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Nse71 A22373
Nse71 A22373
Nse71 A22373
J. A. W. Nóbrega da
To cite this article: J. A. W. Nóbrega da (1971) A New Solution of the Point Kinetics Equations,
Nuclear Science and Engineering, 46:3, 366-375, DOI: 10.13182/NSE71-A22373
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NUCLEAR SCIENCE AND ENGINEERING: 46, 366-375 (1971)
J. A. W. da N6brega*
Department of Nuclear Engineering
Massachusetts Institute of Technology
Cambridge, Massachusetts 02139
Received August 11, 1971
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366
The quantities n, c{, f , and p a r e , in general, 2. methods based on convolution integrals using
functions of the time t and 0X;, and A are a s - numerical integration 9 ' 1 0
sumed constant. In addition, p may be a function
of n in feedback problems. 3. methods based on integral equation f o r m u -
The above equations can be written in matrix lations and a p p r o x i m a t i o n of the inte-
f o r m as grand 11 " 14
Let the matrix A have eigenvalues co,- and e x p ( M ) « g ( h A ) =f(hA) + £'[exp(/zco(fe) - f(hwk)]
eigenvectors A l s o , let A have corresponding
Xu v
eigenvectors Vi, corresponding to its eigenvalues kI
co,- which a r e the s a m e as those of A. The e i g e n - where the sum i s over only those k for which
values co,- are the roots of the inhour formula Eq. (7) does not hold.
Another way to s e e the s m a l l s i z e of the e r r o r s
p = co A + co £ — (3) involved i s to calculate the norm of the difference
,-=i X,- + co
between the exact exponential and the approxima-
and can be ordered as
tion g(hA). F r o m Eqs. (6) and (8), we have
CO/ < -X/ < co/_i < -Xj_i < . . . < coi < -Xi < coo . ( 4 )
||exp(M)-^(L4)|| = D"[exp(/*co,-) - f(hwi)]uiV{
We now state the following:
Theorem: If Am = co,-«,- and A v, = co;V, with
ttiVi = 1, that i s , normalized to unity, the following where Yj" runs over all i for which Eq. (7) holds,
e x p r e s s i o n holds for any f{A) for which /(co,) i s in
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[exp(fcco,) - A h w d ] « 1 , (7) 20
E. ISAACSON and H. B. KELLER, Analysis of
s i n c e exp(feco,) & /(&co,-) . Numerical Methods, p. 2, John Wiley and Sons, Inc.,
New York, London, and Sidney (1966).
19 21
M. CLARK, J r . and K. F. HANSEN, Numerical R. S. VARGA, Matrix Iterative Analysis, p. 262,
Methods of Reactor Analysis, p. 34, Academic P r e s s , Prentice-Hall, Inc., Englewood C l i f f s , New Jersey
New York and London (1964). (1962).
order ( / + 1) to invert, which i s a task one nor- We factor PN(A) as
mally t r i e s to avoid, particularly for the c a s e of N
varying reactivity when such inversion needs to be PN(A ) = n=
n 1[/ - e A] N ,
done at every t i m e step.
We have, however, developed a method in which, where {e„} are, in general, complex numbers.
by going temporarily to the complex plane, we Then,
obtain s i m p l e analytic e x p r e s s i o n s for such in-
v e r s e s . As a result, essentially the s a m e number [ P N ( A ) p = n [/ - e„A] _1 .
B=1
of arithmetic operations s u f f i c e to multiply the
i n v e r s e of a polynomial of the matrix A by a Of course, the {e„} will either be real numbers
vector as are required to multiply the polynomial or f o r m complex conjugate pairs. For e„ real, we
i t s e l f . This fact makes the computational effort u s e Eq. (9) to do the inversion or directly solve
involved in using implicit methods of any order the pertinent s y s t e m of equations. For a complex
equal to that used for explicit methods of the s a m e conjugate pair we consider the pair of factors
order (Taylor s e r i e s expansions). However, the
instabilities associated with the latter are avoided. [/ - eA] _1 [7 - 7AJ"1 = / - 2 R e ( e ) A + | e 12A2 ,
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r
inverse. Almost all the elements involved can be
precomputed since only the reactivity changes
1 + eX with time, and it appears in a simple fashion in
£jU2 the coefficients of the dyads as s e e n later in a
a = col CMi
1 + eXi 1 + eX2 1 + eX,_ specific example.
For the Pade approximations, Eq. (7) will be
eXi eX2 eX,
b = col satisfied, in general, whenever |fta>,-|<< 1 and
1 + eXi 1 + eX2 1 + eX,
therefore we can u s e this as a preliminary c r i -
terion to decide which t e r m s should be included in
D = diag 0
1 + eXi 1 + eX2 1 + eX, Eq. (8). From Eq. (4) we s e e that, with the e x -
ception of oji and, possibly, coo, all the eigenvalues
The validity of Eq. (9) can be v e r i f i e d directly by
of the matrix A have magnitudes s m a l l e r than X,.
multiplication by [/ - eA].
Therefore, the condition hx, < < 1 a s s u r e s that
Notice that only y , a s c a l a r , depends on the
Eq. (7) will be satisfied for most eigenvalues w,-.
reactivity. Also, it i s worth noting the computa-
For practical values of XH this allows that r e l a -
tional advantages of multiplying an N dyad by a
tively large values of h can be taken with good
vector, as compared to a general N xN matrix.
accuracy.
The former involves only 3N arithmetic opera-
tions as compared to 2N 2 in the latter. Further, A s an example, we consider two of the Pade
observe that for this particular matrix A, e s s e n - approximations, namely the Crank-Nicholson and
tially the s a m e number of operations are required the second-order implicit approximations.
to effect the product of either [I - e A ] - 1 or [/ + eA]
III.A. The Pade {1,1) Approximation
and s o m e vector.
The expression (9) i s of no great advantage by This approximation, commonly known as the
itself s i n c e we can always s o l v e directly the s y s - Crank-Nicholson approximation, is given by
tem of equations implied by the inverse shown,
spending essentially the s a m e computational e f - 1
L\(hA) = | AA] [/ + | M]
fort, in this case. The utility of the analytical
inversion i s evident, however, when one t r i e s to and involves no particular difficulty, except that
invert a general polynomial of the matrix A which one must always choose h so that hu>i f 2 to keep
can be e x p r e s s e d as a product of factors having f{hwi) bounded. Since only the eigenvalue a>o of A
the f o r m [I - eA]. To s e e this utility in more can be positive, we simply must have hw0 f 2. For
detail, consider the matrix polynomial s m a l l k, the e r r o r of this approximation i s given
by
PN(A) =£ c„AN
n-0
exp(M) - MhA) h3A3 + 0(fc4)
with {cn} being real numbers and c0 = 1. 12
Since all eigenvalues of A have s m a l l magni- 1 ~ 0 ~
tudes except possibly a>o and wa these a r e the only
ones we will ever need to calculate explicitly for hXxpi( 1 +h\i) hXi.pi
u s e in Eq. (8), if we do not want to take h very bx = hXzp2(l +hX2) ; 62 = hX2p2
s m a l l . Also, we have that |exp(ftw,) - / i ( f e a ) , ) | <
0.035 or 0.14 for negative hw { down to - 1 or - 2 ,
r e s p e c t i v e l y . T h e s e f i g u r e s are low enough to hX,p,( 1 +hX,) hX,p,
require the inclusion of the w, t e r m in Eq. (8)
D' = diag[0 2py 2p2. . . 2p,] .
only when hw, < - 1 or, in many c a s e s , when
hw, < - 2 . Such conditions a r e clearly much l e s s Note that only the s c a l a r s r, yi, and y2 depend
stringent than the general condition < < 1. on the reactivity and therefore almost everything
The above considerations, coupled with the fact can be precomputed. A l s o , although we have d i s -
that for most practical c a s e s only one of wo and w, played four dyads in the e x p r e s s i o n for f2(frA) we
i s of large magnitude, indicate that, in many could combine them into two. However, the f o r m
problems, satisfactory r e s u l t s will be obtained by shown provides s o m e computational convenience
treating explicitly only one t e r m in Eq. (8). in that we can group the four dyads in two ways
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/ 2 M i A ( 1 + hX 1)
0
hy-ipi
[ I + hAo +
h2
C^o
'
+
h3
yi +
2AoA 0
ax = ; a2 = 1 r h2 '
h\i2p2(\ + hX2) hii2p2
+ 0 +
It can a l s o be shown that co/ < a < co0 and that,
and if a has a large enough magnitude, it i s already a
good approximation for one of the roots and thus
can be used as a good f i r s t guess for that root.
The Newton-Raphson expression i s derived
Substituting these expansions into Eq. (12) gives from Eq. (3) and is given by
us
co
- £ / 3
p h2 + uW)
*? = I +hA o + — (Aq2 +Aft) + 2 | ^A) + 2 AgAg co (/+i) _
A+E A
(=1 + CO
I A0A0 + A^j + . . u* +
2! In practice, with reasonable f i r s t g u e s s e s , two
to five iterations are enough to achieve an a c -
3 3 *
x (/o + Agfg) + ( 0 g 2 Ao/o + g Ao/o curacy of one part in 10 5 . To appreciate the
amount of work involved in the above calculations
we estimated the computer time n e c e s s a r y to do
+ Ao/oj + . . . one iteration, which, by efficient programming,
can be reduced to 3 / additions and subtractions,
Then, f r o m this result and Eq. (11) we obtain 41 multiplications and (I + 1) divisions, f o r / p r e -
hs 1 3 cursor groups. If we take 7 = 6 and a s s u m e t+ = 2
h
"^i 12 [ AoAo 0
~ ^o^ ]* 0 +
12 ~ jusec, = 4 jusec, and t+ = 7 jusec (approximately
the IBM 360/65 times), one would spend about 180
+ 0(fc 4 ) . / i s e c per iteration which, for comparison, i s about
Note that this expression for the error still holds the time needed to calculate two exponentials in
if A(t) and f ( t ) are known only through a t h r e e - single p r e c i s i o n (in the IBM 360/65).
term Taylor expansion, w h i c h requires only We can s e e , therefore, that the amount of work
knowledge of A, f , and their first and second spent in the calculation of the desired roots is not
derivatives at the beginning of the time step. unduly large, particularly in view of the relatively
Thus, the assumption of constant parameters large time step s i z e s one i s able to take with the
has a local error of 0(h 3 ) and, correspondingly, an present method.
overall error of 0(h 2 ).
TABLE n TABLE m
Percent Errors and Exact n(t) for Case 1 Percent Errors and Exact n(t) for Case 2
h( sec) t = 0.1 sec t = 1 sec t = 10 sec Msec) t = 0.1 sec t = 1 sec t = 10 sec
have s m a l l e r e r r o r s than the other two, which significant limitation to the method of this work
again shows the improvement obtained by the s i n c e , in most practical problems, feedback con-
explicit treatment of the dominant root, in this siderations limit the time step s i z e one will be
c a s e wo- The e r r o r s are about the s a m e for both able to take to a small value, if results of a r e a -
methods, but method (c) f a r e s better than method sonable accuracy a r e desired.
(a) for small h. A parallel behavior takes place Case 5. This c a s e is that of a more complex
for the methods (b) and (d). Note that the e r r o r s reactivity insertion pattern in the thermal r e a c -
for the methods (a) and (c) are of the order of 1% tor; a +1 d o l l a r / s e c ramp up to 0.5 s e c followed
for h as large as 1 s e c . by a - 1 d o l l a r / s e c ramp up to 1 s e c ; then a +1
Case 4. This c a s e corresponds to a positive d o l l a r / s e c ramp up to 1.5 s e c followed by a con-
ramp insertion of reactivity of +1 d o l l a r / s e c in stant 0.5 dollars reactivity from then on. Note
the fast reactor, its r e s u l t s being presented in that p (t) i s a continuous function. Table VI shows
the results obtained for this c a s e by three meth-
ods: (a) Pade (2,0) with no explicit treatment of
TABLE IV r o o t s , (b) Pade (1,1) with automatic inclusion of
Percent Errors and Exact nit) for Case 3 the o)6 t e r m , and (c) Crank-Nicholson. In the
second method, (b), the W6 term i s included when-
ever both hw6 < -2 and w6 < - 1 . 2 X e .
hi sec) t = 0.1 sec / = 0.5 sec t = 1 sec
The e r r o r s , in general, are the s a m e for all
-2.70(-3) -7.72(-4) -1.24(-4) three methods. For small h the results show a
-5.76(-3) -9.17(-3) -1.50(-2) larger error for method (a) which should be e x -
0.01 +1.39(-3) +4.83(-4) +6.21(-5) pected from the theory and was noted in previous
+2.90(-3) +4.54(-3) +7.40(-3)
- 3.25(-1) -5.22(-2)
-7.53(+0) -1.25(+l) hi sec) t = 0.5 sec t = 1 sec
0.25 - -
+2.83(-l) +3.89(-2)
+2.98(+0) +4.93(+0) -9.15(-2) -5.07(-l)
0.001
-9.15(-2) -5.96(-1)
-9.04(-l) -1.59(-1)
-3.33(+l) -4.99(+l) -9.82(-l) -2.92(+l)
0.50 - - 0.01 -9.82(-l) -3.34(+l)
+1.46(+0) + 1.47(-1)
+1.44(+1) +2.46(+l)
-9.15(+0) -9.48(+l)
0.10 -9.15(+0) -9.52(+l)
-4.28(-l)
-9.08(+l)
1.00 - - - -
+1.42(+0) -2.03(+l) -9.85(+l)
-1.32(+3) 0.25 -2.03(+l) -9.86(+l)
c a s e s . F r o m the methods (b) and (c) it can be through Tables II to IV shows that halving the time
concluded that the better r e s u l t s obtained for the step s i z e h for the f i r s t of t h e s e methods will p r o -
Crank-Nichols on method are purely accidental, duce better r e s u l t s than the second method with
s i n c e method (b) i s an improvement over Crank- t i m e step h. Note, however, that in many c a s e s
Nicholson. the Pade (1,1) method requires one m o r e root
Notice a l s o that the bad r e s u l t s obtained for treated explicitly than does the Pade (2,0) method.
l a r g e r time s t e p s s t e m f r o m the very bad r e p r e - A l s o , such extra calculation will normally more
sentation of the ramp as a s e r i e s of s t e p s . In than double the amount of computation per time
particular, for h = 0 . 5 s e c , we simply have the step. It can thus be s e e n that the Pade (2,0) meth-
transient represented as a 0.25 dollar s t e p f r o m 0 od will be more economical, in general, even if
to 1.5 s e c followed by another step totaling 0.5 the t i m e step n e c e s s a r y to attain a given accuracy
dollars f r o m then on. is smaller.
The r e s u l t s for the last two c a s e s show that,
VII. CONCLUSIONS for varying r e a c t i v i t i e s , inclusion of roots in the
basic approximations does not make any s i g n i f i -
The r e s u l t s of Sec. VI for the f i r s t three c a s e s cant improvement on accuracy. Thus, by c o m -
show the great improvement of the Pade (1,1) bining this fact with the previous findings, we
method with explicit treatment of wo or u>6 over would conclude that, for c a s e s of practical inter-
the s i m p l e Crank-Nichols on method. This i m - e s t , the Pade (2,0) method with a procedure to
provement shows itself not only in the a c h i e v e - decide whether the w0 t e r m should be treated
ment of greater accuracy for all t i m e s t e p s , but explicitly and s o m e strategy for the choice of the
a l s o in being able to take larger time steps time step s i z e will provide a very fast and a c c u r -
without incurring l a r g e e r r o r s . ate method for point kinetics calculations in
The Pade (2,0) method i s a l s o much better than general, when the inversion s c h e m e developed in
the Crank-Nichols on method, for the c a s e s of Sec. Ill i s used.
constant reactivity, as can be concluded f r o m the For c a s e s in which a very accurate treatment
r e s u l t s for the f i r s t three c a s e s . Except for near of the beginning of transients i s d e s i r e d , the
or above prompt criticality, the Pade (2,0) method Pade (1,1) method with inclusion of the coB t e r m
does quite well without the need for inclusion of i s to be p r e f e r r e d , when a>6 has a large magnitude.
the coo t e r m and does not suffer f r o m the o s c i l l a - Although one could a l s o include the o>6 t e r m in the
tions present in the Crank-Nicholson method when Pade (2,0) method, the e r r o r for the previous
h i s large. method will be s m a l l e r for most c a s e s , as can
In general, the Pade (1,1) method yields better a l s o be concluded f r o m the underlying theory.
r e s u l t s than the Pade (2,0) method but a glance Calculations for other c a s e s , in addition to
those presented, have been done, and they con- ACKNOWLEDGMENTS
f i r m e d the general conclusions reached here which
s e e m to have general validity and agree with the
The author wishes to express his appreciation to
theoretical expectations. The method presented Allan F. Henry for his many valuable suggestions during
i s particularly good for c a s e s in which the r e a c - the course of this work.
tivity can be represented by a s e r i e s of steps and This work was performed under the auspices of the
p e r f o r m s quite well for more general c a s e s . U.S. Atomic Energy Commission.
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