.1606

218
 1 u 2 Mc (1 u ) 1
2 0.0107u 0.0051(1 u ) 2 0.0056u 0.0051
1
2 2

2 1

S.No u* u 2

1 1/800 1.2768 0.3588 0.5990

2 1/700 1.4591 0.3864 0.6216

3 1/600 1.7023 0.4227 0.6501

4 1/500 2.0428 0.4728 0.6876

5 1/400 2.5535 0.5471 0.7397

6 1/300 3.4047 0.6693 0.8181

7 1/200 5.1070 0.9106 0.9542

The coupling coefficients are given as follows:

S1 S 2 2 [ 2 2 Mc (1 u)] 3.8186[ 2 0.1388(1 u)]

and

S3 S 4 2 [2 2 Mc (1 u)] 3.8186[2 0.1388(1 u)]

Thus, when the enrichment u * is specified, u can be computed, and the values , 2 can be obtained
2

from the above, and subsequently the coupling coefficients S i can be determined.

5. The computational strategy

With the above, all that remains is the description of the fluxes in the three zones i 1,2,3 for radii

r r1 , r2 , R .

Thus

1i Ai S1i X 1 B i S 2i X 2 C i S3iY1 D i S 4i Y2 ,

2i Ai X 1 B i X 2 C iY1 DiY2
219
 i
gives four (4) undetermined coefficients A , B i , C i , D i in each zone i.e. 12 coefficients in 3 zones. We

thus require boundary conditions which are as follows:

i. Continuity of flux: 11 (r1 ) 12 (r1 ) , 12 (r2 ) 13 (r2 )

d 1 d d d
ii. Continuity of current: 1 (r1 ) 12 (r1 ) , 12 (r2 ) 13 (r2 )
dr dr dr dr

Zero flux at outer (extrapolated) boundary 1 ( R) 0

3
iii.

The above conditions, together with five for the group 2 zone flux 2 , give 10 boundary conditions. Since
i

the flux in zone 1 should be finite, we require B1 D1 0 and are then left with 10 coefficients and 10

boundary conditions.

The procedure now is to apply the boundary conditions and, by Cramers Rule, since the coefficients can

not be zero, we require the determinant of the matrix to be zero, and achieve the so-called critical

determinant giving the parameters for which the system is critical.

By PMP, we have seen that the Hamiltonian can have a maximum value at every point x (0, R) only if

the control variable u is minimum in zones 1 and 3, and maximum in zone 2. We thus define our optimal

problem as one in which we fix the enrichment in zone 2 and vary the enrichment in zone 1 and 3 until a

critical condition (det = 0) is found.

N w / N5 N w / N5 Mass U
235
J
Zone 2 Zones 1/3 (grams)

680 2593 0.007920

200
685 2600 0.007941

595 2401 0.007333

250
600 2410 0.007361

220
 560 2250 0.006873
300
565 2261 0.006905

540 2137 0.006527

350
545 2148 0.006561

525 2054 0.006274

400
530 2066 0.006310

515 1987 0.006068

450
520 1999 0.006106

505 1939 0.005922

500
510 1952 0.005960

460 1736 0.005301

1000
465 1751 0.005348

450 1712 0.005229

1200
455 1728 0.005278

221
8 Monte Carlo Simulation in Nuclear
Systems
8.1 Introduction

This chapter describes Monte Carlo simulation for two problems viz (i) a historically important

experiment in nuclear engineering Godiva, designed and operated essentially for the Manhattan Project

to validate crucial nuclear data for uranium and plutonium materials, and (ii) a fixed-source system

such as a non-multiplying system containing a neutron source.

8.2 Monte Carlo Simulation in a Critical Sphere

One of the first problems in nuclear engineering fission design was to determine the criticality of a bare

94%-enriched U235 sphere called Godiva2. In the criticality estimation, the Monte Carlo3 (MC) method

was used to determine the mass of uranium, called the critical mass, which would sustain a nuclear

fission reaction. This chapter considers the basics of Monte Carlo simulation for a multiplying system

such as nuclear fission, as is typically encountered in nuclear reactor design and safety. The case of fixed-

source non-multiplying nuclear systems, encountered in nuclear reactor shielding or nuclear fusion

breeding blanket neutronics, is a straight-forward simplification of the methodology followed for

multiplying systems. It is aimed to develop a capability to extend the algorithms developed, in such

analog MC simulation, to estimations of perturbed systems. The theory of MC perturbation was

developed to permit a stochastic sensitivity leading to engineering design optimization of nuclear power

systems. The nuclear engineering terminology and concepts, mathematics, and computational algorithms

followed in this chapter are intentionally over-simplified to enable an undergraduate in engineering, or

2
Named after the 11th century Anglo-Saxon legendary figure Lady Godiva
3
The stochastic simulation method, based on methods in probability was codenamed Monte Carlo after the place in
Europe famous for gambling casinos.
222
science, to build a firm conceptual understanding. Small perturbations in the material composition are

considered to estimate the subsequent effect on the criticality of the reference design.

8.3 The Godiva Experiment

In the early years of the Manhattan Program, from 1947 to 1955 several neutronic experiments were

conducted at Los Alamos (see e.g. Paxton 1983) to check detailed weapon calculations made by high-

speed computers of those days. These experiments included critical assemblies Topsy, Godiva and

Jezebel to re-inforce information on fissile isotopes U233, U235, and Pu239. Godiva was a bare (unreflected)

sphere of enriched uranium whose operation began in 1951. It was used essentially as a source of

radiation producing bursts of prompt neutrons. After an incident in 1957, in which a burst of about 1.2 x

1017 fissions led to the severe damage of experiment structures, Godiva was retired. During such

experiments, it served as a source of radiation which would otherwise only have come from expensive

field tests.

8.4 Mathematics and Computation of Criticality

The Godiva benchmark considered for validation, by both deterministic and Monte Carlo codes (MCNP,

MONK, TRIPOLI-4 and KENO), for a homogeneous bare sphere of enriched uranium gives a measured

eigenvalue of 1.0000.001 for a radius of 8.741cm (Rolands et al., 1999) and nuclide density: U235

(0.04500 nuclei/b-cm), U238 (0.002498) and U234 (0.000492).

In this chapter, the radius is 8.7410 cm, and the nuclide densities are: N5=0.04500 nuclei/barn-cm,

N8=0.00299 nuclei/barn-cm; with a total mass of 52.425 kg out of which U235 is 49.123 kg (enrichment

93.7%)

8.5 Nuclear Data

The nuclear data for U235 and U238, taken from NIST and BNL is shown in Fig. 8.1 below. Godiva does

not have light materials so it would be fair to expect a hard spectrum, i.e. close to higher MeV energies
223
of fission neutrons. So, it is not necessary to consider the whole range, especially the 10 eV-20,000 eV

where resonances are prominent. For the energy range below the resonance regions, the total cross-

sections vary as ~1/E. At the higher energies, we see that the cross-sections of U235 and U238 are almost

the same.

Figure 8-1 ENDF/B-VII 20-group cross-sections of U235

The 20-group cross-sections (Bingl, 2010) cover the energy range 50000eV to 20MeV, with thermal

cross-sections specified for less than 0.026eV.

5.00E+04 1.00E+05 5.00E+05 7.00E+05 8.00E+05

9.00E+05 1.00E+06 1.10E+06 1.20E+06 1.30E+06
1.40E+06 1.50E+06 2.00E+06 2.50E+06 3.00E+06
3.50E+06 4.00E+06 5.00E+06 1.00E+07 2.00E+07

The cross-sections are plotted in Figs. 8.2 and 8.3 for U235 and U238 respectively.

224
 U-235
14
Capture
Fission
12
Elastic
Inelastic

Cross-section (barns)
10 Total

0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
Energy (eV) x 10
7

Figure 8-2 ENDF/B-VII 20 group cross-sections of U235

U-238
14
Capture
Fission
12
Elastic
Inelastic
Cross-section (barns)

10 Total

0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
Energy (eV) x 10
7

Figure 8-3 ENDF/B-VII 20-group cross-sections of U238

The fission cross-section comparison, Fig. 8.4, shows an almost-constant difference in values

beyond 4 MeV.

225
 Fission Comparison
2.5
Fission 5
Fission 8

Cross-section (barns)
1.5

0.5

0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
Energy (eV) 7
x 10

Figure 8-4 ENDF/B-VII Fission cross-sections of U235 and U238

Figure 8.5 shows the difference in total cross-sections between U235 and U238. It is, indeed, very

small.

Difference in Total Cross-section

0.3

0.25
8t -5t

0.2
Cross-section (barns)

0.15

0.1

0.05

-0.05

-0.1

-0.15
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
Energy (eV) x 10
7

Figure 8-5 Difference in ENDF/B-VII total cross-sections of U235 and U238

226
As discussed in Chapter 1 and Chapter 5, the average number of neutrons emitted in fission and the

energy of the neutrons is sampled from a fitted spectrum. The sampled variables are shown in Figs. 8.6-

8.10.

4 235
x 10 No. of prompt neutrons emitted from thermal fission of U
8

6
Neutrons Sampled

0
0 1 2 3 4 5 6

Figure 8-6 Neutrons sampled as a function of number of neutrons emerging from fission

The energy of the prompt neutron(s) emitted from fission, , is found from the Watt Spectrum (Cullen,

2004)

1/ /
1
3
[ ]
4

where the constants a,b are weak functions of the energy, Over the energy range, a varies from 0.92 at

very low energy to 0.70 at very high energy, while b=1.

227
 0
10

-1
10

-2
10

W(a,b,E)
-3
10

-4
10

-5
10
-6 -4 -2 0
10 10 10 10
Energy (MeV)

Figure 8-7 Watt fission spectrum (a=0.7, b=1)

iplot=1; Matlab progr wattSpectrum in MontAug6

6000

5000
Points Sampled

4000

3000

2000

1000

0
0 2 4 6 8 10
Energy (MeV)

Figure 8-8 Sampled Watt fission spectrum (a=0.7, b=1, N=100000)

iplot=2; Matlab progr wattSpectrum in MontAug6

228
 -1
10

-2
10

Probability
-3
10

-4
10

-6 -4 -2 0
10 10 10 10
Energy (MeV)

Figure 8-9 Sampled Watt fission spectrum (a=0.7, b=1, N=100000)

iplot=4; Matlab progr wattSpectrum in MontAug6

Probability (MeV-1)

0
10

-2
10

-4
10
sampled
-6
Watt
10
-6 -4 -2 0
10 10 10 10
Energy (MeV)
0.06
Difference

0.04

0.02

-0.02
-6 -4 -2 0
10 10 10 10
Energy (MeV)

Figure 8-10 Watt spectrum and sampled spectrum (a=0.7, b=1, N=100000)

both units are probability per MeV; iplot=3; Matlab progr wattSpectrum in MontAug6

229
 Table 8.1 Computer Time for Simulations

TIME TIME per NPTS

NPTS
(seconds) (s/point)

20000 0.7299 36.50

40000 2.72107 68.03

60000 5.433691 90.56

80000 9.533147 119.16

100000 14.720568 147.21

200000 80.971251 404.86

400000 361.22 903.05

500000 530.24 1060.49

1000000 3000 3000.00

8.6 Monte Carlo Simulation Results

The system multiplication of the reference system is shown in Figs.8.11-8.13. Typical results, for 50

neutrons each in 50 generations, are shown in Table 8.2 indicating reasonable convergence in the estimate

of as well as a gradual reduction in the relative error .

Table 8.2 Results of MCGodiva2 for 50 n/40 g

Gen
1 1.000 0.0000e+000
5 1.118 1.4103e-001
10 1.023 9.6970e-002
15 1.076 8.9789e-002
20 1.099 7.1287e-002
25 1.023 6.0138e-002
30 1.036 5.5215e-002
35 1.001 4.7579e-002
40 1.015 4.5132e-002

230
 1.1

1.08

1.06
keff
1.04

1.02

0 5 10 15 20
Generation

Figure 8-11 keff for 100 neutrons, 20 generations

1.15

1.1
keff

1.05

0.95
0 5 10 15 20 25 30
Generation

Figure 8-12 keff for 50 neutrons, 30 generations

231
 1.15

1.1

keff
1.05

0.95

0 5 10 15 20 25 30 35 40
Generation

Figure 8-13 keff for 50 neutrons, 40 generations

1.3

1.25

1.2

1.15
keff

1.1

1.05

0.95
0 5 10 15 20 25 30 35 40
Generation

Figure 8-14 keff for 10% perturbation in material density

The system multiplication is shown in Fig 8.14 for a 10% changein the material density from a

nominal value of 18 g cm-3 and in Fig 8.15 for a variation in the isotopic composition of U235 (enrichment

varying from 80% to 95%).

232
 1.2

1.15

1.1

keff
1.05

0.95

0 2 4 6 8 10 12 14 16 18 20
Generation

Figure 8-15 keff for 90% enrichment

The estimates of are shown in Table 8.3 for a variation in enrichment from 0.75 to 1.00 for a run of

50 neutrons per generationand 40 generations. It is seen that the trend seems realistic but the values may

not; for example the value at enrichment of 0.75 is most probably not accurate and can be improved

by taking a larger sample. The point to note, however, is the increasing value which seems to be correct.

This is typical of MC simulation estimates; small changes in independent parameters may mask the

resulting change in the results. For this, MC perturbation simulation is carried out which, in a single run,

can estimate the derivatives for use in a Taylor series or alternately use correlated sampling for

estimating the change.

Table 8.3 Estimates of vs enrichment

0.75 0.80 0.85 0.90 0.95 1.00

1.0080 1.0019 1.0295 1.0279 1.0224 1.0409

233
8.7 Convergence and Stationarity of MC Results

To illustrate the quality of MC results, we consider a one-group Godiva simulation with the following

data: Radius = 8.71 cm, 4.8022 1022 nuclei cm-3, 8.74 g cm-3, mass = 51869.57 g, .3b,

0, 4.0b. The Matlab program OneGroupMCgodiva.m, listed in Annex D, was used for the

simulation. Results are shown in Fig. 8-14 for the estimate of for sample sizes 50 00 300 for

300 generations. The convergence is clearly illustrated as the sample size increases; the 300 case

converges earlier than the other two cases.

1.25

50
1.2 100
300

1.15

1.1
keff

1.05

0.95

0.9

0 50 100 150 200 250 300

Generation

Figure 8-16 MC results for a one-group Godiva simulation

The convergence is indicated further by the relative error

234
 + 1

shown in Fig. 8-15.

50
0.18 100
300
0.16

0.14

0.12
kerr

0.1

0.08

0.06

0.04

0.02

0
0 50 100 150 200 250 300
Generation

Figure 8-17 MC one-group Godiva relative error

For some plutonium systems, criticality estimates are given in Table 8.4. These can be used for

benchmarking computer codes.

235
 Table 8.4 Criticality estimates of some plutonium systems

Number
Name Material Dimensions* Remarks
Density N

Pu:
Plutonium with
Sphere radius some gallium 94239 3.705e-2
6.38493 cm 4.0290e-2
Bare plutonium 94240 1.751e-3
surrounded by
Jezebel sphere with nickel 94241 1.170e-4 1.0000
shell of outer
shell 31000 1.375e-3
radius 6.39763
Nickel
cm
9.1322e-2
Ni: 28000 1.0

Bare cylinder
Plutonium metal: radius 4.935 cm
Plutonium Density 15.8
delta phase, 100% 3.9802e-2 1.0000
Cylinder Height 17.273 g/cm3
Pu-239
cm

Pu:
Pu: 5.8
Plutonium metal: r= 4.935 cm,
Radially g/cm3
delta phase, 100% h=17.273 cm
Reflected 0.8859
Pu-239 - U: 8.8
plutonium U:
g/cm3 (0.0022)
cylinder with U-238
reflector thickness 5 cm

h=17.273 cm

Pu:

r= 4.935 cm,
Pu: 5.8
Plutonium metal: h=17.273 cm
Radially and g/cm3
delta phase, 100%
axially 1.027
Pu-239 U:
reflected - U: 8.8
plutonium with U-238 thickness 5 cm g/cm3 (0.0020)
cylinder reflector
h=17.273+10
cm (5 cm on
both sides)

*Charles D. Harmon, II, Robert D. Busch, Judith F. Briesmeister and R. Arthur Forster, Criticality Calculations with MCNPTM: A Primer, LA-12827-

M Manual, UC-714, Issued: August 1994.

236
8.8 Monte Carlo Simulation in a Fixed-Source Non-multiplying Sphere

This section considers a non-multiplying sphere of radius R with a point isotropic source located at the

origin emitting neutrons/s as shown in Fig. 8.18.

Figure 8-18 Three histories for a point isotropic source at center of a non-multiplying sphere

8.9 Simulation Process

The MC simulation process are outlined below in some detail to provide a hands-on exercise for learning

the fundamentals.

Step 1: Enter the basic data

Here, the physical data such as Avogadros number, molecular weight, radius, density, number of regions,

and nuclear data are specified. We also give the simulation parameter , the number of neutrons, or

histories, to simulate.

Step 2: Initialize counters

The collision counter Ncol, the collision estimator for flux CEflux, and track-length flux FLUX are

initialized for each region.

237
Step 3: Begin simulation

Here, source histories are simulated by generating source neutrons at the origin with a starting weight of

one isotropically. The distance to collision DTC is used to calculate the final position. The function

MCFSregion determines the regions IREG and FREG for the initial and final positions. There are two

possibilities viz (i) where the final and initial regions are the same, and (ii) where the regions are

different. In the former, a collision is tallied by updated the number of collisions in this region Ncols, the

track-length flux FLUX, and the weight participating in the collision WtPartCol (which will give the

collision estimate of flux). The second case, where the initial and final regions are different, has to

determine the path of the neutron as it crosses intermediate regions to ultimately collide in the final region

or when it escapes from the system. A region number of 1000 is used to represent the region external to

the sphere. To account for double precision, a number Small=1.0e-6 is used to avoid small numbers

which may misrepresent a neutron as not lying on a surface when it has been transported to a surface in its

path. Note the distances DTC, DTS and Dleft which are used to update the distance left Dleft from the

distance to collision DTC when a distance to surface DTS is used to determine whether the history

continues or is ended in a final region. It is crucial to determine which of the bounding surfaces in a

region a neutron will be transported to. For this, the Matlab function isreal is used to reject a complex

root. Similarly a negative real root is not selected and thus only one real root for the parameter DTS is

used to determine the surface of interest. During a surface crossing, only the TLE is updated while in a

final region both the CE and TLE counters are updated. When a neutron escapes from the physical

domain, i.e. the sphere, the counters Nescapes, WGT_escaping and TotalWGTlost are updated to later

contribute to the leakage estimates. In a collision occurring in the final region REGF, the weight is

reduced in this non-analog simulation and the history is continued. The parameter key takes the value

zero until a history is inside the domain, and one when it terminates due to an escape from the domain.

Step 4: Calculate mean values

238
The mean values are obtained by dividing the estimates by the number of neutrons started to get the value

for one source neutron.

Step 5: Calculate exact flux

The exact flux is calculated with 0 2/ 3 , extrapolation distance 0.7 , 0 ,

diffusion coefficient / 3 , diffusion length /

8.10 Matlab Program for Point Isotropic Source in a Finite Non-multiplying

Sphere
Program Name: C:\Users\User1\Documents\MATLAB\MontAug6\MCFSoneProg

A Matlab program is given below for the steps described in the previous section. It is recommended that

these lines are copied and pasted into a Matlab .m file and executed.

Step 1: Enter the basic data

Av_No = 0.6023e+24; % Avogadros number

Rad_sphere = 25.0; %cm
NREG=10; % divide the sphere into 10 regions of equal volume
[RG,RS,Vol]=MCFSShells(Rad_sphere,NV);
% Aluminum thermal cross-sections
sigma_s = 1.4e-24; % cm^2
sigma_a = 0.235e-24;%
sigma_t = sigma_s+sigma_a;
N=10000; % simulate N neutrons

Step 2: Initialize counters

NEscapes=0; WGT_escaping=0.0; TotalWGTlost=0.0;

for ir1=1:NREG
NScats(ir1)=0; Nabs(ir1)=0; Ncols(ir1)=0;
FLUX(ir1)=0.0;WtPartCol(ir1)=0.0;CEflux(ir1)=9.0;
end

Step 3: Begin simulation

for J =1:N
% begin a source neutron

XPOS=0.0;YPOS=0.0;ZPOS=0.0;POS =sqrt(XPOS^2+YPOS^2+ZPOS^2);WGT=1.0;
StartingWeight(J)=WGT;
key=0;% key will be non zero when this particle escapes or history ends

239
while(key==0)
mu = 2.0*rand -1.0; theta=acos(mu); phi = 2.0*pi*rand;
DTC=(-(1.0/Big_sigma_t)*log(1.0-rand));
% store current position P
XPOS_P=XPOS; YPOS_P=YPOS; ZPOS_P=ZPOS; POS_P=POS;
IREG=MCFSregion(POS); % ireg can be from 1,2,3...NREG or 1000 for escape
% get direction cosines and get final position
uu = sin(theta)*cos(phi);vv=sin(theta)*sin(phi);ww=cos(theta);
XPOS_F=XPOS+DTC*uu ; YPOS_F=YPOS+DTC*vv; ZPOS_F=ZPOS+DTC*ww;
% now check if the updated position is inside or outside the sphere
POS_F =sqrt(XPOS_F^2+YPOS_F^2+ZPOS_F^2);
FREG=MCFSregion(POS_F);
% the neutron can be in another region
% first, check if it is in the same region
if (FREG==IREG)
[Ncols,FLUX]=MCFSsameR(FREG,WGT,DTC,Ncols,FLUX);
WtPartCol(IREG)=WtPartCol(IREG)+WGT;
end
% going to a different region
if (FREG~=IREG)
small=1.0e-6;
hitSurf=0;
Dleft=DTC;
uu = sin(theta)*cos(phi);vv=sin(theta)*sin(phi);ww=cos(theta);

while ((Dleft>0)&&(key==0))
% find next surface NS it could encounter;
% surfaces are RG(IREG,1) and RG(IREG,2)
nsurfs=0;
for is=1:2
SURF=RG(IREG,is);
if (SURF>0)
aa=1;bb=2.0*(XPOS_P*uu+YPOS_P*vv+ZPOS_P*ww);
cc=(XPOS_P^2+YPOS_P^2+ZPOS_P^2-RS(SURF)^2);
det = bb^2-4*aa*cc;
root1 = (-bb+sqrt(det))/(2*aa); root2= (-bb-sqrt(det))/(2*aa);
% check if roots are real
tf1=isreal(root1); tf2=isreal(root2);
if ((tf1==1)&&(root1>small))
NS = SURF; DTS = root1;
nsurfs=nsurfs+1;
end
if ((tf2==1)&&(root2>small))
NS = SURF; DTS = root2;
nsurfs=nsurfs+1;
end
end
end
end

240
% will it hit NS or will it collide before it hits the surface
if (DTS<Dleft)
hitSurf=hitSurf+1; % will hit surface
FLUX(IREG) = FLUX(IREG) + WGT*DTS;
% update this temporary position in its flight
XPOS_P=XPOS_P+DTS*uu ; YPOS_P=YPOS_P+DTS*vv; ZPOS_P=ZPOS_P+DTS*ww;
% find the new region it is going to enter
XREGchk=XPOS_P+0.1*DTS*uu;YREGchk=YPOS_P+0.1*DTS*vv;
ZREGchk=ZPOS_P+0.1*DTS*ww;
POSchk = sqrt(XREGchk^2 + YREGchk^2 + ZREGchk^2);
IREG=MCFSregion(POSchk);
% WHAT IF THE NEXT REGION IS 1000 (a void) ?
if (IREG==1000)
key=1;
end
end

if (DTS>Dleft)
Ncols(IREG)=Ncols(IREG)+1; % final collision
WtPartCol(IREG)=WtPartCol(IREG)+WGT;
FLUX(IREG) = FLUX(IREG) + WGT*Dleft;
% update this final position in its flight
XPOS_F=XPOS_P+Dleft*uu ; YPOS_F=YPOS_P+Dleft*vv; ZPOS_F=ZPOS_P+Dleft*ww;
end

% reduce DTC by the amount DTS, Dleft = DTC-DTS

Dleft = Dleft-DTS;
end

% if the new region is IREG=1000, score an escape

if (IREG==1000)
NEscapes=NEscapes+1;
WGT_escaping=WGT;
TotalWGTlost=TotalWGTlost+WGT_escaping;
Dleft=-1E9;
% update this final position in its flight
XPOS_F=1.0E+5; YPOS_F=1.0E+5; ZPOS_F=1.0E+5;
key=1;
end
end

% final position now becomes the initial position

XPOS=XPOS_F;YPOS=YPOS_F;ZPOS=ZPOS_F;POS =sqrt(XPOS^2+YPOS^2+ZPOS^2);
% post-collision weight
% now alter the weight of the particle and continue the history
WGT = WGT*P_scat;
% if it goes on and on then use weight cutoff
end %this ends the WHILE loop

241
% comes here when the particle history has ended
% comes here only if key is non zero
end
% end of J loop

Step 4: Calculate mean values

% normalize results to one source neutron

for i=1:NREG
Ncols(i)=Ncols(i)/N;
% collision estimator flux
WtPartCol(i)= WtPartCol(i)/N;
WtPartCol(i)= WtPartCol(i)/Big_sigma_t;
CEflux(i) = WtPartCol(i);
% track-length flux
FLUX(i) = FLUX(i)/N;
end

Step 5: Calculate exact flux

% exact solution
dext = 0.0;
mu_0 = 2.0/(3.0*Mol_Wt);
Sig_tr = Big_sigma_s*(1.0- mu_0);
dext = 0.71*(1.0/Sig_tr);
DiffCoeff = 1.0/(3.0*Sig_tr);
DiffLength = sqrt(DiffCoeff/Big_sigma_a);
Src = 1.0;
tt1 = Src/(4.0*3.14159*DiffCoeff*sinh((Rad_sphere+dext)/DiffLength));
rad(1)=0.5*RS(1);
FluxEx(1)=tt1*sinh((Rad_sphere+dext-rad(1))/DiffLength);
FluxEx(1) = FluxEx(1)/rad(1);
for irex = 2:NREG
delR = RS(irex)-RS(irex-1);
rad(irex)= RS(irex-1)+ 0.5*delR;
FluxEx(irex) = tt1*sinh((Rad_sphere+dext-rad(irex))/DiffLength);
FluxEx(irex) = FluxEx(irex)/rad(irex);
end

WLPP=TotalWGTlost/NParts;
%exact leakage
LeakageEx =
Src*(Rad_sphere+dext)/(DiffLength*sinh((Rad_sphere+dext)/DiffLength));

Step 6: Plot Track-length flux vs exact flux

% show in a plot of TLE vs Exact

rad1 = 1;
rad2 = Rad_sphere;
deltaR=(rad2-rad1)/100;
radius=0.0;
for i = 1: 100
242
 radius = radius + deltaR;
FluxExact = tt1*sinh((Rad_sphere+dext-radius)/DiffLength);
FluxExact = FluxExact/radius;
x(i) = radius;
y(i) = FluxExact;
end
for irSctPlot = 1:NREG
xT(irSctPlot) = rad(irSctPlot);
yT(irSctPlot) = fluxPv(irSctPlot); % TLE flux per unit vol
end
semilogy (x,y,'-k')
hold on
semilogy(xT,yT,'--
rs','LineWidth',2,'MarkerEdgeColor','k','MarkerFaceColor','g','MarkerSize',10
)
etime(clock,t0)
t=cputime;
fprintf(resl,'\n\n CPU Time is %9.2f \n\n',t)

8.11 Results

The MC TLE flux for 000 histories is shown in Fig. 8-19. For each region, the TLE flux is

estimated to be where

It is also necessary to estimate the standard deviation of , written as . For a random variable

drawn from a population with PDF , the variance is

and subsequently, from the Central Limit Theorem, the variance of the estimated mean is given by

An estimate of the variance of the estimated mean is thus

( )

Thus

243
 ( )

and another quantity, the relative standard deviation of the estimated mean is

-2
10

N=1000
Neutron flux (cm-2.s-1)

-3
10

-4
10
0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
r/R

Figure 8-19 Monte Carlo flux in a finite sphere

Figure 8-19 shows the neutron flux from MC with N=1000 histories sampled (green boxes) compared

with the exact diffusion theory solution (dashed line). In this case, the comparison is seen to be

acceptable. It is always good practise to compare a simulation result with an exact analytical result but

this is not always possible, as has been stated in earlier chapters.

244
The output of the program given above is summarized below:

Radius = 25.0000 cm
Volume = 65449.7917 cm^3
Regions = 10

Reg Radius Volume

1 11.6040 6544.9792
2 14.6201 6544.9792
3 16.7358 6544.9792
4 18.4202 6544.9792
5 19.8425 6544.9792
6 21.0858 6544.9792
7 22.1976 6544.9792
8 23.2079 6544.9792
9 24.1372 6544.9792
10 25.0000 6544.9792

Mass= 176714.4375 g
sigma_s= 1.4000e-024 cm2 sigma_a= 2.3500e-025 cm2
No_Den= 6.0271e+022 cm-3

1 mfp = 10.1478 cm
Radius of sphere is 2.4636 mfps
Scattering Probability P_scat 0.856269

Reg avNcols TLE (cm) avFlux cm-2 CEflux cm-2 ExactFlux cm-2
1 1.8810 1.4917e+001 2.2792e-003 2.2982e-003 2.3575e-003
2 0.7037 4.3437e+000 6.6368e-004 6.6187e-004 6.4109e-004
3 0.5187 2.9640e+000 4.5287e-004 4.5032e-004 4.4485e-004
4 0.4256 2.2866e+000 3.4936e-004 3.5429e-004 3.4245e-004
5 0.3401 1.8250e+000 2.7884e-004 2.7560e-004 2.7683e-004
6 0.3153 1.6006e+000 2.4455e-004 2.4586e-004 2.3022e-004
7 0.2497 1.3210e+000 2.0184e-004 1.9081e-004 1.9494e-004
8 0.2214 1.1354e+000 1.7348e-004 1.6826e-004 1.6707e-004
9 0.1990 9.8959e-001 1.5120e-004 1.5464e-004 1.4433e-004
10 0.1656 8.6412e-001 1.3203e-004 1.2790e-004 1.2532e-004

Total Weight lost= 5431.9003 Weight Loss per source neutron= 5.4319e-001
Total escapes = 10000
LeakageEx from surface = 0.5548

Reg radMdPt FluxExact

1 5.8020 2.3575e-003
2 13.1120 6.4109e-004
3 15.6780 4.4485e-004
4 17.5780 3.4245e-004
5 19.1313 2.7683e-004
6 20.4642 2.3022e-004
7 21.6417 1.9494e-004
245
 8 22.7028 1.6707e-004
9 23.6726 1.4433e-004
10 24.5686 1.2532e-004

Consider now the estimate of the standard deviation of the estimated mean and the relative

estimated mean shown in Table 8-5.

The additions to the code are then an estimate of the square of the estimator FLUXsq at every event in the

region, i.e.,

FLUX(reg) = FLUX(reg) + WGT*DTC;

FLUXsq(reg) = FLUXsq(reg) + (WGT*DTC)^2;

and the standard deviation (STD) is obtained for each region:

for ireg=1:NREG
% track-length flux
FLUX(ireg)=FLUX(ireg)/N;
FLUXsq(ireg)=FLUXsq(ireg)/N;
STD(ireg)= sqrt( (FLUXsq(ireg)-FLUX(ireg)*FLUX(ireg))/N);
end
from which the relative standard deviation (RSD) is obtained for each region:

for ireg=1:NREG
RSTD(ireg)=STD(ireg)/FLUX(ireg);
end

It is important to note that reduces an order of magnitude when increases by two orders of

magnitude in accordance with the variation of the variance following the central limit theorem: .

It can be concluded that with a sample size 00000 the fluxes have converged since the relative

standard deviation is less than 0.5 for the least precise TLE flux estimate in region 10, farthest from

the source.

Table 8.5 Mean and Relative standard deviation of the TLE MC flux in each region

Region

246
 1 15.128 0.0000 14.853 0.0000 14.8950 0.0000

2 4.0574 0.0000 4.3861 0.0000 4.4056 0.0000

3 3.2868 0.0660 2.9959 0.0050 3.0262 0.0015

4 2.2036 0.0542 2.2855 0.0069 2.3241 0.0023

5 1.5420 0.0951 1.8662 0.0091 1.8830 0.0028

6 1.3609 0.0747 1.5436 0.0103 1.5610 0.0033

7 1.1447 0.0892 1.3125 0.0122 1.3298 0.0037

8 0.9845 0.1190 1.1435 0.0135 1.1466 0.0042

9 0.8948 0.1193 0.9924 0.0147 0.9814 0.0045

10 0.7337 0.1011 0.8526 0.0154 0.8582 0.0049

References

1. Bingl, A., Monte Carlo Code bingul@gantep.edu.tr

2. Clark, M, Jr., and Hansen, K. F., Numerical Methods of Reactor Analysis, Academic Press, 1964.

3. Cullen, D. E., Sampling ENDL Watt Fission Spectra, Lawrence Livermore National

Laboratory, UCRL-TR-203351, April 1, 2004.

4. ENDF Evaluated Nuclear Data File, National Nuclear Data Center (Brookhaven National Lab.)

http://www.nndc.bnl.gov/

5. Koreshi, Z. U., and Lewins, J. D., "Two-group Monte Carlo Perturbation Theory and

Applications in Fixed-Source Problems", Progress in Nuclear Energy, 24, pp.27-38 1990.

http://www.sciencedirect.com/science/journal/01491970

247
6. Koreshi, Z. U., Kinrot, A., and Lewins, J. D., "Neutronic Sensitivity Analysis of the Experimental

Test Reactor TIBER-II Blanket Design", Fusion Technology, 22, No.3, pp.371-387, Nov.1992.

http://www.new.ans.org/pubs/journals/fst/

7. Koreshi, Z. U., "Stochastic Simulation of a Nuclear Reaction Driven Chemical and Diffusive

Process in a Fusion Reactor Blanket", Progress in Nuclear Energy, 34, No.2, pp.147-170, 1999.

http://www.sciencedirect.com/science/journal/01491970

8. Koreshi, Z. U., Siddiq, S., Shah, T. M., Monte Carlo Simulation in Thermal Radiative Transfer:

Method Review, Validation and Parameter Sensitivity, International Journal of Mechanical and

Mechatronics Engineering, IJMME/IJENS, Vol. 9, No. 9, 221-228. Oct 2009.

http://www.ijens.org/1940091%20IJMME.pdf

9. Koreshi, Z. U., and Siddiq, S., Monte Carlo Simulation for radiation transport: collision density

in a 1-D slab, ARPN Journal of Engineering and Applied Sciences, Vol. 5, Issue 3, March 2010.

http://www.arpnjournals.com/jeas/volume_03_2010.htm

10. Koreshi, Z. U., and Siddiq, S., Monte Carlo Simulation Compared with Classic Deterministic

Solutions for Neutron Transport and Diffusion, Proc. of the Sixteenth International Conference

on Nuclear Engineering, (ICONE18-29971), May 17-21, 2010, Xian, China.

http://www.asmeconferences.org/icone19/

11. Lamarsh, J. R., Introduction to Nuclear Reactor Theory, Addison-Wesley Publishing Company,

1972.

12. Lamarsh, J. R., and Baratta, A. J., Introduction to Nuclear Engineering, 3rd Ed., Prentice Hall,
2001. Nuclear Center for Nuclear Research, http://www.ncnr.nist.gov/resources/n-lengths/list.html

13. Lewis, E. E., Fundamentals of Nuclear Reactor Physics, Academic Press, 2008.

14. Paxton, H. C., A History of Critical Experiments at Pajarito Site, Los Alamos National

Laboratory, LA-9685-H, UC-46, March 1983.

15. Rowlands, J., Bosq, J. C., Brinckman, J. J., Fort, E., Giffard, F. X., Jacqmin, R., Rimpault, G.,

Both, J. P., Pneliau, Y., de Leege, P. F. A., Dean, C. J., Grimstone, M. J., Hanlon, D., Smith,

248
 N., Hogenbirk, A., and Pelloni, S., Intercomparison of Calculations for Godiva and Jezebel,

JEFF Report 16, Nuclear Energy Agency, OECD, December 1999.

16. Schmidt K.. H., and Juradoc, B., Prompt-neutron and prompt-gamma emission (JEF/DOC

1423), schmidt-erzhausen@t-online.de, URL: http://www.khs-erzhausen.de; jurado@cenbg.in2p3.fr,

CENBG, CNRS/IN2 P3, Chemin du Solarium B.P. 120, F-33175 Gradignan, France.

17. Shultis, J. K., and Faw, R. E., Fundamentals of Nuclear Science and Engineering, 2nd Edition,

CRC Press/Taylor & Francis, 2008.

18. Spanier, J., and Gelbard, E. M.,. Monte Carlo Principles and Neutron Transport Problems,

Addison-Wesley Publishing Company, 1969.

19. Stacey, W.M., Nuclear Reactor Physics, John Wiley and Sons, 2001.

Problems

1. In the fixed-source problem considered in Section 8.8, use the Matlab program to make runs for

N= 10, 50, 100, 103, 106 neutrons and plot your results on the same graph to compare with exact

solutions. Describe briefly what you observe on the quality of the results.

2. For the above, use a different material from aluminum with a lower value, such as boron, and

again compare the results. Does MC sample size depend on the scaterring power of the material?

3. Plot the relative errors for the above and again, comment on the trend you observe.

4. What difference would this fixed-source problem simulation have from a multiplying medium

simulation?

5. Use the multiplying medium Godiva program to obtain any estimate from Table 8.4 (plutonium

critical systems).

249
9 Monte Carlo Simulation compared
with Deterministic Solutions
This chapter is based on a paper : Z. U. Koreshi and S. Siddiq, Monte Carlo Simulation Compared with Classic Deterministic Solutions
for Neutron Transport and Diffusion, Proc. of the Sixteenth International Conference on Nuclear Engineering, (ICONE18-29971), May
17-21, 2010, Xian, China. http://www.asmeconferences.org/icone19/

The Monte Carlo (MC) simulation method, known to handle complex problems which may be formidable

for deterministic methods, will always require validation with classic problems that have evolved

historically from deterministic methods (Bell and Glasstone, 1979; Clark and Hansen, 1964; Ganapol and

Parsons, 2008; Ganapol, 2008) based on Chandrasekhars method in radiative transfer, Fourier

transforms, Greens functions, Weiner-Hopf method etc which are restricted to simple geometries, such as

infinite or semi-infinite media, and simple scattering laws too abstract for practical application.

This work compares deterministic results with MC simulation results for neutron flux in a slab. We

consider mono-energetic transport problem in an infinite medium and in a 1-D finite slab with isotropic

scattering. The transport theory solutions used in infinite geometry are the Greens function solution and

the spherical harmonics ( P1 , P3 ) solutions, while for the 1-D finite slab, we refer to a transport benchmark

for which an exact solution is available. For diffusion theory, we consider the Greens function infinite

geometry solution, and the exact and eigen-function numerical solution for finite geometry (1-D slab).

The objective of this work is to illustrate the results from all the methods considered especially near the

source and boundaries, and as a function of the scattering probability. The results are plotted for six

elements that include a strong absorber, such as gadolinium, and a strong scaterrer such as aluminium.

The present work is didactic and focuses on problems which are simple enough, yet important, to

illustrate the conceptual difference and computational complexity of the deterministic and stochastic

approaches.
250
In nuclear engineering, the fundamental quantity of interest is the neutron scalar flux as a function of

position (r ) ; all volumetric reaction rates and surface leakages are obtained from the flux. The

deterministic models that describe neutron behavior in a system are based on the diffusion equation, the

integro-differential Boltzmann equation and the integral equation. Stochastic models, on the other hand,

use the Monte Carlo method, as described in detail in the previous chapter, for simulation of neutrons

from their birth as source particles to their death when they are absorbed or they leak from the system.

The complexity arises from the description of the behavior in phase space (position, angle, energy, and

time). In an XYZ 3D description, for example, this leads to seven independent variables

( x, y, z, , , E, t ) though conservation laws connect the angles with energy in the case of scattering.

While both approaches, deterministic and stochastic, have been developed to an extent where it is

possible to accurately determine (r ) , deterministic models are restrictive when complexity of geometry

or scattering kernel have to be incorporated, as they utilize discretization of space, angle and energy. They

can thus become numerically exhaustive if the complex geometry of a nuclear fission reactor e.g. a PWR

core, or the toroidal configuration of a nuclear fusion system has to be modeled to any reasonable

accuracy. The Monte Carlo approach does not suffer from such drawbacks as it has the capability to

accurately model these features. Its drawbacks can however, be excessive computational effort for which

efficiency-improving techniques have been developed.

Computer production codes, both deterministic and stochastic, have now become the mainstay of nuclear

engineering and are abundantly used for the design of nuclear systems. With time the emphasis is shifting

more towards the usage of these codes and away from the basic mathematical rigor that was included

earlier. The main reason for this shift is clearly the mathematical idealization that had formed the basis for

exact analytical solutions to simplified problems. The first idealizations of infinite medium, semi-infinite

medium and homogeneous half-spaces were useful for obtaining exact analytical solutions using Laplace

and Fourier transforms, Greens functions etc. but found no, or very limited, practical application. This
251
was followed by semi-analytical and numerical solutions methods such as S N and PN methods. Later,

finite-element, boundary-element and finite-volume methods were incorporated with tremendous

numerical effort to extend the capabilities of deterministic codes to full 3D modeling.

Ganapol (2008) has given several deterministic benchmarks classified by energy, medium, geometry,

scattering kernel, source distribution and spatial and/or temporal distribution. In this chapter, benchmarks

3.1 and 3.3 of Ganapol (2008) on mono-energetic transport in an infinite medium and a 1-D slab

respectively are used. This can be compared with estimates from diffusion theory and MC simulation to

obtain useful comparisons on the spatial reduction in flux.

Monte Carlo results are compared with a deterministic benchmark for mono-energetic neutron transport

in 1-D slab geometry with isotropic scattering. The MC results, from a program MC3DZK written in

Matlab, use two estimators for the neutron flux viz the collision estimator (CE) and the track-length

estimator (TLE).

9.1 Exact Solutions

Now consider exact solutions from transport and diffusion theory, from chapters 3 and 4, and tallies for

the MC simulation.

9.1.1 Transport Theory

The neutron angular flux ( x, ) for mono-energetic transport of neutrons in a 1-D slab of thickness

with isotropic scattering is given by

1
c
x 1 ( x, ) 2 d ( x, ) (9.1)
1

At the most elementary value, the asymptotic solution in a source-free infinite medium, when separation

of variables is assumed in Eq, 9.1 can be obtained in terms of eigenfunctions ( ) and eigenvalues :

252
 ( x, ) e x / ( ) (9.2)

The eigenvalues thus determine the spatial attenuation of the angular flux (see chapter 4). The asymptotic

solutions thus obtained are

c 0
o ( x, ) e x / 0 ( ) e x /
o 0
(9.3)
2( 0 )

Here, the eigenvalues 0 are obtained as roots of the transcendental equation

c 0 0 1
1 ln (9.3a)
2 0 1

where c is the number of secondaries; in a non-multiplying medium: c s / t . The eigenvalues are

real for c 1 and complex for multiplying media when c 1 as shown for values of c in Table 9.1.

Table 9.1. Infinite medium eigenvalues from transport theory.

c 0.5 0.8 0.9 0.95 0.99

0 1.044 1.408 1.903 2.635 5.797

The infinite medium case is also considered by Ganapol (2008) as Benchmark 3.1, in which a Fourier

transform method leads to the infinite medium Greens function definition.

The transport solution scalar flux for infinite medium can also be obtained by the spherical harmonics

method in the P1 approximation as

1 3 3(1c ) | x|
( x) e (9.4)
2 1 c

A better perspective of the transient behavior is obtained by going to the P3 approximation, for which we

get, by taking a Fourier transform of Eq. 9.1 for a plane source (x) :

253

1 e ikx
( x)
2 (1 c) g (k )

where

9 / 7k 4 15k 2
g (k ) .
55 / 7k 2 15

Evaluating the residues at the simple poles, yields

55 2 55
( m 15) ( n 2 15)
7 7 7
( x) e m| x|
n| x|
e (9.5)
9 2 m( n m )
2 2
2n( n m )
2 2

where m and n , and the eigenvalues, which are the relaxation lengths, 0 1/ m and 1 1/ n ,are given

in Table 9.2.

Table 9.2. Infinite medium eigenvalues from transport theory ( P3 ) .

c 0.5 0.6 0.8 0.9 0.95 0.99

0 1.0114 1.0838 1.4047 1.9029 2.6350 5.7971

1 0.4094 0.4271 0.4660 0.4866 0.4969 0.5051

The exponents in Tables 9.1 and 9.2 are indicative of the transient contribution to the flux; it is clearly

seen to be significant at small values of c .

For the 1-D slab, Ganapol(2008) has considered Eq. 9.1 with the impinging (on left surface) and vacuum

(on right surface) boundary conditions for 0 : (0, ) FL ( ) and (, ) 0 , The exact Fn

solution, based on the integral equations, for this case has been given as

1 N 1 1
( x) dFL ( )e x /
c ( x) d ( ) (9.6)
0 0 0

where ( ) are basis functions and the functions c (x) are determined from the procedure defined.

Spatial attenuation is, as for the cases above, defined by eigenvalues that include 0 .

254
The solution is known to consist of an asymptotic and a transient part (Bell and Glasstone, 1979) where

the term transient refers to a collisional equilibrium. Thus, far from the source, it will be the asymptotic

part that will dominate. Conversely, in strongly absorbing media, the transient part will dominate as there

will hardly be any collisional equilibrium. The source appears as a normalization factor for collisional

equilibrium while it dominates for weak equilibrium.

9.1.2 Diffusion Theory

The neutron diffusion equation in slab geometry is given by

d2
(D a ) ( x) 0 (9.7)
dx 2

with appropriate boundary conditions. For an impinging flux at the left surface, J (0) FL and () 0 ,

while for an isotropic source at the center, the boundary conditions are (0) () 0 and

lim J lim D d So / 2 .
x 0 x 0 dx

Simpler representations that have been considered are the infinite medium case for S o neutrons/s, for

which the boundary conditions of lim AJ S o / 2 and x give the flux, in Greens function form, as
x 0

So
exp( x ), x 0 (9.8)
2D

It is worth noting that ( a / D)

1/ 2
, the inverse of the diffusion length expressed in terms of the total

cross-section L (3 t a )
1 / 2
{3(1 c)}1/ 2 which, is the same as the eigenvalue 0 in Table 9.1 for a

weakly absorbing system c 1 .

For the point isotropic source, the flux can be found as

( x)
So L
2D

1 e / L e
1 | x | / L
e(| x| ) / L (9.9)

which can also be expressed in the following forms:

255
 So L sinh[( 2 | x |) / 2 L]
( x) (9.9a)
2D cosh( / 2 L)

and

2So 1 lx
( x)
a l 1 Bl L
2 2
cos

.
(9.10)
odd

The transport correction in the diffusion model is usually made by considering the slab to be of physical

dimension 2d where the extrapolation distance is d 0.71tr . The extension of the eigenfunction

form of the solution is easily made to the 3-D case where the flux ( x, y, z ) can be found as

8S o 1 lx my nz

3 a
1 B
l ,m,n ,
2 2
L
cos

cos

cos
(9.11)
l ,m,n
odd

where

Bl2, m, n (l 2 m2 n 2 ) . (9.11a)
a

The leakage from the surfaces can be found from the flux, for the 1-D case as

J ndA divJdV
A V
(9.12)
a/2 1
a / 2{S ( x) a ( x)}dx cosh(a / 2L)
which in the eigenfunction 1-D representation is:

sin(l / 2) 1
1 2 (9.13)
l , odd (l / 2) 1 (l / a ) L
2 2

and for the 3D case of a cube

sin(l / 2) 1
1 2
l , m , nodd (l / 2) 1 B L
2 2
. (9.14)

256
9.1.3 Monte Carlo Simulation

The MC simulation uses two estimators viz (i) the collision estimator (CE) and (ii) the track-length

estimator (TLE) for the neutron flux. The CE estimates the total number of collisions in a region i.e. the

weight participating in collisions in a region. Thus t pi and here the equivalent tally for the

flux as given above, will be CE pi / t . Thus, for the TLE, the flux is the mean weighted track-

length expressed as

N s 1
TLE nv * pi si . (9.15)
V t Vt

9.2 Results

The simulation is carried out for a number of cases between strong absorber materials, such as boron and

gadolinium, to strong scattering materials such as iron and aluminum. The one-group data for these cases,

taken from Lamarsh (1972) is given in Table 9.3.

Table 9.3. Thermal cross-section data.

Element a (b) s (b) p s /t

Aluminium 0.235 1.4 0.8563

Boron 759 4.0 0.0052

Iron 2.53 11.0 0.8130

Gold 98.8 9.3 0.0860

Gadolinium 46000 4.0 8.695e-5

Uranium 7.5 8.3 0.5253

The thermal flux, obtained from diffusion theory, for a unit isotropic source located in the center of a cube

of 5 m.f.p. is shown in Figure 9.1. It can be seen that the flux in a high scattering material such as

aluminum will attenuate slower than that in a high absorbing material; from analog MC simulation
257
perspective, this clearly implies that the contribution for a tally in the case of boron, for example, is bound

to be less reliable further away from the source than one from iron, at the same distance.

NEUTRON FLUX
3
Al
Fe
2.5 U
Au
B
2
FLUX

1.5

0.5

0
-5 -4 -3 -2 -1 0 1 2 3 4 5
DISTANCE (mfp)

Figure 9-1 Flux (exact solution) in slabs of Al, Fe, U, Au, B and Gd.

Figure 9.1 shows a plot of flux from exact solution for a number of materials describing a range of the

scattering probability as shown in Table 9.1. The leakage, per unit source neutron, computed for the slabs

is as follows: Al: 7.802e-02, Fe: 4.832e-02, U: 5.063e-03, Au: 5.146e-04, B: 4.648e-04, Gd: 3.532e-

04.[Program: ExactSolSlabJan03]

We first consider the infinite medium case to draw a comparison between transport theory and diffusion

theory. The scalar flux obtained by Ganapol in Benchmark 3,1. is reproduced as Fig. 9.2. The results show

the sharp attenuation for strong absorbers and thus dominance of the transient term. On the other hand, for

a weak absorber c 1 the collisional equilibrium is evident.

258
 Figure 9-2 One-speed flux in an infinite medium (Ganapol)

Figure 9.2 shows the monoenergetic 1-D neutron transport scalar flux (Ganapol, 2008) in an infinite

homogeneous medium with an isotropic source, as a function of medium property c .

To see such a trend in diffusion theory, we considered a spherical harmonics P1 approximation in a finite

medium, as illustrated by Figs. 9.3-9.6. Figure 9.3 shows both source normalization and collisional

equilibrium along with the diffusion theory flux sharply falling-off to zero at the (extrapolated) boundary.

Figures 9.4-9.6 show comparisons of diffusion theory flux with spherical harmonics in the P1

approximation. The significant difference is near the boundaries where the validity of Ficks law is

doubtful. Similarly for a highly absorbing medium such as gadolinium, Fig. 9.6 shows that appreciable

differences are observable only at the boundaries.

259
 1
NEUTRON FLUX
10
Al
Fe
0 U
10
Au
B

-1
10

FLUX
-2
10

-3
10

-4
10
-5 -4 -3 -2 -1 0 1 2 3 4 5
DISTANCE (mfp)

Figure 9-3 One-speed flux in a 1-D slab

Figure 9.3. shows the monoenergetic 1-D neutron diffusion scalar flux in a 1-D slab with an isotropic

source, as a function of medium property c .

NEUTRON FLUX

Al: DT
Al: P1
0
10 Fe: DT
Fe: P1
FLUX

-1
10

-2
10
-5 -4 -3 -2 -1 0 1 2 3 4 5
DISTANCE (mfp)

Figure 9-4 One speed flux in a 1-D slab (high-c media)

Figure 9.4 shows the monoenergetic 1-D neutron diffusion scalar flux in a 1-D slab with an isotropic

source for high- c media: aluminium and iron.

260
 NEUTRON FLUX

0 U: DT
10
U: P1
Au: DT
Au: P1
-1
10

Flux -2
10

-3
10

-4
10
-5 -4 -3 -2 -1 0 1 2 3 4 5
DISTANCE (mfp)

Figure 9-5 One-speed flux in 1-D slab (DT vs P1)

Figure 9.5. shows the monoenergetic 1-D neutron diffusion scalar flux in a 1-D slab with an isotropic

source for high- c media: uranium and gold.

NEUTRON FLUX

0 Gd: DT
10
Gd: P1
Gd: P3

-1
10
Flux

-2
10

-3
10

-4
10
-5 -4 -3 -2 -1 0 1 2 3 4 5
DISTANCE (mfp)

Figure 9-6 One-speed flux in Gd: DT, P1 and P2 comparisons

Figure 9.6. shows the monoenergetic 1-D neutron diffusion scalar flux in a 1-D slab with an isotropic

source for low- c medium: gadolinium.

261
Figure 9.6 shows that for a strong absorber, there is significant difference between the P3 result and the

diffusion theory result at both locations; near the source and near the boundaries. Thus, for a strong

absorber, the sharper rise due to lack of collisional equilibrium is better modeled by the P3 approximation.

To simulate the above, the collision density is obtained in regions of a homogeneous slab each of

thickness one m.f.p, using the collision estimator. Figure 9.7 shows the mean and standard deviation of

the CE estimates for a mono-directional unit point source incident on the left face of the cube.

Collision Density estimate of flux (1000 X 5)

1

0.9

0.8

0.7
Collision Density ( )

0.6

0.5

0.4

0.3

0.2

0.1
1 2 3 4 5 6 7 8 9 10
Distance (units of optical thickness t)

Figure 9-7 Collision density due to a mono-directional point source incident from left

Figure 9.7 shows the collision density estimate for the scalar flux, in regions of one m.f.p each, due to a

mono-directional point source incident on the left face of a cube of sides 10 units.

Now consider the MC collision density in aluminum, with both CE and TLE, compared with the diffusion

estimates. Figure 9.8 shows a plot of the flux and surface leakages from the cube. It can be seen that

diffusion theory over-estimates the flux, especially near the source. However, the difference is smaller

further from the source.

262
 AL SLAB (1000 X 5)
3
MC CDE
EXACT DT
2

FLUX
1

0
-2.5 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 2.5
THICKNESS (mfp)
TRANSMISSION(1000 X 5)
0.04
Tr: Right Surface
0.03
FRACTION

Tr: Left Surface

0.02

0.01

0
-1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1
ANGLE

Figure 9-8 Comparison of collision density: Monte Carlo vs Diffusion Theory

Figure 9.8. shows a Monte Carlo comparison for collision density estimate of flux in an Aluminium cube

of sides 5 m.f.p, with a point isotropic source at the center. There is no appreciable difference (< 2%)

between the CDE and TLE estimates for the flux.

The same quantities are shown in Figs. 9.9-9.10 for iron with 1000 source particles in 5 batches, and 2000

source particles in 3 batches, and in Fig. 9.11 for boron with 1000 source particles in 5 batches.

IRON SLAB (1000 X 5)

2
MC CDE
1.5 EXACT DT
FLUX

0.5

0
-2.5 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 2.5
THICKNESS (mfp)
TRANSMISSION(1000 X 5)
0.04
Tr: Right Surface
0.03
FRACTION

Tr: Left Surface

0.02

0.01

0
-1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1
ANGLE

263
 Figure 9-9 Collision density: MC (1000X5) vs Diffusion Theory in an Fe cube

Figure 9.9. Monte Carlo comparison (1000 X 5) for collision density estimate of flux in an Iron cube of

sides 5 m.f.p, with a point isotropic source at the center.

IRON SLAB (2000 X 5)

2
MC CDE
1.5 EXACT DT
FLUX

0.5

0
-2.5 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 2.5
DISTANCE (mfp)
TRANSMISSION(2000 X 5)
0.04
Tr: Right Surface
0.03
FRACTION

Tr: Left Surface

0.02

0.01

0
-1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1
ANGLE

Figure 9-10 Collision density: MC(2000X5) vs Diffusion Theory in an Fe cube

Figure 9.10. shows a Monte Carlo comparison (2000 X 5) for collision density estimate of flux in an Iron

cube of sides 5 m.f.p, with a point isotropic source at the center.

BORON SLAB (1000 X 5)

1
MC CDE
EXACT DT
FLUX

0.5

0
-2.5 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 2.5
DISTANCE (mfp)
-3
x 10 TRANSMISSION(1000 X 5)
6
Tr: Right Surface
FRACTION

4 Tr: Left Surface

0
-1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1
ANGLE

264
 Figure 9-11 Collision density: MC(1000X5) vs DiffusionTheory in a Boron cube

Figure 9.11. shows a comparison of the flux from diffusion theory and Monte Carlo simulation, using the

collision density estimator (1000 neutrons per cycle for 5 cycles) ,in a Boron cube of sides 5 m.f.p, with

a point isotropic source at the center. A better spatial resolution can be obtaining in the MC simulation by

increasing the number of bins for tallying the flux estimator. It will then be possible to observe the spatial

variations shown in Fig. 9-12 for . Reducing the cell volume to less than the order of a m.f.p will however

cause the CE estimate to differ significantly from the TLE estimate unless biasing is used.

Aluminium Uranium
0.2 0.4

0 0.2

-0.2 0

-0.4 -0.2

-0.6 -0.4
-5 0 5 -5 0 5
DISTANCE (mfp) DISTANCE (mfp)
Boron Gadolinium
0.4 0.1

0.2 0

0 -0.1

-0.2 -0.2

-0.4 -0.3
-5 0 5 -5 0 5
DISTANCE (mfp) DISTANCE (mfp)

Figure 9-12 Flux estimates: Diffusion and Transport comparisons

Figure 9.12. shows the difference in flux estimates for an infinite medium. The solid curves show the

Diffusion Theory estimate Diffusion Correction estimate, and the dash dot curves represent Diffusion

Theory estimate Transport Theory estimate with the 3 approximation using the eigenvalues given in

Table 9- 2.

265
At an elementary level, it is common to use diffusion theory for estimating the neutron flux in a system.

The results of such an analysis, of course, need to have confidence estimates, which can be obtained from

comparisons with benchmarks which are available for fairly applicable cases. It is also safe to assume that

the best results for realistic models of engineering systems are from MC simulations. This paper has

considered a simple academic example to illustrate the features of a result from a simple diffusion model

for which MC results are presented.

The physical interpretation of these results was based on the following facts: i- diffusion theory, based on

Ficks law, is valid in the interior of a medium and not near a source or boundary; ii- the asymptotic

relaxation length 0 for a source-free infinite medium transport solution is identical to that from diffusion

theory, when it is called the diffusion length L , for a pure scatterrer (c 1) ; and iii- the relaxation length,

expressed by the eigenvalues, has a transient and an asymptotic part which is a function of the medium

properties (c) .

Six solutions have been compared for a slab with a point isotropic source in a homogeneous medium

viz: (i) diffusion theory for an infinite medium, (ii) transport-corrected diffusion theory ( P1 ) for an infinite

medium, (iii) transport theory P3 for an infinite solution, (iv) diffusion theory for a finite medium, (v)

diffusion theory eigen-function for a finite medium, and (vi) Monte Carlo simulation.

It is seen that features such as transient and asymptotic components of flux estimation are visible in

diffusion results and that MC simulation for a problem as simple as a 1-D slab, has to be based on the

correct estimator for the region of interest; otherwise, the transient and asymptotic effect may not be

observable.

9.3 Comparison for Finite Sphere with a Point Isotropic Source

9.3.1 Transport Theory Exact Solution

266
The equations given in Chapter 4 are solved with a program written in Matlab using a Gaussian

quadrature with 32. The expansion coefficients in Eq.9.1 are obtained by solving the Fredholm

equations iteratively. For 0.8563 (the one-group data for Aluminum (Lamarsh, 1972), gives 0

.6 83, 0 0.2669, 0 .903, 0 . 60 , 0 . 627, and the extrapolation

distance, from Eq. 7, 0 0.83024. Figure 9.13 shows the fluxes 4 and 4 obtained from

Eqns.9.1-9.2. The infinite solution is seen to be significantly reduced, farther from the source, due to the

contribution from the finite terms containing the expansion coefficients.

c = 0.9

1.6
Infinite
1.4 Fin-Terms
Flux

1.2

1
4 r2

0.8

0.6

0.4

0.2

0
0 0.2 0.4 0.6 0.8 1
r/R

Figure 9-13. Transport Theory flux

9.3.2 Diffusion Theory Exact Solution

The neutron diffusion theory flux is given by

267
 +
4 +

and the leakage from the sphere is given by

+
4 4

+

Consider an aluminum sphere (see chapter 8) of radius 25 cm, 2.70 g cm-3 (mass=176.7 kg) with

the data: .4 b, 0.235 b, 0.06027 nuclei (b.cm)-1, 0.0985 cm-1.

With this data, the mean free path is 0. 478 cm, so that the sphere is of radius 2.4636

mean free paths.

From the data: 2 0.0247, 0.0823cm-1, 0.7 8.6275 cm, 0.8502 fp,
0 3

4.0505 cm, 6.9 08 cm, .6664 , 0.8563.

From the one-speed transport theory spherical harmonics 1 approximation, the quantity is equivalent

to the diffusion length (since is the macroscopic absorption cross-section) with the diffusion

coefficient /3 in units of mean free paths. For this data, /[3 ] .5229. Transport

theory however, gives the (normalized) relaxation length as 0 .6 5. The diffusion theory flux is

shown in Fig.9.14. The flux becomes infinite at 0 where the source is located.

268
 2
10

1
10

0
10
(r)

-1
10

-2
10

-3
10

-4
10
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
r/R

Figure 9-14. Diffusion Theory flux

269
 1.4

1.2

1
4 r2 (r)

0.8

0.6

0.4

0.2

0
0 0.2 0.4 0.6 0.8 1
r/R

Figure 9-15. Diffusion theory in a finite sphere

Table 9.4 lists the results, plotted in Fig.9.16, from diffusion theory and transport theory. Clearly,

diffusion theory does not give good results near the source and boundary. In fact, Fig. 4 indicates that the

agreement between the two theories is reasonable in a very limited region. The ratio of the transport-to-

diffusion flux, shown in Fig. 9.17, is close to unity in the range 0.74 mfp to 2.2 mfp. This will have an

important bearing when choosing a reference for the Kullback-Leibler estimates.

270
 Table 9.4. Diffusion Theory flux compared with Transport Theory

- cm mfp n cm-2 s-1 DT TT

0.0 0.0 0.0 - - 1.0

0.1 2.5 0.2464 6.7341e-003 0.5289 1.1017

0.2 5.0 0.4927 2.8785e-003 0.9043 1.1823

0.3 7.5 0.7391 1.6353e-003 1.1559 1.2413

0.4 10.0 0.9854 1.0406e-003 1.3076 1.2788

0.5 12.5 1.2318 7.0198e-004 1.3783 1.2946

0.6 15.0 1.4782 4.8905e-004 1.3827 1.2882

0.7 17.5 1.7245 3.4613e-004 1.3321 1.2586

0.8 20.0 1.9709 2.4557e-004 1.2344 1.2032

0.9 22.5 2.2172 1.7214e-004 1.0951 1.1157

1.0 25.0 2.4636 1.1678e-004 0.9172 0.9643

271
 c = 0.8563

1.4
Transport
1.3 Diffusion

1.2

1.1

1
4 r2

0.9

0.8

0.7

0.6

0.5
0 0.2 0.4 0.6 0.8 1
r/R

Figure 9-16. Transport and Diffusion fluxes

272
 2.2

c = 0.8563
2

1.8

1.6
T D
/

1.4

1.2

0.8
0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
r/R

Figure 9-17 Ratio of Transport to Diffusion Flux

Figure 9.18 shows a comparison of the exact diffusion theory flux with the TLE flux in the 10 equi-

volume regions of an aluminium sphere of radius 25 cm (2.4636 m.f.p) with a mass of 176.7 kg. To

comment on the accuracy of the results, we need to consider two parameters viz the mean free path and

the scattering probability . For this one-speed model, 0. 5 and 0.86. We can thus expect

that there will be a sufficient number of collisions for the CE flux estimate to agree well with the TL

estimate. For this case, the average number of collisions per source neutron is ~1.88 in the first region

gradually decreasing to ~0.17 in the last region which is about 2.4 m.f.ps away from the source. For a

sample size 0000 this means that we will have of the order of 19000 collisions in the first region and

~1700 collisions in the last region. Similarly, the relatively high scattering probability makes this material

273
far from an absorber. It is seen that these two factors contribute to the good agreement between diffusion

theory and the MC estimate from the mid-point of the first region which is half a mean free path away.

Similarly, good agreement is observed for the leakage which is 0.54319 from the MC simulation,

compared with 0.5548 from the exact solution.

-1
10
Exact
MC TLE
Neutron flux (cm .s )

-2
-2 -1

10

-3
10

-4
10
0 5 10 15 20 25
Radius (cm)

Figure 9-18 MC flux vs Diffusion flux in a 10-equivolume sphere

Figure 9.19 shows the difference between the two models for 30 regions in the same sphere. We conclude

from these results that there is indeed good agreement between the two models consolidating the

understanding that diffusion theory is useful far from the source and boundaries, and of course without

anisotropy in scattering. For better results, a solution of the neutron transport equation for angular flux is

required, without much more computational effort. It must again be appreciated that Monte Carlo

methods have none of the geometry or scattering model limitations that would make deterministic

modeling difficult or even impossible.

274
 -1
10
Exact
Neutron flux (cm .s ) MC TLE

-2
-2 -1

10

-3
10

-4
10
0 5 10 15 20 25
Radius (cm)

Figure 9-19 Neutron flux MC TLE compared with Diffusion Theory in 30 equi-volume regions of

aluminum

275
 -1
10
Exact DT
MC TLE
Tr Theory Asy

-2
Neutron flux (cm .s )

10
-2 -1

-3
10

-4
10
0 5 10 15 20 25
Radius (cm)

Figure 9-20 Monte Carlo compared with Transport Theory (infinite medium) and Diffusion Theory

-1
10
TTasy
DT

-2
10
(r)

-3
10

-4
10
0 0.5 1 1.5 2 2.5
Radius (mfp)

276
 Figure 9-21 Transport Theory (asymptotic) compared with Diffusion Theory

4.5

3.5
dt
as/

3
tr

2.5

1.5

1
0 0.5 1 1.5 2 2.5
Radius (mfp)

Figure 9-22 Ratio of asymptotic transport flux to diffusion flux

Comparisons of diffusion and transport fluxes are shown in Figs. 9.21-9.22 indicating good agreement far

from the boundaries. The convergence is illustrated in Fig. 9.23 for the K-L divergence indicating that N~

10,000 is a sufficient sample size for simulation.

Consider now the individual cell balances shown in Table 9.5. The steady-state balance requires

+ +

1
The reaction rate for a reaction in a cell between radii and can be found from

to yield

277
 1
1
{ ( + )
+

+ ( + )

1
( + )+ + }

+
[ ]
+

1
where , obtained by setting 0 in Eq.15, is the total reaction rate of reaction type

in the sphere.

With the leakage given by

4 ( ) 4 4 1 1

where

[ + ]+ [ + ]
[ ]
4 +

278
 Table 9.5. Cell balances using diffusion theory flux

Sources Sinks
Cell

Total In
Total Out

1 1 0 1.0000 0.1467 0.8533 1.0000 0

2 0 0.8533 0.8533 0.0590 0.7943 0.8533 0

3 0 0.7943 0.7943 0.0411 0.7532 0.7943 0

4 0 0.7532 0.7532 0.0317 0.7215 0.7532 0

5 0 0.7215 0.7215 0.0256 0.6958 0.7215 0

6 0 0.6958 0.6958 0.0213 0.6745 0.6958 0

7 0 0.6745 0.6745 0.0181 0.6564 0.6745 0

8 0 0.6564 0.6564 0.0155 0.6409 0.6564 0

9 0 0.6409 0.6409 0.0134 0.6276 0.6409 0

10 0 0.6276 0.6276 0.0116 0.6160 0.6276 0

279
 -1
10

Bins=10

-2
10
D(g||h)

-3
10

-4
10
1 2 3 4 5
10 10 10 10 10
N

Figure 9-23 Kullback Leibler Divergence vs Sample Size N for 10 spatial bins

References

1. Bell, G. I. and Glasstone S., Nuclear Reactor Theory, Robert E. Kreiger Publishing Company,

New York, 1979.

2. Clark, M, Jr., and Hansen, K. F., Numerical Methods of Reactor Analysis, Academic Press, 1964.

3. Ganapol, B. D. and Parsons, D. K., A heterogeneous medium analytical benchmark, Los

Alamos National Laboratory, 2008.

4. Ganapol, B. D., Analytical benchmarks for nuclear engineering applications Case studies in

neutron transport theory, Nuclear Energy Agency, NEA/DB/DOC (2008)1, OECD 2008.

280
 5. Henry, A. F., Nuclear Reactor Analysis, Cambridge, MA, MIT Press, 1975.

6. Lamarsh, J. R., Introduction to Nuclear Reactor Theory, Addison-Wesley Publishing Company,

1972.

Problems

1. In section 9.1 the eigenvalues are defined by the transcendental equation (Eq. 9.3a). Calculate for

.0 .2 .4 and comment on the eigenfunctions.

2. Repeat the analysis for Fig. 9.17 using values of for 0.2 0.4 0.6 0.8 .0 and comment on your results,

especially in the limits of low c and the case c=1.

3. Repeat the Kullback-Leibler Divergence estimates given in Fig. 9.23 for the number of bins varying from 2

to 20 and comment on the convergence.

281
10 Monte Carlo Simulation: Practical
Applications
10.1 Introduction

This chapter considers full-scale state-of-the-art computation used for the simulation of nuclear systems

including essentially nuclear criticality systems and nuclear reactor core analyses.

While diffusion theory (Chapter 3) presented a somewhat simplistic modeling of neutron transport it was

useful to enable simple solutions which revealed considerable detail of the neutron flux and subsequent

reaction rates in idealized geometries and collision models. A better representation was the Boltzmann

formulation of the neutron transport equation (Chapter 4) which incorporated a higher level of

mathematical complexity but provided far more accurate results than the diffusion model, although in

idealized geometry. It was however an elegant formalism which stands to this day in spite of the

computational capability that enables full-scale modeling of real engineering systems.

It was then seen that numerical methods such as finite-difference and finite-element methods enabled

more modeling detail to be considered. That was called the deterministic approach in contrast to the

stochastic Monte Carlo approach which was seen to be far stronger in terms of more realistic modeling

of the underlying physics as well as the engineering design of systems.

The state-of-the-art in nuclear engineering thus recognizes Monte Carlo to be one of the best available

tools for the design and performance analysis of operational nuclear systems. And, in that domain, it is the

MCNP code of Los Alamos National Laboratory, which over several decades of continuous

improvement, based on very detailed experimentally obtained and validated nuclear cross-section data, is

extensively quoted as the most reliable code in neutronics extending into radiation physics, medical

282
imaging, oil-well logging and a number of other derivative areas. Several other codes were discussed in

chapter 6.

The underlying mathematics of the Monte Carlo methods was reviewed in Chapter 2 and simple

applications were demonstrated in chapter 8. A unified picture of neutron transport modeling, covering

deterministic and stochastic approaches, was given in chapter 9. The analyses were restricted to simplified

modeling and geometry to highlight the theoretical foundations. Real-life problems are complex in several

ways and require sufficiently realistic modeling to give useful results. This level of modeling is provided

by MCNP which will be used in this chapter to demonstrate practical applications.

The problems considered for demonstration are the Godiva assembly discussed in previous chapters, a

Pressurized Water Reactor (PWR) core with a standard 17X17 fuel assembly, and nuclear criticality

safety assemblies. All validations of results presented in earlier chapters can easily be carried out as will

be shown for the case of simplified one region problem that was used in previous chapters to compare

diffusion, transport, and simple Monte Carlo analyses.

10.2 Simple Assemblies

This section re-considers the Godiva assembly (described in detail in earlier chapters), and a bare sphere

of uranium oxide.

The multiplication ( and flux are shown in Figs. 10.1 and 10.2 respectively for a Godiva sphere of

density 18.74 g/cm3 and mass 52.44 kg as given in Section 8.4. The average of the collision, absorption

and track-length estimators for 1000 neutrons per cycle and 1000 cycles is 0.992265 0.0006. The

flux is predominantly fast with the average neutron energy of 1.483 MeV for neutrons causing fission.

Of the total fissions, 5.43% fissions were caused by neutrons in the range 0.625 ev- 100 kev and the rest

by neutrons over 100 kev. The average fission neutrons produced per neutron absorbed including capture

and fission was 2.3261 while the average number of neutrons produced per fission was 2.597.

283
 Figure 10-1 keff in a Godiva sphere

-3
x 10
5
-3
x 10
4.5
6
4
5
Flux (n/cm2-s)

3.5
4
3
3
2.5
2
2
1
1.5
0
10
1
5 10
0 5 0.5
0
Y (cm) -5 -5 X (cm) 0
-10 -10

Figure 10-2 Flux in a Godiva sphere

284
For a bare sphere of UO2 of the PWR fuel type, Fig. 10.3 shows the collision estimate for in a 70%

3
enriched sphere of density 0.9 16.3621 cm radius and total weight of 200kg. The neutron

flux in the sphere is shown in Figs. 10.4 and 10.5. The central peaking of the flux is evident, as well as the

finite flux at the boundaries consistent with the exact solutions discussed earlier.

Figure 10-3 UO2 sphere 70% enriched, den=10.9 g/cm3 , radius 200 kg

285
 -3
x 10

-3
x 10 2

2.5

2
1.5
Flux n/cm2

1.5

1
1

0.5

0
20 0.5

20
0 10
0
Y (cm) -10 0
-20 X (cm)
-20

Figure 10-4 Flux in a bare UO2 sphere

-3
x 10
20
2
15

10
1.5
5

0
1

-5

-10 0.5

-15

-20 0
20 10 0 -10 -20

Figure 10-5 Flux in a UO2 sphere (in xy plane at z=0)

286
10.3 Reactor Core Modeling

A reactor core can have fuel assemblies arranged in square, triangular or other configurations. A

hexagonal lattice with a triangular pitch is shown Fig. 10.6 below.

Figure 10-6 Hexagonal array of fuel assemblies in a reactor core

Here, MCNP 5B is used to model a PWR fuel assembly starting from an input file (Hideki Matsumoto).

Changes were made in it to obtain the assembly which this neutronic analysis is meant for.

287
10.3.1 Input File

Details of the input file can be found in the MCNP Documentation (Volume I, Chapters 3 and 4). Here,

parts of the input with reference to the PWR fuel assembly only will be described. The same geometry

can be described (MCNP Vol II, Example 8, p.4-37) using LIKE m BUT and TRCL cards. The procedure

is to define universes, fill a lattice cell, and then define the bounding window in which as many lattices

will fit in as the bounding region would permit.

Defining the Bounding Window

The window, in which the lattice cell (universe 1) is to be filled, is defined as cell 1 with a void bounded

by the surfaces 21 and 22 in the x-direction (-10.7525, 10.7525, length 21.5050cm), 23 and 24 in the y

direction (same as in the x direction i.e. 21.5050 cm), and surfaces 5 and 6 in the z direction (length 1cm).

The input line is:

1 0 21 -22 23 -24 5 -6 fill=1

Defining the Universe(s)

The universes are defined which will fill the lattice

Here, we have 3 universes, u=1, u=2, and u=4

Universe 1 will be defined in the following section.

Universe 2 has cells 3,4, and 5 with materials 1 (UO2), 2 (zirconium), and 3 (water)

3 1 6.752111e-2 -1 u=2
4 2 4.310700e-2 1 -2 u=2
5 3 6.622400e-2 2 u=2
6 3 6.622400e-2 -3 u=4
7 2 4.310700e-2 3 -4 u=4
8 3 6.622400e-2 4 u=4

Defining the Lattice

Lattice 1 is defined, as cell 2 filled with universe 1 containing material 3 (water), and filled by itself with

19 X 19 X 1 elements in the x-y-z directions. In the x direction it is bounded by the surfaces 11 and 12

288
and is of length 1.2650 cm; in the y direction by surfaces 13 and 14 also of length 1.2650 cm, and in the z

direction by surfaces 5 and 6 and is of length 1 cm.

The input lines, describing cell 2 as the lattice 1 and filled with universe 1 defined itself with universes 1,

2, and 4, (with 19X19X1 elements) are:

2 3 6.622400e-2 11 -12 13 -14 5 -6 u=1 lat=1 fill=-9:9 -9:9 0:0

1111111111111111111
1222222222222222221
1222222222222222221
1222224224224222221
1222422222222242221
1222222222222222221
1224224224224224221
1222222222222222221
1222222222222222221
1224224224224224221
1222222222222222221
1222222222222222221
1224224224224224221
1222222222222222221
1222422222222242221
1222224224224222221
1222222222222222221
1222222222222222221
1111111111111111111

10.3.2 Surrounding cells

Cell 10 surrounds cell 1 (PWR fuel assembly) and is filled with material 3 (water), while cell 9 is the

outside universe surrounding the entire assembly and water; defined as everything in the universe that

excludes cells 1 and 10.

The input lines are:

9 0 #1 #10
10 3 6.622400e-2 #1(25 -26 27 -28 5 -6)

Surface Cards
1 cz 0.412
2 cz 0.476

289
 3 cz 0.570
4 cz 0.610
*5 pz -0.5
*6 pz 0.5
11 px -0.6325
12 px 0.6325
13 py -0.6325
14 py 0.6325
21 px -10.7525
22 px 10.7525
23 py -10.7525
24 py 10.7525
*25 px -10.8000
*26 px 10.8000
*27 py -10.8000
*28 py 10.8000

10.3.3 Source Description

The source description in MCNP can be done in one of three ways (MCNP Vol II, p.3-52) viz and explicit

value, a distribution, or a distribution of a dependent variable. Here, the SDEF card is used to describe

source location in a cell whose spatial distribution is represented by d1, and energy (erg) represented by

distribution 2.

For distribution 1, the source information card SI1 is used with the l option indicating discrete source

variable values. The source cell path is described as the location of the cell from the highest level to the

lowest level. Here the lattice has 8 cells which have material 1 (fuel) so we need to locate cell 3 wherever

it needs to be specified. So, since cell 3 is inside cell 2 which is inside cell 1, the address of this cell is

through cell 1, and since cell 2 is a lattice, each position needs a location identifier such as (-1 -1 0)

indicating the cell in the lowest row and most left column of the 3 X 3 lattice.

The energy distribution 3 in MCNP represents the Watt fission spectrum

1/ 1/

where a=0.965 MeV, b=2.29 MeV-1

The source definition cards SDEF, SI and SP define the phase space parameters of the source. In the

following lines, SDEF defines a source located in CEL=D1 with a space location defined by a probability

290
distribution 1, and with an energy distribution given by Distribution 2; SI is the sourceinformation card

which gives the location of the source as Distribution 1 in the repeated geometry structure. There are eight

cells in which the source appears and it will have equal probability as given in the SP1 card. Similarly,

SP2 uses a standard MCNP distribution (Watt fission spectrum) with default parameters as stated above.

sdef cel=d1 erg=d2

si1 l
1:2( -1 -1 0):3 1:2( 0 -1 0):3 1:2( 1 -1 0):3
1:2( -1 0 0):3 1:2( 1 0 0):3 1:2( -1 1 0):3
1:2( 0 1 0):3 1:2( 1 1 0):3
sp1 3 7r
sp2 -3

10.3.4 Plotting the Geometry

With the above surfaces, lets first calculate the length of the lattice cell which is bounded by surfaces 11

and 12 in the x direction, of length 0.6325-(-0.6325)=1.2650 cm. Cell 2 has 19 such-sized units in the x

direction since it goes from -9:9 in the x direction, and 19 units in the y direction. They are numbered as

-9 9 0 -8 9 0 -7 9 0 . . 7 9 0 8 90 9 90
-9 8 0 -8 8 0 -7 8 0 . . 7 8 0 8 80 9 80
. . . . . .
. . . . . .
. . . . . .
-9 -8 0 -8 -8 0 -7 -8 0 . . 7 -8 0 8 -8 0 9 -8 0
-9 -9 0 -8 -9 0 -7 -9 0 . . 7 -9 0 8 -9 0 9 -9 0

Thus, all 19X19 cells are of length 24.035 cm and extend from -12.0175 to +12.0175, but the bounding

surfaces on cell 1 are -10.7525 to +10.7525.. Similarly 18X18 cells are of length 22.77cm extending from

-11.385 to +11.385, and 17X17 cells are of length 24.035 cm extending from -12.0175 to +12.0175. Thus,

the above input should show only 17X17 of the 19X19 defined cells.

The geometry is obtained by running mcnp5 in the ip (input and plot) mode; Fig. 10.6 below.

mcnp5 inp=zk1pwrA ip

291
 Figure 10-7 A typical PWR fuel assembly

In order to get 3X3 cells from the above, the bounding window surfaces (21,22,23,24) would be changed

and the total length would now be: -1.8975 to +1.8975=3.795 = 3 X 2X 0.6325. Subsequently, the

surface cards are changed as follows (see changes for surfaces 21-28):

1 cz 0.412
2 cz 0.476
3 cz 0.570
4 cz 0.610
*5 pz -0.5
*6 pz 0.5
11 px -0.6325
12 px 0.6325
13 py -0.6325
14 py 0.6325
21 px -1.8975
22 px 1.8975
23 py -1.8975
24 py 1.8975
*25 px -2.8000
*26 px 2.8000
292
*27 py -2.8000
*28 py 2.8000

The required geometry, for the input given in Annex F (F.1), is shown in Fig. 10.7.

Figure 10-8 A 3X3 assembly

10.3.5 Tally Cards

MCNP gives information demanded by the user; thus tallies need to be specified. In most cases, the

tallies required are volume averaged flux, current, surface flux, energy deposition, and neutron heating.

These are obtained from standard MCNP tallies F1, F2, F4, F5, F6 and associate energy values *F1, *F2,

*F4, *F4, *F5, and *F6, as described below.

Neutron Flux

The flux tally is TALLY F14:N in the cells defined below:

293
f14:n (3<2[-8,-8,0]<1) (3<2[ 8,-8,0]<1) [17 entries]
(3<2[-8,-7,0]<1) (3<2[ 8,-7,0]<1) [17 entries]
(3<2[-8,-6,0]<1) (3<2[ 8,-6,0]<1) [14 entries]
(3<2[-8,-5,0]<1) (3<2[ 8,-5,0]<1) [15 entries]
(3<2[-8,-4,0]<1) (3<2[ 8,-4,0]<1) [17 entries]
(3<2[-8,-3,0]<1) (3<2[ 8,-3,0]<1) [12 entries]
(3<2[-8,-2,0]<1) (3<2[ 8,-2,0]<1) [17 entries]
(3<2[-8,-1,0]<1) (3<2[ 8,-1,0]<1) [17 entries]
(3<2[-8, 0,0]<1) (3<2[ 8, 0,0]<1) [12 entries]
(3<2[-8, 1,0]<1) (3<2[ 8, 1,0]<1) [17 entries]
(3<2[-8, 2,0]<1) (3<2[ 8, 2,0]<1) [17 entries]
(3<2[-8, 3,0]<1) (3<2[ 8, 3,0]<1) [12 entries]
(3<2[-8, 4,0]<1) (3<2[ 8, 4,0]<1) [17 entries]
(3<2[-8, 5,0]<1) (3<2[ 8, 5,0]<1) [15 entries]
(3<2[-8, 6,0]<1) . (3<2[ 8, 6,0]<1) [14 entries]
(3<2[-8, 7,0]<1) (3<2[ 8, 7,0]<1) [17 entries]
(3<2[-8, 8,0]<1) (3<2[ 8, 8,0]<1) [17 entries]

Tallies available (for neutrons) include F1:N (particle current integrated over a surface i.e. no. of

particles), F2:N (surface flux particles cm-2), F4:N (flux at point or ring detector particles cm-2), F6:n

(energy deposition averaged over a cell MeV/g), F7:N (fission energy deposition averaged over a cell

MeV/g). Together with these tallies, *F1 gives energy (MeV) integrated over a surface, *F2, *F4 and *F5

are energy quantities (MeV cm-2) , while *F6 and *F7 give jerks/g (1 jerk 0 8 .

In MCNP, adding 10 to a tally gives the same tally quantity; e.g., F4, F14, F24, F34, are all flux

quantities. Each tally can be obtained in bins of time, energy and direction.

Reaction Rates

Any quantity of the form , where is the energy-dependent fluence (units

particles cm-2) and the (microscopic) reaction of interest for material is taken from the cross-

section file. The material needs to be specified on a separate card and is not required to be present

in any cell defined in the geometry.

The reaction numbers are taken from the ENDF/B manual (where it is called the MT number), some

commonly used MT numbers are

294
MT FM Microscopic Cross-section
1 -1 Total
2 -3 Elastic
16 (n,2n)
17 (n,3n)
18 Total fission (n,fx) if and only if MT=18 is used for fission in the original evaluation
-6 Total fission cross-section; equal to MT=18 if MT=18 exists (otherwise sum of
MTs 19,20,21 and 38)
19 (n,f)
20 (n,nf)
21 (n,2nf)
. .
102 (n, )

Plotting Tallies

For plotting tallies and cross-sections, see MCNP5 Vol II Appendix B.III. The command

mcnp5 z options

invokes MCPLOT. Figure 10.8 was plotted with the commands kcode 1 and file which gave a postscript

file plotm.ps which was then converted to the pdf file shown below. Figure 10.9 shows one of the

convergence criteria, the Figure of Merit (FOM), for the average CE/AE/TLE of .

Figure 10-9 Collision estimate of

295
 Figure 10-10 FOM of average

The neutron flux is plotted in Figures 10-10 and 10-11. This was obtained by using the FMESH input

card (Vol II, p.3-112) which gives an output in file MESHTAL. The output was subsequently read and

plotted in the Matlab program (Annex F.2).

296
 1.64

1.65
1.62
Flux (n/cm2)

1.6 1.6

1.58
1.55

1.56

1.5
4 1.54
2 4
0 2
0 1.52
Y (cm) -2 -2
-4 -4 X (cm)

Figure 10-11 Neutron flux in a 3X3 PWR pin cell

1.64

1.62

3 1.6

2
1.58
1
1.56
0
3
2 1.54
-1
1
0
-2
-1 1.52
-2
-3 -3

Figure 10-12 Neutron flux in a 3X3 PWR pin cell (xy plane)
297
10.4 Nuclear Criticality Safety Analysis

Nuclear criticality safety analysis is required at various stages in the fuel cycle from processing of

uranium ore to the handling of process gases such as uranium hexafluoride (UF6) as it is enriched, for

example in a centrifuge plant, to its final stages when it takes the shape of enriched fissile with reactor

grade or weapons grade compositions.

For a reader interested in nuclear criticality safety, the modeling is very similar as it involves the storage

and transportation of nuclear materials in gaseous, liquid or solid forms stored as lattices in the

structure of repeated geometry which is a strength of Monte Carlo Boolean algebra description of

surfaces and regions.

For analysis of nuclear criticality safety, a range of problems from simple cylinders containing solutions

of uranium and plutonium to repeated structures in hexahedral (square) and hexagonal (triangular) lattices

are described.

10.5 Perturbation Calculations

One of the weaknesses of Monte Carlo methods has been considered to be their inability to estimate the

effect of small changes in independent parameters such as enrichment, material density or material

composition. This is due to the magnitude of the perturbation in the independent parameter which may be

of the order of uncertainty in a stochastic estimate and hence the estimated change may be masked in the

error itself.

As discussed in a previous chapter, perturbation computations can be carried out in schemes such as

derivative sampling, correlated sampling or adjoint weighting in a Lagrangian variational formulation.

This section considers the perturbation capability of Monte Carlo simulation to estimate such design

changes.

298
The first case considered is the effect in multiplication and surface flux in a Godiva assembly due to a

perturbation in the material density. Figure 10-13 shows MCNP Godiva simulations (1000 x 130 with 30

skip cycles) showing the increase in and decrease in (particles crossing surface) as the relative

3
density increases. The reference density is 8.75 . Each run is an independent

estimate.

1.6 1

1.4 0.9

1.2 0.8

1 0.7
keff

J
0.8 0.6

0.6 0.5

0.4 0.4

0.2
0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8
Relative Density

Figure 10-13 Effect of perturbation in material density

Consider now an elementary one-group diffusion estimate of the change in due to a material

density change. The one-group diffusion equation gives

(10.1)
+

299
which can be used to estimate the perturbations, with respect to material density for example, from the

derivatives in a Taylor series of the form

+ + + (10.2)
2

The first and second derivatives are obtained as:

2
(10.3a)
+

and

2 3
(10.3b)
+

where

( )

For Godiva, we consider a pure U235 sphere of radius 8.37 cm of density 18.75 g cm-3 (m=46.054 kg)

and use the fast spectrum data from Wirtz: 5.297 atom b-1, 2.844 atom b-1 and 8.246

atom b-1. The derivatives are calculated as follows:

0.0494

0.0030

300
The above values are used to estimate for full re-runs (solid curve) compared with 2nd order

perturbation estimate from derivative sampling with MCNP, and with one-group exact analysis. Relative

errors are shown for both sets of (MCNP) estimates.

Figure 10-14 shows estimates for for full re-runs (solid curve) compared with 2nd order perturbation

estimate from derivative sampling and the elementary model. Relative errors are shown for both sets of

estimates. It can be seen that the predicted derivative-sampling estimates are good for up to a 60%

decrease, and 40% increase, in the relative density. The lack of symmetry is due to the neutron histories

simulated; as the density increases the mean free path decreases and more collisions take place, thus the

sampling size has to be appropriately modified for statistical accuracy of an estimate. The elementary

diffusion estimates have a larger error but indicate the trend very well.

-3
x 10
1.6 7
Rel. Error Re-run
1.4 Rel. Error Pert
6

1.2
Perturbation
(2nd Order 1 grp Exact) 5
1 Relative Error

4
0.8
keff

0.6
3

0.4
2

0.2
Perturbation (2nd Order MCNP)
1
0

-0.2 0
0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8
Relative Density

Figure 10-14 Perturbation estimates using derivative sampling and one-group diffusion

301
Similar estimates are shown for the surface current in Fig. 10-15.

-3
x 10
1 7
Rel. Error Re-run
Re.l Error Pert
0.9 6

0.8 5

Relative Error
0.7 4
J

0.6 3

0.5 2
Perturbation (2nd Order)

0.4 1

0
0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8
Relative Density

Figure 10-15 Perturbation estimates for J

Exercise: The configuration given (Fig. 10-16) is of the 4S Gen-

IV type reactor with metallic uranium fuel, sodium coolant and a

beryllium reflector. Model the geometry with MCNP and carry out

a simulation for the and flux tallies.

Figure 10-16 4S-type core arrangement

302
References

1. Harmon, C. D., Busch, R. D., Briesmeister, J. F., and Forster, R. A., Criticality Calculations with

MCNPTM; A Primer, LA-12827-M, UC-714, August 1994.

2. X-5 Monte Carlo Team, MCNPA General Monte Carlo N-Particle Transport Code, Version 5,

Volume I: Overview and Theory, Los Alamos National Laboratory, LA-UR-03-1987, April 24,

2003.

3. X-5 Monte Carlo Team, MCNPA General Monte Carlo N-Particle Transport Code, Version 5,

Volume II: Users Guide, Los Alamos National Laboratory, LA-CP-03-0245, April 24, 2003.

Problems

1. For the graphite slab specified in Example 3.1, carry out a Monte Carlo simulation to determine

the escape probability of a neutron and compare with the diffusion theory estimate.

2. In Chapter 3, it was shown that the neutron flux in a sphere of radius R with a point isotropic

source at 0 emitting neutrons s-1 is given by

+
+
4 ( )

Carry out a Monte Carlo simulation and determine the shape of the neutron flux and the leakage

probability from the surface of a beryllium sphere of radius 2 m.f.p. with a 1 Ci 226Ra-Be point

source at its center emitting 107 neutrons s-1. Comment on the differences in results.

3. In Example 3.3, it was determined from one-group diffusion theory that a U235-Na fast reactor

with a mass ratio of 1:100 would be critical with about 60 T of U 235 in a spherical reactor of

radius 1130 cm. Carry out a Monte Carlo simulation for an equivalent square-cylindrical reactor

303
 (H=2R) to obtain a better critical estimate. Use the lattice capability of MCNP to arrange the fuel

in a typical fuel assembly configuration.

3
4. Calculate the effective multiplication of Godiva ( 8.74 ) using the fast reactor

one-group cross-sections of Table 1.2.

5. Carry out a simulation to determine the albedo of a graphite slab of thickness 3 m.f.p and

compare with previous estimates from diffusion theory and transport theory.

6. Compare Monte Carlo simulation values for the values of some fast critical assemblies (Bell

and Glasstone, p.247) given below

Core Radius Calculated

Assembly
(cm)
Core Reflector

Uranium-233 None 5.965 1.0115

Uranium-235 0.9912
None 8.710
(Godiva)
Plutonium-239 1.0039
None 6.285
(Jezebel)
Uranium-235 7.6 cm 0.9893
20.32
(16.7%) uranium
8.9 cm 0.9939
Uranium-235 6.391
uranium
4.6 cm
Uranium-235 7.80 0.9905
thorium

Uranium-235 Thick
6.045 0.9907
(Topsy) uranium

304
Multiple Choice Questions

1. The Monte Carlo Method is used for

a) The simulation of stochastic processes
b) The simulation of deterministic processes
c) The solution of integral equations
d) The simulation of stochastic processes, solution of deterministic problems, and the solution of
integral equations

2. The integro-differential form of the neutron transport equation is

a) not related to Boltzmann Transport Equation (BTE) since the BTE is for gases
b) the zeroth moment of the BTE
c) an Fredholm-type equation which has a Neumann series solution
d) actually a diffusion equation since Ficks law applies

3.Pseudo-Random numbers are

a) obtained from naturally random processes such as radioactive decay
b) obtained from an algorithm based on the linear congruential method
c) good if they have a small period so they are reproducible
d) always based on the 64-bit word length of computers

4. The value of obtained by the hit-and-miss method was first obtained by

a) Boltzmann,
b) Neumann
c) Buffon
d) Shannon

5. The concept of entropy in which the expression: was first formulated by

a) Shannon
b) Boltzmann
c) Clausius
d) Newton

6.For a PDF: 3 , 0 , the random variable can be obtained from a random number
uniformly distributed in the range (0,1) using
a) ,
b) 3 ,
1
c) 3,
d) none of the above.
305
7.According to the Central Limit Theorem, the standard deviation of the mean of an estimate
a) decreases as the square of the sample size
b) decreases as the square root of the sample size
c) increases as the square of the sample size
d) increases as

8.Convergence in a Monte Carlo simulation is guaranteed when

a) the sample size increases

b) an isotropic source is considered
c) a binomial distribution is used to sample for the distance to collision
d) none of the above

9. For a source particle that is isotropic in angle, the orthogonal angle , and azimuthal angle are
sampled as
1
a) 2
b) 0 2
1
c)
1
d) 2 2
where is a uniform random number 0 .

10. The Kullback-Leibler divergence is a measure of the divergence

between two distribution functions. In this expression:

a) The reference PDF is
b) There is no reference PDF
c)
d) None of the above

11.Given a uniform PDF in the range (0,1) the mean and variance are:
1 1
a) 3
1 1
b) 6
1 1
c) 1
1
d) 0

12.A Monte Carlo estimate

a) Is reproducible when the same random number generator is used
b) Is not reproducible when the same random number generator is used
c) Is independent of the algorithm on which the random number generator is based
d) Is reproducible when the random number seed is the same for a simulation
306
13. The quality of a Monte Carlo estimate of an integral can:
a) Be improved with variance reduction using stratified sampling
b) Not be improved by importance sampling
c) Be improved by correlated sampling when estimators are negatively correlated
d) Be improved when covariance is smaller than the variance

14. The track-length estimator for flux, , is

a) Based on the number of collisions in a region
b) Based on the leakage current from the surface of a region
c) Based on the average distance travelled between collisions
d) Based on the weight in non-analog simulation

15. The Monte Carlo method for integral evaluation

a) Is always preferable to the Gaussian Quadrature method
b) Is preferable for higher-dimension integrals
c) uses importance sampling linked to Simpsons method
d) none of the above

16. For the event tree, with event probabilities, shown below, the number of events of A2 out of 10,000
sampled events, assuming a uniform distribution for each event, is
a) 600
b) 900
c) 2100
d) None of the above

17. By using the conservation of probability for two random variables , it can be
shown that if is the PDF and is the CDF, then
a) the PDF of the CDF is always equal to one
b) the PDF of the CDF can not be determined
c) the CDF is always zero
d) the PDF of the CDF is always zero

307
18. In a room, the number of air molecules which need to be simulated can be estimated from Avogadros
number of atoms , or molecules, according to which there are molecules in
a) one gram of any substance
b) one gram-mole of any substance
c) one kilogram of any substance
d) none of the above

19. In the acceptance-rejection method for sampling a difficult PDF, the process is to
a) use one random number to sample for the random variable
b) use two random numbers; one for and the other for determining the acceptance probability
c) use three random numbers; one for and two for determining the acceptance probability
d) none of the above

20. A MC estimate is good if it has

a) a sampled mean close to the population mean and a small variance
b) a small variance
c) a sampled mean close to the population mean
d) none of the above

308
 Mid-Term Examination
Take-home Examination

Question No. 1: Monte Carlo Simulation

Write a program to simulate particle transport due to a unit isotropic source located at the center of a

graphite cube of sides 5cm with data given below. Estimate the average flux using the track-length

estimator, the average number of collisions inside the cube, and the fraction of particles that leak out from

the surfaces. Compare the average flux with the exact solution obtained from the diffusion equation.

Question No. 2: Integral Equation

Consider the integral equation for Chandrasekhars H function:

1
+
0 +

1
where 0 . In case of isotropic scattering, 2. The equation is solved iteratively

with

1/ 1
[ ]
2 +
1

1 0 1
1
0

1 1
1
with 0 1 , and a normalization 0 0 [ ]. Use Gaussian

Quadrature or the Monte Carlo method to solve the above integral equation. Plot your results for c=0.2,

0.4, 0.6, 0.8.

309
Question No. 3: Numerical Integration

1 1
a) Evaluate the integral 0 4 0 using the rectangular method, the

trapezoidal method, Simpsons method, Gaussian Quadrature (N=2, 16), and the Monte Carlo

method with values for drawn uniformly 0 .

b) Repeat the above using random numbers drawn from the PDF . You will then need
1

1
to transform the integral to the form 0 ( ) . Compare the quality of the answer

with that obtained in section (a).

1 1
c) Evaluate the integral 0 0 , where + + 3 + 2 , using the

MC sample mean from

1 1 .

Compare the MC estimate with a deterministic evaluation in terms of sample size, number of points in the

deterministic evaluation, and the CPU time. Plot the surface as a function of and .

310
 Final Examination
Time: Three Hours Max Marks: 100

Question No. 1: MC Numerical Integration [Marks: 25]

(a) Sketch the Integrals, 1 0 , 0 and 3 0 . [Marks: 5]

(b) Obtain an exact solution for each of the above ( 3 0 2 0.882 )

[Marks: 5]

(c) With a calculator, taking 0 points, estimate the integrals and the standard deviations [10]

(d) Write a program which can be used to estimate the integrals using the MC method [5]

Question No. 2: MC: Quality of Results and Variance Reduction [Marks: 25, 05 for each part]

(a) How would you define the quality of a Monte Carlo estimate of a quantity?

(b) What do the Law of Large Numbers and the Central Limit Theorem say about an MC estimate as

the sample size increases?

(c) Give an expression for the variance, and the standard deviation , for the estimate of a random

variable.

(d) Describe some methods by which the variance of an estimate can be reduced.

(e) For the integral 1 0 given in Question 1, use an exponential PDF, find the CDF and

give the answer stating the variance you would get. Compare the variance with that obtained in

Question No. 1.

311
Question No. 3: MC Simulation in a Critical System [Marks:25]

(a) To estimate the collision density in a cube of sides 5 cm, outline the steps to carry out a

simulation of particle transport starting from a point isotropic source. [10]

(b) What are the equations of the six surfaces and how can the distance to a surface be found for a

particle at point P ( xp,yp,zp ) heading in the direction given by direction cosines ux,uy,uz? [5]

(c) How would you compute the distance to collision? [5]

(d) What would be the contribution for the collision and track-length estimators if the next collision

is outside the bounding surfaces of the cube? [5]

Question No. 4: Short questions [Marks:25,5 marks for each part]

(a) What is the effect of skip cycles on the final MC estimate?

(b) How is an MC estimate similar to an autoregressive process?

(c) What are the main advantages of the MC method?

(d) What are the main disadvantages of the MC method?

(e) How can the Kullback-Leibler divergence (based on the relative entropy)

be used to test how good an MC estimate is? Can the diffusion or transport

exact solutions be used as reference distribution functions? Explain briefly.

312
Solution to Question No. 1

1
y=exp(-x)
0.9 y=x*exp(-x)
2
y=exp(-x )
0.8

0.7

0.6
y

0.5

0.4

0.3

0.2

0.1

0
0 0.5 1 1.5 2
x

Integral Matlab (quad) Exact N=100 N=100000

0.9176** 0.8649
1 0 , 0.8647 0.8647 2.4359e-001 2.4176e-001
6.13% 0.027%
0.5924 0.5944
0.5940 0.5940 4.4340e-002 4.1886e-002
0 0.2656% 0.0656%
0.8827 0.8792
3 0 , 0.8821 0.8821* 3.2023e-001 3.4455e-001
0.0651% 0.322%

3 0 2 0.882

Mean, standard deviation and percentage error (with quad taken as ref)

Program:

fid=fopen('outMain.txt','w');
x=0:0.001:2;

313
y1=exp(-x);
y2=x.*exp(-x);
y3=exp(-x.*x);
plot(x,y1,'-k','LineWidth',1.5)
hold on
plot(x,y2,'-.k','LineWidth',1.5)
hold on
plot(x,y3,':k','LineWidth',1.5)
h = legend('y=exp(-x)','y=x*exp(-x)','y=exp(-x^2)',1);
grid on

xlabel('\bf x','FontSize',12)
ylabel('\bf y','FontSize',12)

N=100;
% integral 1
F=@(x)exp(-x);
Q=quad(F,0,2);
sum=0.0; sum2=0.0;
for i=1:N
t = rand;
r = exp(-2.0*t);
sum = sum + r ;
sum2=sum2 + r^2;
end
Int1 = 2.0*sum/N;
var1 = sum2/N - (sum/N)^2;
std1 = sqrt(var1);
PercErr = 100.0*abs((Int1 - Q)/Q);
fprintf(fid,'\n Integral 1');
fprintf(fid,'\n N= %6.0f',N);
fprintf(fid,'\n quad Int1 var1');
fprintf(fid,'\n %8.4f %8.4f %12.4e ',Q,Int1,std1);
fprintf(fid,'\n Percentage Error = %8.4f',PercErr);

% integral 2
F=@(x)x.*exp(-x);
Q2=quad(F,0,2);
sum=0.0; sum2=0.0;

for i=1:N
t = rand;
r = t*exp(-2.0*t);
sum = sum + r ;
sum2=sum2 + r^2;
end
Int2 = 4.0*sum/N;
var2 = sum2/N - (sum/N)^2;
std2 = sqrt(var2);
PercErr = 100.0*abs((Int2 - Q2)/Q2);
fprintf(fid,'\n Integral 1');
fprintf(fid,'\n N= %6.0f',N);

314
fprintf(fid,'\n quad Int1 std2');
fprintf(fid,'\n %8.4f %8.4f %12.4e ',Q2,Int2,std2);
fprintf(fid,'\n Percentage Error = %8.4f',PercErr);

% integral 3
F=@(x)exp(-x.*x);
Q3=quad(F,0,2);
sum=0.0; sum2=0.0;
for i=1:N
t = rand;
r = exp(-4.0*t*t);
sum = sum + r ;
sum2=sum2 + r^2;
end
Int3 = 2.0*sum/N;
var3 = sum2/N - (sum/N)^2;
std3 = sqrt(var3);
PercErr = 100.0*abs((Int3 - Q3)/Q3);
fprintf(fid,'\n Integral 3');
fprintf(fid,'\n N= %6.0f',N);
fprintf(fid,'\n quad Int3 std3');
fprintf(fid,'\n %8.4f %8.4f %12.4e ',Q3,Int3,std3);
fprintf(fid,'\n Percentage Error = %8.4f',PercErr);
fclose(fid);

315
 Annex A Chandrasekhars H function

Evaluation of Chandrasekhars H function

Chandrasekhars H function satisfies the integral equation

1
+
0 +

1
where 0 . In case of isotropic scattering, 2. The equation is solved iteratively

with

1/ 1
[ ]
2 +
1

1 0 1
1
0

1 1
1
with 0 1 , and a normalization 0 0 [ ].

Numerical Implementation

The above steps are implemented in a Matlab program listed below. The algorithm is very efficient and

results have been compared with Chandrasekhar4 (p.125 Table XI).

4
S. Chandrasekhar, Radiative Transfer, Dover Publications, Inc., New York, 1960.

316
Program

N=32; % Gaussian quadrature

t(1) =0.0483076656877383162348126; w(1)=0.0965400885147278005667648;

t(2) =0.1444719615827964934851864; w(2)=0.0956387200792748594190820;
t(3) =0.2392873622521370745446032; w(3)=0.0938443990808045656391802;
t(4) =0.3318686022821276497799168; w(4)=0.0911738786957638847128686;
t(5) =0.4213512761306353453641194; w(5)=0.0876520930044038111427715;
t(6) =0.5068999089322293900237475; w(6)=0.0833119242269467552221991;
t(7) =0.5877157572407623290407455; w(7)=0.0781938957870703064717409;
t(8) =0.6630442669302152009751152; w(8)=0.0723457941088485062253994;
t(9) =0.7321821187402896803874267; w(9)=0.0658222227763618468376501;
t(10)=0.7944837959679424069630973; w(10)=0.0586840934785355471452836;
t(11)=0.8493676137325699701336930; w(11)=0.0509980592623761761961632;
t(12)=0.8963211557660521239653072; w(12)=0.0428358980222266806568786;
t(13)=0.9349060759377396891709191; w(13)=0.0342738629130214331026877;
t(14)=0.9647622555875064307738119; w(14)=0.0253920653092620594557526;
t(15)=0.9856115115452683354001750; w(15)=0.0162743947309056706051706;
t(16)=0.9972638618494815635449811; w(16)=0.0070186100094700966004071;
j=16;
for jj=1:16
tt(jj)=-t(j); ww(jj)=w(j);
j=j-1;
end
k=1;
for kk=17:32
tt(kk)=t(k); ww(kk)=w(k);
k=k+1;
end
end

c=0.8; Niter=50;
Alpha0=(2.0/c)*(1.0-sqrt(1.0-c));
for ih1 = 1:N
mu(ih1)=0.5*(tt(ih1)+1.0);
Hf(ih1) = 1.0;
end
for ih6 = 1:Niter
for ih2 = 1:N
sum =0.0;
for ih3 = 1:N
sum = sum + ww(ih3)*( Hf(ih3)/(mu(ih2)+ mu(ih3)));
end
sum = 0.5*sum;
Hf(ih2) = 1.0/( 1.0 - (c/2.0)*mu(ih2)*sum );
end
Alpha0k=0.0;
for ih4=1:N
Alpha0k = Alpha0k + ww(ih4)*Hf(ih4);
end
Alpha0k=0.5*Alpha0k;
Error = Alpha0-Alpha0k;
for ih5=1:N
317
 Hf(ih5)=(Alpha0/Alpha0k)*Hf(ih5);
end
end
Results
The values for Chandrasekhars H function are plotted in the figure below.

1.9
c = 0.1
1.8 c = 0.2
c = 0.4
c = 0.6
1.7
c = 0.8
c
c = 0.9
1.6

1.5
H( )

1.4

1.3

1.2

1.1

1
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

Chandrasekhar's H function

318
319
 Annex B Matlab Program Transport Theory
Program to compute the Transport Theory flux in a finite sphere with a point isotropic source at the center

% Program C:\Users\User1\Documents\MATLAB\TrTheory2012\SpherePtSrcMain
%
% open output file
% Last used: Oct 12 2012
resl=fopen('outTT.txt','w');
pi=3.14159;
N=32;
t(1) =0.0483076656877383162348126; w(1) =0.0965400885147278005667648;
t(2) =0.1444719615827964934851864; w(2) =0.0956387200792748594190820;
t(3) =0.2392873622521370745446032; w(3) =0.0938443990808045656391802;
t(4) =0.3318686022821276497799168; w(4) =0.0911738786957638847128686;
t(5) =0.4213512761306353453641194; w(5) =0.0876520930044038111427715;
t(6) =0.5068999089322293900237475; w(6) =0.0833119242269467552221991;
t(7) =0.5877157572407623290407455; w(7) =0.0781938957870703064717409;
t(8) =0.6630442669302152009751152; w(8) =0.0723457941088485062253994;
t(9) =0.7321821187402896803874267; w(9) =0.0658222227763618468376501;
t(10)=0.7944837959679424069630973; w(10)=0.0586840934785355471452836;
t(11)=0.8493676137325699701336930; w(11)=0.0509980592623761761961632;
t(12)=0.8963211557660521239653072; w(12)=0.0428358980222266806568786;
t(13)=0.9349060759377396891709191; w(13)=0.0342738629130214331026877;
t(14)=0.9647622555875064307738119; w(14)=0.0253920653092620594557526;
t(15)=0.9856115115452683354001750; w(15)=0.0162743947309056706051706;
t(16)=0.9972638618494815635449811; w(16)=0.0070186100094700966004071;
j=16;
for jj=1:16
tt(jj)=-t(j); ww(jj)=w(j);
j=j-1;
end
k=1;
for kk=17:32
tt(kk)=t(k); ww(kk)=w(k);
k=k+1;
end
t
w
tt
ww
%%% Begin
iprint=1;
Rad=1.0; % radius of sphere in mfp
fprintf (resl,'\n Radius = %6.4f mfp ',Rad);
c=0.9;
fprintf (resl,'\n c = %6.4f ',c);

% STEP 1 calc Nu0

[Nu0] = funcNu0(c);
fprintf (resl,'\n Nu0=%8.4f ',Nu0);

320
% step 1.1 calc N0Plus
NofNu0 = 0.5*c*Nu0^3*( (c/(Nu0^2-1.0)) - (1/Nu0^2));
fprintf (resl,'\n NofNu0 = %12.4e ',NofNu0);

% step 1.2 get H(mu) for N=32 values of mu (=0.5*(t+1))

[mu,Hf]=Hfunc(c);
mu
Hf

% STEP 2 calc z0 from Eq. 28

Int =0.0;
for ih9 = 1:N
Int = Int + ww(ih9)*( Hf(ih9)/(Nu0+ mu(ih9)));
end
Int = 0.5*Int;
HfNu0 = 1.0/( 1.0 - (Nu0*c/2.0)*Int );
fprintf(resl,'\n HfNu0 = %12.4e ',HfNu0);

Z0 = 0.5*Nu0*log( 4.0*NofNu0*HfNu0*HfNu0/(c*Nu0));
fprintf(resl,'\n Z0 = %12.4e ',Z0);

% STEP 3 solve for E(Nu) and E(Nu0)

% step 3.1 calc G(Nu0) from Eq. 27a

gg1= (1.0-exp(-2.0*(Rad+Z0)/Nu0));
gg2= (2.0/(Nu0*NofNu0))*exp(-(Rad+2.0*Z0)/Nu0);
gg3= c*Nu0/(HfNu0*NofNu0);
Int27a =0.0;
for ih10 = 1:N
nu=mu(ih10);
NofNu = nu*( (1-c*nu*atanh(nu))^2 + (1.0/4.0)*c^2*nu^2*pi^2 );
in27a1=Hf(ih10)* NofNu;
in27a2= nu+Nu0;
in27a3=exp(-Rad/nu);
in27a4=in27a3/(in27a1*in27a2);
Int27a = Int27a + ww(ih10)* in27a4;
end
Int27a = 0.5*Int27a;
GofNu0 = (gg2+gg3*Int27a)/gg1;
fprintf(resl,'\n GofNu0 = %12.4e',GofNu0);

% step 3.2 calc E(Nu) by solving Eq. 25 iteratively

% nu can take N=32 values
% initialize E(1)...E(32)
for ih14=1:N
E(ih14)=1.0;
end
error = 1.0e15;
Miter=20; %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
for iter=1:Miter
for ih11=1:N
nu = mu(ih11);
321
 NofNu = nu*( (1-c*nu*atanh(nu))^2 + (1.0/4.0)*c^2*nu^2*pi^2 );
gg4= Hf(ih11)*NofNu;
gg5= ((c*nu*Nu0)/(2.0*(nu+Nu0)*HfNu0))*exp(-Rad/Nu0);
gg6= GofNu0*exp(-Rad/Nu0)+ 2.0/(Nu0*NofNu0);

Int27c =0.0;
for ih12 = 1:N
x=mu(ih12);
Nofx = x*( (1-c*x*atanh(x))^2 + (1.0/4.0)*c^2*x^2*pi^2 );
in27c1=Hf(ih12)* Nofx;
in27c2= x+nu;
in27c3=exp(-Rad/x);
in27c4=in27c3/(in27c1*in27c2);
Int27c = Int27c + ww(ih12)* in27c4;
end
Int27c = 0.5*Int27c;
GofNu = (gg5*gg6 + c*nu*Int27c)/gg4;
% fprintf(resl,'\n GofNu = %12.4e',GofNu);

% find K(y)
% fprintf(resl,'\n K(x to nu)');
for ih13 = 1:N
y=mu(ih13);
kk1=(1.0-exp(-2.0*(Rad+Z0)/Nu0));
kk2=(c*y*Nu0/(2.0*(Nu0+y)*HfNu0*NofNu0*Hf(ih13)))*exp(-2.0*Rad/y);
kky=kk2/kk1;
% fprintf(resl,'\n \n K(x)= %12.4e',kky);
% find K(y --> nu)

gg7 = Hf(ih11)*NofNu;
ky1 = kky*(c*nu*Nu0/(2.0*(nu+Nu0)*HfNu0)) *exp(-2.0*Rad/Nu0);
ky2 = (c*nu*y /(2.0*(nu+y)*Hf(ih13)))*exp(-2.0*Rad/y);
kyToNu(ih13) = (ky1+ky2)/gg7;
% fprintf(resl,'\n K( %8.4f to %8.4f ) = %12.4e',y,nu,kyToNu(ih13));
end

% now with one value of GofNu and N=32 values of kyToNu solve equation 25
iteratively
sum25=0.0;
for ih15=1:N
sum25=sum25+ ww(ih15)*kyToNu(ih15)*E(ih15);
end
sum25=0.5*sum25;
Enew(ih11)=GofNu+sum25;
end

for ih16=1:N
E(ih16)=Enew(ih16);
Eplot(iter,ih16)=E(ih16);
end

% end of iter loop

end

322
 % calc EofNu0 which is only one value
sum24=0.0;
for ih17=1:N
% find K(x)
y=mu(ih17);
kk1=(1.0-exp(-2.0*(Rad+Z0)/Nu0));
kk2=(c*y*Nu0/(2.0*(Nu0+y)*HfNu0*NofNu0*Hf(ih17)))*exp(-2.0*Rad/y);
kky=kk2/kk1;
sum24=sum24+ww(ih17)*kky*E(ih17);
end
sum24=0.5*sum24;
EofNu0=GofNu0+sum24;
fprintf (resl,'\n EofNu0 = %12.4e\n',EofNu0);

fprintf(resl,'\n r 4pir^2FluxInf 4pir^2Flux 4pir^2FluxFin');

% STEP 4 use E's in Eq. 22 to get the flux
rr(1)=0; fluxInfP(1)=1.0; fluxFinP(1)=0.0; fluxP(1)=1.0;
r=0.0; rMax=1.0; Nr=10; stepr=(rMax-r)/Nr;
for ir=1:Nr
r=r+stepr;
flux1 = EofNu0*exp(-Rad/Nu0)*sinh(r/Nu0);
flux2 = 0.0;
for ifx2 = 1:N
nu=mu(ifx2);
val=0.0;
if (nu>0.002)
val=E(ifx2)*exp(-Rad/nu)*sinh(r/nu);
end
flux2 = flux2 + ww(ifx2)*val;
end
flux2=0.5*flux2;
fluxFin = (1.0/(4.0*pi*r))*(flux1+flux2);
sum=0.0;
for ifx3=1:N
nu=mu(ifx3);
value1= nu*( (1-c*nu*atanh(nu))^2 + (1.0/4.0)*c^2*nu^2*pi^2 );
value2=exp(-r/nu);
value= value2/(nu*value1);
sum = sum + ww(ifx3)*value;
end
sum=0.5*sum;
NofNu0 = (c/2)*Nu0^3*( (c/(Nu0^2-1.0)) - 1.0/Nu0^2 );
aa=(1.0/(Nu0*NofNu0))*exp(-r/Nu0);
valPhiInf = (1.0/(4.0*pi*r))*(aa+sum);

fluxInf = (4.0*pi*r^2)*valPhiInf;
fluxFin = (4.0*pi*r^2)*fluxFin;
flux = fluxInf - fluxFin;

fprintf(resl,'\n %8.4f %8.5f %8.5f %8.5f',r,

fluxInf,flux,fluxFin);
rr(ir+1)=r; fluxInfP(ir+1)=fluxInf; fluxFinP(ir+1)=fluxFin; fluxP(ir+1)=flux;

end
% diffusion theory flux %%%%%%%%%%%%%%%%%%%%%%%
323
Ld = 1.0/sqrt(3*(1-c));
rd=0.0; rd2=2.4636; Nd=10; steprd=(rd2-rd)/Nd;
for id1=1:Nd
rd = rd + steprd;
dtflux1 = 3*sinh((rd2+0.71-rd)/Ld);
dtflux2 = 4.0*pi*rd*sinh((rd2+0.71)/Ld);
dtflux = 4.0*pi*rd^2* dtflux1/dtflux2;
rd3(id1)=rd/rd2;
FPdtflux(id1)=dtflux;
fprintf(resl,'\n %8.4f %12.4e',rd3(id1),FPdtflux(id1));
end
iplot=1;
if (iplot==1)
for ih99=1:N
xp1(ih99)=ih99;
Ep1(ih99)=Eplot(1,ih99);
Ep2(ih99)=Eplot(2,ih99);
Ep3(ih99)=Eplot(3,ih99);
Ep4(ih99)=Eplot(4,ih99);
Ep5(ih99)=Eplot(5,ih99);
% fprintf (resl,'\n %3.0f %12.4e %12.4e %12.4e %12.4e
%12.4e',ih99,Ep1(ih99),Ep2(ih99),Ep3(ih99),Ep4(ih99),Ep5(ih99));
end
plot(xp1,Ep1,'-k')
hold on
plot(xp1,Ep2,'-r')
hold on
plot(xp1,Ep3,'-b')
hold on
plot(xp1,Ep4,'-m')
hold on
plot(xp1,Ep5,'-.k')
grid on
legend('1','2','3','4','5',1)
xlabel('Iteration','FontSize',12)
ylabel('E(\nu)','FontSize',12)
text(10,0.95,'c = 0.9','FontSize',12)
end
if (iplot==2)
plot(rr,fluxInfP,'-.k','LineWidth',1.5)
hold on
plot(rr,fluxFinP,':k','LineWidth',1.5)
hold on
plot(rr,fluxP,'-k','LineWidth',1.5)
% hold on
% plot(rd3,FPdtflux,'-r')
grid on
legend('Infinite','Finite','Flux',2)
xlabel('Normalized Radius','FontSize',12)
ylabel('4\pi r^2 \phi','FontSize',12)
text(0.9,1.9,'c = 0.9','FontSize',12)
end
fclose(resl);

324
 Annex C Neutron Flux (Transport Theory)
Neutron flux (transport theory) for . and . ; Ref. Siewert and Grandjean (1979).

The neutron fluxes for a finite sphere with a point isotropic source at its center calculated by Siewert and

Grandjean5 (1979) is reproduced below. This is for comparison with the results presented in Table 4-1.

5
Siewert, C. E. and Grandjean P., Three basic neutron transport problems in spherical geometry, Nuclear Science and
Engineering, Vol. 70, pp. 96-98, 1979.
325
 Annex D Matlab Program One Group Monte Carlo
The Matlab program OneGroupMCgodiva carries out a one-group MC simulation of a bare sphere
consisting of U235 and U238 with an enrichment defined by the parameter purity
% Program Name: OneGroupMCgodiva
% Last used: 12 Jan 2013
% Zafar Koreshi
% open output file
fid=fopen('outMain.txt','w');
fid2=fopen('outMain2.txt','w');
iprnt=0;
maxEvent = 1; % Maximum number of events (number of neutrons) required
(default 1)
m_nMax = 100; % Maximum number of source neutrons
maxGen = 300; % Maximum number of generations (default 100)
enrich = 1.00; % Purity of 235 in the medium (default 3%)
radius = 8.71; % Radius of the spherical bulk (default 10 cm)
seed = 31415; % A seed to initiate random number generator (default 0)

tic
density =18.74; % g/cm^3
AvNo = 6.023e23;
MwtU235 = 235.04;
MwtU238 = 238.05;
MwtMix = MwtU235*enrich +MwtU238*(1.0-enrich);
m_N235 = enrich*density*AvNo/MwtU235;
m_N238 = (1.0-enrich)*density*AvNo/MwtU238;
m_eThermal= 0.0253; % eV
m_PI = 3.14159;

massSph = density*(4/3)*pi*radius^3;% gms

massU235=enrich*massSph;% enrch is based on at % so correct later
massU238=(1.-enrich)*massSph;
%*** Neutron counting stuff ***

max_evt =1; max_gen= maxGen ; seed=0;

m_hit = 0; % see m_printDetails() routine

m_evtNum = 0; % Event Number counter (upto m_evtMax)

m_genNum = 0; % Generation number counter (upto m_genMax)
m_evtMax = max_evt; % Maximum number of events (default is 1)
m_genMax = max_gen; % Maximum number of generations allowed (default is
20)
fprintf(fid,'\n INTRODUCTION ');
fprintf (fid,'\n Radius = %8.4f cm Enrichment = %6.4f',radius,enrich);
fprintf (fid,'\n N_5 = %12.4e N_8 = %12.4e\n',m_N235,m_N238);
fprintf (fid,'\n massSph = %8.4f gms massU235 = %8.4f mass_U238 = %8.4f
',massSph,massU235,massU238);

326
 fprintf(fid,'\n this simulation will simulate %6.0f source
neutrons',m_nMax);
fprintf(fid,'\n and %4.0f generations',m_genMax);
fprintf(fid,'\n --------------------------------------\n');
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% GET DATA %%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%
% step no: 1 get the data for energy group structure and microscopic
% cross-sections, and plot if required
sigf=1.3; sigg=0.0; siga=sigf+sigg;
sigs=4.0;
sigt=sigs+sigf;
NoDen=m_N235; BigSigt=NoDen*sigt*1.0e-24;lambda=1.0/BigSigt;
pAbs=siga/sigt;pCap=sigg/siga;pFis=sigf/siga;p235=1.0;pSct=sigs/sigt;pEla=1.0
;pInE=0.0;
sumProbs=pAbs+pSct;
fprintf (fid,'\n pAbs pSct sumProbs');
fprintf (fid,'\n %6.4f %6.4f %6.4f %12.4e\n',pAbs,pSct,sumProbs);
fprintf (fid,'\n pAbs pCap pFis p235 pSct pEla pInE
lambda');
fprintf (fid,'\n %6.4f %6.4f %6.4f %6.4f %6.4f %6.4f %6.4f
%12.4e\n',pAbs,pCap,pFis,p235,pSct,pEla,pInE,lambda);
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% generate the initial source distribution
[xs,ys,zs,us,vs,ws,es]=MCsource(m_nMax,m_PI,radius,m_eThermal,iprnt);
% now for each source neutron, run the generations
for m_n = 1:m_nMax
% Each event starts with n = 1 neutron
n = 1;
% Total # of neutrons generated for this event
ntot = 0;
if(iprnt==1)
fprintf(fid,'\n\n*******************************************\n');
fprintf(fid,'\n Beginning Neutron No %4.0f \n',m_n);
fprintf(fid,'*******************************************\n');
end
for is=1:20000
x(is)=0;y(is)=0;z(is)=0;e(is)=0;u(is)=0;v(is)=0;w(is)=0;
end

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% beginning of generation loop
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
for m_genNum = 1:m_genMax
if (iprnt==1)
fprintf(fid,'\n\n*******************************************')
fprintf(fid,'\n **** Beginning Generation No %3.0f
****\n',m_genNum)
fprintf(fid,'*******************************************\n')
end
if (m_genNum==1)

x(1)=xs(m_n);y(1)=ys(m_n);z(1)=zs(m_n);u(1)=us(m_n);v(1)=vs(m_n);w(1)=ws(m_n)
;e(1)=es(m_n);
% first time set n=1
n=1; % begin a new event with one mother particle

327
 end
M(m_n,m_genNum)=n; % this counter holds the number of neutrons in generation
m_genNum-1

if (iprnt==1)
fprintf(fid,'\n M(%3.0f,%3.0f)= %3.0f\n',m_n,m_genNum,M(m_n,m_genNum));
end

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% positions in memory
% how many mothers in this generation?
n_mothers = n;
%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%% beginning of mother particles in this
%%%%%%%%%%%%%%%%%%%%%%%%%%%%% generation

for im=1:n_mothers

xmot(m_genNum,im)=x(im);ymot(m_genNum,im)=y(im);zmot(m_genNum,im)=z(im);

umot(m_genNum,im)=u(im);vmot(m_genNum,im)=v(im);wmot(m_genNum,im)=w(im);

end
for im=1:2*n_mothers
tag(im)=0.0;
end

k =0; ng =0; j = 0; EscN=0; CapN=0;

% loop over all neutrons inside the medium
offSprings=0;
for i=1:n_mothers
if (iprnt==1)
fprintf(fid,'\n Mother Neutron %3.0f Gen %3.0f
....',i,m_genNum);
fprintf(fid,'\n x y z u v w
e (eV)');
fprintf (fid,'\n %6.3f %6.3f %6.3f %8.4f %8.4f
%8.4f',xmot(m_genNum,i),ymot(m_genNum,i),zmot(m_genNum,i),umot(m_genNum,i),vm
ot(m_genNum,i),wmot(m_genNum,i));
end

isAbs=0;isFis =0;isCap=0;isSct=0;isEla=0;isIne=0;isEsc=0;
isU235=0;

%Using probabilities decide if absorption occurs

if( rand < pAbs )
isAbs = 1;
else
isSct = 1;
end
% if absorption, then is it fission or capture
if (isAbs==1)
if( rand < pFis )
isFis = 1;
328
 else
isCap = 1;
end
end
% if scattering then is it elastic or inelastic
if (isSct==1)
if( rand < pEla )
isEla = 1;
else
isInE = 1;
end
end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% beginning of fission event
if(isFis==1)
if (iprnt==1)
fprintf(fid,'\n fission event sampled ...');
end
% is the nucleus U235 ?
if(rand < p235)
isU235 = 1;
end
% Get number of prompt neutrons produced for the fission
nprand=rand;
if (nprand<0.5)
np = 2;
else
np=3;
end
if (iprnt==1)
fprintf(fid,'\n number of prompt neutrons emitted np = %4.0f\n',np);
end

for l = 1:np
offSprings=offSprings+1; tag(offSprings)=1;
lo=offSprings;

% Get a random free path length

d = -lambda*log(rand);

% Send the prompt neutron to a isotropically random direction in

space
phi = 2.0*m_PI*rand;
theta= acos(2.0*rand-1.0);
uux = sin(theta)*cos(phi);
uuy = sin(theta)*sin(phi);
uuz = cos(theta);
xoff(m_genNum,lo) = xmot(m_genNum,i) + d*uux;
yoff(m_genNum,lo) = ymot(m_genNum,i) + d*uuy;
zoff(m_genNum,lo) = zmot(m_genNum,i) + d*uuz;
uoff(m_genNum,lo)=uux;
voff(m_genNum,lo)=uuy;
woff(m_genNum,lo)=uuz;
%%%%%%%%%%%%%%%%
if (iprnt==1)

329
fprintf(fid,'\n -f-- this is offSpring No: %2.0f of mother no: %3.0f in gen
%3.0f',lo,i,m_genNum);
fprintf(fid,'\n DTC d = %12.4e cm ',d);
fprintf(fid,'\n offSpring x y z u v w
e (eV)');
fprintf (fid,'\n %3.0f %11.3f %6.3f %6.3f %8.4f %8.4f
%8.4f',offSprings,xoff(m_genNum,lo),yoff(m_genNum,lo),zoff(m_genNum,lo),uux,u
uy,uuz);
end

chk=0;
chk = xoff(m_genNum,lo)^2 +
yoff(m_genNum,lo)^2+zoff(m_genNum,lo)^2;
chk = sqrt(chk);
if (chk>radius)
isEsc=1;
EscN = EscN+1;
tag(offSprings)=0;
if (iprnt==1)
fprintf (fid,'\n ...Transported to R=%8.4f cm ',chk);
fprintf(fid,'\n this prompt neutron emitted has escaped from
the system\n');
end
else
ng=ng+1;
k=k+1;
if (iprnt==1)
fprintf(fid,'\n this prompt neutron emitted has next
collision inside the system\n');
end
end
end
end
%%%%%%%%%%%%%%%%%%%%%%%% beginning of scattering event
if(isSct==1)
if(iprnt==1)
fprintf(fid,'\n ... scatt event ...');
end
offSprings=offSprings+1; tag(offSprings)=1;
lo=offSprings; % counter for offsprings
d = -lambda*log(rand);
if (iprnt==1)
fprintf(fid,'\n DTC d = %12.4e cm \n',d);
end

% scatter this neutron isotropically

phi = 2.0*m_PI*rand;
theta= acos(2.0*rand-1.0);
uux = sin(theta)*cos(phi);
uuy = sin(theta)*sin(phi);
uuz = cos(theta);
xoff(m_genNum,lo) = xmot(m_genNum,i) + d*uux;
yoff(m_genNum,lo) = ymot(m_genNum,i) + d*uuy;
zoff(m_genNum,lo) = zmot(m_genNum,i) + d*uuz;
uoff(m_genNum,lo)=uux;
330
 voff(m_genNum,lo)=uuy;
woff(m_genNum,lo)=uuz;
% to find the energy of the scattered neutron, need to know the
% difference between incident and final angles
% incident
u1 = umot(m_genNum,i); v1 = vmot(m_genNum,i); w1 =wmot(m_genNum,i)
; % before scattering
u2 = uux; v2 = uuy; w2 = uuz; % after scattering

% angle between the two vectors

A = sqrt(u1*u1 + v1*v1 + w1*w1);
B = sqrt(u2*u2 + v2*v2 + w2*w2);
AmB=sqrt((u1-u2)^2+(v1-v2)^2+(w1-w2)^2);

C = (A^2+B^2-AmB^2)/(2*A*B);
thetaRad = acos(C); % angle of change in rads
thetaDeg = (180/3.14159)*thetaRad; % angle of change in deg

% now write the post-collision data

RadPosBefore = sqrt (xoff(m_genNum,i)^2 +
yoff(m_genNum,i)^2+zoff(m_genNum,i)^2 );
RadPosAfter = sqrt (xoff(m_genNum,lo)^2 +
yoff(m_genNum,lo)^2+zoff(m_genNum,lo)^2 );
if (iprnt==1)
fprintf (fid,'\n Post-collision parameters');
fprintf (fid,'\n ...Collision at R=%8.4f cm with energy
MeV',RadPosBefore);
fprintf (fid,'\n angle of scattering is %6.2f deg',thetaDeg);
fprintf (fid,'\n ...Transported to R=%8.4f cm with energy MeV',RadPosAfter);
fprintf(fid,'\n offSpring x y z u v w e
(eV)');
fprintf (fid,'\n %3.0f %11.3f %6.3f %6.3f %8.4f %8.4f
%8.4f',offSprings,xoff(m_genNum,lo),yoff(m_genNum,lo),zoff(m_genNum,lo),uux,u
uy,uuz);
end
chk=0;
chk = xoff(m_genNum,lo)^2 + yoff(m_genNum,lo)^2+zoff(m_genNum,lo)^2;
chk=sqrt(chk);
if (chk>radius)
isEsc=1;
EscN = EscN+1;
tag(offSprings)=0;

if(iprnt==1)
fprintf (fid,'\n ...Transported to R=%8.4f cm ',chk);
fprintf(fid,'\n neutron out of system\n');
end

else
ng=ng+1;
k=k+1;
end
end % end of scattering loop
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% beginning of capture event

331
 if (isCap==1)
if(iprnt==1)
fprintf(fid,'\n ... capture event ...');
fprintf(fid,'\n**this neutron captured**\n');
end
offSprings=offSprings+1;
CapN=CapN+1;
tag(offSprings)=0;
end

n = ng;
if(iprnt==1)
fprintf(fid,'\n this mother particle has been processed\n');
fprintf(fid,'\n total number produced by this mother in this generation were
%3.0f neutrons\n\n',n);
end
end % all mother particles have been processed

if(iprnt==1)
fprintf(fid,'\n End of all mother neutrons processed for this generation\n');
fprintf(fid,'\n Summary for Mother No: %3.0f Gen No: %3.0f',i,m_genNum);
fprintf(fid,'\n No of mother neutrons were %4.0f',n_mothers);
fprintf(fid,'\n No of offsprings were %4.0f',offSprings);
fprintf(fid,'\n Counter ng = %4.0f',ng);
fprintf(fid,'\n Escaped Neutrons EscN= %4.0f',EscN);
fprintf(fid,'\n Captured Neutrons CapN= %4.0f',CapN);
end

% now make the source for the next generation

for iNGn = 1:offSprings % n does not have the same value as offSprings
if (tag(iNGn)~=0)
x(iNGn)=xoff(m_genNum,iNGn);
y(iNGn)=yoff(m_genNum,iNGn);
z(iNGn)=zoff(m_genNum,iNGn);
u(iNGn)=uoff(m_genNum,iNGn);
v(iNGn)=voff(m_genNum,iNGn);
w(iNGn)=woff(m_genNum,iNGn);
end
end

% those neutrons that have a tag(offSprings)=1 will be discontinued

%tally
m_nNeutron(m_n,m_genNum) = n;
ntot = ntot+ n;
if (n==0)
break
end
end % end of all generations
end % end of all neutrons
if (iprnt==1)
fprintf(fid,'\n \n \n***** SUMMARY *****\n');
fprintf(fid,' Neutron Gen Generation');
for ii = 1:m_nMax
fprintf(fid,'\n ');
for jj = 1: m_genMax
332
 fprintf (fid,'\n %3.0f %6.0f %6.0f',ii,jj,m_nNeutron(ii,jj));
end
end
end

% Evaluate and print keff for each generation

for j=1: m_genMax
zng(j)=0;
keff(1)=0; kerr(j) = 0;
for i=1: m_nMax
zng(j) = zng(j) + m_nNeutron(i,j);
end
end

keff(1)=1; % start with a guess

kerr(1)=0;

for j=2: m_genMax

ratio = zng(j) / zng(j-1);

if(ratio<100.)
keff(j) = ratio;
kerr(j) = sqrt( 1.0/zng(j) + 1.0/zng(j-1) )* ratio;
end
end

AvKeff = 0;
fprintf (fid,'\n Gen k_{eff} k_{err} ');
fprintf (fid2,'\n Gen k_{eff} k_{err} ');
for igen = 1:m_genMax
fprintf(fid,'\n %3.0f %8.3f %12.4e ',igen,keff(igen),kerr(igen));
fprintf(fid2,'\n %3.0f %8.3f %12.4e ',igen,keff(igen),kerr(igen));
xgen(igen)=igen;
end

skipCycles=2;
Ncycles=0;
for igen = skipCycles+1:m_genMax
AvKeff = AvKeff + keff(igen);
Ncycles=Ncycles+1;
end
AvKeff = AvKeff/Ncycles;
fprintf (fid,'\n AvKeff = %8.4f\n',AvKeff);
fprintf (fid2,'\n AvKeff = %8.4f\n',AvKeff);

plot(xgen,keff,'k','LineWidth',2)
xlabel('\bf Generation','FontSize',12)
ylabel('\bf k_{eff}','FontSize',12)

%xlim([0 180])
y1=min(keff); y2=max(keff);
ylim([y1 y2])
% write text
333
xt = 0.8*m_genMax; yt= 0.99*y2;
text(xt,yt,'100n X 100g','FontSize',12)
grid on
toc

%
% make three runs and save the results
plot=1;
% this is for the paper
if (plot==100)
plot(xgen,keff50300,'-g','LineWidth',1.5)
hold on
plot(xgen,keff100300,'-b','LineWidth',1.5)
hold on
plot(xgen,keff500300,'-k','LineWidth',1.5)

h = legend('50','100','300',2);
grid on

xlabel('\bf Generation','FontSize',12)
ylabel('\bf k_{eff}','FontSize',12)

keffM(1)=min(keff50300);keffM(2)=min(keff100300);keffM(3)=min(keff500300);
keffN(1)=max(keff50300);keffN(2)=max(keff100300);keffN(3)=max(keff500300);
y1=min(keffM); y2=max(keffN);
ylim([y1 y2])

% same for kerr

plot(xgen,kerr50300,':k','LineWidth',1.5)
hold on
plot(xgen,kerr100300,'-.k','LineWidth',1.5)
hold on
plot(xgen,kerr500300,'-k','LineWidth',1.5)

h = legend('50','100','300',2);
grid on

xlabel('\bf Generation','FontSize',12)
ylabel('\bf k_{err}','FontSize',12)

kerrM(1)=min(kerr50300);kerrM(2)=min(kerr100300);kerrM(3)=min(kerr500300);
kerrN(1)=max(kerr50300);kerrN(2)=max(kerr100300);kerrN(3)=max(kerr500300);
y1=min(kerrM); y2=max(kerrN);
ylim([y1 y2])

end
fclose(fid);
fclose(fid2);

334
Output

INTRODUCTION
Radius = 8.7100 cm Enrichment = 1.0000
N_5 = 4.8022e+022 N_8 = 0.0000e+000

massSph = 51869.5716 gms massU235 = 51869.5716 mass_U238 = 0.0000

this simulation will simulate 100 source neutrons
and 300 generations
--------------------------------------

pAbs pSct sumProbs

0.2453 0.7547 1.0000
pAbs pCap pFis p235 pSct pEla pInE lambda
0.2453 0.0000 1.0000 1.0000 0.7547 1.0000 0.0000 3.9290e+000

Gen k_{eff} k_{err}

1 1.000 0.0000e+000
2 1.029 1.4167e-001
3 0.991 1.3576e-001
4 0.981 1.3542e-001
5 1.077 1.4665e-001
:
:
295 1.040 1.9365e-002
296 1.004 1.8495e-002
297 1.023 1.8723e-002
298 1.024 1.8520e-002
299 1.013 1.8166e-002
300 1.026 1.8210e-002
AvKeff = 1.0151

335
 Annex E Matlab Program Finite Element Method
Program to generate triangular mesh

%function []=triangular_mesh_2()
%--------------------------
% Program Developed by Mr Irfan Ali Khan: 2012
%Generation of triangular mesh from
%quadratic quadrilateral shape functions
%---------------------------
%ploting triangular elements
%---------------------------
%--------------------------
%geometry
%--------------------------
fid=fopen('out.dat','w+')
length=5.e-2
width=5.e-2
thick=1
ndivx=2;
ndivy=10;

deltx=length/ndivx;
delty=width/ndivy;
%-----------
%number of nodes per element
%-----------
nnode=8;
%triangular mesh generation
xtrans=100;
xmacro(1)=100-xtrans;
xmacro(2)=xtrans-75;
xmacro(3)=xtrans-50;
xmacro(4)=xtrans-35.355;
xmacro(5)=xtrans-0;
xmacro(6)=xtrans-0;
xmacro(7)=xtrans-0;
xmacro(8)=xtrans-70.717;

ymacro(1)=0;
ymacro(2)=0;
ymacro(3)=0;
ymacro(4)=35.355;
ymacro(5)=50;
ymacro(6)=75;
ymacro(7)=100;
ymacro(8)=70.717;
ipoin=0;
delta_zie=2/ndivx;
delta_eta=2/ndivy;

336
for idivy=1:ndivy+1
for idivx=1:ndivx+1
ipoin=ipoin+1;
%-------------
%zie,eta position
%-------------
zie=-1+(idivx-1)*delta_zie;
eta=-1+(idivy-1)*delta_eta;
%----------
%shape function
%----------
shape(1)=-0.25*(1-zie)*(1-eta)*(1+zie+eta);
shape(2)=0.5*(1-zie^2)*(1-eta);
shape(3)=-0.25*(1+zie)*(1-eta)*(1-zie+eta);
shape(4)=0.5*(1+zie)*(1-eta^2);
shape(5)=-0.25*(1+zie)*(1+eta)*(1-zie-eta);
shape(6)=0.5*(1-zie^2)*(1+eta);
shape(7)=-0.25*(1-zie)*(1+eta)*(1+zie-eta);
shape(8)=0.5*(1-zie)*(1-eta^2);
xposn=0;
yposn=0;
for inode=1:nnode
xposn=xposn+shape(inode)*xmacro(inode);
yposn=yposn+shape(inode)*ymacro(inode);
end
coord(1,ipoin)=xposn;
coord(2,ipoin)=yposn;
% fprintff('ipoin=%3d xpon=%7.4f
yposn=%7.4f\n',ipoin,coord(1,ipoin),coord(2,ipoin));
end
end
npoin=(ndivx+1)*(ndivy+1)

for ipz1=1:npoin
fprintf(fid,'\n coord(1,%3.0f)=%8.4f
coord(2,%3.0f)=%8.4f',ipz1,coord(1,ipz1),ipz1,coord(2,ipz1));
end
%---------
ielem=0;
for idivy=1:ndivy
for idivx=1:ndivx
inod1=(idivy-1)*(ndivx+1)+idivx;
inod2=inod1+1;
inod3=idivy*(ndivx+1)+idivx+1;
inod4=inod3-1;
ielem=ielem+1;
connect(1,ielem)=inod1;
connect(2,ielem)=inod2;
connect(3,ielem)=inod4;
fprintf('ielem=%3d connect=%4.0d %4.0d
%4.0d\n',ielem,connect(1,ielem),connect(2,ielem),connect(3,ielem));
ielem=ielem+1;
connect(1,ielem)=inod2;
connect(2,ielem)=inod3;
connect(3,ielem)=inod4;

337
 fprintf('ielem=%3d connect=%4.0d %4.0d
%4.0d\n',ielem,connect(1,ielem),connect(2,ielem),connect(3,ielem));
end
end
nelem=ielem
%-----
%plotting
%-----
hold on
xmacro(nnode+1)=xmacro(1);
ymacro(nnode+1)=ymacro(1);
plot(xmacro,ymacro,'-g','linewidth',2);
for ielem=1:nelem
for inode=1:3
ipoin=connect(inode,ielem);
xa(inode)=coord(1,ipoin);
ya(inode)=coord(2,ipoin);
end
xmid=(xa(1)+xa(2)+xa(3))/3;
ymid=(ya(1)+ya(2)+ya(3))/3;
xa(4)=xa(1);
ya(4)=ya(1);
plot(xa,ya,'-r');
text(xmid,ymid,num2str(ielem),'fontsize',5);
end
txt1='NELEM=2x('
txt2=num2str(ndivx)
txt3='x'
txt4=num2str(ndivy)
txt5=')'
tfff=[txt1 txt2 txt3 txt4 txt5]
xlabel(tfff)
title('Triangular mesh generation from macro element','fontsize',12);
axis square

fclose(fid)

Detailed results (more elements); same b.cs as for Fig. 2.

length=50.e-2;
width =50.e-2;
thick =1.e-2;
ndivx =2;
ndivy =10;

338
 Triangular mesh generation from macro element
100

90 37
33

29 38
80 34

25 30

26
70 21
39
22
35

60 17
31
40
18 36
27
32

50 13
23 28
14
24
19
40 20

9 10
15
16
30
11 12
6
5
20
8
7

10 2
4
1
3

0
0 20 40 60 80 100
NELEM=2x(2x10)

Fig. E.1 Triangular mesh generation for a curved pipe.

FEM program 2-D heat conduction (square plate)

%---------------
% Two dimensional Heat Conduction
% Lewis et al, Page 147
%---------------

fid=fopen('out.dat','w')
length=100.e-2;
width =100.e-2;
thick =1.e-2;
ndivx =2;
ndivy =2;
deltx =length/ndivx;
delty =width/ndivy;

%------------------------------
% Boundary conditions
% 1.Left heat flux q=2x10^4 w/m^2
% 2.right Dirichlet b.c. T_fix=100

339
% 3.Bottom insulation
% 4.Top Heat transfer
%------------------------------
%------------
% Top side
% Dirichlet b/c
%------------

tempr_fixed = 500;
%------------
% Left, right and Bottom sides
% convective Heat Transfer
%------------
tempr_amb = 100;
hconv = 10;

%------------
% Thermal Conductivity
% watt/m-c
%------------
kappa_x=10;
kappa_y=10;

%---------
% Triangular Mesh Generation
%---------

for idivy=1:ndivy+1
for idivx=1:ndivx+1
ipoin =(idivy-1)*(ndivx+1)+idivx;
coord(1,ipoin)=(idivx-1)*deltx;
coord(2,ipoin)=(idivy-1)*delty;
end
end

npoin=(ndivx+1)*(ndivy+1);

for ipz1=1:npoin
fprintf(fid,'\n coord(1,%3.0f)=%8.4f
coord(2,%3.0f)=%8.4f',ipz1,coord(1,ipz1),ipz1,coord(2,ipz1));
end
%-------

ielem=0;
for idivy=1:ndivy
for idivx=1:ndivx
inod1=(idivy-1)*(ndivx+1)+idivx;
inod2=inod1+1;
inod3=idivy*(ndivx+1)+idivx+1;
inod4=inod3-1;
ielem=ielem+1
connect(1,ielem)=inod1;
connect(2,ielem)=inod2;
connect(3,ielem)=inod4;
340
 ielem=ielem+1;
connect(1,ielem)=inod2;
connect(2,ielem)=inod3;
connect(3,ielem)=inod4;
end
end
nelem=ielem;
%---------------------------------------------
% find sides which faces boundary condition
%---------------------------------------------
% Boundary condition type
% Dirichlet b.c. ibtype=1
% Heat flux b.c. ibtype=2
% convective heat tranfer ibtype=3
%--------------------------------------------
% leeee ... element attached to boundary side
% lbtype ... type of b.c.
% lbside ... side no. in element connectivity
%--------------------------------------------
% left side
%------------

ibside=0;
fprintf(fid,'\n left \n')
for idivy=1:ndivy
ibside=ibside+1;
leeee(ibside)=(idivy-1)*2*ndivx+1;
lbtype(ibside)=3;
lbside(ibside)=3;
fprintf(fid,'ibside=%2d jelem=%3d ibtype=%1d
lbside=%1d\n',ibside,leeee(ibside),lbtype(ibside),lbside(ibside));
end
%-----------
% right side
%-----------
fprintf(fid,'\n right\n')
for idivy=1:ndivy
ibside=ibside+1;
leeee(ibside)=idivy*2*ndivx;
lbtype(ibside)=3;
lbside(ibside)=1;
fprintf(fid,'ibside=%2d jelem=%3d ibtype=%1d
lbside=%1d\n',ibside,leeee(ibside),lbtype(ibside),lbside(ibside));
end
%-----------
% top side
%-----------
fprintf(fid,'\ntop\n')
for idivx=1:ndivx
ibside=ibside+1;
leeee(ibside)=(idivy-1)*2*ndivx+idivx*2;
lbtype(ibside)=3;
lbside(ibside)=2;
fprintf(fid,'ibside=%2d jelem=%3d ibtype=%1d
lbside=%1d\n',ibside,leeee(ibside),lbtype(ibside),lbside(ibside));

341
end
%-----------
% bottom side
%-----------
fprintf(fid,'\nbottom\n')
for idivx=1:ndivx
ibside= ibside+1;
leeee(ibside)=(idivx-1)*2+1;
lbtype(ibside)=1;
lbside(ibside)=1;
fprintf(fid,'ibside=%2d jelem=%3d ibtype=%1d
lbside=%1d\n',ibside,leeee(ibside),lbtype(ibside),lbside(ibside));
end
%----------
% total boundary nodes
%----------
nbside= ibside;

%---------
% element matrix generation
%---------

pi=3.141592654;
nnode=3;
for ielem=1:nelem
for inode=1:nnode
ipoin=connect(inode,ielem);
xcord(inode)=coord(1,ipoin);
ycord(inode)=coord(2,ipoin);
end

area(ielem)=((xcord(2)*ycord(3)-xcord(3)*ycord(2))-xcord(1)*(ycord(3)-
ycord(2))+ycord(1)*(xcord(3)-xcord(2)))/2;
rposn_averg=(ycord(1)+ycord(2)+ycord(3))/3;
term1=thick/(4*area(ielem));
for inode=1:nnode
jnode=inode+1;
knode=inode+2;
if(jnode>nnode)
jnode=jnode-nnode;
end
if(knode>nnode)
knode=knode-nnode;
end
aaa(inode)=(xcord(jnode)*ycord(knode)-xcord(knode)*ycord(jnode));
bbb(inode)=(ycord(jnode)-ycord(knode));
ccc(inode)=(xcord(knode)-xcord(jnode));
length_side(inode)=sqrt((xcord(inode)-xcord(jnode))^2+(ycord(inode)-
ycord(jnode))^2);
end
kmatx_elem(1,1,ielem)=term1*(kappa_x*bbb(1)^2 +kappa_y*ccc(1)^2);

kmatx_elem(1,2,ielem)=term1*(kappa_x*bbb(1)*bbb(2)+kappa_y*ccc(1)*ccc(2));

kmatx_elem(1,3,ielem)=term1*(kappa_x*bbb(1)*bbb(3)+kappa_y*ccc(1)*ccc(3));
342
kmatx_elem(2,1,ielem)=term1*(kappa_x*bbb(1)*bbb(2)+kappa_y*ccc(1)*ccc(2));
kmatx_elem(2,2,ielem)=term1*(kappa_x*bbb(2)^2 +kappa_y*ccc(2)^2);

kmatx_elem(2,3,ielem)=term1*(kappa_x*bbb(2)*bbb(3)+kappa_y*ccc(2)*ccc(3));

kmatx_elem(3,1,ielem)=term1*(kappa_x*bbb(1)*bbb(3)+kappa_y*ccc(1)*ccc(3));

kmatx_elem(3,2,ielem)=term1*(kappa_x*bbb(2)*bbb(3)+kappa_y*ccc(2)*ccc(3));
kmatx_elem(3,3,ielem)=term1*(kappa_x*bbb(3)^2 +kappa_y*ccc(3)^2);
end
%--------------------------------------------------------
%add convective heat transfer matrix into element matrix.
%--------------------------------------------------------
for ibbbb = 1:nbside
jelem = leeee(ibbbb);
ibtype= lbtype(ibbbb);
ibside= lbside(ibbbb);
if (ibtype==3)
term5=hconv*thick*length_side(ibside)/6;
if(ibside==1)
kmatx_elem(1,1,ielem)= kmatx_elem(1,1,ielem)+2*term5;
kmatx_elem(1,2,ielem)= kmatx_elem(1,2,ielem)+1*term5;
kmatx_elem(2,1,ielem)= kmatx_elem(2,1,ielem)+1*term5;
kmatx_elem(2,2,ielem)= kmatx_elem(2,2,ielem)+2*term5;
end
if( ibside==2)
kmatx_elem(2,2,ielem)= kmatx_elem(2,2,ielem)+2*term5;
kmatx_elem(2,3,ielem)= kmatx_elem(2,3,ielem)+1*term5;
kmatx_elem(3,2,ielem)= kmatx_elem(3,2,ielem)+1*term5;
kmatx_elem(3,3,ielem)= kmatx_elem(3,3,ielem)+2*term5;
end
if(ibside==3)
kmatx_elem(3,3,ielem)= kmatx_elem(3,3,ielem)+2*term5;
kmatx_elem(3,1,ielem)= kmatx_elem(3,1,ielem)+1*term5;
kmatx_elem(1,3,ielem)= kmatx_elem(1,3,ielem)+1*term5;
kmatx_elem(1,1,ielem)= kmatx_elem(1,1,ielem)+2*term5;
end
end
end
%------------
%global stiffness matrix
%------------
kmatx_globl=zeros(npoin,npoin);
for ielem=1:nelem
for inode=1:nnode
irows=connect(inode,ielem);
for jnode=1:nnode
jcolm=connect(jnode,ielem);

kmatx_globl(irows,jcolm)=kmatx_globl(irows,jcolm)+kmatx_elem(inode,jnode,iele
m);
end
end
end

343
%----------
%no neuman b/c
%- - - - - -

aload_glbl=zeros(npoin,1);
tempr =zeros(npoin,1);
aload_elem=zeros(3,nelem);

%-------------------------------------
%impose boundary conditions at boundary line
%-------------------------------------
for ibbbb=1:nbside
jelem=leeee(ibbbb);
ibtype=lbtype(ibbbb);
ibside=lbside(ibbbb);
for inode = 1:nnode
ipoin = connect(inode,jelem);
xcord(inode) = coord(1,ipoin);
ycord(inode) = coord(2,ipoin);
end
inod1 = ibside;
inod2 = ibside+1;
if(inod2>nnode)
inod2=inod2-nnode;
end
length_find = sqrt((xcord(inod1)-xcord(inod2))^2+(ycord(inod1)-
ycord(inod2))^2);
%---
%heat flux
%-----
if(ibtype==2)
term6 = qflux*thick*length_find/2;
aload_elem(inod1,ielem) = -term6;
aload_elem(inod2,ielem) = -term6;
end
%---------
%convective heat transfer
%---------
if(ibtype==3)
term7 = hconv*thick*tempr_amb*length_find/2;
aload_elem(inod1,ielem) = term7;
aload_elem(inod2,ielem) = term7;
end
end
%--------------
% global load vector
%--------------
for ielem=1:nelem
for inode=1:nnode
irows=connect(inode,ielem);
aload_globl(irows)=kmatx_globl(irows)+aload_elem(inode,ielem);
end
end
%------------------------------
% now impose dirichlet b/c
344
%------------------------------
for ibbbb=1:nbside
jelem=leeee(ibbbb);
ibtype=lbtype(ibbbb);
ibside=lbside(ibbbb);
fprintf('ibbbb=%2d jelem=%2d ibtype=%2d
ibside=%1d\n',ibbbb,jelem,ibtype,ibside);
if(ibtype==1)
inod1 = ibside;
inod2 = ibside+1;
if(inod2>nnode)
inod2=inod2-nnode;
end
ipoin1=connect(inod1,jelem);
ipoin2=connect(inod2,jelem);
kmatx_globl(ipoin1,:)=0;
kmatx_globl(ipoin2,:)=0;
kmatx_globl(ipoin1,ipoin1)=1;
kmatx_globl(ipoin2,ipoin2)=1;
aload_glbl(ipoin1)=tempr_fixed;
aload_glbl(ipoin2)=tempr_fixed;
end
end

%---------
%solution vector
%---------

tempr=kmatx_globl\aload_glbl;
% fprintf(fid,'\n\n solution vector');
% fprintf(fid,'\n----------------');

ipoin=0;
for idivy=1:ndivy+1
for idivx=1:ndivx+1
ipoin=ipoin+1;
% fprintf('ipoin=%3d tempr=%7.4f\n',ipoin,tempr(ipoin));
end
% fprintf('-------------------------------\n');
end
%--------------
%contour plotting
%--------------
%pause;
for i=3:10

label(1)=90;
label(2)=92;
label(i)=label(i-1)+1;
end
ipoin=0;
for idivy=1:ndivy+1
for idivx=1:ndivx+1
ipoin=ipoin+1;
Xposn(idivy,idivx)=coord(1,ipoin);
345
 Yposn(idivy,idivx)=coord(2,ipoin);
Tempr(idivy,idivx)=tempr(ipoin);
end
end
[C,h]=contourf(Xposn,Yposn,Tempr);
colorbar();

text_handle=clabel(C,h);
hold on;
xlabel( 'X-direction (m)');
ylabel( 'Y-direction (m)');

text5='Temperature contour in domain exercise(5.8.1)'

%text6=num2str(qws_mw)
%text7='Mw'
%texta=['q_w= ' text6 ' ' text7]
% text(.12,.01,texta,'fontsize',12);

axis square
% title(text5,'fontsize',14);
fclose(fid)

The output from this program is listed in file out.dat reproduced below, and the results are plotted in Fig.

E2.

Output file out.dat

coord(1, 1)= 0.0000 coord(2, 1)= 0.0000
coord(1, 2)= 0.5000 coord(2, 2)= 0.0000
coord(1, 3)= 1.0000 coord(2, 3)= 0.0000
coord(1, 4)= 0.0000 coord(2, 4)= 0.5000
coord(1, 5)= 0.5000 coord(2, 5)= 0.5000
coord(1, 6)= 1.0000 coord(2, 6)= 0.5000
coord(1, 7)= 0.0000 coord(2, 7)= 1.0000
coord(1, 8)= 0.5000 coord(2, 8)= 1.0000
coord(1, 9)= 1.0000 coord(2, 9)= 1.0000
left
ibside= 1 jelem= 1 ibtype=3 lbside=3
ibside= 2 jelem= 5 ibtype=3 lbside=3

right
ibside= 3 jelem= 4 ibtype=3 lbside=1
ibside= 4 jelem= 8 ibtype=3 lbside=1

top
ibside= 5 jelem= 6 ibtype=3 lbside=2
ibside= 6 jelem= 8 ibtype=3 lbside=2

bottom

346
ibside= 7 jelem= 1 ibtype=1 lbside=1
ibside= 8 jelem= 3 ibtype=1 lbside=1

1 450
20
0.9 0 15 10
0 0 400
0.8 25
0
20 350
0.7 0 15
0
Y-direction (m)

0.6 25 300
300 0
0.5 200
250
300
250
0.4 350
350 300 200
0.3
400 350
400 150
0.2
400
450 450
0.1 450 100

0
0 0.2 0.4 0.6 0.8 1
X-direction (m)

Fig. E.2 Temperature distribution contour plot of a square plate with convective boundary conditions on

left, top, and right boundaries, and Dirichlet boundary condition on bottom boundary.

FEM program 2-D heat conduction (curved pipe)

%---------------------------------------------------
% 2-D curved pipe heat condition
% can give b.c's for 4 bounding surfaces
% Modified by ZK adapted from prog from IAK
%
% 27 January 2013
%---------------------------------------------------
%
function []= curvedPipe()
clc
clear all

347
close all
fid=fopen('out.dat','w')
length=50.e-2;
width =50.e-2;
thick =1.e-2;
ndivx =2;
ndivy =4;

deltx =length/ndivx;
delty =width/ndivy;
%-----------
%number of nodes per element
%-----------
nnode=8;
%triangular mesh generation
xtrans=100;
xmacro(1)=100-xtrans;
xmacro(2)=xtrans-75;
xmacro(3)=xtrans-50;
xmacro(4)=xtrans-35.355;
xmacro(5)=xtrans-0;
xmacro(6)=xtrans-0;
xmacro(7)=xtrans-0;
xmacro(8)=xtrans-70.717;

ymacro(1)=0;
ymacro(2)=0;
ymacro(3)=0;
ymacro(4)=35.355;
ymacro(5)=50;
ymacro(6)=75;
ymacro(7)=100;
ymacro(8)=70.717;
ipoin=0;
delta_zie=2/ndivx;
delta_eta=2/ndivy;

for idivy=1:ndivy+1
for idivx=1:ndivx+1
ipoin=ipoin+1;
%-------------
%zie,eta position
%-------------
zie=-1+(idivx-1)*delta_zie;
eta=-1+(idivy-1)*delta_eta;
%----------
%shape function
%----------
shape(1)=-0.25*(1-zie)*(1-eta)*(1+zie+eta);
shape(2)=0.5*(1-zie^2)*(1-eta);
shape(3)=-0.25*(1+zie)*(1-eta)*(1-zie+eta);
shape(4)=0.5*(1+zie)*(1-eta^2);
shape(5)=-0.25*(1+zie)*(1+eta)*(1-zie-eta);
shape(6)=0.5*(1-zie^2)*(1+eta);
shape(7)=-0.25*(1-zie)*(1+eta)*(1+zie-eta);
348
 shape(8)=0.5*(1-zie)*(1-eta^2);
xposn=0;
yposn=0;
for inode=1:nnode
xposn=xposn+shape(inode)*xmacro(inode);
yposn=yposn+shape(inode)*ymacro(inode);
end
coord(1,ipoin)=xposn;
coord(2,ipoin)=yposn;
% fprintff('ipoin=%3d xpon=%7.4f
yposn=%7.4f\n',ipoin,coord(1,ipoin),coord(2,ipoin));
end
end
npoin=(ndivx+1)*(ndivy+1)

for ipz1=1:npoin
fprintf(fid,'\n coord(1,%3.0f)=%8.4f
coord(2,%3.0f)=%8.4f',ipz1,coord(1,ipz1),ipz1,coord(2,ipz1));
end
%---------
fprintf(fid,'\n Elements\n');
ielem=0;
for idivy=1:ndivy
for idivx=1:ndivx
inod1=(idivy-1)*(ndivx+1)+idivx;
inod2=inod1+1;
inod3=idivy*(ndivx+1)+idivx+1;
inod4=inod3-1;
ielem=ielem+1;
connect(1,ielem)=inod1;
connect(2,ielem)=inod2;
connect(3,ielem)=inod4;
fprintf(fid,'ielem=%3d connect=%4.0d %4.0d
%4.0d\n',ielem,connect(1,ielem),connect(2,ielem),connect(3,ielem));
ielem=ielem+1;
connect(1,ielem)=inod2;
connect(2,ielem)=inod3;
connect(3,ielem)=inod4;
fprintf(fid,'ielem=%3d connect=%4.0d %4.0d
%4.0d\n',ielem,connect(1,ielem),connect(2,ielem),connect(3,ielem));
end
end
nelem=ielem;
fprintf(fid,'\n no. of elements = %3.0f ',nelem);
%------------------------------
% Boundary conditions
% 1.Left heat flux q=2x10^4 w/m^2
% 2.right Dirichlet b.c. T_fix=100
% 3.Bottom insulation
% 4.Top Heat transfer
%------------------------------
%------------
% Top side
% Dirichlet b/c
%------------

349
tempr_fixed = 1000;
%------------
% Left, right and Bottom sides
% convective Heat Transfer
%------------
tempr_amb = 50;
hconv = 100;

%------------
% Thermal Conductivity
% watt/m-c
%------------
kappa_x=10;
kappa_y=10;

%---------
% Triangular Mesh Generation
%---------

for ipz1=1:npoin
fprintf(fid,'\n coord(1,%3.0f)=%8.4f
coord(2,%3.0f)=%8.4f',ipz1,coord(1,ipz1),ipz1,coord(2,ipz1));
end

%-------

%---------------------------------------------
% find sides which faces boundary condition
%---------------------------------------------
% Boundary condition type
% Dirichlet b.c. ibtype=1
% Heat flux b.c. ibtype=2
% convective heat tranfer ibtype=3
%--------------------------------------------
% leeee ... element attached to boundary side
% lbtype ... type of b.c.
% lbside ... side no. in element connectivity
%--------------------------------------------
% left side
%------------

ibside=0;
fprintf(fid,'\n left \n')
for idivy=1:ndivy
ibside=ibside+1;
leeee(ibside)=(idivy-1)*2*ndivx+1;
lbtype(ibside)=3;
lbside(ibside)=3;
fprintf(fid,'ibside=%2d jelem=%3d ibtype=%1d
lbside=%1d\n',ibside,leeee(ibside),lbtype(ibside),lbside(ibside));
end
%-----------
% right side

350
%-----------
fprintf(fid,'\n right\n')
for idivy=1:ndivy
ibside=ibside+1;
leeee(ibside)=idivy*2*ndivx;
lbtype(ibside)=3;
lbside(ibside)=1;
fprintf(fid,'ibside=%2d jelem=%3d ibtype=%1d
lbside=%1d\n',ibside,leeee(ibside),lbtype(ibside),lbside(ibside));
end
%-----------
% top side
%-----------
fprintf(fid,'\ntop\n')
for idivx=1:ndivx
ibside=ibside+1;
leeee(ibside)=(idivy-1)*2*ndivx+idivx*2;
lbtype(ibside)=1;
lbside(ibside)=2;
fprintf(fid,'ibside=%2d jelem=%3d ibtype=%1d
lbside=%1d\n',ibside,leeee(ibside),lbtype(ibside),lbside(ibside));
end
%-----------
% bottom side
%-----------
fprintf(fid,'\nbottom\n')
for idivx=1:ndivx
ibside= ibside+1;
leeee(ibside)=(idivx-1)*2+1;
lbtype(ibside)=1;
lbside(ibside)=1;
fprintf(fid,'ibside=%2d jelem=%3d ibtype=%1d
lbside=%1d\n',ibside,leeee(ibside),lbtype(ibside),lbside(ibside));
end
%----------
% total boundary nodes
%----------
nbside= ibside;

%---------
% element matrix generation
%---------

pi=3.141592654;
nnode=3;
for ielem=1:nelem
for inode=1:nnode
ipoin=connect(inode,ielem);
xcord(inode)=coord(1,ipoin);
ycord(inode)=coord(2,ipoin);
end

area(ielem)=((xcord(2)*ycord(3)-xcord(3)*ycord(2))-xcord(1)*(ycord(3)-
ycord(2))+ycord(1)*(xcord(3)-xcord(2)))/2;
rposn_averg=(ycord(1)+ycord(2)+ycord(3))/3;
351
 term1=thick/(4*area(ielem));
for inode=1:nnode
jnode=inode+1;
knode=inode+2;
if(jnode>nnode)
jnode=jnode-nnode;
end
if(knode>nnode)
knode=knode-nnode;
end
aaa(inode)=(xcord(jnode)*ycord(knode)-xcord(knode)*ycord(jnode));
bbb(inode)=(ycord(jnode)-ycord(knode));
ccc(inode)=(xcord(knode)-xcord(jnode));
length_side(inode)=sqrt((xcord(inode)-xcord(jnode))^2+(ycord(inode)-
ycord(jnode))^2);
end
kmatx_elem(1,1,ielem)=term1*(kappa_x*bbb(1)^2 +kappa_y*ccc(1)^2);

kmatx_elem(1,2,ielem)=term1*(kappa_x*bbb(1)*bbb(2)+kappa_y*ccc(1)*ccc(2));

kmatx_elem(1,3,ielem)=term1*(kappa_x*bbb(1)*bbb(3)+kappa_y*ccc(1)*ccc(3));

kmatx_elem(2,1,ielem)=term1*(kappa_x*bbb(1)*bbb(2)+kappa_y*ccc(1)*ccc(2));
kmatx_elem(2,2,ielem)=term1*(kappa_x*bbb(2)^2 +kappa_y*ccc(2)^2);

kmatx_elem(2,3,ielem)=term1*(kappa_x*bbb(2)*bbb(3)+kappa_y*ccc(2)*ccc(3));

kmatx_elem(3,1,ielem)=term1*(kappa_x*bbb(1)*bbb(3)+kappa_y*ccc(1)*ccc(3));

kmatx_elem(3,2,ielem)=term1*(kappa_x*bbb(2)*bbb(3)+kappa_y*ccc(2)*ccc(3));
kmatx_elem(3,3,ielem)=term1*(kappa_x*bbb(3)^2 +kappa_y*ccc(3)^2);
end
%--------------------------------------------------------
%add convective heat transfer matrix into element matrix.
%--------------------------------------------------------
for ibbbb = 1:nbside
jelem = leeee(ibbbb);
ibtype= lbtype(ibbbb);
ibside= lbside(ibbbb);
if (ibtype==3)
term5=hconv*thick*length_side(ibside)/6;
if(ibside==1)
kmatx_elem(1,1,ielem)= kmatx_elem(1,1,ielem)+2*term5;
kmatx_elem(1,2,ielem)= kmatx_elem(1,2,ielem)+1*term5;
kmatx_elem(2,1,ielem)= kmatx_elem(2,1,ielem)+1*term5;
kmatx_elem(2,2,ielem)= kmatx_elem(2,2,ielem)+2*term5;
end
if( ibside==2)
kmatx_elem(2,2,ielem)= kmatx_elem(2,2,ielem)+2*term5;
kmatx_elem(2,3,ielem)= kmatx_elem(2,3,ielem)+1*term5;
kmatx_elem(3,2,ielem)= kmatx_elem(3,2,ielem)+1*term5;
kmatx_elem(3,3,ielem)= kmatx_elem(3,3,ielem)+2*term5;
end
if(ibside==3)
kmatx_elem(3,3,ielem)= kmatx_elem(3,3,ielem)+2*term5;

352
 kmatx_elem(3,1,ielem)= kmatx_elem(3,1,ielem)+1*term5;
kmatx_elem(1,3,ielem)= kmatx_elem(1,3,ielem)+1*term5;
kmatx_elem(1,1,ielem)= kmatx_elem(1,1,ielem)+2*term5;
end
end
end
%------------
%global stiffness matrix
%------------
kmatx_globl=zeros(npoin,npoin);
for ielem=1:nelem
for inode=1:nnode
irows=connect(inode,ielem);
for jnode=1:nnode
jcolm=connect(jnode,ielem);

kmatx_globl(irows,jcolm)=kmatx_globl(irows,jcolm)+kmatx_elem(inode,jnode,iele
m);
end
end
end
%----------
%no neuman b/c
%- - - - - -

aload_glbl=zeros(npoin,1);
tempr =zeros(npoin,1);
aload_elem=zeros(3,nelem);

%-------------------------------------
%impose boundary conditions at boundary line
%-------------------------------------
for ibbbb=1:nbside
jelem=leeee(ibbbb);
ibtype=lbtype(ibbbb);
ibside=lbside(ibbbb);
for inode = 1:nnode
ipoin = connect(inode,jelem);
xcord(inode) = coord(1,ipoin);
ycord(inode) = coord(2,ipoin);
end
inod1 = ibside;
inod2 = ibside+1;
if(inod2>nnode)
inod2=inod2-nnode;
end
length_find = sqrt((xcord(inod1)-xcord(inod2))^2+(ycord(inod1)-
ycord(inod2))^2);
%---
%heat flux
%-----
if(ibtype==2)
term6 = qflux*thick*length_find/2;
aload_elem(inod1,ielem) = -term6;
aload_elem(inod2,ielem) = -term6;
353
 end
%---------
%convective heat transfer
%---------
if(ibtype==3)
term7 = hconv*thick*tempr_amb*length_find/2;
aload_elem(inod1,ielem) = term7;
aload_elem(inod2,ielem) = term7;
end
end
%--------------
% global load vector
%--------------
for ielem=1:nelem
for inode=1:nnode
irows=connect(inode,ielem);
aload_globl(irows)=kmatx_globl(irows)+aload_elem(inode,ielem);
end
end
%------------------------------
% now impose dirichlet b/c
%------------------------------
for ibbbb=1:nbside
jelem=leeee(ibbbb);
ibtype=lbtype(ibbbb);
ibside=lbside(ibbbb);
fprintf('ibbbb=%2d jelem=%2d ibtype=%2d
ibside=%1d\n',ibbbb,jelem,ibtype,ibside);
if(ibtype==1)
inod1 = ibside;
inod2 = ibside+1;
if(inod2>nnode)
inod2=inod2-nnode;
end
ipoin1=connect(inod1,jelem);
ipoin2=connect(inod2,jelem);
kmatx_globl(ipoin1,:)=0;
kmatx_globl(ipoin2,:)=0;
kmatx_globl(ipoin1,ipoin1)=1;
kmatx_globl(ipoin2,ipoin2)=1;
aload_glbl(ipoin1)=tempr_fixed;
aload_glbl(ipoin2)=tempr_fixed;
end
end

%---------
%solution vector
%---------

tempr=kmatx_globl\aload_glbl;
% fprintf(fid,'\n\n solution vector');
% fprintf(fid,'\n----------------');

ipoin=0;
for idivy=1:ndivy+1
354
 for idivx=1:ndivx+1
ipoin=ipoin+1;
% fprintf('ipoin=%3d tempr=%7.4f\n',ipoin,tempr(ipoin));
end
% fprintf('-------------------------------\n');
end
%--------------
%contour plotting
%--------------
%pause;
for i=3:10

label(1)=90;
label(2)=92;
label(i)=label(i-1)+1;
end
ipoin=0;
for idivy=1:ndivy+1
for idivx=1:ndivx+1
ipoin=ipoin+1;
Xposn(idivy,idivx)=coord(1,ipoin);
Yposn(idivy,idivx)=coord(2,ipoin);
Tempr(idivy,idivx)=tempr(ipoin);
end
end
[C,h]=contourf(Xposn,Yposn,Tempr);
colorbar();

%text_handle=clabel(C,h,'LabelSpacing',172,'fontsize',8);
hold on;
xlabel( 'X-direction (m)');
ylabel( 'Y-direction (m)');

text5='Temperature contour in curved pipe'

%text6=num2str(qws_mw)
%text7='Mw'
%texta=['q_w= ' text6 ' ' text7]
% text(.12,.01,texta,'fontsize',12);

axis square
title(text5,'fontsize',14);
fclose(fid)

355
 Temperature contour in curved pipe
100 800

90
600
80

70 400
Y-direction (m)

60
200
50

40 0

30
-200
20

10
-400
0
0 20 40 60 80 100
X-direction (m)

Fig. E.3 Temperature distribution contour plot of a curved pipe with convective boundary conditions on

left and right boundaries, and Dirichlet boundary condition on top and bottom boundaries.

356
Annex F (MCNP input and MATLAB Processing Files)
F. 1.
INPUT FILE FOR 3 X 3 (ZKpwr3X3)
PWR fuel assembly benchmark: UO2
c cell cards
1 0 21 -22 23 -24 5 -6 fill=1
2 3 6.622400e-2 11 -12 13 -14 5 -6 u=1 lat=1
fill=-9:9 -9:9 0:0
1111111111111111111
1222222222222222221
1222222222222222221
1222224224224222221
1222422222222242221
1222222222222222221
1224224224224224221
1222222222222222221
1222222222222222221
1224224224224224221
1222222222222222221
1222222222222222221
1224224224224224221
1222222222222222221
1222422222222242221
1222224224224222221
1222222222222222221
1222222222222222221
1111111111111111111
3 1 6.752111e-2 -1 u=2
4 2 4.310700e-2 1 -2 u=2
5 3 6.622400e-2 2 u=2
6 3 6.622400e-2 -3 u=4
7 2 4.310700e-2 3 -4 u=4
8 3 6.622400e-2 4 u=4
9 0 #1 #10
10 3 6.622400e-2 #1(25 -26 27 -28 5 -6)

c surface cards
1 cz 0.412
2 cz 0.476
3 cz 0.570
4 cz 0.610
*5 pz -0.5
*6 pz 0.5

357
11 px -0.6325
12 px 0.6325
13 py -0.6325
14 py 0.6325
21 px -1.8975
22 px 1.8975
23 py -1.8975
24 py 1.8975
*25 px -2.8000
*26 px 2.8000
*27 py -2.8000
*28 py 2.8000

c geometry cards
mode n
imp:n 1 7r 0 1
m1 92235.66c 9.3411e-4 $ u-235
92238.66c 2.1573e-2 $ u-238
8016.66c 4.5014e-2 $o
m2 40000.66c 4.3107e-2 $ Zr
m3 1001.66c 4.4148e-2 $ h for 19 doc
8016.66c 2.2076e-2 $o
mt3 lwtr.60t
m4 92235.66c 1.0
m5 92238.66c 1.0
m6 8016.66c 1.0
c
e0 6.25e-7 10.0
f4:n (3<2[-1,-1,0]<1) (3<2[0,-1,0]<1) (3<2[1,-1,0]<1)
(3<2[-1, 0,0]<1) (3<2[1, 0,0]<1)
(3<2[-1, 1,0]<1) (3<2[0, 1,0]<1) (3<2[1, 1,0]<1)
sd4 1 7r
fmesh14:n GEOM=xyz ORIGIN = -2.8 -2.8 -0.5
IMESH=2.8 IINTS=40 JMESH=2.8 JINTS=40 KMESH=0.5 KINTS=1
c source cards
kcode 1000 1.0 10 1010
c
sdef cel=d1 erg=d2
si1 l
1:2( -1 -1 0):3 1:2( 0 -1 0):3 1:2( 1 -1 0):3
1:2( -1 0 0):3 1:2( 1 0 0):3 1:2( -1 1 0):3
1:2( 0 1 0):3 1:2( 1 1 0):3
sp1 3 7r
sp2 -3
prdmp j -100 1 3
print

358
 F.2
Matlab Program for reading and plotting FMESH flux tally

FMESH card

The FMESH tally for the PWR 3X3 lattice window is:

fmesh14:n GEOM=xyz ORIGIN = -2.8 -2.8 -0.5

IMESH=2.8 IINTS=40 JMESH=2.8 JINTS=40 KMESH=0.5 KINTS=1

This specifies a superimposed Cartesian (xyz) geometry with an origin at (-2.8,-2.8,-0.5). The x range

spans from this origin to the coarse mesh at x=2.8 with 40 fine meshes or intervals in between.

Similarly y ranges from -2.8 to 2.8 with 40 intervals, and z ranges from -0.5 to 0.5 with only one interval.

Thus in the z direction, the point taken is the midpoint between z=-0.5 and 0.5, i.e. at z=0.

There will thus be 41 boundaries in the X, Y directions (resulting in 40 evaluations at mid-points) and 2

boundaries in the Z direction (with one evaluation at the mid-point).

Output file MESHTAL

MESHTAL has the first 14 lines giving the mcnp version, ID and date, the input file title, the number of

histories used in the simulation, the mesh tally number, the type of tally (n or p), followed by the Tally

bin boundaries in the three directions, x, y, and z.

The file is reproduced below (with X, Y, Z and tallies output summarized):

mcnp version 5 ld=11042003 probid = 11/30/13 22:00:28

PWR fuel assembly benchmark: UO2

Number of histories used for normalizing tallies = 1000000.00

Mesh Tally Number 14

This is a neutron mesh tally.
359
Tally bin boundaries (41 in this case, for X and Y, and 2 for Z):
X direction: -2.80 -2.66 -2.52 -2.38 -2.24 -2.10 -1.96 -1.82 -1.68 -1.54 -1.40 -
1.26 -1.12 -0.98 -0.84 -0.70 -0.56 -0.42 -0.28 -0.14 0.00 0.14 0.28 0.42
0.56 0.70 0.84 0.98 1.12 1.26 1.40 1.54 1.68 1.82 1.96 2.10 2.24 2.38
2.52 2.66 2.80
Y direction: -2.80 -2.66 -2.52 -2.38 -2.24 -2.10 -1.96 -1.82 -1.68 -1.54 -1.40 -
1.26 -1.12 -0.98 -0.84 -0.70 -0.56 -0.42 -0.28 -0.14 0.00 0.14 0.28 0.42
0.56 0.70 0.84 0.98 1.12 1.26 1.40 1.54 1.68 1.82 1.96 2.10 2.24 2.38
2.52 2.66 2.80
Z direction: -0.50 0.50
Energy bin boundaries: 0.00E+00 1.00E+36

X Y Z Result Rel Error

-2.730 -2.730 0.000 1.64474E+00 3.66054E-03
-2.730 -2.590 0.000 1.63926E+00 3.29870E-03
-2.730 -2.450 0.000 1.64012E+00 3.19820E-03
. . . . .
. . . . .
. . . . .
. . . . .

-2.730 -2.310 0.000 1.63427E+00 3.16848E-03

-2.730 -2.170 0.000 1.63259E+00 3.12360E-03
-2.730 -2.030 0.000 1.63122E+00 3.09446E-03
2.730 1.890 0.000 1.62371E+00 3.07174E-03
2.730 2.030 0.000 1.63052E+00 3.09522E-03
2.730 2.170 0.000 1.63875E+00 3.12080E-03
2.730 2.310 0.000 1.64260E+00 3.13990E-03
2.730 2.450 0.000 1.64667E+00 3.19831E-03
2.730 2.590 0.000 1.64282E+00 3.28852E-03
2.730 2.730 0.000 1.64853E+00 3.67818E-03

MATLAB program

The output file MESHTAL is used as an input file, with its first 14 lines deleted, in the Matlab program

listed below:

fid = fopen('meshtal.txt');
gid = fopen('out.txt','w');
A = fscanf(fid, '%g %g %g %g %g', [5 inf]);
n=size(A);
icount=0;
xsets=40;ysets=40;
for iset=1:xsets
for jset=1:ysets
icount=icount+1;
x(iset)=A(1,icount);
360
 y(jset)=A(2,icount);
kset=jset;
z(kset)=A(3,icount); % only one value
flux(iset,jset)=A(4,icount);
error(kset)=A(5,icount); % not used
end
end

for i=1:xsets
for j=1:ysets
fprintf (gid,'\n %6.3f %6.3f %6.3f %12.4e
%12.4e',x(i),y(j),z(j),flux(i,j),error(j));
end
end

surf(x,y,flux);

fclose(fid);
fclose(gid);

361
About the Author

Zafar ullah Koreshi [B.Sc.(Hons), Nuc. Engg., M.S., Nuc.Engg., Ph.D. Nuc.

Engg] is Professor and Dean, Faculty of Engineering, Air University,

Islamabad. With a cumulative research, industrial and academic experience of

about 30 years, Dr Koreshi has remained involved with a diverse engineering

profession spanning nuclear engineering, mechanical engineering, and more

recently inter-disciplinary mechatronics engineering.

His research work has been in Monte Carlo simulation for neutron transport

with applications in nuclear systems, in mechanical engineering areas covering process simulation with applications

in solar thermal energy storage for small power plants, and more recently in the optimal control of mobile robots.

Dr Koreshi has had a long association with the International Conference on Nuclear Engineering (ICONE) hosted

jointly by the American Society of Mechanical Engineers (ASME), Chinese Nuclear Society (CNS), and the

Japanese Nuclear Society (JNS). He has also been co-Chair of Track 14: Reactor Physics, Neutronics and

Computations Sessions of ICONE-19 (held in Japan) , ICONE-20 (held in USA), ICONE-21 (Chengdu, China) and

is Track Co-Chair for Track 11, ICONE-22 held in July 2014 in Prague, Czech Republic.

Dr Koreshi is life member of the Pakistan Nuclear Society, member of the Pakistan Engineering Council (NUC-05),

and member of the American Society of Mechanical Engineers.

362
INDEX

age, 20, 106, 233 Goertzel, 187, 188, 189, 192, 197, 203, 209,
albedo, 50, 122, 123 224, 225, 226
Avogadro, 2, 7, 14, 64, 251, 254, 337 Greens function, 113, 121, 270, 273, 275
Boltzmann equation, ii, 94, 271 Hamiltonian, 188, 193, 195, 197, 215, 231
critical, 29, 96, 97, 106, 107, 187, 188, 190, 192, integro-differential equation, 49, 113
194, 195, 197, 198, 200, 201, 203, 206, 208, ITER, 170, 171, 175, 176, 177, 186
209, 212, 213, 214, 215, 216, 217, 219, 220, Lagrange, 165
224, 225, 231, 234 Laplace equation, 47, 48
cross-section, 3, 4, 11, 22, 170, 188, 276, 278, Legendre polynomials, 44, 45, 49, 137
289 MCNP, iv, 173, 174, 175, 176, 179, 188, 235
dose, 3, 101, 174, 175, 176 moderation, 20, 21
elastic collision, 22 MONACO, 174, 179
ENDF/B, 5, 179, 180, 182, 185, 236, 237, 238 MONK, 174, 235
estimator, 83, 155, 156, 157, 251, 259, 265, 272, Monte Carlo, ii, iii, iv, 36, 69, 79, 82, 92, 93, 108,
277, 282, 287, 335 113, 118, 119, 139, 141, 142, 146, 147, 155,
collision, 21, 22, 24, 113, 117, 119, 155, 156, 165, 166, 167, 168, 169, 171, 173, 174, 175,
157, 158, 159, 160, 163, 168, 170, 251, 179, 186, 233, 234, 235, 242, 251, 263, 267,
252, 257, 258, 259, 268, 272, 277, 282, 268, 269, 270, 271, 272, 277, 283, 284, 285,
283, 284, 334 287, 295, 297, 332, 334, 335, 336, 429
track-length, 155, 156, 157, 251, 252, 259, MORSE, iv, 120, 174, 179
266, 272, 277, 335 multi-group, iv, 97, 108, 120, 138, 170, 172,
fast reactors, 21 173, 189
Ficks law, 13, 20, 95, 286, 332 one-group, 95, 98, 106, 107, 214, 277, 287
fission, 1, 4, 13, 14, 15, 16, 20, 21, 25, 26, 28, Poisson, 47, 49, 65, 97, 138
29, 30, 83, 96, 97, 107, 114, 116, 117, 146, Pontryagin, 187, 193, 194, 216, 217, 224, 225,
158, 160, 161, 162, 170, 184, 189, 191, 198, 227
233, 234, 235, 237, 239, 240, 241, 271 Reactor
flux, ii, 2, 3, 13, 32, 38, 43, 50, 55, 96, 97, 98, BWR, 27
100, 101, 102, 107, 108, 113, 119, 121, 123, CANDU, 27
124, 125, 126, 127, 129, 131, 132, 133, 135, FBR, 27
136, 137, 138, 141, 147, 155, 156, 157, 171, HTGR, 27
172, 177, 188, 189, 190, 192, 193, 194, 198, LWR, 27
203, 205, 206, 209, 210, 211, 212, 213, 215, PBMR, 27
224, 225, 226, 230, 231, 233, 251, 252, 253, PWR, 27
259, 260, 261, 263, 266, 270, 271, 272, 273, SGHWR, 27
274, 275, 276, 277, 278, 279, 280, 281, 282, slab geometry, 96, 209, 272, 275
283, 284, 286, 287, 288, 289, 290, 291, 292, spherical geometry, 48, 95, 107, 139, 361
294, 295, 296, 298, 300, 335, 351, 357, 358, spherical harmonics,, 136
361 TART, 173, 179
Godiva, 233, 234, 235, 269 Thermal reactors, 26
363
transport equation, ii, 36, 42, 51, 79, 97, 113, TRIPOLI, 174, 179, 235
114, 117, 118, 119, 120, 123, 138, 139, 141, two-group, 187, 188, 189, 193, 203, 214, 224
171, 172, 173, 295, 332

364