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

TO

MY STUDENTS (WHO TAUGHT ME SO MUCH !)

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 of end 2012 there were 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
July 2014
iv

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
1.13

Nuclear Reactor Components ....................................................................................................................... 25

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
2.14

Optimization Example: Volume of a cylinder................................................................................................ 77

The Adjoint Operator ............................................................................................................................................ 82

References ........................................................................................................................................................................ 84
Problems ........................................................................................................................................................................... 85
vi

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

vii

5.1.1
5.2

MC Evaluation of Integrals .......................................................................................................................... 133

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

viii

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

7

Multigroup Diffusion Theory and Optimal Distribution ............................................................................................... 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

8.5

Nuclear Data ....................................................................................................................................................... 223

8.6

Monte Carlo Simulation Results.......................................................................................................................... 230

ix

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

References ...................................................................................................................................................................... 247

Problems ......................................................................................................................................................................... 249
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

References ...................................................................................................................................................................... 280

Problems ......................................................................................................................................................................... 281
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

Surrounding 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
x

Multiple Choice Questions .................................................................................................................................................. 305

Mid-Term Examination ....................................................................................................................................................... 309
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

xi

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 Transport Theory flux in a finite sphere ............................................................................................................ 123
Figure 4-10 Transport Theory flux for values approaching c=1 .......................................................................................... 125
Figure 4-11 Discrete ordinates with N=4,8,16,24 ............................................................................................................... 126
Figure 5-1 MC Integral Evaluation by Hit-and-Miss technique ........................................................................................... 135
Figure 5-2 MC integration for f(x,y)=
................................................................................................... 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 6-8 ENBF/B-VII data retrieval page .......................................................................................................................... 172
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
xiii

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
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 keff for 100 neutrons, 20 generations .............................................................................................................. 231
Figure 8-12 keff for 50 neutrons, 30 generations................................................................................................................ 231
Figure 8-13 keff for 50 neutrons, 40 generations................................................................................................................. 232
Figure 8-14 keff for 10% perturbation in material density ................................................................................................... 232
Figure 8-15 keff for 90% enrichment.................................................................................................................................... 233
Figure 8-16 MC results for a one-group Godiva simulation................................................................................................ 234
Figure 8-17 MC one-group Godiva relative error ............................................................................................................... 235
Figure 8-18 Three histories for a point isotropic source at center of a non-multiplying sphere........................................ 237
Figure 8-19 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
xiv

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
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/cm3 , 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 A typical PWR fuel assembly ............................................................................................................................ 292
Figure 10-8 A 3X3 assembly ................................................................................................................................................ 293
Figure 10-9 Collision estimate of
.................................................................................................................................. 295
Figure 10-10 FOM of average
...................................................................................................................................... 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

lethargy

direction cosine in

number of secondary neutrons

speed

extrapolation distance

direction cosine in

track length

direction cosine in direction

fission

statistical weight

thermal fuel utilization

zo

extrapolation distance

probability distribution function

relative atomic mass

distribution function

area

distribution function

buckling

Boltzmann constant

material buckling

effective multiplication of a finite system

geometrical buckling

effective multiplication of an infinite system

rest mass

(electron, proton, neutron)

neutron density (neutrons m-3)

unit vector

resonance escape probability

slowing-down density

collision operator

diffusion coefficient

scattering

time

derivative operator

energy
energy recoverable from fission
cumulative distribution function

entropy
Chandrasekhars function

diffusion time
moderation time

direction

Kullback-Leibler divergence

position vector

direction

Bessel function of the first kind

J

joule

atomic mass unit

16

associated Legendre polynomial

neutron current
Bessel function of the first kind

quality factor

kelvin

reaction rate

Bessel function of the second kind

relative standard deviation

kernel of integral operator

extrapolated radius

diffusion length

source

integro-differential operator

entropy

integro-differential adjoint operator

scattering matrix in multi-group diffusion

operator

temperature

atomic mass

matrix in multi-group diffusion equation

fission matrix in multi-group diffusion equation

transport operator

thermal migration area

internal energy

no. of neutrons

volume

statistical sample size

VCM

velocity in center-of-mass system

number density

Watt

Bessel function of the second kind

random variable
spherical harmonics

Avogadros Number
P

phase space

probability
probability

atomic number

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

transport relaxation length

macroscopic scattering cross-section

random number

auxiliary functions

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 massenergy of constituent nucleons
a tritium nucleus,

3
1,

.5

and the nuclear mass-energy

. As an example, the binding energy of

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

nucleons [ .0078 5
9

809.450575

.008665 ]9

.5

8 7.9

88 5

and its nuclear-mass energy

.0 6050

, 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

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:
and atomic fractions U238 0.992745 U235 0.007200.

a) Natural uranium with

b) Bare Pu239 metal delta phase 100% Pu239

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

a) UO2 of density 10.5
b) PuO2 of density 11.46

with a U235 enrichment of 17%.

, with weight fractions of

0.118055 and

0.881945

with uranium consisting of 17wt% U235 and the rest

c) U-10 wt% Zr alloy powder of density 15.48

U238.
4. Calculate atomic densities of the reflectors
a) Beryllium metal density 1.85
b) Beryllium Oxide with a density of 3.01

, and weight fractions 4Be 0.360320, 8O 0.639680

5. Find the atomic densities in Boron Carbide given its density

(weight fraction

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

N(

=0.782610,

=0.02205,

=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

b) aluminum (Atomic weight 26.9815, density

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.
10. Determine the absorption mean free path of a fast neutron travelling in boron with

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

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 (
,

) 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

(2.1)

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

represents the displacement

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

the homogeneous equation, and a particular solution

from

from the inhomogeneous term, and express the solution as

(2.2)
Thus, in operator form
(

(2.3)

The operator is treated as a scalar and roots are obtained for

expressed as

. For roots

, the solution is

. For the particular solution

(2.4)

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

emitting neutrons cm-2 s-1 With the boundary conditions: (i) Dirichlet b.c: finite flux

for a planar source at

and (ii) source Neumann condition: li

/ ;

). Answer:

Example 2.1 Find the exact solution of the equation:

emitting neutrons cm-2 s-1 With the boundary conditions: (i)

for a planar source at

and (ii) source condition: li

/ ;

). First obtain the complementary solution using the

homogeneous equation
(
The roots are

, giving the complementary solution

For the particular solution

(

)(

which can be written in partial fractions as

[
(

]
)

and expressed as
[(
Now expanding (

( )

) ]

, gives

The solution is thus

37

osh
and the coefficients

sinh

can be found from the boundary conditions. Using the boundary conditions gives
| | /

sinh[

osh[ ]

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

at a point

, is classified as elliptic, parabolic or hyperbolic if

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

Consider the first-order partial differential equation

where

(2.5)

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

and integrate over :

38

(2.6)

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:

with

; thus

, 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

Fredholm

Homogeneous

II

Fredholm

Inhomogeneous

II

Volterra

Homogeneous

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

, given the boundary condition

by

differentiating w.r.t .

ii-

Solve the Volterra equation

iii-

The integral equation for Chandrasekhars

by taking the Laplace transform.

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?

(2.7)

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

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

(2.8)

where

(2.8a)

and
41

30

Maximum Volume (cm3)

25

20

15

10

0
10

15

20

25

30

35

40

45

50

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,

, 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

Height (cm)

20
15

Area constraint
V = 0.5Vo

10

V= V

V = 2Vo

5
0
0.3

0.4

0.5

0.6

0.7

0.8

0.9

1.1

1.2

1.1

1.2

Radius (cm)

HV-HA

10
10
10

-5

X
10

-10

0.3

0.4

0.5

0.6

0.7

0.8

0.9

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

would have an adjoint operator written as

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)

(2-59)

or equivalently as

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


The solutions,

( )

(2-60)

( ), 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

with

as the estimator and

2. Use the linear congruential random number generator

as the pdf.
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 ( )

( )(

) in the range (

).

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 integrodifferential 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

( )

Using Ficks law

( )

( )

(3.3)

( )

( )

(3.4)

, the diffusion equation reads

( )

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
Planar source at

Infinite

emitting

neutrons cm-

2 -1

Planar source at

(in y and z)

emitting
2 -1

/
)

Uniformly distributed

of thickness

sources emitting
-3 -1

neutrons cm s

Infinite

Source-free,

critical slab

is the reactor power,

reactor of

is the energy

cosh[

( )

cosh /
)

cosh (
)

at

cos

( )

at

recoverable from
fission (200 MeV)
(

Source-free,
Bare cubical

| |)/

si h[(

thickness

( )
lim ( )

Source condition

Infinite slab

and

( )

neutrons cm-

Slab

Source condition

Infinite slab

Flux

Finite flux ( )

lim ( )

of thickness

Boundary conditions

is the reactor power,

reactor of

is the energy

sides

recoverable from

at

( )

cos

cos

cos

fission (200 MeV)

Sphere

Infinite

Point isotropic source

Finite flux ()

at

Source condition

emitting

neutrons s-1

lim

()

4 ( )

89

Bare
spherical
reactor of
radius

Source-free,
is the reactor power,
is the energy

Finite flux ()

()

and ( )

si

recoverable from
fission (200 MeV)

()

Point isotropic source

Finite sphere
of radius

Finite flux ()

at
emitting

neutrons s-1

Uniformly distributed
Finite sphere
sources emitting
of radius

and ( )

Finite flux ()

si h (
4

()

si h (

si h
)
si h (
)

and ( )

neutrons cm-3 s-1

Infinite

Cylinder

cylinder

Finite flux ()
Bare critical reactor

and ( )

()

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

()

cosh /
)

cosh (
)

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:
si h

cosh (
)

( )

( )

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

si h
cosh (
)

(); due to the symmetry of the system

si h
cosh (
)

From Lhospitals rule it is readily seen that in the limit ,

(for

).

The diffusion length is defined as

and the diffusion coefficient is given by

91

The first step is to find the atomic density

of graphite:
oms cm

The next step is to get the macroscopic cross-sections:

macroscopic absorption cross-section

macroscopic scattering cross-section

macroscopic transport cross-section

cm

4
(

cm
)

cm

These are used to find the diffusion coefficient and the diffusion length:
1

diffusion coefficient

1
(

diffusion length

cm

4 cm

and

extrapolation distance

cm

The mean free path , though not required in this example, is also determined:
1

cm

For a graphite slab of thickness 1 mean free path, the escape probability is thus

si h
cosh (
)

4 si h
cosh

4
4

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.

1
0.9

Escape Probability

0.8
0.7
0.6
0.5
0.4
0.3
0.2

10

20

30

40
50
60
Thickness (mfp)

70

80

90

100

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 (

) incident on a person standing between a point source of strength

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

g cm

cm

cm

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

1.60

0.84

2.4 X 10-4

59

Moderator

Graphite
*

containing 0.25 weight/percent

cm

Plot the thermal flux and permissible time as a function of temperature / (

( )

( )
with

for

and

for

) if the variations are as follows:

)( )( )

)( ) ( )

1/

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

where the material buckling

(3.5)

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

()

si

(3.6)

, and the constant is determined from the power of the reactor :

where the geometric buckling

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:

cm

cm. The recoverable energy from fission is

assumed to be 200 MeV. Then

4(

11

and since

the flux is

()

11

si

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

Neutron flux (neutrons cm-2 s -1)

8
Power 200 W

7
6
5
4

Power 100 W

3
2
1
0
-10

-8

-6

-4

-2

0
Radius (cm)

10

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

Table 9.5. Cell balances using diffusion theory flux

Sources

Sinks

Cell
Total In

Total Out

1.0000

0.1467

0.8533

1.0000

0.8533

0.8533

0.0590

0.7943

0.8533

0.7943

0.7943

0.0411

0.7532

0.7943

0.7532

0.7532

0.0317

0.7215

0.7532

0.7215

0.7215

0.0256

0.6958

0.7215

0.6958

0.6958

0.0213

0.6745

0.6958

0.6745

0.6745

0.0181

0.6564

0.6745

0.6564

0.6564

0.0155

0.6409

0.6564

0.6409

0.6409

0.0134

0.6276

0.6409

10

0.6276

0.6276

0.0116

0.6160

0.6276

279

10

-1

Bins=10

-2

D(g||h)

10

10

10

-3

-4

10

10

10

10

10

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
= 1.0, 1.2, 1.4 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, 1.0 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

x 10
x 10

-3

-3

4.5
6
4

Flux (n/cm2-s)

3.5

2.5

1.5

0
10
5

10
5

Y (cm)

-5

-5
-10

-10

X (cm)

1
0.5
0

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
enriched sphere of density

= 10.

in a 70%

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

x 10

-3

2.5

Flux n/cm2

1.5

1.5
1

0.5
0
20

0.5

20
10

0
Y (cm)
-20

-10
-20

0
X (cm)

Figure 10-4 Flux in a bare UO2 sphere

-3

20
15

x 10

10
1.5

5
0
1

-5
-10

0.5

-15
20

10

-10

-20
-20

Figure 10-5 Flux in a UO2 sphere (in xy plane at z=0)

286

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