Numerical Modeling of Neutron Transport

NUMERICAL MODELING OF
NEUTRON TRANSPORT
Master’s Thesis
submitted by
Bc. Milan Hanuš
completed at
Department of Mathematics
Faculty of Applied Sciences
University of West Bohemia
under the supervision of
Ing. Marek Brandner, Ph.D.
Pilsen, August 2009

Declaration
I hereby declare that this Bachelor’s Thesis is the result of my own work and
that all external sources of information have been duly acknowledged.
.................................
Milan Hanuš
Abstract in English
The aim of this thesis is to assess the possibilities of improving the diffusion
based method for steady-state neutronic analyses of nuclear reactors with he-
xagonal assemblies via the transport theoretical model. Mathematical basis
of neutron transport theory is established first, including the functional ana-
lytic setting of the two main problems of steady-state neutron transport –
the core criticality eigenvalue calculations and the fixed neutron source pro-
blem. Discretization of the governing equation with respect to energy (the
multigroup approximation), direction of motion (the SP3 approximation) and
space (the finite volume method) is described next. The core criticality pro-
blem of finding the dominant eigenpair of the transport operator is solved by
the source iteration (a variant of the power method), which is also explained
in the text. Numerical experiments with both the diffusion and the transport
approximation are performed at the end and their results analyzed, including
the most recent developments of the diffusion solver – namely the conformal
mapping for the transverse integrated nodal method in the hex-z geometry
and the homogenization of input data originating in thermal-hydraulics cal-
culations performed by Škoda JS, a. s. (Škoda Nuclear Machinery).
Keywords:
reactor physics, neutron transport equation, fixed source problem, spherical
harmonics, Legendre polynomials, slab geometry, simplified spherical har-
monics method, PN , SPN , neutron diffusion equation, albedo boundary con-
ditions, multigroup approximation, reactor criticality, eigenvalue problem,
source iteration, finite volume method, CMFD, FMFD, neutron flux, nodal
method, transverse integration, hexagonal assembly, homogenization.
Abstrakt v češtině
Cı́lem této práce je zhodnotit možnosti použitı́ transportnı́ teorie pro zpřesněnı́
difúznı́ metody, vyvinuté pro určovánı́ neutronově-fyzikálnı́ch charakteris-
tik aktivnı́ zóny reaktoru s šestihrannými palivovými kazetami. V úvodu
je zpracována matematická teorie stacionárnı́ho transportu neutronů a de-
finovány dvě základnı́ úlohy, jež se s jejı́m využitı́m řešı́ – stanovenı́ kri-
tického čı́sla reaktoru (úloha na vlastnı́ čı́sla) a stanovenı́ neutronového pole
vzniklého neměnným externı́m zdrojem neutronů. Poté je popsána diskreti-
zace přı́slušné rovnice, jı́ž se rozloženı́ neutronů v daném prostředı́ řı́dı́. Ener-
getická závislost je vyjádřena mnohagrupovou aproximacı́, směrová závislost
tzv. SP3 aproximacı́ a prostorová závislost metodou konečných objemů. Kri-
tické čı́slo reaktoru (dominantnı́ vlastnı́ čı́slo transportnı́ho operátoru) je
hledáno v textu zevrubně popsanou variantou mocninné metody. Na závěr
jsou uvedeny a analyzovány numerické výsledky výpočtů s difúznı́ i trans-
portnı́ metodou, včetně poslednı́ch vylepšenı́ paralelně vyvı́jeného difúznı́ho
řešiče – konformnı́ho zobrazenı́ a homogenizace vstupnı́ch dat, pocházejı́cı́ch
z termohydraulických výpočtů provedených společnostı́ Škoda JS, a. s.
Klı́čová slova:
reaktorová fyzika, rovnice transportu neutronů, úloha s pevným zdrojem ne-
utronů, sférické harmonické funkce, Legendreovy polynomy, 1D geometrie,
metoda sférických harmonických funkcı́, PN , SPN , rovnice difúze neutronů,
mnohagrupová aproximace, kritické čı́slo reaktoru, úloha na vlastnı́ čı́sla,
mocninná metoda, metoda konečných objemů, CMFD, FMFD, neutronový
tok, nodálnı́ metoda, metoda přı́čné integrace, šestihranná kazeta, homoge-
nizace, albedo.
Acknowledgements
I would like to thank my supervisor Ing. Marek Brandner, Ph.D., for his
support and kind guidance throughout the course of thesis preparation. Many
thanks also belong to the remaining members of our work-team:
Ing. Tomáš Berka, Ing. Aleš Matas, Ph.D. and Ing. Roman Kužel, Ph.D.,
for their insight into the huge amount of problems that arose during the de-
velopment of the code, for the stimulating discussions that we had in order
to solve them and for the joyful moments when the solution finally popped
up.
A special thanks goes to Roman Kužel, for his invaluable advices on

implementation of the methods in MATLAB and his help not only during
the tedious debugging phases.
Finally, I am deeply grateful to all who had patience with me in times

when progress became slow and time-consuming. Especially to my girlfriend
Jana Bohumila.
This work was supported by project 1M0545.

i
Contents
List of Symbols iii
List of Figures xi
1 Introduction 1
1.1 Past work and motivation for improvements . . . . . . . . . . . . . . . . . . . . 2
1.1.1 Improving the mathematico-physical model . . . . . . . . . . . . . . . . 2
1.1.2 Improving the numerical method . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Present work . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.2.1 Structure of the thesis . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
2 Neutron transport theory 8

2.1 Neutron transport equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.1.1 Phase space of neutrons and related notation . . . . . . . . . . . . . . . 8
2.1.2 Boltzmann’s transport equation for neutrons . . . . . . . . . . . . . . . . 10
2.1.3 Steady state transport equation . . . . . . . . . . . . . . . . . . . . . . . 14
2.1.4 Fundamental physical quantities . . . . . . . . . . . . . . . . . . . . . . 14
2.2 Mathematical setting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2.2.1 Physical considerations . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2.2.2 Boundary and interface conditions . . . . . . . . . . . . . . . . . . . . . 17
2.2.3 Operator form of the Boltzmann’s equation . . . . . . . . . . . . . . . . 18
2.3 Two problems in steady state transport theory . . . . . . . . . . . . . . . . . . . 20
2.3.1 Eigenvalue calculation . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
2.3.2 Fixed source calculation . . . . . . . . . . . . . . . . . . . . . . . . . . 23
2.4 Representation of the angular variable . . . . . . . . . . . . . . . . . . . . . . . 25
2.4.1 Scattering kernel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
2.4.2 Fission and external sources . . . . . . . . . . . . . . . . . . . . . . . . 31
2.4.3 The final equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
2.5 The slab-geometry transport equation . . . . . . . . . . . . . . . . . . . . . . . 32
2.5.1 Streaming . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
2.5.2 Scattering . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
2.5.3 Fission and external sources . . . . . . . . . . . . . . . . . . . . . . . . 34
2.5.4 Boundary conditions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
CONTENTS ii
2.5.5 The final equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3 Solution methodology 36
3.1 General principles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
3.2 Energy discretization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
3.2.1 Practical generation of multigroup constants . . . . . . . . . . . . . . . . 39
3.2.2 Operator form of the multigroup equations . . . . . . . . . . . . . . . . 40
3.2.3 Source iteration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
3.2.4 Eigenvalue problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
3.3 Angular approximation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
3.3.1 The method of discrete ordinates (SN ) . . . . . . . . . . . . . . . . . . . 47
3.3.2 Methods of Galerkin type . . . . . . . . . . . . . . . . . . . . . . . . . 49
3.3.3 The method of spherical harmonics (PN ) . . . . . . . . . . . . . . . . . . 50
3.3.4 Passage to diffusion approximation . . . . . . . . . . . . . . . . . . . . 56
3.3.5 Simplified spherical harmonics method (SPN ) . . . . . . . . . . . . . . . 56
3.3.6 Three-dimensional SPN approximation . . . . . . . . . . . . . . . . . . 58
3.3.7 Theoretical analysis of the 3D SPN approximation . . . . . . . . . . . . 61
3.4 Multigroup 3D SP3 approximation . . . . . . . . . . . . . . . . . . . . . . . . . 64
3.4.1 Multigroup total collision cross-section . . . . . . . . . . . . . . . . . . 64
3.4.2 Multigroup boundary conditions . . . . . . . . . . . . . . . . . . . . . . 65
3.4.3 Multigroup SP3 diffusion coefficients . . . . . . . . . . . . . . . . . . . 65
3.4.4 Practical implementation . . . . . . . . . . . . . . . . . . . . . . . . . . 67
4 The multigroup SP1 and SP3 methods in the hex-z geometry 70

4.1 Spatial discretization by finite volumes . . . . . . . . . . . . . . . . . . . . . . . 71
4.1.1 The finite volume method – basic principle . . . . . . . . . . . . . . . . 71
4.1.2 The space-angle-group scheme . . . . . . . . . . . . . . . . . . . . . . . 75
4.1.3 Numerical tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
4.2 Transverse integrated nodal methodology . . . . . . . . . . . . . . . . . . . . . 82
4.2.1 Improvements of the NODWAG code . . . . . . . . . . . . . . . . . . . 82
4.3 Homogenization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
4.3.1 Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
4.3.2 Practice . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
5 Conclusion 93
Bibliography 96
A The KNK-II model problem 101

iii
List of Symbols
Reader’s guideline
The list of letters used throughout the text is divided into two categories: those written in Roman
(or calligraphic) script and those written in Greek script. Letters not used beyond first few lines
after their definition are normally not listed. If the letter denotes some quantity for which there is
a numbered definition relation in the text, the equation number is referenced after the description
of the quantity. Dependency of functions is written in terms of variables used in the place of their
first appearance.
Some letters occur in the text in both normal and bold form, the latter usually denoting
a matrix or vector representation of the former. Since the same bold symbols are understood
differently in different sections, including them here would only be confusing. Instead, blocks
entitled N  are placed at places where the notational convention changes and
define the precise meaning of the symbols for the ensuing part of the text.
In addition to explanations of indexed letters in the just mentioned lists, commonly used
indices are also enumerated separately in another two tables (for subscripts, resp. superscripts).
Listing of acronyms concludes this List of Symbols. Abbreviations of named methods are listed
separately.
L  S iv
R   
C SP3 matrix used in the definition of inhomogeneous boundary conditions

(eq. 3.61)
E energetic range
G SP3 matrix used in the definition of albedo boundary conditions (eq. 3.61)
Hd down-scattering part of the scattering matrix H (eq. 3.15)
Hs self-scattering part of the scattering matrix H (eq. 3.15)
Hu up-scattering part of the scattering matrix H (eq. 3.15)
I identity operator/matrix
keff effective multiplication factor
LΣp (X) space weighted with the total cross-section Σt . (eq. 2.30)
L∞ space of bounded measurable functions
L p (X) space of functions integrable in the Lebesgue sense with their p-th power
over X. (eq. 2.30)
N matrix of normal vectors (eq. 3.60)
Pk (µ) Legendre polynomial of order k
Pml (µ) associated Legendre polynomial of degree l and order m (eq. 2.44)
Rn an n-dimensional Euclidean vector space
P(V) thermal power production rate (eq. 2.25)
X̃ The slab phase space (eq. 2.54)
Wkp (X) Sobolev space of functions whose (generalized) partial derivatives up to or-
der k are in L p . (eq. 2.30)
Ylm spherical harmonic function of degree l and order m (eq. 2.43)
D(z) Diffusion coefficient (eq. 3.46)
D1 (z), D3 (z) SP3 diffusion coefficients (eq. 3.51)
E Hilbert space in which we look for the solution in a Galerkin methods
E energy of neutrons
EN N-dimensional subspace of the space of solutions E in which we look for the
approximation of the true solution in Galerkin methods
F fission operator (eq. 2.19)
L  S v
H scattering operator (eq. 2.19)

I number of nodes in a radial plane
IA number of assemblies in the core (= number of nodes in the CMFD nodal-
ization)
J number of axial cuts through the core
j scalar neutron current
j± (r, E) partial neutron currents (eq. 2.10)
J1 (z), J3 (z) SP3 currents (eq. 3.52)
jn PN currents – the odd Legendre moments of angular flux: φn for n = 1, 3, . . .
(eq. 3.36)
j+n n-th partial PN current (Legendre moment) in the positive z-direction
(eq. 3.37)
j−n n-th partial PN current (Legendre moment) in the negative z-direction
(eq. 3.37)
K degree (or order) of scattering anisotropy (index of the last kept Legendre
polynomial in the scattering kernel expansion)
L streaming operator (eq. 2.19)
N order of the spherical harmonics method (index of the last kept Legendre
polynomial in the expansion of angular flux)
P core power level
Q(r, E, Ω, t) external neutron sources (independent of neutron density)
Sn n-th Legendre expansion coefficient of the fixed sources term (eq. 3.35)
Vz a section through the core domain V along the z-axis
wn quadrature weight in the method of discrete ordinates
r position vector
S unit sphere ({x ∈ R3 : kxk = 1}
B transport operator (eq. 2.23)
c mean number of secondary neutrons following a collision, excluding fission
G number of energy groups
J(r, E) net neutron current density (eq. 2.9)
j(r, E, Ω, t) angular neutron current density (eq. 2.3)
n unit normal vector
L  S vi
Qg group external neutron sources (eq. 3.7)

R∗ (r, E) reaction rate (concrete type of reaction substituted by asterisk) (eq. 2.11)
R∗ total volumetric reaction rate (eq. 2.12)
G 
φi integral average of flux over node Vi (eq. 4.2)

α albedo coefficient (eq. 2.15)
g0 g
α multigroup albedo coefficient, representing the fraction of neutrons with en-
ergies in group g appearing in the core as a result of reflection of neutrons
leaving with energies in group g0 into the reflector (eq. 3.10)
ψ(r, E, Ω, t) angular neutron flux density
ψg group angular flux (eq. 3.4)
φgk k-th Legendre expansion coefficient of the group angular flux (eq. 3.5)
φkm coefficient of the Laplace expansion of angular flux (eq. 2.47)
φk Coefficient of the Legendre expansion (azimuthally symmetric equivalent to
Laplace expansion) of angular flux (eq. 2.60)
ϕ azimuthal angle
β integral albedo operator (eq. 2.16)
Ω unit vector of neutron’s direction of motion
ΩR specularly (mirror-like) reflected direction
Ωin inward direction
χg group fission spectrum (eq. 3.6)
χ∗ (E 0 → E, Ω0 Ω, t)
energy and direction transfer kernel
(∗ = f, s, β for, respectively, fission, scattering or albedo-type reflection)
δi j Kronecker’s delta symbol
δx Dirac’s delta function
f energy per fission
γ albedo coefficient (eq. 3.42)
λ multiplication eigenvalue
µ cosine of the polar component of the direction vector Ω, i.e. µ = cos ϑ
µ0 scattering cosine (µ0 = cos ϑ0 )
L  S vii
µn discrete ordinate
µ0 mean scattering cosine
νΣ f fission yield
ϑ polar angle
ρ(A) spectral radius of operator A (eq. 2.28)
σ(A) spectrum of operator A (eq. 2.28)
Σ∗ macroscopic cross-section for reaction substituted for the asterisk
(see the listing of subscripts for possible reaction abbreviations)
Σ s (r, E 0 E, Ω0 Ω, t)
differential scattering cross section (eq. 2.4)
Σan Legendre moments of the absorption cross-section (eq. 3.36)
Σgan SPN group removal moments (eq. 3.68)
Σ sk the k-th coefficient of the scattering kernel expansion (eq. 2.38)
Σtr mono-kinetic transport cross section (eq. 3.47)
Σgtr multigroup transport cross-section (eq. 3.71)
τ optical path length (or optical distance)
Σ̃ f minimum value attained by Σ f
ζ replacement for several independent variables to shorten the notation
dΩ elementary solid angle around direction vector Ω
Φ0 (z), Φ2 (z) SP3 angular flux moments (eq. 3.50)
φ(r) total neutron flux (eq. 2.7)
φ(r, E) scalar neutron flux (eq. 2.6)
φ(V) total volumetric neutron flux (eq. 2.8)

Γ
i,ξ area of the surface Γi,ξ
Σgt group-discretized total cross section (eq. 3.9)
g0
νΣ f group-discretized fission cross section (eq. 3.9)
0
Σgs g cross section for neutron scattering from energy group g into group g0 (eq. 3.9)
S
(a, b] a left-open interval on the real line between a and b (notation of the other
possible types of intervals is obvious)
L  S viii
[·]g g-th component of a vector

d· Lebesgue integration sign
R
g
dE integral over the energy group Eg = E g , E g−1
Γi,ξ surface of node Vi oriented by a unit outward normal nξ
a·b inner (dot) product of two vectors a, b
∇ gradient operator (eq. 2.3)
O big ’O’ symbol used to express asymptotic order
f complex conjugate of f , or integral average of f (according to context)
∂X̃ + outgoing (exiting) boundary of the slab phase space (eq. 2.63)
∂X̃ − incoming (entering) boundary of the slab phase space (eq. 2.63)
∂V0 part of boundary ∂V with prescribed inhomogeneous conditions
∂Vh part of boundary ∂V with prescribed homogeneous conditions
∂Vz0 part of boundary ∂Vz (in a slab geometry) with prescribed inhomogeneous
conditions
∂Vzh part of boundary ∂Vz (in a slab geometry) with prescribed homogeneous con-
ditions
∂X ± exiting/entering boundary of the phase space
f˜ some modification of f , described in the text
f ≈g f is approximated by g
f ≡g f is by definition equivalent to g, or, in some contexts, function f is identi-
cally equal the value of g everywhere in its definition domain
∂V boundary of domain V
S
∗ substitution symbol standing for some other subscripts

β associated with the albedo operator
← limit from left along the specified direction
in incoming (direction, current)
→ limit from right along the specified direction
ξ belonging to the direction of vector nξ
a absorption
L  S ix
B bottom (point on the z-axis)

d (at a matrix) down-scattering part of the matrix
f fission
h homogeneous
i belonging to node Vi
i+ξ belonging to node Vi+ξ adjacent to node Vi in the direction of nξ (i.e. sharing
the with Vi face Γi,ξ )
k index of Legendre expansion of scattering kernel
l degree of a spherical harmonic function
n index of Legendre expansion of angular flux
R reflection
r removal (cross section)
s scattering
s (at a matrix) self-scattering part of the matrix
T top (point on the z-axis)
t total (cross section)
u (at a matrix) up-scattering part of the matrix
x,y,z components of vectors in Cartesian coordinate system
S
∗ dual space or adjoint operator

g energy group index
m order of a spherical harmonic function
+ in the direction of the outward normal, or, in a 1D case, in the positive direc-
tion of the coordinate axis
- in the opposite direction of the outward normal, or, in a 1D case, in the
negative direction of the coordinate axis
A
â homogenized version of variable a

ADF Assembly discontinuity factor
L  S x
ADS Accelerator Driven Systems

ET Equivalence theory
GET Generalized equivalence theory
LWR Light Water Reactor
MATLAB MATrix LABoratory
MOX Mixed Oxide Fuel
ORNL Oak Ridge National Laboratory
PUREX Plutonium - URanium EXtraction
VVER Voda-Vodyanoi Energetichesky Reaktor (Russian term for the pressurized
water reactor)
ŠJS Škoda Jaderné strojı́renstvı́ (Škoda Nuclear Machinery)
M
PN Spherical harmonics method of order N

SN Method of discrete ordinates of order N
SPN Simplified spherical harmonics method of order N
CMFD Coarse-mesh, finite-difference method
FLIP Gauss-Seidel type (with respect to angular moments) iterative solution of the
SPN equations ([BL00])
FMFD Fine-mesh, finite-difference method
FV(M) Finite volume method
IRAM Implicit Restarted Arnoldi Method
MFP mean free path of neutrons
MOC Method of characteristics
NODCONF Hexagonal nodal method applying the conformal mapping of the hexagon to
a rectangle
NODWAG Hexagonal nodal method with transverse leakage approximated according to
M. R. Wagner ([Wag89])
xi
List of Figures
2.1 Neutrons’ phase space . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

2.2 Cartesian coordinate system . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2.3 Solid angle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.4 Evolution of neutron flux . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
2.5 Scattering . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
2.6 Spherical harmonics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
2.7 Slab geometry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
4.1 Hexagonal node . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73

4.2 Hexagon subdivision . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
4.3 Triangular node . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
4.4 Structure of the L matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
4.5 Detail of the L matrix structure . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
4.6 VVER-1000 core . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
4.7 Diffusion FMFD solution compared to DIF3D . . . . . . . . . . . . . . . . . . . 79
4.8 The SP3 results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
4.9 Comparison of NODWAG and NODCONF . . . . . . . . . . . . . . . . . . . . 83
4.10 NODCONF results with flat transverse leakage . . . . . . . . . . . . . . . . . . 84
4.11 NODCONF results with linear transverse leakage at the boundary . . . . . . . . 85
4.12 Distribution of νΣ1f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
4.13 Š-JS test problem – volume averaging . . . . . . . . . . . . . . . . . . . . . . . 90
4.14 Š-JS test problem – symmetry BC, no ADF . . . . . . . . . . . . . . . . . . . . 90
4.15 Š-JS test problem – true BC, no ADF . . . . . . . . . . . . . . . . . . . . . . . . 91
4.16 Š-JS test problem – symmetry BC, ADF . . . . . . . . . . . . . . . . . . . . . . 91
4.17 Š-JS test problem – true BC, ADF inside . . . . . . . . . . . . . . . . . . . . . . 92
1
Chapter 1
Introduction
It is a common agreement nowadays that nuclear energy is the only available source able to fulfill
current and future energetic demands of mankind without polluting the Earth any further. Pre-
ceding its useful utilization, such as generation of electricity, materials irradiation or for medical
purposes, its extraction within a nuclear reactor must occur. Nuclear reactors are sophisticated
devices composed of diverse materials like fuel, coolant, regulation and structural materials. All
these constituents are arranged in a highly heterogeneous manner due to various safety, tech-
nological and economical considerations. Depending on the time spent within the reactor, both
their physical and mechanical properties change and some of them (like fuel elements of control
rods) are also subject to repeated rearrangement.
Design of such reactors and analysis of their various operational modes is therefore a com-
plicated task that encompasses several areas of science and engineering. At its start, however,
determination of neutronic conditions within the reactor core plays a crucial role and received
a substantial attention in the field of reactor physics in past decades. Main objective of such
neutronic analyses is to describe and predict the states of the reactor under various circumstances
and to find its optimal configuration, in which it is capable of long-term self-sustained operation
with only a minimal human intervention.
The optimal operation is achieved by automating the regulation devices to balance neutron
production from fission chain reaction and their loss due to capture and out of core leakage. Such
automation foremost requires knowledge of a long-term behaviour of any tested core configura-
tion, which may be obtained by performing a steady-state analysis of the reactor core. Methods
used for these analyses should accurately calculate the neutron multiplication factor (character-
izing the departure of the core from the desired equilibrium state) and spatial distribution of
neutron flux (from which subsequently the important reaction rates, power and heat distribution
can be obtained for further steps of reactor design or assessment). Since there is usually a mul-
titude of possible core configurations, all calculations should proceed swiftly to be practically
applicable.
1.1 Past work and motivation for improvements 2
1.1 Past work and motivation for improvements

Formulation and implementation of a method suitable for the just mentioned calculation tasks has
been the main subject of my previous work [Han07]. It thoroughly describes the development
of a two-dimensional solver capable of efficient calculation of the fission multiplication factor
and corresponding neutron flux distribution for an arbitrary core composition. The method has
been implemented in the MATLAB development environment and successfully tested on a few
benchmark problems.
At the end of the thesis, several directions for future investigation and enhancements have
been outlined. Also, many new requirements have come from the company Škoda-JS, a.s., the
assigner of the project whose part the work has constituted, or simply from the ongoing scientific
progress. To identify the major areas for modernization, I will now step through the thesis and
reflect on its main parts from the current point of view.
1.1.1 Improving the mathematico-physical model

Expressing the balance of the processes occurring in the core mathematically leads in full gener-
ality to an integro-differential equation with seven independent variables – the Boltzmann equa-
tion of neutron transport. This has been thoroughly described in Section 3.1 of the thesis. The
following section takes the reader through various simplifications of the Boltzmann equation, re-
sulting in a system of partial differential equations with only three independent variables (spatial
coordinates in three dimensions) for the steady-state calculations. The two major approximations
performed on the course are the assumption of diffusion-like behaviour of neutrons within the
core and their categorization into several groups of constant energy.
Limitation of diffusion approximation
The diffusion theory has long served a standard tool for whole-core neutronic calculations. It
allows an efficient numerical formulation and yet produces plausible results for many realistic
reactor configurations. However, the assumptions made in its derivation severely restrict the
circumstances under which the approximation is reasonable. Neutrons can be safely expected to
move from places of their highest concentration (corresponding to highest neutron flux) to those
less occupied (according to the well-established Fick’s law of diffusion) only in highly scattering
and weakly absorbing media. The scattering is the only process contributing to neutron flux
during the derivation (i.e. no sources and sinks have been assumed) and should be isotropic
or only ”slightly” anisotropic (what is meant by that will become clear in Sec. 3.3.4). High
absorption would lead to rapid spatial variation of neutron flux similarly to the proximity to
interfaces separating different materials and invalidate another assumption made in the original
derivation of the theory ([Sta01, Chap. 3]).
Consequently, at the peripheral regions of the core where structural material of the pres-
sure vessel replaces the inner-core composition, near the control rods and localized sources in
currently operating production and research reactors, in cores loaded with high-burnup fuel (an
obvious and logical trend in todays fuel management) or in cores containing the MOX fuel ad-
jacent to standard UO2 fuel (an effective way to dispose of plutonium originating from weapons
or PUREX-type spent fuel reprocessing), the theory warns us against using the diffusion approx-
imation and the practical results of some recent difficult problems corroborate the warning.
There are also cases where the diffusion becomes inadequate at all due to its isotropic nature,
i.e. the inability to capture the phenomena associated with neutrons’ direction of motion, like
modeling the ADS systems or shielding applications. In order to develop a solution method
capable of treating these cases, a full transport theory must be used as a basis instead of the
diffusion approximation.
Limitation of the two-group approximation
Discretization of the continuous energetic dependence of neutrons into several intervals (groups)
relies on a careful precalculation of group-wise constant parameters for the resulting few-group
system of governing equations. This is usually done by a multigroup calculation over single or
several neighboring fuel assemblies (using a high-fidelity physical model), providing detailed
spatial and energetic distribution of neutron flux (i.e. its spectrum), which is used in turn to
collapse the multigroup data into the desired number of groups (the so called group condensa-
tion, or collapsing). The resulting set of few-group constants is expected to capture most of the
spectral characteristics of the given material. Due to a very complicated energetic dependence
of core constituents and their non-trivial spectral interaction (especially in future cores, as ex-
emplified e.g. by the combination of MOX/UO2 fuel), however, this becomes hardly achievable
when collapsing into only a small final number of energy groups. Newly developed methods
should therefore be applicable in finer energy group structures or even use a better approxima-
tion of energy spectrum and effects associated therewith (e.g. the resonance self-shielding, as
demonstrated in [ZDX+ 06]).
1.1.2 Improving the numerical method

Perhaps the simplest numerical method for solving boundary value problems like that of neutron
diffusion is based on the finite difference approximation of the involved differential operators
and has become a workhorse of computer neutronic calculations since their beginning around
1960s. More computationally and physically pleasing methods have then been developed based
on the variational or conservation principles, but the stringent demands on the fineness of the
computational grid remained major obstacles to their efficient application. To overcome this
drawback, the so called nodal methods were devised in mid seventies and have matured until
today. They are now used to speed-up majority of both diffusion and transport codes.
Nodal method
Modern nodal methods are built upon a conservative discretization of the governing equations
by the classical finite volume method (FVM). Somewhat against the theory of the method, how-
ever, the finite volumes are intentionally kept quite large so as to facilitate efficient solution of
the equations for the whole core. Usually, the computational volumes (or nodes) are chosen as
coarse as the whole fuel assembly. Discretization errors thus introduced are accounted for by a
clever correction scheme, which (similarly to a classical multigrid method) employs an additional
level of calculation at several stages of the coarse mesh calculation. The more accurate approx-
imation (commonly termed ”higher order approximation”) of desired quantities obtained from
this second level is compared with that of the finite volume method on the coarse mesh to deter-
mine the correction. The solution of this iterative process converges to that of the more accurate
method but with substantially less computational demands. This correction procedure is com-
monly known as a coarse-mesh, finite-difference method (since the primary part of its iteration
matrix represents the finite-difference equations obtained from the finite volume discretization
over coarse volumes), or CMFD.
There are several ways of constructing the higher order solution and many actually do not
require finer mesh. These methods either use knowledge of the analytic solution of the govern-
ing equations within each node (i.e. fuel assembly) or approximate the nodal flux shape by its
projection into a space spanned by a finite set of suitable basis functions defined over the node.
The former are hence termed analytic nodal methods (ANM) and some successful examples are
described e.g. in [GRMK05] or [CL06]. Methods in the other class are called nodal expansion
methods (NEM). They differ among each other primarily in the choice of basis functions used
for approximating the unknown flux function, leading to methods like PNM (polynomial nodal
method) or SANM (semi-analytic nodal method). Nodal expansion methods are easier to formu-
late and implement, particularly when finer energetic discretization is required, than the analytic
methods. They are also more easily used in conjunction with the transport model. Since results
of many numerical experiments with methods from both categories indicate comparative solution
accuracy, nodal expansion method has become the method of choice for our previous work and
remains the same for the current work.
Homogenization and reconstruction
In the derivation of the nodal method equations, one assumes that material properties of each
node are spatially constant, i.e. the node is physically homogeneous. Since one node typically
encompasses the whole fuel assembly, however, this condition almost certainly does not hold
even for the fresh assembly at the start of a new reactor campaign (which contains complicated
arrangement of fuel rods, or pins, with varying fuel material composition, their cladding and the
moderator). Physically heterogeneous nodes are therefore first converted into homogeneous ones
by a (purely mathematical) homogenization procedure, which ensures that the solution consid-
ering the simpler homogenized configuration will be equivalent to one that would be obtained
without it, at least in the sense of preserving important quantities like reaction rates and multipli-
cation factor. This is often done in a similar fashion as the energy group condensation, perform-
ing a single-assembly calculation with fictitious boundary conditions (usually corresponding to
an infinite lattice of nodes with the same properties as the one being homogenized).
Although there are applications, such as fuel optimization, where global reactor quantities
(multiplication factor, assembly average power distribution) are the only required results, there
are also others (like assembly power peaking estimation or thermal-hydraulic calculations) that
require knowledge of detailed, pin-by-pin neutron flux distribution. Because nodal methods
yield only the integral averages of neutron flux over the nodes, determination of node-wise flux
distribution from these averaged values is certainly not self-evident. A common way to resolve
this issue of nodal methods is to utilize for the pinwise flux reconstruction the information about
its distribution, previously obtained during homogenization.
Calculation procedure
The solution of a steady state core problem translates either into a fixed source calculation, in
which the neutron flux produced by specified external neutron source is determined, or into an
eigenvalue problem, in which the dominant eigenpair is sought as it is the only one correspond-
ing to real physical quantities, namely the reactor multiplication factor and neutron flux ([Han07,
Sec. 3.3.1.1]). My previous thesis dealt exclusively with the latter as it is the most frequent type
of calculation performed in reactor analyses. As has been demonstrated there, traditional nu-
merical methods like the power or Rayleigh-Ritz method can be used to determine the dominant
eigenpair.
However, in many real-world reactor problems, these simple iterative methods converge
very slowly. Many techniques have been devised in need for an effective acceleration, like the
Wielandt’s shift method, Chebyshev or asymptotic source extrapolation. Although these meth-
ods can significantly reduce the number of iterations in some cases, there are problems in which
even their convergence rate may become too slow. Furthermore, they depend rather sensitively
on one or more parameters that must be guessed a priori. Recently, however, Krylov subspace
methods began to be used in numerical core studies as they are believed to bring a solution at
least to the last problem. In a summary, acceleration schemes for the eigenvalue calculations
are certainly a valuable addition to a core calculation code, although their usage should not be
automatic and requires an expert input.
There are many areas of nuclear reactor studies where the calculation performance is highly
important. In the fuel loading optimization process, for example, the steady state equation has to
be evaluated many times in order to find the optimal condition. Another area, where the need for
a fast core neutronic solver is even aggravated because a quasi-static approach cannot be used, is
the analysis of the transient states of the reactor, such as the startup, shutdown or abrupt control
rod movement during an accident. Although not being the subject of this thesis, a good method
for steady-state reactor calculations should be prepared for a dynamical extension. Selection of
mathematical and numerical models should therefore be guided with computational efficiency in
mind.
1.2 Present work 6
1.2 Present work

The previous section demonstrated what a multi-faceted task the development of a core neutronic
calculation code truly presents. Therefore, in order to solve as much of the undisclosed or newly
apparent problems, some of which were briefly overviewed in that section, a team-work has
proven to be absolutely necessary. The talk about the code would not be complete without at
least mentioning the members of the team1 .
The work on the code has been coordinated by Ing. Roman Kužel, PhD., who has also been
the main programmer and whose primary aim has been on the nodal method. Ing. Tomáš Berka
has begun the works on the homogenization module and, at the moment of writing this text,
prepares the reconstruction module. Many valuable insight has been provided by the supervisor
of this thesis and many fruitful discussions were started and contributed to also by Ing. Aleš
Matas, PhD.
I have been involved in several areas of the development, including the work on enhancing
the existing CMFD and nodal methods. During the process, however, a new requirement has
arisen, to develop a fine-mesh, finite-difference (FMFD) solver. Although this may seem as a
step backwards, the fine mesh heterogeneous solver is actually a key ingredient in the homoge-
nization procedure, as will be described in Sec. 4.3. Moreover, after its calibration on available
acknowledged results from literature, it has proven to be an invaluable aide in validating the
developed nodal method against the input data from Š-JS.
Most notably, however, the FMFD discretization approach provides a simple way to deal with
spatial dependence of the Boltzmann equation and allows thus to concentrate on the remaining
independent variables in the equation. The main proposal of the thesis is to explore the transport
theoretical methods available for improving the accuracy of the diffusion based solvers, that is,
without the need for rewriting the whole existing code from scratch. I tried to provide as much
complete (although not at all exhaustive) overview of the process of transforming the neutron
transport equation into a readily programmable numerical method as the time and also the scope
of a Master’s thesis allow.
1.2.1 Structure of the thesis

Chapter 2 is devoted to the mathematical theory of neutron transport, which I found in the liter-
ature to be often either silently omitted (in the physicists’ works) or tremendously involved (the
mathematicians’ works). Section 2.1 presents the fundamental equation of the theory together
with a physical explanation of its terms and some basic simplifications.
Section 2.2 then describes a functional-analytic setting of the whole theory, which proves
very useful to describe the methods generally applicable to any transport approximation (includ-
ing diffusion) in the subsequents parts of the thesis.
1
All affiliated at the Department of Mathematics, Faculty of Applied Sciences, University of West Bohemia in
Pilsen, CZ
1.2 Present work 7
The two problems of primary interest for applications are presented next, in Sec. 2.3 – namely
the eigenvalue (core criticality) calculation and the calculation with specified non-changing neu-
tron sources. Overview of the mathematical conditions necessary to prove the existence of their
solution and a connection to the corresponding physical conditions is also given.
The chapter is concluded with sections 2.4 and 2.5, which concentrate on the complicated
directional dependence of the processes governed by the transport equation and develops their
convenient mathematical representation. This is often described very briefly (if at all) in the
literature, without explanation of various factors that arise during the derivation and also with-
out mentioning the link to the well-known mathematical theories, originally used in different
contexts. I hope that the two sections at least partially fill this gap.
Chapter 3 focuses on the actual discretization of the energetic and directional dependence
of Boltzmann’s equation. Energetic dependence is attended first in Sec. 3.2, which describes
the multigroup approximation and the natural solution technique of the resulting quasi-discrete
equations (the source iteration).
The angular variable is addressed next in Sec. 3.3. Two widely used methods – that of discrete
ordinates and that of spherical harmonics) – are described in the section, again with a link to the
classical methods of numerical mathematics. The latter is then chosen for closer study, ultimately
leading to the so called simplified spherical harmonics approximation.
In the final Sec. 3.4, the results of the energetic discretization are bound with those of the
directional one to formulate the multigroup simplified spherical harmonics approximation.
Chapter 4 addresses the remaining continuous variable in the transport equation by describ-
ing the spatial discretization using a finite volume scheme. As the code’s main application do-
main is going to be the neutronic analysis of thermal light water reactors (LWR) with hexagonal
fuel assemblies, the spatial discretization is performed accordingly – by the coarse-mesh, finite-
difference method accompanied by a nodal method to reduce discretization errors, and by the
fine-mesh, finite-difference method. The first approach is described for the diffusion approxi-
mation, highlighting the biggest improvements over our former nodal method on some model
examples. The latter is shown to give consistent results with the worldwide acknowledged fine-
mesh codes in the three-dimensional diffusion calculations first and then some preliminary results
of its application to transport theory problems is also presented.
The final Chapter 5 provides a summary of the thesis and outlines some possible directions
of future research.
8
Chapter 2
Neutron transport theory
The primary factor that determines the behaviour of a nuclear reactor is the distribution of neu-
trons within its core. Assuming a continuum description of the core where neutrons are repre-
sented by point particles with position and velocity, its best mathematical model is provided by
transport theory, originally developed by Ludwig Boltzmann to describe kinetics of gases.
2.1 Neutron transport equation
2.1.1 Phase space of neutrons and related notation

The fundamental equation of the theory is a non-linear integro-differential equation describing
density changes of arbitrary particles under an arbitrary force field. Its application to neutrons,
whose density is so smaller than that of the scattering atoms that interactions among themselves
can be neglected, simplifies the equation by making it linear. However, it is still quite involved as
the neutrons possess three spatial, two directional and one energetic degrees of freedom, defining
their phase space:
X = V × E × S ≡ {x = (r, E, Ω) : r ∈ V, E ∈ E, Ω ∈ S}. (2.1)
Here r = (x, y, z)1 specifies the position of the particle in the bounded domain (e.g. the reactor
core) V ⊂ R3 with a piecewise smooth boundary ∂V, Ω its direction of motion (a vector from
point r to the surface of the unit sphere S centered at r, measured by its polar angle ϑ and
azimuthal angle ϕ in the sense shown in Fig. 2.1) and E = 12 mv2 its energy corresponding to speed
v (m = 1.675 × 10−27 kg is the mass of neutron). Energy can attain any value in E = [0, Emax ),
where Emax is chosen sufficiently large, so that it covers any energy that a neutron in an actual
application can have. For instance, neutrons in nuclear reactors attain maximum kinetic energy of
1
To reduce the number of symbols, x is used to denote both the general phase space variable and the first
component of the position vector; the precise meaning of the letter will be obvious from context.
2.1 Neutron transport equation 9
at most a few MeV, immediately after their liberation from fuel nuclei by fission (most probably
about 1 MeV, practically always less than 10 MeV – see e.g. [Sta01, p. 12]).
All sets V, E and S are measurable and their respective Lebesgue measures define the mea-
sure of the whole phase space
dx = dµ(X) = dµ(V × E × S) = dµ(V) dµ(E) dµ(S) = dr dE dΩ
with the usual notational convention. The measure will be written in integrals first, followed by
the integrand. In order not to clutter the expressions with parentheses, all terms appearing after
the integration sign (including sums) will be assumed to belong to the integrand until the next +
or − sign. The same convention applies in this thesis to the summation sign. Further, I will write
integrals over the angular part of the phase space (the unit sphere S) as
Z Z
dΩ f (r, E, Ω) ≡ dΩ f (r, E, Ω)
S 4π
to make the integration range more clear and, for the sake of brevity, the integrals over the whole
phase space as Z Z Z Z
dΩ dE dr f (r, E, Ω) ≡ dx f (x)
S E V X
(and likewise for their respective subsets).
|dΩ|
ez v(E)
Ω
ey
z ϕ
ex
r
Figure 2.1: Neutrons’ phase space
When working with the direction vector, it will be sometimes convenient to switch between
the spherical coordinate system and the basic Cartesian coordinate system2 . The transformation
2
Other systems, like cylindrical, will not be dealt with in this thesis.
is given by (see Fig. 2.2):    

 Ω x   sin ϑ cos ϕ 
   
Ω =  Ωy  =  sin ϑ sin ϕ  .
  
Ωz cos ϑ
Note that since we will always consider unit direction vectors, the radius variable r appearing in
the ordinary definition of the spherical coordinate system is set to unity.
ez
Ω
dΩ Ωz
ϑ
ϕ ey
z Ωy
Ωx
r ex
Figure 2.2: Cartesian coordinate system
The corresponding component of the phase space measure – the cone of directions dΩ , de-
fined as a solid angle subtended at the center of S and measured thus in steradians – is given by
(see Fig. 2.3):
|dΩ | r2 sin ϑdϑ dϕ
dΩ = 2 = = sin ϑdϑ dϕ .
r r2
2.1.2 Boltzmann’s transport equation for neutrons

The equation can be derived from the fundamental principle of conservation of neutrons within
an arbitrary element of the phase space as shown in [Han07, Sec. 3.1.1]. That is, the time-rate
of change of neutron density N within the element ought to be equal to the difference between
the production rate and the loss rate. The actual reactions that contribute to production or losses
depend on the intended application of the equation. The primary application considered in this
thesis is that to neutron-physical characterization of nuclear reactor core. In this device, neutrons
can be introduced into the elementary phase space volume by their liberation either from the
fissile nuclei during a fission event or from an external source, or by scattering into the elemen-
tary energy range dE and elementary cone of directions dΩ . On the other hand, neutrons can
Ω
r
|dΩ|
ϑ
dϑ
y
R
=
rs
in
ϕ
ϑ
Rd
x
Figure 2.3: Schematic of the solid angle of directions (scaled up for clarity)
leave the elementary volume by leakage through its boundaries or by collisions with the nuclei
inside, that either scatter them out of the volume or lead to their complete loss by absorption.
Representing the just mentioned reactions as in [Han07, Sec. 3.1.1.2] and putting them in the
right place in the conservation statement results in the integro-differential Boltzmann’s equation
of neutron transport, [Han07, Eq. 3.18]:
" #
1 ∂
+ Ω · ∇ + Σt (r, E, t) ψ(r, E, Ω, t)
v(E) ∂t
Z Z
0
= dΩ dE 0 Σ s (r, E 0 E, Ω0 Ω, t)ψ(r, E 0 , Ω0 , t)
(2.2)
Z 4π ZE
+ dΩ0 dE 0 ν(r, E 0 )Σ f (r, E 0 E, Ω0 Ω, t)ψ(r, E 0 , Ω0 , t)
4π E
+ Q(r, E, Ω, t).
The terms appearing in the equation are described below, together with some first simplifying
assumptions. For more detailed description and physical background, see [Han07] and the ref-
erences therein. As a basic assumption leading to eq. (2.2), the core composition is considered
isotropic, i.e. with same properties in any direction, which is a classic, physically acceptable
assumption (based on spherical symmetry of nuclei comprising the core materials). Note that
this does not mean that the direction of motion of neutrons can be neglected.
• ψ(r, E, Ω, t) = v(E)N(r, E, Ω, t)
Angular neutron flux, expressing the track length that neutrons positioned within a unit
volume, moving in any direction from a unit solid angle, with speeds corresponding to en-
ergies within a unit range, travel per unit time. To characterize neutron streaming, angular
neutron current is defined as
j(r, E, Ω, t) = Ωψ(r, E, Ω, t), (2.3)
so that the scalar j = j · n quantifies the number of neutrons (per unit time) crossing
in direction Ω a surface of unit area, oriented by the unit normal vector n which points
outwards the volume enclosed by the surface. These quantities should be understood as
densities with respect to the phase-space measure dr dE dΩ .
1 ∂ψ(r, E, Ω, t)
•
v(E) ∂t
Time rate of change of neutron density.
• Ω · ∇ψ(r, E, Ω, t)
Neutron streaming in direction Ω that accounts for leakage out of the elementary volume.
Specifically in Cartesian coordinates:
∂ψ ∂ψ ∂ψ
Ω · ∇ψ = Ω x + Ωy + Ωz ,
∂x ∂y ∂z
where Ωi are Cartesian components of the unit vector Ω (see Fig. 2.2).
• Σt (r, E, t)ψ(r, E, Ω, t)
Characterizes the rate at which neutrons disappear from the elementary phase-space vol-
ume, due to scattering and absorption. Capital Greek Sigma conventionally denotes the
macroscopic cross-section that allows to quantify neutron-nuclear interactions at macro-
scopic scale. It is a material property that represents the probability that a neutron with
specific energy and motion direction will trigger the particular reaction upon hitting the
nucleus. The dependence on neutron energy is highly non-trivial, while the dependence
on angle of hitting is unimportant due to the assumption of isotropic core. Values of cross-
sections are obtained either experimentally or theoretically with the help of quantum me-
chanics and are available for computer processing in public databases (e.g. [OEC07]). In
this particular case, Σt is called total macroscopic cross-section,since it includes all reac-
tions that may happen when a neutron of given energy E and motion direction Ω strikes
the particular nucleus (i.e. both non-fissioning and fissioning absorption, scattering into
the other angles and energies (Ω0 , E 0 ), etc.).
Z Z
0
• dΩ dE 0 Σ s (r, E 0 E, Ω0 Ω, t)ψ(r, E 0 , Ω0 , t)
4π E
Rate at which neutrons moving in an arbitrary direction with an arbitrary speed scatter into
the elementary phase-space volume, given in terms of the differential scattering cross sec-
tion. It may be written in the following factorized form
Σ s (r, E 0 E, Ω0 Ω, t) = Σ s (r, E 0 , t)χ s (E 0 E, Ω0 Ω, t), (2.4)
in which Σ s is the ordinary cross section for scattering induced by neutrons with energy
E 0 hitting the nucleus from direction Ω0 (with no dependency on the latter again due to
isotropy of the medium) and χ s (scattering kernel) is the density of probability that such
neutrons will be scattered into the cone of directions dΩ around Ω and energy range dE
around E. Isotropy of material properties by no means leads to isotropy of scattering, al-
though it does simplify this reaction by making it dependent only on the scattering angle
instead of both the incoming and outgoing direction. I shall postpone further discussion
about this simplification until Sec. 2.4 and keep for now the general form of directional
dependency of scattering.
Z Z
0
• dΩ dE 0 ν(r, E 0 )Σ f (r, E 0 E, Ω0 Ω, t)ψ(r, E 0 , Ω0 , t)
4π E
Rate at which new neutrons appear in the balance domain as a result of fission induced by
neutrons hitting the fissile nucleus from an arbitrary direction with arbitrary speed. Simi-
larly to differential scattering cross section, the factorized form is
Σ f (r, E 0 E, Ω0 Ω, t) = Σ f (r, E 0 , t)χ f (E 0 E, Ω0 Ω, t),
and the probability density function χ f (fission kernel) describes the directional and en-
ergetic distribution of newly released neutrons, depending on the momentum of the inci-
dent neutrons. The mean number of neutrons emitted from a fissioned nucleus (∼ 2.5 for
235
92 U) is denoted ν. In cross-section libraries, ν is typically included in the cross-section
itself – values of νΣ f (the fission yield) are usually provided for each isotope, depending
on the energy of the inducing neutron. Therefore, I will accordingly drop the explicit de-
pendence of ν from now on.
An important simplification made at this point is the neglect of delayed neutrons (re-
leased during decay of the fission products), i.e. only prompt neutrons emitted immediately
after the fission event are considered. This assumption is allowable for steady state mod-
eling (which is the subject of this thesis) but rules out the application of the method for
dynamic or reactor control studies.
• Q(r, E, Ω, t)
This term represents neutrons originating from sources other than fission (independent of
neutron density), hence the name external sources (although they are actually located in-
side the core). The spontaneously fissioning isotope 252
98 Cf or the Am-Be system generating
neutrons by conversion from spontaneously emitted α particles are typical examples. Be-
sides these, external sources may also include beams of neutrons injected into the core
from an external device, e.g. from the spallation target in the accelerator driven systems,
where they model their propagation into the core.
2.1.3 Steady state transport equation

The steady state of a reactor is characterized by a non-changing neutron population, which trans-
lates into a mathematical condition
1 ∂ψ(r, E, Ω, t)
= 0.
v(E) ∂t
Also, time dependence of all quantities appearing in the time-dependent Boltzmann’s equation
(2.2) is dropped. The equation then takes the following form:
Z Z
0
Ω · ∇ + Σt (r, E) ψ(r, E, Ω) = dΩ dE 0 Σ s (r, E 0 E, Ω0 Ω)ψ(r, E 0 , Ω0 )
Z 4π ZE
+ dΩ0
dE 0 νΣ f (r, E 0 E, Ω0 Ω)ψ(r, E 0 , Ω0 ) (2.5)
4π E
+ Q(r, E, Ω).
It describes the equilibrium distribution of neutrons at any point in the core, travelling in any
direction and with any speed, in the presence of a steady state source. It is the starting point for
further analysis.
2.1.4 Fundamental physical quantities

Instead of the angular flux, reactor physicists rather work with the integrated quantities, that are
also experimentally measurable by various detector mechanisms. In particular, the following
global quantities are important for reactor studies and will be used in following sections:
• Scalar neutron flux density
Z
φ(r, E) = dΩ ψ(r, E, Ω). (2.6)
4π
Total number of neutrons with energy within a unit range about E, passing per unit time
through a unit area at r, regardless of their flight direction. To calculate reaction rates,
spatial distribution of neutron flux is required rather than its precise spectral characteristics.
Then Z Z
φ(r) = dΩ dE ψ(r, E, Ω) (2.7)
4π E
will be the relevant quantity, called total neutron flux or simply neutron flux (e.g. [Heř81]).
Total volumetric neutron flux is finally obtained by integrating the last quantity over a
selected volume V ⊂ V:
Z Z Z
φ(V) = dr dΩ dE ψ(r, E, Ω). (2.8)
V 4π E
• Net neutron current density

Z Z
J(r, E) = dΩ j(r, E, Ω) = dΩ Ωψ(r, E, Ω). (2.9)
4π 4π
The corresponding scalar quantity j = J · n quantifies net number of neutrons that cross
the unit surface at point r in the direction of its unit outward normal n. As before, total
neutron current density is obtained by integrating (2.9) over the range of energies, total
volumetric neutron current density by further integrating over the spatial domain.
• Partial neutron current density
Some numerical methods are more conveniently formulated in terms of partial currents
instead of the net currents. Partial neutron currents are defined by the expression
Z
±
j (r, E) = dΩ j(r, E, Ω) · n (2.10)
Ω·n≷0
as the number of neutrons that pass through a unit surface in the direction or in the opposite
direction of its outward normal n. Note that by definition, J · n ≡ j = j+ − j− , and eq.
(2.10) is sometimes rewritten using the definition of angular current (2.3) with absolute
value to emphasize this fact:
Z
±
j (r, E) = dΩ |Ω · n| ψ(r, E, Ω).
Ω·n≷0
• Reaction rate density

Reaction rate density is defined as the product of scalar flux and the corresponding macro-
scopic cross section,
R∗ (r, E, Ω) = Σ∗ (r, E, Ω)φ(r, E). (2.11)
Rather than the pointwise values, total volumetric reaction rates produced by flux in a given
region are used in practical reactor analyses. They are usually represented in a functional
form:
Z Z Z Z Z
R∗ (ψ; V) = dr dΩ dE Σ∗ (r, E)ψ(r, E, Ω) = dr dE Σ∗ (r, E)φ(r, E).
V 4π E V E
(2.12)
If the reaction is described by a differential cross-section, the correct definition of the
corresponding reaction rate would be (e.g. the total volumetric fission rate):
Z Z Z
0
R f (ψ; V) = dr dΩ dΩ dE 0 dE Σ f (r, E 0 )χ f (E 0 E, Ω0 Ω)ψ(r, E 0 , Ω0 ).
V 4π×4π E×E
(2.13)
In the following section 2.2.1, I will show that it is actually equivalent to definition (2.12).
2.2 Mathematical setting 16
2.2 Mathematical setting
2.2.1 Physical considerations

In order to correspond with physical reality, the cross sections, angular neutron fluxes and exter-
nal sources will be expressed by measurable bounded functions:

0 ≤ Σ∗ (x) < ∞, 


0 ≤ ψ(x) < ∞,   a.e. in X and also Σ∗ , ψ . 0.


0 ≤ Q(x) < ∞
We allow for merely piecewise-continuous cross-section data (which is the case of real hetero-
geneous reactor cores), so we assume Σ∗ ∈ L∞ (X). Infinite fluxes may be allowed at singular
points of sources distribution ([Sta01]), while trivial flux is usually discarded since it provides
no helpful information. This setting ensures existence of integrals over the phase space or its
subsections and their interchangeability via Fubini’s theorem. The physical quantities from the
previous section Sec. 2.1.4 are therefore well-defined and suggest a natural setting for angular
flux: ψ ∈ L1 (X), and similarly for the external neutron source: Q ∈ L1 (X).
A general, non-fissioning collision may end up by non-productive capturing of the neutron,
elastic scattering, in which the neutron only changes direction of motion, or inelastic scattering,
in which the neutron also transfers some of its energy to the target nucleus. This last reaction
may result in subsequent emission of neutrons from the nucleus (such reaction is then denoted
(n,2n), (n,3n), etc.) and hence fission is not the only reaction that introduces new neutrons into
the system. Denoting the mean number of neutrons, liberated by an arbitrary neutron-nucleus
collision barring fission, by c (the so called secondary scattering neutrons), the differential scat-
tering cross-section of eq. (2.4) can be (in analogy to fission) also written as
Σ s (r, E 0 E, Ω0 Ω) = c(r, E 0 )Σt (r, E 0 )χ s (E 0 E, Ω0 Ω).
Inelastic scattering may make c exceed unity. However, it requires high neutron energies and is
not as frequent as the other collision types in thermal reactors. Thus, we can assume 0 < c < 1 3 .
The distribution kernels χ obviously obey the following normalization condition
Z Z Z Z
0 0
dΩ dE χ s (E E, Ω Ω) = dΩ dE χ f (E 0 E, Ω0 Ω) = 1, (2.14)
4π E 4π E
which represents the certainty that there will always be some direction and energy that the neu-
tron take if it triggers the appropriate reaction. Using this in eq. (2.13), we can see that
Z Z Z Z Z
0 0 0 0 0
R f (ψ; V) = dr dΩ dE Σ f (r, E )ψ(r, E , Ω ) dΩ dE χ f (E 0 E, Ω0 Ω)
ZV Z4π E 4π E
= dr dE 0 Σ f (r, E 0 )φ(r, E 0 ),
V E
which is precisely the definition (2.12) of a fission rate functional (analogically for scattering).
3
This is also a necessary condition for subcriticality (defined later), which is the desired state of reactor operation.
2.2.2 Boundary and interface conditions

Boundary conditions
The first-order spatial differential operator appearing in the steady state integro-differential for-
mulation theoretically admits an infinite set of solutions. The one that corresponds to the given
physical system (i.e. the core geometry and its composition) is obtained by imposing an ad-
ditional condition at the boundary. This condition specifies the angular flux coming from the
outside of the core, i.e. in the direction Ωin such that Ωin · n < 0, where n denotes, as before,
the unit outward normal to the boundary. The condition can be decomposed into a homogeneous
and an inhomogeneous part
ψ(r, E, Ωin )r∈∂V = ψin + ψh ,
where ψin is any function defined on the segment ∂V0 ⊂ ∂V and satisfying requirements for the
angular flux. For the homogeneous part, one of the following conditions is usually prescribed on
the segment ∂Vh (∂V = ∂V0 ∩ ∂Vh ), or their combination on subsets of ∂Vh :
• Vacuum
ψh (r, E, Ωin )r∈∂V = 0.
h
Vacuum or purely absorbing material around the core allows no neutron that escapes from
the core to return.
• Specular reflection
ψh (r, E, Ωin )r∈∂V = ψ(r, E, ΩR )r∈∂V ,
h h
where ΩR is the direction in which the neutron leaves the domain and which reflects into
Ωin according to the law of mirror-like reflection: ΩR = Ωin − 2n(Ωin · n), in particular
|Ωin · n| = |ΩR · n| (the angle of incidence equals the angle of reflection) and (ΩR ×n)·n = 0
(escaped neutrons are reflected back to the core in the same plane in which they left). This
condition is typically used to model planes of symmetry within the system.
• Albedo condition
ψh (r, E, Ωin )r∈∂V = αψ(r, E, ΩR )r∈∂V , (2.15)
h h
generalizes the specular reflection condition so that only a fraction α of escaped neutrons
is reflected back. For α = 1, specular reflection is retained, while vacuum condition can
be represented by setting α = 0. Values of α between 0 and 1 are generally used to model
a reflector surrounding the core.
The albedo coefficient α may in general vary with the reflector properties and should also
capture angular and energetic redistribution of the reflected neutrons due to their diffusion
through the reflector. For a correct description, a general integral albedo operator must be
used: Z

ψh (x)∂X− = (βψ)(x) = db x0 β(x0 x)ψ(x0 ), (2.16)
∂X +
±
where ∂X = {x = (r, E, Ω) : r ∈ ∂Vh , E ∈ E, Ω ∈ S : Ω · n ≷ 0} is the exiting (resp.
entering) boundary of the phase space and db x = |Ω · n| dS dE dΩ the boundary measure,
in which dS is an elementary spatial boundary segment oriented by outward normal n.

Like scattering and fission, the kernel of the albedo operator can be factorized into:
β(x0 x) = α(r0 , E 0 )χβ (r0 r, E 0 E, Ω0 Ω)
(the first argument of χβ represents spatial redistribution and may for example account for
reentrant boundaries or periodic conditions), whence the scalar albedo coefficient of eq.
(2.15) is recovered by localization to point (r, E, ΩR ):
χβ = δ(r0 − r)δ(Ω0 − ΩR )δ(E 0 − E).
Without delving into details and referring to literature (e.g. [Reu08, App. C.1]), Dirac’s
”delta functions”areR introduced here to perform the localization using their properties
(vaguely speaking) D du0 δ(u − u0 ) f (u0 ) = f (u) and δ(u1 , u2 , . . . , un ) = u1 · u2 · · · un , where
D is the definition domain of f . As the solution method developed in Chap. 3 is not tra-
jectory based, the albedo operator will be expected to capture only energy redistribution,
χβ = δ(r0 − r)δ(Ω0 − ΩR ), (2.17)

although the results presented in the following section generally do not depend on this
assumption. For a more thorough discussion of transport boundary conditions applicable
to trajectory based methods, see the works of Sanchez et al., in particular [San02].
Interface conditions
Let V and W be two regions within the solution domain V that share the same interface, ∂V. The
number of neutrons crossing that interface in an arbitrary direction from one region to another
must be conserved, hence the angular flux must be continuous:

ψ(r, E, Ω)∂V = ψ(r, E, Ω)∂V , ∀E, Ω, (2.18)
→ ←
where ∂V→ stands for the limit in which r approaches ∂V from region V while ∂V← for the limit
in which ∂V is approached from the other region, W.
2.2.3 Operator form of the Boltzmann’s equation

The steady state transport equation (2.5) can be cast into the following operator form:
(
Lψ = Hψ + Fψ + Q in X,
(2.19)
ψ = βψ + ψin on ∂X − ,
where the differential streaming operator is defined by
L = Ω · ∇ + Σt , (2.20)
the integral operators of scattering and fission by

Z Z
0
(Hψ)(x) = dΩ dE 0 Σ s (r, E 0 E, Ω0 Ω)ψ(r, E 0 , Ω0 ), (2.21)
Z4π ZE
(Fψ)(x) = dΩ0 dE 0 νΣ f (r, E 0 E, Ω0 Ω)ψ(r, E 0 , Ω0 ) (2.22)
4π E
and the general albedo boundary reflection by

Z
(βψ)(x) = db x0 α(r0 , E 0 )χβ (r0 r, E 0 E, Ω0 Ω)ψ(r0 , E 0 , Ω0 ).
∂X +
Functional space setting of the operators must take into account the physically desirable
properties of the neutron flux function they are acting on. Its precise specification however
depends also on the concrete application and the properties of the space that the application
requires for its accomplishment (e.g. existence of an inner product). A physically natural setting
will be discussed in the following sections.
The inhomogeneous boundary conditions must be generally understood in the sense of traces
of ψ on ∂X, whose existence is ensured for typically considered spaces by well-known trace
theorems ([DL00], [DM07]). However, the construction of a correct functional setting for the
albedo operator is non-trivial and requires invocation of some special trace theorems – for details,
see [DL00], in particular the Appendix of §2.
One may notice that since by definition
∂ψ ∂ψ ∂ψ dx ∂ψ dy ∂ψ dz ∂ψ dψ
Ω · ∇ψ = Ω x + Ωy + Ωz = + + = ,
∂x ∂y ∂z ds ∂x ds ∂y ds ∂z ds
where s is the path traveled by the neutron along the direction Ω (the characteristic), the differ-
ential operator L may be inverted by integration along these characteristics to obtain an integral
formulation of the neutron transport equation. This transformation is of both theoretical (proofs
of many results mentioned in Sec. 2.3 use it) and practical (it is the basis of the method of colli-
sion probabilities or the method of characteristics) value. Basically, numerical methods founded
on the global integral formulation of Boltzmann’s transport equation reduce to problems with
full matrices as opposed to sparse matrix problems arising from the original integro-differential
equation. They are hence less suited for efficient solution of large (e.g. whole core) regions
and will not be discussed in any more detail. A great deal of literature about both the above
mentioned integral based methods is available – a good overview is provided e.g. by Sanchez in
[SM81] or in [Sta01, Chap. 9.2].
2.3 Two problems in steady state transport theory 20
2.3 Two problems in steady state transport theory

There are two fundamental configurations of the core that are studied with the steady state trans-
port theory – with or without the presence of external neutron sources.
2.3.1 Eigenvalue calculation

First, consider a source-free steady state problem, characterized by a homogeneous operator
equation with homogeneous boundary conditions:
(
Bψ = Fψ in X,
(2.23)
ψ = βψ on ∂X − ,
where the transport operator B is given as B = L − H. This equation admits either infinitely
many solutions (real multiples of one selected solution) or no solution at all.
The first case calls for normalization, which is done either to one fission neutron in the core:
Z Z
1 = N (ψ; V) ≡ dr dE 0 νΣ f (r, E 0 )φ(r, E 0 ) (2.24)
V E
or to the given core thermal power level P (which is important for safety, economical and tech-
nical reasons) Z Z
P = P(ψ; V) ≡ dr dE 0 f Σ f (r, E 0 )φ(r, E 0 ). (2.25)
V E
where f is the energy obtained from fission (e.g. for 235

92 U, it is about 200 MeV, [Heř81, Tab. 3]).
In order to assure existence of the solution, one introduces a variable parameter into the equa-
tion that may be adjusted until the steady state solution is found. Mathematically, this transforms
the problem into an eigenvalue problem. There are several places at which the tunable parame-
ter can be placed within the homogeneous steady state equation. Here, I will use the so called
multiplication eigenvalue λ, by which the fission intensity is varied:


 1

 Bψ = Fψ in X,

 λ (2.26)

 ψ = βψ −
on ∂X .
As an example of another possible eigenvalue formulation, assuming time dependence of flux

in the form of an exponential yields the time eigenvalue equation, which characterizes the rate
at which the associated eigenfunction will decay in the absence of external source. For details
about this formulation, more appropriate for modeling subcritical accelerator-driven systems, see
e.g. [Lat03].
Solvability
A great deal of work has been done on characterizing the conditions under which the neutron
transport eq. (2.26) has a physically plausible solution. The main result of these works is the
statement that the greatest eigenvalue of the (generalized) eigenvalue problem (2.26) is simple,
positive and associated with a positive eigenvector, and any other eigenvector changes sign and
thus cannot represent realistic neutron flux. It can be shown ([Han07, Sec. 3.1.4]) that the
dominant eigenvalue actually corresponds to the effective multiplication factor keff , which has the
physical interpretation as a ratio between the number of neutrons in two successive generations,
or, symbolically,
neutron production
keff ≡ . (2.27)
neutron loss
Provided that the transport operator is invertible, this correspondence can be written as
ρ(B−1 F) ≡ max λ = keff , (2.28)

λ∈σ(B−1 F)
(ρ and σ denote, respectively, the spectral radius and the spectrum of the operator). With keff < 1,
keff > 1 and keff = 1, respectively, the system is said to be subcritical, critical and supercritical,
respectively, meaning that without an additional neutron source, the neutron population will,
respectively, continuously diminish, increase or be maintained only through the balance between
leakage, absorption and fission. In this way, keff , 1 measures departure of the system from
the steady (or critical) state characterized by keff = 1. The associated eigenfunction represents
the shape of the asymptotic neutron flux in the steady reactor core. Note that only the dominant
eigenpair possesses the just described physical significance.
Most of the proofs of the main statement basically proceed in the following sequence
1. Prove that the transport operator B is invertible. This permits the traditional transcription
of the eigenvalue equation (2.26):
B−1 Fψ = λψ
and also yields regularity results for the solution.

2. Prove that operator B−1 F is (strongly) positive and compact. As such, it has countably
many eigenfunctions. Positivity can be deduced from physical properties of the involved
operators, compactness is much harder.
3. Invoke the Krein-Rutmann theorem for positive linear compact operators ([DM07, Thm.
5.4.33]) to prove that the spectral radius of B−1 F is a simple eigenvalue associated with the
unique positive eigenfunction.
Depending on the chosen functional setting, various additional assumptions need to be made
in order to prove the above steps. These mathematical assumptions restrict either the boundary
conditions, geometry or material composition of the solution domain, or energetic dependence
(or all) and may not always coincide with physical reality. For instance, strong positivity would
require Σ f ≥ Σ̃ f > 0 ([San06]), implying that fission occurs everywhere, which it certainly does
not (consider for instance the area between fuel rods). For only a non-strongly positive compact
operator (the realistic case of B−1 F), one can still use the weak form of the Krein-Rutmann
theorem ([DM07, Prop. 5.4.32]). That theorem however does not guarantee uniqueness of the
eigensolution and a separate demonstration is required. Also, early mathematical analyses of the
transport operator (see the references in [San06]) were carried out in the Hilbert space L2 with
only homogeneous (vacuum) boundary conditions. Later, the results were generalized to other
boundary conditions and general L p spaces, but in simplified geometric4 or energetic5 setting.
Condition of everywhere positive total cross-section Σt has been classically assumed for general
L p spaces, which rules out void regions (that may appear e.g. in the VVER-440 reactors).
Sanchez ([San06]) overviews the previous analytical works more thoroughly. He suggests
to work in the space of Lebesgue-integrable functions L1 (X), since only the ”total” quantities
defined according to Sec. 2.1.4 as integrals over the phase space X (or its section) are of physical
significance (see also [DL00]). To lift some of the aforementioned restrictions, he proposes to
further equip the space with measure
dτ = Σt (x)dx , (2.29)
defining physically an elementary optical path length, i.e. the probability of interaction within
the elementary dx , and work instead of L1 (X) in the weighted space LΣ1 (X) (physically the ”space
of reaction rates”). In this setting he proves the main existence result for arbitrary geometries
(with arbitrarily large void regions), energetic structure described by the whole continuum E or
union of its subintervals (the multigroup treatment as described in Sec. 3.2) and general boundary
conditions (2.16) (incorporated into the transport operator B):
Theorem 1: Let B, F : LΣ1 (X) → L1 (X), β : L1 (∂X + ) → L1 (∂X − ), max x0 ∈∂X+ α(x0 ) ≤ 1 and
c < 1. Furthermore, let the scattering, fission and albedo kernels χ s , χ f and χβ be limits of
equicontinuous kernels and either Σ f ≥ Σ̃ f > 0 a.e. in X , or at least in a nonempty subset XF ⊂ X
that is trajectory-connected with whole X . Then the problem (2.26) has a countable number
1
of eigenvalues and associated eigenfunctions which belong to W1,Σ (X). There exists a largest
−1 −1
eigenvalue ρ(B F) ∈ σ(B F), which is algebraically simple and its associated eigenfunction is
the only one that does not change sign in X . ♦
The functional spaces are defined as follows:

( Z ) ( Z )
1 1
L (X) = u : dx |u(x)| < ∞ , LΣ (X) = u : dx Σt (x) |u(x)| < ∞ ,
X X
( Z )
1 ± (2.30)
L (∂X ) = u : db x |u(x)| < ∞ ,
∂X ±
n o
1
W1,Σ (X) = u : u ∈ LΣ1 (X) ∧ Ω · ∇u(x) ∈ LΣ1 (X) .
4
Assumption of convexity of the domain, which is not true e.g. in the case of the VVER-1000 core investigated
in Chap. 4, see Fig. 4.6.
5
One speed, energy independent transport theory.
The first two conditions are satisfied by virtue of the earlier discussions in sections 2.2.1 and
2.2.2. The physically non-restrictive condition on the kernels is required to prove the compact-
ness of the transport operator, while the last condition is required for uniqueness. The notion
of trajectory connectivity is so far rather heuristic and basically means that particles produced
in XF may reach any other point by direct streaming or through collisions. Essentially similar
conditions are often used to circumvent the unphysical restriction of almost everywhere strictly
positive fission cross-sections ([MK98, AB99]).
2.3.2 Fixed source calculation

Suppose now that an additional neutron source exists within the given multiplying medium. The
steady state source equation has the following operator form
(
Bψ = Fψ + Q in X,
(2.31)
ψ = βψ + ψin on ∂X − .
This equation is often encountered in ADS studies. Nuclear reactors utilize fixed neutron sources
during start-up phases or to ensure high enough count rates for detector devices. Note that when
the medium is non-multiplying, only the external source term Q remains on the right hand side
of eq. (2.31), which then describes a fixed-source transport problem with scattering:
(
Bψ ≡ (L − H)ψ = Q in X,
(2.32)
ψ = βψ + ψin on ∂X − .
This equation finds its use e.g. in radiation shielding studies, but surprisingly also in reactor
criticality (i.e. eigenvalue) calculations at every stage of an iteration process to determine the
multiplication source (a more concrete description will be provided in Sec. 3.2.3).
Solvability
If the multiplying properties of the medium were exactly critical (steady) without the source, it
is physically intuitive that adding one is going to disturb the equilibrium and lead to a continuing
increase of neutron population (further accelerated by chain reaction). The same will be true for
a supercritical source-free composition, of course. Thus one may achieve the time independent
neutron distribution with an external neutron source only with subcritical composition, as may
be demonstrated by plotting (Fig. 2.4) the evolution of neutron flux obtained by solving a simple
point kinetics equation with external source (see e.g. [Sta01, Chap. 5]).
Rigorous derivation of existence conditions for the fixed source problem is based on the
Fredholm’s alternative theorem. The corresponding equation (2.31) may be considered as the
eigenvalue equation (2.26) with fixed value of parameter λ, i.e. λ = λ0 , and an added external
source term Q. Utilizing invertibility of B in LΣ1 (X), the equation is more familiarly written as
(λ0 I − B−1 F)ψ0 = Q̃, (2.33)
Φ Φ
Φ
100
800 250 000

80
200 000
600
60
150 000
400
40
100 000
20 200
50 000
t t t
0.2 0.4 0.6 0.8 1.0 0.2 0.4 0.6 0.8 1.0 0.2 0.4 0.6 0.8 1.0
Figure 2.4: Time evolution of neutron flux for the three states of the core
where Q̃ = λ0 B−1 Q ∈ LΣ1 (X) and I is the identity operator on LΣ1 (X). Note that the homoge-
neous albedo boundary conditions may be incorporated into the transport operator B and the
inhomogeneous conditions into the source term as a surface contribution. If we stay in the func-
tional setting of previous sections, then eq. (2.33) represents an operator equation with a non
self-adjoint, non-compact (although power compact) operator B−1 F, mapping the Banach space
LΣ1 (X) onto itself. A special version of Fredholm’s alternative applicable for such operators exists
(see e.g. [DM07, Thm. 2.2.9 and Rem. 2.2.11]) and can be used to obtain the following theorem:
Theorem 2: Let B, F be as in theorem 1 and its conditions are satisfied. Let Q ∈ L1 (X). Then
one of the following alternatives holds:
(i) If λ0 is an eigenvalue of B−1 F , i.e. λ0 ∈ σ(B−1 F), then eq. (2.33) has a solution (unique
up to addition of an arbitrary eigenfunction of B−1 F ) if and only if hQ̃, ψ∗ i = 0 (brackets
represent duality pairing between LΣ1 and LΣ∞ ) for every solution ψ∗ of the adjoint problem6
(
B∗−1 F ∗ ψ∗ = λ̄0 ψ∗ in X ,
(2.34)
ψ∗ = β∗ ψ∗ + ψ← on ∂X + ,
where B∗ = −Ω · ∇ + Σt − H ∗ and H ∗ , F ∗ and β∗ are formed by switching in their respective

kernels the incoming phase-space variable ( x0 ) for the outgoing ( x) and vice versa (see e.g.
[San01, Sec. 2.1]).
(ii) If λ0 < σ(B−1 F), then eq. (2.31) admits a unique solution ψ0 ∈ WΣ1 (X).
(a) If λ0 < keff (the supercritical case), then the solution changes sign.
(b) If λ0 > keff (the subcritical case), then the solution is positive a.e. in X (and satisfies
boundary conditions on ∂X − ). ♦
More information about points (ii/a) and (ii/b) may be found in part 4 of the article [San01].
6
For a physical interpretation of the adjoint equation, you can consult e.g. [Rav00] or almost any literature about
reactor physics.
2.4 Representation of the angular variable 25
2.4 Representation of the angular variable

In this section I will be concerned with the impact of the physically well-founded assumption
of isotropy (either of the medium or, in the case of fission, the reaction itself) on the terms of
the transport equation (2.19)-(2.22). Since the focus is here on the angular variable Ω, I will
somewhat loosely group the remaining independent variables under one variable ζ to simplify
the notation, i.e. either ζ = (E 0 E), ζ = (r, E) or ζ = (r, E 0 ) (according to context).
2.4.1 Scattering kernel

Material isotropy of the scattering medium, already discussed in connection with the differential
scattering, implies that the scattering kernel χ s is invariant under rotation in R3 and depends only
on the scattering angle or, equivalently, its cosine µ0 = cos ϑ0 = Ω0 · Ω:
χ s (ζ, Ω0 Ω) = χ s (ζ, Ω Ω0 ) = χ s (ζ, Ω0 · Ω) = χ s (ζ, µ0 ).
As it is customary in literature, I will describe angular dependency of the whole unseparated dif-
ferential scattering cross-section, which with the above expression for its kernel reads
Σ s (r, E 0 E, µ0 ), and, for the sake of brevity, refer to it also as to the scattering kernel.
z
Ω
ϑ0
ϑ
ϑ0
ϕ y
ϕ0
Ω0
x
Figure 2.5: Geometry of scattering
The assumption of material isotropy reduces the domain of angular dependence of the scat-
tering process from a Cartesian product of two unit spheres to a single interval [−1, 1]. Assuming
a Hilbert space setting, the scattering kernel may be equivalently written in terms of its Fourier
series expansion with respect to a suitable complete orthonormal basis. In studying angular de-
pendence of spherically symmetric operators, appropriately normalized Legendre polynomials
Pk (µ0 ) are the appropriate and most often used choice for reasons that will become apparent later
in subsection 2.4.1. Hence
X∞
2k + 1
Σ s (ζ, µ0 ) = Σ sk (ζ)Pk (µ0 ), (2.35)
k=0
4π
where first few Legendre polynomials are
1 1
P0 (µ) = 1, P1 (µ) = µ, P2 (µ) = (3µ2 − 1), P3 (µ) = (5µ3 − 3µ),
2 2
higher order Legendre polynomials can be generated from the three-term recurrence
(2k + 1)µPk (µ) = (k + 1)Pk+1 (µ) + kPk−1 (µ) (2.36)
and they satisfy the following orthogonality relation
Z 1
2δ jk
dµ P j (µ)Pk (µ) = (2.37)
−1 2k + 1
([Sta01, p. 331], additional properties of Legendre polynomials can be found in almost any liter-
ature dealing with orthogonal polynomials, see e.g.
R 1 [RVCK95, Sec. 16.5]). The k-th coefficient
of the expansion is obtained by operating with −1 dµ0 Pk (µ0 ) on both sides of (2.35) and using
relation (2.37): Z 1
Σ sk (ζ) = 2π dµ0 Pk (µ0 )Σ s (ζ, µ0 ). (2.38)
−1
Physical interpretation of the expansion coefficients
From the computational point of view, the full Fourier expansion of scattering kernel is unreal-
izable, so in practice it is truncated after the term with finite index k = K. The truncation index
K represents the degree (or order) of scattering anisotropy. In reference to Fig. 2.5,
Z 1 Z 2π Z π
Σ s0 (ζ) = 2π dµ0 P0 (µ0 )Σ s (ζ, µ0 ) = dϕ sin ϑ0 dϑ0 Σ s (ζ, cos ϑ0 )
−1 0 0
Z (2.39)
0
= Σ s (ζ) dΩ χ s (ζ, Ω · Ω) = Σ s (ζ)
4π
(the physical condition (2.14) has been used in the final equality), so the zeroth expansion coef-
ficient is the isotropic component of scattering and hence truncating the expansion after K = 0
implies the assumption of isotropic scattering. Similarly, the first coefficient accounts for linear
variation of scattering in µ0 :
Z 1
Σ s1 (ζ) = 2π dµ0 µ0 Σ s (ζ, µ0 )
−1
and can be written in terms of the isotropic scattering cross-section as
Σ s1 (ζ) = µ0 (ζ)Σ s (ζ), (2.40)
where R1
2π −1
dµ0 µ0 Σ s (ζ, µ0 )
µ0 (ζ) = R1 (2.41)
2π −1
dµ0 Σ s (ζ, µ0 )
is the mean scattering cosine, explicitly obtainable in the case of elastic scattering off a given
2
nucleus with mass number A as µ0 = .
3A
Spherical harmonics
Motion of neutrons is described in terms of the unit vector Ω (or its polar and azimuthal com-
ponents ϑ, ϕ) and it is therefore desirable to express the scattering kernel in the same variables
instead of the scattering angle cosine. Despite the complicated relation:

µ0 = Ω0 · Ω = sin ϑ0 cos ϕ0 , sin ϑ0 sin ϕ0 , cos ϑ0 T · sin ϑ cos ϕ, sin ϑ sin ϕ, cos ϑ
p
= µ0 µ + (1 − µ02 )(1 − µ2 ) cos(ϕ0 − ϕ),
where µ = cos ϑ is the cosine of the polar component of the direction vector Ω (see Fig. 2.5),
a Legendre polynomial of this argument can be conveniently transcribed using the well known
addition theorem:
X
k
(k − m)!
Pk (µ0 ) = Pk (µ)Pk (µ0 ) + 2 cos m(ϕ − ϕ0 ) Pmk (µ)Pmk (µ0 )
m=1
(k + m)!
4π X m
k
= Y (ϑ, ϕ)Ȳkm (ϑ0 , ϕ0 ) (2.42)
2k + 1 m=−k k
further rewritten on the second line in terms of the spherical harmonic functions (or shortly
spherical harmonics). Spherical harmonics Ylm are formally defined ([AH01, Def. 6.5.9]) as
restrictions of homogeneous harmonic polynomials to a unit sphere (in our case S ⊂ R3 ). Several
possible explicit expressions of spherical harmonics appear in literature, depending on chosen
normalization. I use here one in which the functions are orthonormalized on L2 (S):
Z Z 2π Z π
m m 0
dΩ Yl (Ω)Ȳl (Ω) = dϕ sin ϑdϑ Ylm (ϑ, ϕ)Ȳlm0 (ϑ, ϕ)
4π 0 0
Z 2π Z 1
0
= dϕ dµ Ylm (µ, ϕ)Ȳlm0 (µ, ϕ) = δmm0 δll0
0 −1
where the overline denotes complex conjugate and δi j is the standard Kronecker delta symbol.
The (complex) spherical harmonic function of degree l and order m (l ∈ N0 , m ∈ Z, 0 ≤ m ≤ l)
then assumes the form

s
2l + 1 (l − m)! m
Ylm (Ω) = Ylm (ϑ, ϕ) = P (cos ϑ)eimϕ , (2.43)
4π (l + m)! l
or (since the dependence on polar angle is only through its cosine)

s
2l + 1 (l − m)! m
Ylm (µ, ϕ) = P (µ)eimϕ ,
4π (l + m)! l
where 
 p dm Pl (µ)


 m
(−1) (1 − µ ) 2 m if 0 ≤ m ≤ l,

 dµm
Pml (µ) = 
 (2.44)


 m (l − m)! m
 (−1) P (µ) if − l ≤ m < 0.
(l + m)! l
are the associated Legendre functions. Note that ordinary Legendre polynomials are recovered
for m = 0. Also, real spherical harmonics can be defined in terms of trigonometric functions
instead of complex exponentials ([RVCK95, Sec. 16.5]).
Important properties of spherical harmonics. The fact that makes spherical harmonics ap-
pealing for problems exhibiting spherical symmetry is that the spherical harmonic functions of
given degree l generate a rotationally invariant subspace of L2 (S):

Λl = Span Ylm ; −l ≤ m ≤ l , (2.45)
in the sense that R(S l ) ⊂ S l for the rotation transformation R. In fact, Λl is the eigenspace
associated with the l-th eigenvalue of the Laplace-Beltrami operator on the surface S ([Reu08]).
Being eigenfunctions of the (spherical) Laplacian operator, spherical harmonics can be viewed
as fundamental modes of vibration of a unit sphere. Several of them are plotted in Fig. 2.6, from
which one may also see the importance of keeping the higher degree terms in the expansion of
scattering kernel (the following equation (2.46)) if stronger scattering anisotropy or, with m = 0,
its preferential directionality has to be captured.
It can be shown ([Reu08]) that a general rotationally invariant linear operator has the
eigenspaces Λl and spherical harmonics are thus the eigenfunctions of such operators. They
form a complete orthonormal system over the unit sphere and generalize the trigonometric poly-
nomials that are eigenfunctions of rotationally invariant operators in a plane. As such, they can be
used to generalize the Fourier series for expanding functions defined on S (the so called Laplace
expansion). Further theoretical properties of spherical harmonics and the Laplace expansion (for
instance its pointwise convergence for bounded integrable functions like those for which the
method is used in the neutron transport field) are extensively studied e.g. in [San04, Chap. 3].
2.4 Representation of the angular variable
Figure 2.6: Spherical harmonics up to 3rd degree, plotted in spherical coordinates as specified in the labels above the graphs and
colored green if Re Ylm ≥ 0 and red otherwise (picture generated by Mathematica 7.0)
29
Spherical harmonic representation of scattering
Let us now return to the primary task of this subsection, i.e. expressing the scattering kernel
in terms of the direction vectors Ω0 and Ω. The Legendre expansion of the scattering kernel
(2.35) allows us to use the addition theorem (2.42) to express the rotationally invariant scattering
operator H of eq. (2.21) in terms of its eigenfunctions, the spherical harmonics:
Z Z
0
(Hψ)(ζ, Ω) = dE dΩ0 Σ s (ζ, Ω0 · Ω)ψ(ζ, Ω0 )
E 4π
Z Z X
∞ X
k
0 0
= dE dΩ Σ sk (ζ) Ykm (Ω)Ȳkm (Ω0 )ψ(ζ, Ω0 )
E 4π k=0 m=−k
Z X
∞ X
k Z (2.46)
0
= dE Σ sk (ζ) Ykm (Ω) 0
dΩ Ȳkm (Ω0 )ψ(ζ, Ω0 )
E k=0 m=−k 4π
Z X∞ Xk
= dE 0 Σ sk (ζ) Ykm (Ω)φkm (ζ),
E k=0 m=−k
where Z
φkm (ζ) = dΩ Ȳkm (Ω)ψ(ζ, Ω) (2.47)
4π
are the coefficients of the Laplace expansion in angular variable of the angular neutron flux,
X
∞ X
k
ψ(ζ, Ω) = φkm (ζ)Ykm (Ω), (2.48)
k=0 m=−k
i.e. the angular moments of flux. If only a finite expansion of the scattering kernel is used,
cut after k = K, it implies that only the angular expansion of flux into functions from the first
K + 1 eigenspaces is used to describe the scattering of neutrons. Even so, thanks to the rotational
invariance of the eigenspaces, all neutron directions lying on the unit sphere are treated equally
and the fundamental physical property of the process is preserved7 .
Description of neutron scattering via the angular moments of flux motivates the development
of a method having these variables as primary unknowns. This is precisely the method of spher-
ical harmonics discussed in Sec. 3.3.3. In practice, there may be other possibilities of angular
approximation of scattering, specifically suited for a particular solution method (e.g. the direc-
tion sampling for the SN methods, reviewed in Sec. 3.3.1). However, the amount of expansion
coefficients that is required for a sufficiently accurate approximation is usually lower than storage
requirements of the other approaches ([OA87]). Therefore, the spherical harmonic representa-
tion of the scattering operator is often used also in codes which employ a different method to
approximate angular dependence of the remaining operators and of the angular flux.
7
I remark here again that it is generally not the isotropy of the collision itself (which would mean that neutrons
may leave the reaction in any direction with the same probability), but rather the invariance of the cross-section
against rotation of coordinates.
2.4.2 Fission and external sources

Fission neutrons are generally assumed to be emitted isotropically and independently on the
direction of the neutron that induced the reaction (see [Lep07, p. 35]). Therefore, we put
νΣ f (ζ)
νΣ f (ζ, Ω0 Ω) = νΣ f (ζ, Ω) = , (2.49)
4π
so that, in accord with the second normalization condition in (2.14),
Z Z
0
dΩ νΣ f (ζ, Ω Ω) = dΩ νΣ f (ζ, Ω) = νΣ f (ζ). (2.50)
4π 4π
When substituted into the definition relation (2.22) of the fission operator, we can see that its
action is fully specified by the scalar flux (2.6):
Z Z Z
0 νΣ f (ζ) 0 0 νΣ f (ζ)
(Fψ)(ζ, Ω) = dE dΩ ψ(ζ, Ω ) = dE 0 φ(ζ). (2.51)
E 4π 4π E 4π
External sources of neutrons, if present, are usually assumed isotropic in reactor studies:
Q(ζ)
Q(ζ, Ω) = . (2.52)
4π
Means of capturing anisotropy of neutron emission from external sources (important for instance
for modeling accelerator driven systems) vary according to the solution method and its approach
to representation of angular dependence of flux and may include expansion of the term into
spherical harmonics or sampling at chosen directions.
2.4.3 The final equation

All the previous steps of representing the angular dependence of the initial transport equation
(2.19)-(2.22) lead to its following explicit form:
Z X
∞ X
k
0
[Ω · ∇ + Σt (r, E)] ψ(r, E, Ω) = dE Ykm (Ω)Σ sk (r, E 0 E)φkm (r, E 0 )
E
Z k=0 m=−k (2.53)
1 0 0 1 0
+ dE νΣ f (r, E E)φ(r, E ) + Q(r, E).
4π E 4π
However is the representation of angular properties via spherical harmonics pleasing from a
mathematical point of view, it is not computationally convenient because the spherical harmonics
and corresponding angular moments are complex quantities. To resolve this issue, one may use
the following property of spherical harmonic functions:
Yl−m (Ω) = (−1)m Ȳlm (Ω),

2.5 The slab-geometry transport equation 32
or directly utilize the real spherical harmonics. In any way, the number of required spherical
harmonic moments that have to be stored in order to describe the scattering process grows like
(K + 1)2 for the order of anisotropy K. An effort to reduce this number has led to derivation of
the so called simplified spherical harmonics method, which has been chosen for implementation
into our existing diffusion solver and is described in more detail in section 3.3.5 and those that
follow. Its principle lies in local approximation of neutron transport as an azimuthally symmetric
process in a slab-like geometry, thus converting it to a one-dimensional process. Corresponding
form of the transport equation is examined in the following section.
2.5 The slab-geometry transport equation

The slab-geometry neutron transport is characterized by a special case of neutron distribution,
namely one that is spatially varying only along one coordinate direction and, moreover, that is
symmetric with respect to rotations about that direction. Without loss of generality, we may
choose the z-axis to define the principal direction of variation. This situation may arise for
example when the system is composed of slabs, each with homogeneous properties and extents
in the x and y directions much larger than in the principal direction, so that dependence on x and
y may be neglected. Angular flux (and also the other involved quantities) will be the same at any
plane perpendicular to the principal direction, i.e. ψ(r, E, Ω) ≡ ψ(z, E, Ω), and, because of the
azimuthal rotation symmetry, also in any direction lying on a cone with the same apex angle ϑ,
see Fig. 2.7. To describe distinct neutronic states, it is therefore sufficient to consider the reduced
phase space

X̃ = (z, E, µ) : z ∈ Vz , E ∈ E, µ ∈ [−1, 1] , (2.54)
where Vz is an arbitrary section parallel to the z-axis through the whole core domain V. Similarly
to the isotropic (i.e. invariant with respect to any direction from the full solid angle) fission in
eqns. (2.49) and (2.50), azimuthally invariant flux is related to the directionally dependent flux
by the identity
ψ(z, E, µ)
ψ(r, E, Ω) = , (2.55)
2π
so that Z Z
2π 2π
ψ(z, E, µ) = dϕ ψ(z, E, Ω) ≡ dϕ ψ(r, E, Ω). (2.56)
0 0
2.5.1 Streaming
As a consequence of invariability of angular flux in transverse directions, ∂ψ
∂x
= ∂ψ
∂y
= 0, and
because Ωz = cos ϑ = µ, eq. (2.20) yields the following form of the streaming operator:
∂
L=µ + Σt .
∂z
Figure 2.7: Direction vector in azimuthally independent slab geometry
2.5.2 Scattering
In order to transform the scattering operator into the new coordinate system, let us investigate
how the azimuthal independence of angular flux affects its expansion into spherical harmonics.
Inserting eq. (2.56) into eq. (2.47), written in terms of the polar and azimuthal components,
gives
Z 1 Z 2π Z 1 Z
m ψ(z, E, µ) 2π
φkm (z, E) = dµ dϕ Ȳk (µ, ϕ)ψ(z, E, µ, ϕ) = dµ dϕ Ȳkm (µ, ϕ).
−1 0 −1 2π 0
For m , 0, the last integral vanishes8 , while for m = 0 we have

r
0 2k + 1
Yk (µ, ϕ) = Pk (µ), 9 (2.57)
4π
and Z r
1
2k + 1
φk0 (z, E) = dµ Pk (µ)ψ(z, E, µ). (2.58)
−1 4π
Hence, the Laplace expansion of angular flux into spherical harmonics, eq. (2.48), becomes in
the azimuthally independent case its ordinary Fourier expansion into a series of Legendre poly-
nomials (which are in fact the ϕ-independent eigenfunctions of the spherical Laplace-Beltrami
8
Spherical harmonics of nonzero order m depend on the azimuthal angle only through the complex exponential,
which can be written as a combination of cos mϕ and sin mϕ, whose integral over 2π is zero.
9
Note that, except for a factor, Legendre polynomials are therefore the ϕ-independent spherical harmonics,
known also as the zonal spherical harmonics.
operator):
X
∞
2k + 1
ψ(z, E, µ) = φk (z, E)Pk (µ), (2.59)
k=0
2
where Z 1
φk (z, E) = dµ Pk (µ)ψ(z, E, µ) (2.60)
−1
is the k-th Legendre moment of angular flux. This will be used later to derive the PN equations in
slab geometry. At this moment, I will integrate the last equality in (2.46) over the full azimuthal
angle and use relation (2.56) to define the action of the scattering operator in the simplified
geometrical setting, using identities (2.58) and (2.57) in the process10 :
Z 2π
(Hψ)(z, E, µ) = dϕ (Hψ)(z, E, µ, ϕ)
0
Z 2π Z X
∞ X
k
= dϕ dE 0 Σ sk (z, E 0 E) Ykm (µ, ϕ)φkm (z, E 0 )
0 E k=0 m=−k
Z r Z 1 r
X
∞
2k + 1 2k + 1
= dE 0 Σ sk (z, E 0 E)2π Pk (µ) dµ0 Pk (µ0 )ψ(z, E 0 , µ0 )
E k=0
4π −1 4π
Z X∞ Z 1
2k + 1
= dE 0 Σ sk (z, E 0 E)Pk (µ) dµ0 Pk (µ0 )ψ(z, E 0 , µ0 )
E k=0
2 −1
X 2k + 1
∞ Z
= Pk (µ) dE 0 Σ sk (z, E 0 E)φk (z, E 0 ).
k=0
2 E
(2.61)
2.5.3 Fission and external sources

If we assume isotropic sources (as discussed in Sec. 2.4.2), their slab equivalents obtained analo-
gously to slab angular flux (2.56) by azimuthally integrating (2.51) and (2.52), respectively, have
the form:
Z 2π Z 0 Z
0 νΣ f (z, E E) 0 1
(Fψ)(z, E, µ) = dϕ dE φ(z, E ) = dE 0 νΣ f (z, E 0 E)φ(z, E 0 ),
0 E 4π 2 E
Z 2π
Q(z, E) 1
Q(z, E, µ) = dϕ = Q(z, E).
0 4π 2
If anisotropic emission from external neutron source has to be taken into account, we put
Q(z, E, µ)
Q(r, E, Ω) = (2.62)
2π
10
One could alternatively use the azimuthally-invariant addition theorem, Pk (µ0 ) = Pk (µ)Pk (µ0 ), directly in the
scattering expansion (2.35) to arrive at the same final expression.
and address the angular dependence by Legendre expansion or sampling from interval [−1, 1], as
appropriate for the given method.
2.5.4 Boundary conditions

The exiting and entering boundary of the slab phase space is defined, respectively, by
n o n o
∂X̃ + = (zB , µ) : zB ∈ Vz ∩ ∂V, µ ∈ [−1, 0) ∪ (zT , µ) : zT ∈ Vz ∩ ∂V, µ ∈ (0, 1] × E
n o n o (2.63)
∂X̃ − = (zB , µ) : zB ∈ Vz ∩ ∂V, µ ∈ (0, 1] ∪ (zT , µ) : zT ∈ Vz ∩ ∂V, µ ∈ [−1, 0) × E
The two distinct points zB and zT are the positions where the boundary slabs cross the z-axis and
either one may be subject to either the inhomogeneous or homogeneous boundary condition. For
instance, let there be one side with the inhomogeneous condition at point zB ∈ Vz ∩ ∂V0 ≡ ∂Vz0
and one with the homogeneous condition at point zT ∈ Vz ∩ ∂Vh ≡ ∂Vzh . Then
ψ(zB , E, µ) = ψin (µ), for 0 < µ ≤ 1,

Z
(2.64)
ψ(zT , E, µ) = dE 0 α(zT , E 0 E)ψ(zT , E 0 , −µ), for −1 ≤ µ < 0.
E
For the homogeneous part, the general albedo condition has been used, localized in space and
exiting directions by applying eq. (2.17) and using the relation between the polar angle cosines
belonging to the incoming direction and its reflection: µR = −µ. Conditions of eq. (2.18),
representing angular flux continuity at slab interfaces, are modified likewise.
2.5.5 The final equation

Collecting the results of the previous subsections leads to the final transcription of the steady state
neutron transport equation (2.5) in the one-dimensional slab geometry with azimuthal symmetry:
" # X∞ Z
∂ 2k + 1
µ + Σt (z, E) ψ(z, E, µ) = Pk (µ) dE 0 Σ sk (z, E 0 E)φk (z, E 0 )
∂z 2 E
k=0
Z (2.65)
1 1
+ dE 0 νΣ f (z, E 0 E)φ(z, E 0 ) + Q(z, E, µ)
2 E 2
with appropriate boundary conditions given above. This equation will be the subject of study in
the following parts of this thesis, until Sec. 3.3.6.
36
Chapter 3
Solution methodology
In this chapter, I will transform the exact (within the margins of the physical and geometrical
model) problem of neutron transport developed so far into a form suitable for numerical so-
lution on a computer. To make the key ideas more clear, I will place the exposition into the
one-dimensional slab geometry studied in Sec. 2.5 of preceding chapter and only mention the
possible generalizations of intermediate results into higher dimension, referring to literature for
detailed derivations. Only at the end of the chapter, from Sec. 3.3.6 onward, I will lift off to three
dimensions to formulate the final method.
The starting point of this chapter will be the one-dimensional neutron transport equation
(2.65), written in the operator form as:
(
Lψ = Hψ + Fψ + Q in X̃,
(3.1)
ψ = βψ + ψin on ∂X̃ − ,
where the interior and boundary domains are given, respectively, by defs. (2.54) and (2.63), and
∂
(Lψ)(z, E, µ) = µ ψ(z, E, µ) + Σt (z, E)ψ(z, E, µ),
∂z
Z X∞
0 2k + 1
(Hψ)(z, E, µ) = dE Σ sk Pk (µ)φk (z, E 0 )
E k=0
2 (3.2)
Z
1
(Fψ)(z, E, µ) = dE 0 νΣ f (z, E 0 E)φ(z, E 0 ),
2 E

(βψ)(z, E, µ)z∈∂V h = α(z, E 0 E)ψ(z, E 0 , −µ)z∈∂V h ,
z z
The Legendre moments of angular flux in the scattering operator are given by eq. (2.60).
Although the phase space integral of squared angular flux does not have a direct physical
interpretation, the operators will be considered as acting in the L2 (X̃) space (definition domain
of the streaming operator being a subset of W12 (X̃)) instead of the physically more meaningful L1
space. This proviso allows, in particular, to use the ordinary inner product of the Hilbert space
L2 when constructing the classical numerical methods.
3.1 General principles 37
3.1 General principles

There are two main directions that can be taken when one wants to solve the transport equation
on a computer – the deterministic and the stochastic. In the former, continuous dependence
of equation (3.1) on the phase space parameters is first discretized and numerical methods are
then employed to solve the finite problem. On the other hand, the latter (commonly called a
Monte Carlo approach) is based on a direct simulation of interactions between neutrons and
the surrounding matter by probabilistic laws and employs statistical tools to obtain the expected
values of the quantities of interest.
Both approaches, of course, introduce additional distortions of physical reality – determin-
istic methods due to loss of information about the parts of phase space neglected during dis-
cretization, Monte Carlo methods due to statistical uncertainty arising from insufficient number
of simulated particles. The pursuit of reducing these errors leads in both cases to increase of
computing time. However, broadly speaking, deterministic methods are often capable of produc-
ing reasonable results in a fraction of time required by the stochastic method, although the latter
is considered more reliable when sufficiently low statistical uncertainty is achieved ([Kot07]).
Therefore, routine reactor calculations are usually performed by deterministic methods and are
validated using the reference results produced by a Monte Carlo type method.
Because the supposed application sphere of the method described in this thesis is a fast whole-
core calculation, a deterministic approach has been selected for its development. In the following
sections, the discretization of each of the continuous independent variables appearing in equation
(3.1) will be examined, starting with energy.
3.2 Energy discretization

Virtually all deterministic solvers use the energy-grouping method to treat the continuous de-
pendence of transport equation on neutron energy. In principle, the range of all energies attain-
able by neutrons in the considered physical system is divided into G discrete intervals called
groups. Indexing of these intervals is chosen so that group g contains neutrons with energies
E g < E ≤ E g−1 . The structure of the multigroup discretization can then be written as
0 = E G < E G−1 < . . . < E g+1 < E g < E g−1 < . . . < E 1 < E 0 = Emax .
To obtain the multigroup approximation of the transport problem, we proceed as in [Han07,

Sec.3.3], starting from the explicit form of the transport equation (2.65). First, it is physically
justifiable to assume that in thermal reactors, energetic distribution of fission neutrons does not
depend on energy of the neutron that induces the reaction ([Wil71, p. 16]). Using this fact to
simplify the fission cross-section:
νΣ f (z, E 0 )χ f (E 0 E) = νΣ f (z, E 0 )χ f (E),

3.2 Energy discretization 38

then integrating equation (2.65) over any energy group Eg = E g , E g−1 , g = 1, . . . , G, and using
linearity of integral, we obtain the steady state, group-g neutron transport equation1 :
Z Z
∂
µ dE ψ(z, E, µ) + dE Σt (z, E)ψ(z, E, µ)
∂z g g
X∞ XG Z Z
2k + 1
= Pk (µ) dE dE 0 Σ sk (z, E 0 E)φk (z, E 0 )
k=0
2 g0 =1 g g
Z X G Z Z
1 0 0 0 1
+ dE χ f (E) dE νΣ f (z, E )φ(z, E ) + dE Q(z, E, µ). (3.3)
2 g g0 =1 g
2 g
This equation can now be equivalently rewritten in terms of the group angular flux
Z
g
ψ (z, µ) = dE ψ(z, E, µ), (3.4)
g
its Legendre expansion coefficients

Z Z 1 Z
g
φk (z) = dE φk (z, E) = dµ Pk (µ) dE ψ(z, E, µ), (3.5)
g −1 g
group fission spectrum Z

χgf = dE χ f (E) (3.6)
g
and group external source Z

g
Q (z, µ) = dE Q(z, E, µ) (3.7)
g
as
∂ g X∞
2k + 1 XG
0
g g0
g
µ ψ (z, µ) + Σt (z)ψ (z, µ) = Pk (µ) Σgg
sk (z)φk (z)
∂z k=0
2 g0 =1
(3.8)
1 X g0
G
0 1
+ χgf νΣ f (z)φg (z) + Qg (z, µ),
2 g0 =1 2
provided that the group constants are defined as the following weighted averages:
R R
g
dE Σ t (z, E)ψ(z, E, µ) 0 g0
dE 0 νΣ f (z, E 0 )φ(z, E 0 )
g g
Σt (z, µ) = , νΣ f (z) = ,
ψg (z, µ) φg0 (z)
R R (3.9)
0 0 0
0 g
dE g0
dE Σ sk (z, E E)φk (z, E )
Σgg
s (z) = 0 .
φgk (z)
Z Z E g−1 R
1
To simplify the notation, I denote dE ≡ dE by g
dE .
Eg Eg
Multigroup albedo coefficient may be defined like the multigroup scattering cross-section:
R R
g
dE g0
dE 0 α(z, e0 E)ψ(z, e0 , −µ)
gg0
α (z, µ) = (3.10)
ψg0 (z, −µ)
Note that the total cross-section and originally ”non-directional” albedo coefficient become in
the multigroup approximation dependent on the direction of neutron flight. Solution of this
issue depends on the actual method used to approximate angular dependence of flux and will be
addressed in Sec. 2.4.
Although the above definitions of multigroup constants have the nice property of preserving
reaction rates, they are only formal since they involve the unknown solution ψ. They can be used
directly only if the cross-sections are truly constant with respect to energy in the group range, or
the flux is separable into a spatio-angular part and a known energy part (the flux spectrum):
ψ(z, E, µ) = ψ(z, µ) f (E). (3.11)
In that case the multigroup constants are obtained simply as weighted spectrum averages, for
instance R
g
dE Σt (z, E) f (E)
Σgt (z) = R (3.12)
g
dE f (E)
Although the separability assumption (3.11) is usually not realistic in nuclear reactors, it may
serve as a starting point to obtain the full spatial-energetic-angular approximation of type
ψ(z, E, µ) ≈ Ψ(z, E, µ) (3.13)
which, if performed well, is the best thing one may use in eqns. (3.9) to resolve the problematic
cycled definition of the multigroup constants.
3.2.1 Practical generation of multigroup constants

The most common method of generating the multigroup constants has already been outlined in
the introductory Chapter 1 and is called energy group condensation ([Trk00, DH76]). It starts
with calculating the neutron energy spectrum, considering a very fine energetic dependence and
effects associated with cross-section resonances (e.g. Doppler broadening, [Sta01, Sec. 4.3]). In
this phase, one uses various theories of neutron thermalization (often analytically) and detailed
(e.g. 1000 groups, or energy-pointwise) cross-section data for each finest-scale representative
region in the core (typically a single fuel pin cell, assumed to form a uniform infinite lattice so that
spatial dependence may be neglected) and various operating conditions (taking into account fuel
burn-up, thermodynamical state of moderator, boron concentration, etc.). These cross-sections
are then collapsed (or condensed) over the generated local spectrum to prepare ”many-group”
data (eqs. (3.12), where the integration range corresponds to one of the ”many-groups”).
The number of ”many-groups” is chosen to be computationally acceptable within subsequent

transport-theoretical, spatially and directionally dependent calculations, which provide a further
reduced set of few-group (a standard terminology) data in each region. The procedure is the
same, i.e. collapsing the ”many-group” data with energetic distribution of the resulting flux
by using it in equations like (3.9), where the integration interval now spans one of the few-
groups. This time, however, spatial effects such as spatially dependent energy self-shielding
([Sta01, Sec. 11.5]) or those caused by spectral interactions between different fuel types (like the
increasingly common combination of MOX and UO2 fuel) are also considered. Therefore, the
calculation is usually performed over each representative fuel assembly with interacting pin-cells
(single-assembly calculation) or even taking into account the effects of adjacent assemblies (the
so called colorset calculation).
For the purposes of nodal methods, the resulting flux (which is actually the approximation Ψ
in eq. (3.13)) is also used in a similar fashion to homogenize the data in the region (see Sec. 4.3),
so that the final result are both group-wise and region-wise constant cross-sections (plus any
additional homogenization data). Although a homogenization module has been incorporated
into the final solver, the multigroup data are yet assumed to be given and the complex task of
energy-group collapsing will not be discussed in any more detail in this thesis. Those interested
may consult, for instance, the papers [Trk00], or [Kul00], describing in details the multigroup
data preparation procedure, or the thesis of Palmtag [Pal97], in which he provides a description
of and a solution to some issues involved with the infinite lattice calculations.
3.2.2 Operator form of the multigroup equations

N 
Only in this section 3.2 will the bold letters denote the G ×G operator matrices or G ×1 vectors as
described below. Their elements correspond to energetic discretization and are continuous with
respect to the angular and scalar spatial variable.
In order to improve readability and come closer to conventional mathematical notation, I will
further change for these matrices and vectors the convention of superscripted group indexing and
put the indices into subscript instead, for instance in the following eq. (3.14)

H = Hgg0 g,g0 =1,...,G , ψ = ψg g=1,...,G .
The multigroup approximation of the slab transport equation, eq. (3.8), may be conveniently
rewritten in terms of the operators from (2.19) by broadening their domains into the Cartesian
product L2 (X)G and reconsidering them as matrix operators acting on vector functions:
(
Lψ = Hψ + Fψ + Q in X̃,
(3.14)
ψ = βψ + ψin on ∂X̃ − .
The individual terms in equation (3.14) are specified as follows:

ψ is a G × 1 vector whose components are the group fluxes ψg (z, µ),
L is a G × G diagonal matrix with diagonal filled with
∂
Lgg = µ + Σgt (z),
∂z
H is a G × G full matrix with elements

X
∞ Z 1
2k + 1 0
Hgg0 = Σgg
sk (z)Pk (µ) dµ0 Pk (µ0 ),
k=0
2 −1
F is a G × G full matrix with elements

Z 1
1 0
Fgg0 = χgf νΣgf (z) dµ0 Pk (µ0 ),
2 −1
Q is a G × 1 vector of external sources Qg (z, µ) that do not depend on neutron density

β is a G × G lower triangular matrix (gaining energy in the reflector is impossible) with
0
elements αgg ,
ψin is a G × 1 vector containing the prescribed incident angular fluxes with energies within
the individual group ranges.
Note that the matrix H represents all forms of scattering into each group, while out-scattering
is contained in the L matrix inside Σgt . The structure of the multigroup equations depend on the
selection of bounds of the individual energy groups and a careful one may much simplify the
equations without significant distortions of the true physical processes.
For example, if the incident neutron is so fast that its energy is substantially greater than that
of the target nuclei (which is typically less than 0.1 eV), it will not gain energy by the collision
(we say that it will not up-scatter). Denoting by gF the index of the last group whose neutrons still
satisfy this condition2 , we may safely assume that Hgg0 = 0 for g0 > g and g ≤ gF . This results
in an almost lower triangular matrix H with a full block at rows and columns corresponding
to the up-scattering range. In many practical LWR calculations, the last energy group collects
all thermal neutrons with energies less than about 1 eV, so the probability of up scatter will be
negligible and H becomes a truly lower triangular matrix. The sub-diagonal part of the scattering
matrix may be also simplified by choosing the group spacing so that neutrons may only scatter
to the next lower group. Together with the previous assumption, H becomes a simple lower
bidiagonal matrix, defining the very often used directly-coupled multigroup equations.
2
Recall that higher group index means lower energy.
3.2.3 Source iteration

The multigroup discretization of the energetic dependence leads to a natural solution strategy that
reflects the physical process of neutron slowing-down. Its overall structure is independent on the
subsequently used transport approximation (including diffusion theory) and I will therefore de-
scribe it in this subsection in the just presented general operator matrix form. Upon the particular
spatio-angular discretization, the operator matrices eventually become ordinary numeric matrices
and the abstract scheme becomes a readily programmable numerical method.
Solution of the matrix operator equation (3.14) can be found by simply inverting the ma-
trix operator L − H − F. In numerical practice, however, direct solution of the (in some way
discretized) equation (3.14), to which the inversion actually translates, is computationally infea-
sible. Therefore, the solution is rather looked for iteratively. To mimic the neutron behaviour dur-
ing moderation, we split the matrix H into the down-scattering, self-scattering and up-scattering
parts:
H = Hd + H s + Hu , (3.15)
where
Hd is the lower triangular part that accounts for neutron transfer from lower groups into
higher groups, i.e. from higher energies into lower energies (down-scattering),
H s is the diagonal part that accounts for scattering collisions by which the energy of the col-
liding neutron is changed so little that it still remains within the same group
(self-scattering),
Hu is the upper triangular part that accounts for neutron scattering from higher groups into
lower groups, i.e. from lower energies into higher energies (up-scattering),
and write the iteration procedure with iteration index p as
(L − Hd − H s )ψ(p) = (Hu + F)ψ(p−1) + Q, p = 1, 2, . . . (3.16)
In every iteration, eq. (3.16) is solved by stepping in the order of decreasing energy (i.e. from
the first group to the last), solving the individual group problems of form (3.8). At each such
step, flux from a previous iteration is used to calculate the contribution from lower energies (up-
scattering) and fission (which couples all energies together) and the current flux from previous
energy steps is used to calculate the down-scattered source. In analogy to ordinary systems
of linear equations, down-scattering represents the forward substitution in solution of a lower-
triangular system (which here however comprises abstract operator equations) and the whole
iteration procedure can be viewed as analogy to the Gauss-Seidel method.
This procedure is implemented in almost every neutronics code (diffusion and transport the-
ory based alike) and is known as source iteration. Note that by ”source”, it is meant (besides the
possible external sources) the fission and, if present, the up-scatter source terms, whose energy
coupling called for the iterative approach. Note that these terms are specified and fixed for every
iteration and so the whole process comprises a series of fixed-source transport problems with
scattering, as introduced in eq. (2.32).
Originally in the SN methods, another iteration level has been introduced to account for the
angular coupling of all the angular fluxes, caused by the self-scattering term. In such a two-level
iteration (or more commonly outer-inner iteration, where ”outer” stands for the so-far discussed
source iteration), each in-group equation is solved iteratively as

 (p,q)
 Lgg ψg = H s,gg ψg
 (p,q−1)
+ S g(p) ,

 , q = 1, 2, . . . , (3.17)
 S g(p) = Hd ψ(p) + (Hu + F)ψ(p−1) + Q g
where the outer iteration index p is fixed, q denotes the inner iteration index and [·]g the g-th
vector component. In the SN methods, Lgg can now be efficiently inverted by sweeping one
direction after the other (see e.g. [OA87] or [Sta01, Sec. 9.8]). It has been found that the
other methods, including those based on diffusion approximation, may also benefit from iterative
solution of the in-group problems and the outer-inner strategy has found a firm place in these
too (it is used in our current diffusion solver, as well as in many codes from the references, e.g.
[Hil75, ABB+ 95, Tur94]).
Initiation and stopping. The first iterate ψ(0) in the outer iteration as well as ψ(p,0) in every
inner iteration can be chosen arbitrarily. In numerical applications, both the outer and inner
iterations are alternately iterated until a predefined number of iterations has been taken or when
two successive flux iterates are close enough in the sense of low difference of successive iterates:
(p)
ψ − ψ(p−1) ≤ ε,
although the closeness criterion ε is usually different for both iteration levels. The norms are
chosen such that they represent the fundamental physical quantities, usually the total flux in the
core
XG Z Z 1 XG Z
g
kψk1 = dz dµ ψ (z, µ) = dz φg (z) = φ(Vz ) (3.18)
g=1 Vz −1 g=1 Vz
or in the outer iteration sometimes the total core fission source3

XG Z Z 1 G Z
X
g0 0 0
kψk f = dz νΣ f (z) 0 0 0
dµ Pk (µ )ψ(z, µ ) = dz νΣgf (z)φg (z) = N (ψ; Vz ), (3.19)
g0 =1 Vz −1 g0 =1 Vz
since this is actually the quantity updated at that level by successive flux iterates. It is also
common to test the uniform convergence of scalar fluxes to decide whether to stop the iteration,
by using the (L∞ )G norm: " #
kψk∞ = max ess sup φ(z) , (3.20)
g∈{1,...,G} z∈Vz
which in the numerical implementation amounts to taking maximum of all the discrete values of
scalar flux over the spatial-energy grid. Note that also the integrals in the previous norms are in
a practical numerical scheme converted into sums over spatial points of the discretization.
3
Note that this norm is equivalent to other L1 (X̃)G norms by the boundedness of fission cross section.
Summarizing this paragraph, the outer-inner iteration procedure is used to converge to the
solution of the multigroup transport equation (3.14), where, at every outer iteration, fission and
up-scattering (if not absent thanks to a carefully chosen group spacing) is determined first and
used as a source in a sequence of within-group problems. These are solved one after the other by
the inner iteration (driven by self-scattering), using the most recently calculated fluxes to specify
the down-scattering component of the group source. After all groups are traversed, next outer
iteration begins, using the current results to update the fission and up-scattering sources.
Convergence properties. The source iteration may be viewed as a means of finding the fixed
point of the mapping
ψ 7→ B−1 Fψ + Q̂,
where B = (L − H) and Q̂ = B−1 Q. Existence of the fixed point is ensured by the Banach fixed
point theorem in the subcritical case in which the spectral radius ρ(T) (or more simply ρ) of the
matrix operator T = B−1 F is less than one (as a consequence of extension of eq. (2.28) to the
multigroup setting4 ). By successive application of the operator T to iteration errors5 , one may
find out that for any suitable angular flux norm,
kψ − ψ(p) k ≤ kT p kkψ − ψ(0) k = ρ p kψ − ψ(0) k 6 ,
so for any reasonable choice of initial approximation ψ(0) , the iteration converges to the fixed
point ψ. The convergence may however become arbitrarily slow if the spectral radius is close to
unity. This is the case of a nearly critical system, which is unfortunately one of the most frequent
problems in nuclear reactor analyses. Also, such case corresponds to optically thick systems with
high optical path lengths7 τ, combined with scattering ratios only slightly less than unity. The
scattering ratio for neutrons in group g is given by
PG gg0
gΣgs Σgs g0 =1 Σ s
c = g = g = PG ,
Σt Σ s + Σga gg0
g0 =1 Σ s + Σa
g
and the properties of the medium discussed above essentially imply that the neutrons undergo
many scattering collisions before they get finally absorbed or leak out of the system. Similar
situation occurs also with the inner iteration, which also suffers from slow convergence in real-
istic reactor problems (see e.g. [AL02]). Various acceleration techniques have been devised to
improve the convergence rate of both the inner and outer iterations and are overviewed in [AL02]
or [OA87].
4
It is also possible to extend the other results of Sec. 2.3, as described for example in [San06], [The04] or more
thoroughly in [DL00].
5
This is a standard procedure of finite-dimensional analysis of numerical schemes for iterative solution of linear
systems, see e.g. [MPB06].
6
For the last equality, it is necessary to realize that the transport operator with symmetric scattering kernel is an
unbounded anti-self adjoint operator and use an appropriate version of the spectral theorem; for details, see [DL00].
7
Meaning high collision probability or equivalently low escape probability, see eq. (2.29).
3.2.4 Eigenvalue problem

The second, arguably an even more important problem of steady state neutronic analyses – de-
termination of the critical eigenvalue – has the following multigroup operator representation:


 1

 (L − H)ψ = Fψ in X̃,

 λ

 ψ = βψ on ∂X̃ −
with the operator matrices given in the previous subsection. We know from section 2.3.1 that this
generalized eigenvalue problem can be rewritten for B = L − H as
(
λψ = B−1 Fψ in X̃,
ψ = βψ on ∂X̃ −
The spectral properties of operator B−1 F admit using the simple power method to calculate its
dominant eigenpair. As in the previous case of fixed sources calculation, it is imperative to
avoid direct inversion of matrix arising from discretization of B to obtain an efficient numerical
scheme. The power method is therefore executed in the following sequence, for an arbitrary
initial estimates of λ(0) and ψ(0) :
For p = 1, 2, . . . (outer iterations)

obtain B−1 Fψ by solving
1
Bψ(p) = Fψ(p−1) , (3.21)
λ(p−1)
update the eigenvalue
kψ(p) k
λ(p) = λ(p−1) , (3.22)
kψ(p−1) k
repeat until convergence (to be discussed later).
When used with the ”fission yield” norm of (3.19), a modification of the standard power method
that is very frequently used in reactor criticality calculations is obtained. The reason why it is
preferred over the standard numerical method ([RVCK95, §30.11]) may be that it is compatible
with the physical interpretation of the eigenvalue. Indeed, in (3.22) we actually compute
(p) (p) (p)
N N N
λ(p) = = XZ ≈ XZ ,
1 (p−1)
1 (p−1) (p−1)
N dz Fψ dz Bψ
λ(p−1) g Vz λ(p−1) g Vz
where the nominator represents neutron production and the denominator net losses of neutrons
through streaming and absorption and hence the formal definition (2.27) is recovered.
Equation (3.21) makes it clear that at every iteration of the power method, a fixed-source
transport problem with scattering and a given fission source is solved. The splitting (3.16) or
(3.17) with the previous eigenvalue estimate in the fission term at the right-hand side is actually
used to solve the multigroup equations in the group-after-group manner.
Stopping condition. In view of the source iteration for fixed-source problems, the eigenvalue
calculations alter their outer iteration phase so as to take into account the multiplication factor
when updating the fission sources. Accordingly, a different stopping criterion for the outer itera-
tion has to be used instead (or additionally to) monitoring just the difference of successive fission
sources, for instance: (p)
λ − λ(p−1)
< ε.
λ(p−1)
Convergence properties. The power iteration is known to converge to the dominant eigenpair
λ(p) → keff , ψ(p) → ψkeff , as p → ∞,
provided that the problem has appropriate spectral structure (a complete set of eigenfunctions,
sequence of decreasing eigenvalues with the first one being strictly larger in magnitude than the
others) and that the initial estimate ψ(0) is chosen properly8 ([RVCK95]). It is also well-known
that the rate of convergence is governed by the ratio of the two largest eigenvalues, known as the
dominance ratio:
|λ2 | |λn |
κ= = max ,
λ1 n≥2 λ1
where the eigenvalues are assumed to be ordered as keff = λ1 > |λ2 | ≥ |λ3 | ≥ · · · . The convergence
is as κk and, unfortunately again, κ / 1 in nearly critical nuclear reactors with optically thick fuel
regions. Some typically used acceleration techniques thus aim to somehow reduce the dominance
ratio, like the shifted power iteration method. This method is however very sensitive on problem-
dependent parameters which have to be supplied to it so as to make it work ([AL02]).
There are some other possibilities to improve the convergence of eigenvalue calculations.
The one that has received large popularity recently is the implicit restarted Arnoldi method,
which utilizes as much information from the iteration process as possible at current iteration.
The power method (represented by eq. (3.21) and (3.22)) generates successively better approx-
imations of the final eigenfunction by actually computing the powers (B−1 F) p ψ(0) . However, at
every step, it throws away the previously generated approximations. The IRAM method, on the
other hand, uses the whole Krylov subspace generated by approximations (B−1 F) p ψ(0) up to the
current iteration p in a clever way to construct the best possible approximation from all the avail-
able information at the moment. For a detailed theory about the method, see e.g. [Ste01], for
an implementation in a transport solver e.g. [WWM+ 01]. I used this method as a ”black-box”
via the MATLAB’s function eigs to replace the custom written source iteration module. The
only tunable parameter is the size of the maximum Krylov subspace used in the method. Results
reported in Sec. 4.1.3 indeed corroborate its capability to accelerate the eigenvalue calculation.
8
In our numerical experiments, we did not encounter any convergence problems with the simple choice ψ(0) ≡ 1.
3.3 Angular approximation 47
3.3 Angular approximation

In this section, I will describe two mostly used methods that transform the continuous depen-
dence of angular flux on neutrons direction of motion Ω, or µ in the azimuthally symmetric case,
to a computer-representable form. I will assume that all neutrons share the same energy (the
one-speed approximation) to more clearly present the ideas concerning only the angular vari-
able. This, however, does not restrict the range of applicability of the described methods, as the
multigroup solution technique eventually also reduces into solution of within-group equations,
which effectively represent the one-speed situation. Therefore, equation of type (3.17), written
without the unneeded indices as
Lψ(z, µ) = Hψ(z, µ) + S (z, µ), (3.23)
or in an explicit form as
X 2k + 1
K Z 1
∂ψ(z, µ)
µ + Σt (z)ψ(z, µ) = Σ sk Pk (µ) dµ0 Pk (µ0 )ψ(z, µ0 ) + S (z, µ) (3.24)
∂z k=0
2 −1
(with approximate scattering anisotropy of order K) will be considered in this section. The
source term S is assumed as fixed; if eq. (3.23) is solved as part of a fission source iteration, then
it contains the in-scattering contribution as well as external sources and fission sources (possibly
multiplied by the eigenvalue if external sources are missing) contribution. Its precise form in
such case will be given later in Sec. 3.4.3.
To describe both types of boundary conditions, the example setting given by eq. (2.64) will
be used. That is, without the explicit energy dependence,
ψ(zB , µ) = ψin (µ), for 0 < µ ≤ 1,

(3.25)
ψ(zT , µ) = α(zT )ψ(zT , −µ), for −1 ≤ µ < 0.
Although the first method, described in the following section, is not directly used in the
developed code, it leads to a computationally very efficient scheme that had for a long time
dominated the field of production-oriented neutron transport codes. In my opinion, it therefore
deserves an overview here as well, even more as its implementation and comparison with the
current method could be a fruitful direction of future research.
3.3.1 The method of discrete ordinates (SN )

This method is derived upon a basic discretization approach of sampling the continuous indepen-
dent variable and evaluating the solution at the generated points. We use this approach to resolve
directional dependence of angular flux in the (slab) neutron transport equation in which scatter-
ing has been represented by spherical harmonic expansion (as suggested at the end of Sec. 2.4.1).
It amounts to picking N discrete directions9 (or ordinates) {µn }n=1,...,N and assigning to each of
them a weight wn . The pair {µn , wn } defines a quadrature set for numerical approximation of the
angular integrals appearing in operators H and F:
Z 1 X
N
0 0 0
φk (z) ≡ dµ Pk (µ )ψ(z, µ ) ≈ wn Pk (µn )ψ(z, µn ).
−1 n=1
By using this approximation on the right hand side of the transport equation and then specializing
it into the selected directions, we obtain N first-order ordinary differential equations (partial
differential in more than one dimension)
dψn (z) XK
2k + 1 XN
µn + Σt (z)ψn (z) = Pk (µn )Σ sk (z) wm Pk (µm )ψm (z) + S n (z)
dz k=1
2 m=1
for the N unknown angular fluxes ψn (z) = ψ(z, µn ), n = 1, 2, . . . , N in the selected directions. The
boundary conditions are also evaluated in the selected ordinate directions.
One of the crucial moments in implementing the discrete ordinates method is construction
of the quadrature set. The directions should be chosen to preserve any a priori known properties
of the flux (like symmetries or directions of preferential streaming); if those are unknown, the
angular set should at least be symmetric with respect to µ = 0 and excluding this ordinate. This
facilitates specification of boundary conditions and also reduces several difficulties connected
with the directions perpendicular to principal coordinate axis (i.e. µ = 0), in which the neutrons
are assumed to mostly flow ([Sta01, Reu08]). The weights should be positive and fully parti-
tion the integration domain10 for numerical reasons, and chosen so that the quadrature exactly
integrates Legendre polynomials up to N-th order. This last condition is important for not intro-
ducing any additional error into the scattering term (and perhaps the anisotropic external sources
term) besides its approximation by a truncated Legendre polynomial expansion.
Even if those conditions are satisfied by a chosen quadrature set (often used is the classical
Gauss-Legendre set known from other areas of numerical mathematics), inevitable omission of
some directions leads to inadequate determination of neutron flux received by some regions that
may be important for the problem at hand (in two or more dimensions). This results in the so
called ray-effects, characterized by non-physical oscillations of solution11 . Also in more dimen-
sions, satisfaction of all the above conditions is further complicated and requires compromises
to be made – see [OA87, Sec. IV.A] for more details.
After selecting a suitable ordinates set and weights, spatial discretization follows to obtain
final numerical scheme. This is usually done by dividing the domain into a set of finite intervals
and using the finite volume method to write the equation for each interval in terms of angular
fluxes at the ends of the interval (in a classical finite volume jargon numerical fluxes) and an
integral average of angular flux over the interval. Using then a suitable relationship between the
9
More exactly direction
cosines
.
P
10
That is, wn = [−1, 1] = 2 for the azimuthally symmetric case.
11
Physically, this problem is caused by the loss of rotational invariance of the discretized scattering operator.
side and average quantities, the discrete equations are formulated in a way that allows to perform
the inner iteration phase (i.e. inversion of the transport operator) by simply sweeping across
the domain, using the left boundary condition to start, calculating in-domain angular fluxes in
positive µ > 0 directions (which at their common interfaces link one interval to the other), and
repeating the whole process in the opposite direction using the right boundary condition to start.
Although this solution scheme is quite simply and efficiently programmable, it requires a
carefully performed discretization and a choice of numerical flux approximation in order to work
properly. The simple central difference scheme (known among the discrete ordinates community
as the diamond difference scheme) is sufficiently accurate for most problems in reactor physics,
but is not unconditionally positive – it may produce negative angular fluxes if the interval spacing
is larger than some number depending on the currently computed direction and material prop-
erties inside the interval. If one does not want to use an ad-hoc fix-up that sets the negative
fluxes to zero, an alternative in the form of an ”upwind” scheme is available, which is however
not as accurate and does not possess some other desirable properties (like the diffusion limit).
Of course, many advanced numerical flux approximations have been devised, most notably the
step characteristic scheme that is based on analytical solution along the characteristics of the
transport equation, ultimately leading to the very promising method of characteristics (MOC)
([CKL+ 07, Cho05]).
The method of discrete ordinates was presented above in the simplest possible slab-geometry
form. Although its extension into more complicated (but also more applicable) geometries is
conceptually straightforward, it brings many complications as delineated by the discussion about
the discrete ordinate sets. In the remaining part of this section, I will describe the method of
spherical harmonics, which, in its original formulation, is even more difficult to use in three di-
mensions. Fortunately, since the appearance of Gelbard’s seminal works in early 1960’s (see the
references in [BL00] or in [LMM95]), we know of a way of how to take advantage of its merits
(mainly its correct physical behaviour and high accuracy even with low-order approximation)
in multi-dimensional calculations without the overly complicated mathematical formulations. I
will describe this simplified spherical harmonics method later in section Sec. 3.3.5.
3.3.2 Methods of Galerkin type

The original method of spherical harmonics originates from a broader class of methods that may
be employed for discretization of general boundary value problems – the methods of Galerkin
type ([MPB06, Sec. 4.1.1]). In these methods, one looks for the solution of a given boundary
value problem in a form of a (for numerical purposes finite) linear combination of conveniently
selected linearly independent functions:
X
N
ψ ≈ ψ̃ = ψn un (3.26)
n=1
and attempts to determine the unknown coefficients so that the expansion is the best possible
approximation of the exact solution. In order to arrive at a usable discrete formulation, the
expansion functions {un }n=1,...,N , by which we try to capture the shape of the exact solution in
(3.26), are expected to form a complete orthogonal basis of some finite-dimensional subspace
E N of the (separable Hilbert) space E, in which we look for the solution.
The best possible quality of the approximation is ensured by minimizing the residual
r = (L − H)ψ̃ − S .
There are several approaches that perform this task and allow for convenient realization, e.g. the
collocation method, the least-squares method or the method of weighted residuals. A particular
case of the last one is the classic Galerkin method, in which we minimize the residual by re-
quiring that its projection onto the approximation subspace E N vanishes. This may be generally
written as

Pr = P (L − H)ψ̃ − S = 0 ⇔ P(L − H)ψ̃ = PS , (3.27)
where P : E → E N is the orthogonal projection operator given by
X
N
Pf = (un , f )un (3.28)
n=1
with the standard inner product on E:

Z
( f, g) = dx f ḡ. (3.29)
D
Because of the linearity of the transport operator L − H and linear independence of functions un ,
projection (3.27) leads to a uniquely solvable set of linear algebraic equations for the unknown
expansion coefficients (or moments) ψn :
X
N
Amn ψn = S m , Amn = ((L − H)un , um ) , S m = (S , um ), m = 1, . . . , N. (3.30)
n=1
3.3.3 The method of spherical harmonics (PN )

When we apply the classic Galerkin method to approximate the variation of angular flux with
respect to Ω, we have E = L2 (S) and a suitable choice for E N is the collection of its rotation-
ally invariant subspaces Λl for l ≤ N as introduced by (2.45), i.e. a functional space spanned
by spherical harmonics up to degree N. By this choice, we get the appealing physical proper-
ties and useful mathematical relations of spherical harmonics presented in Sec. 2.4, notably the
convergence ψ̃ → ψ as N → ∞. Even with the rich mathematical apparatus at our disposal, how-
ever, the system of equations (3.30) arising from the projection is quite involved (note that the
equations will be complex in nature), particularly at higher dimensions (recall that the number of
Laplace expansion moments and hence the equations grows like (N + 1)2 in three dimensions).
You may consult e.g. [Sta01, Sec. 9.2] for a general form or the recent thesis [Smi09] for explicit
examples of multidimensional spherical harmonics equations. Therefore, the spherical harmon-
ics method has not gained a widespread popularity as a production-oriented, three-dimensional
core calculation method and has been used primarily as a benchmark and analytical tool or as a
complement to other methods (e.g. to mitigate the ray-effects in SN methods). However, as early
as in 1970’s, Fletcher introduced a spherical harmonics program that found its use in the ORNL
code package MARC-PN ([RSI81]). For a more recent implementation, see e.g. [CTGV08].
Let us now return to our simplified one dimensional setting with azimuthal symmetry and see
what the method of spherical harmonics looks like there. Now, E = L2 ([−1, 1]) and the chosen
subspace E N becomes the space PN of Legendre polynomials up to order N 12 , as discussed in
Sec. 2.5. Expansion (3.26) becomes (I omit the tilde for simpler notation)
X
N Z 1
2n + 1
ψ(z, µ) = φn (z)Pn (µ), with φn (z) = dµ Pn (µ)ψ(z, µ). (3.31)
n=0
2 −1
By inserting the expansion into eq. (3.24):

X
N
2n + 1 dφn (z) XN
2n + 1 XK
2k + 1
µPn (µ) +Σt (z) φn (z)Pn (µ) = Σ sk Pk (µ)φk (z)+S (z, µ) (3.32)
n=0
2 dz n=0
2 k=0
2
and using the recurrence relation (2.36) of Legendre polynomials to transform the first term13
X
N
2n + 1 dφn (z) X n + 1
N
dφn (z) X n
N
dφ (z)
µPn (µ) = Pn+1 (µ) + Pn−1 (µ) n , (3.33)
n=0
2 dz n=0
2 dz n=0
2 dz
we obtain the transport equation in a convenient form for projection onto the space PN as given
by eqns. (3.27) through (3.29). It leads to a system of N + 1 equations of the form (3.30), that we
obtain by multiplying eq. (3.32) (with (3.33)) by Pm (µ), m = 0, 1, 2, . . . , N, and integrating over
−1 ≤ µ ≤ 1. Using the orthogonality relation of Legendre polynomials (eq. 2.37), we finally
arrive at the system of N + 1 first-order ordinary differential equations
n + 1 dφn+1 (z) n dφn−1 (z) h i
+ + Σt (z) − Σ sn (z) φn (z) = S n (z),
2n + 1 dz 2n + 1 dz (3.34)
n = 0, 1, . . . , N,
which are called spherical harmonics equations (like the multidimensional equations), shortly
PN equations. The scattering and source expansion coefficients (moments) are defined by14
Z 1 Z 1
S n (z) = dµ Pn (µ)S (z, µ), Σ sn (z) = 2π dµ0 Pn (µ0 )Σ s (z, µ0 ) (3.35)
−1 −1
12
More precisely, it is the space E N+1 , counting the first Legendre polynomial P0 .
13
The P−1 (µ) term in the last sum is to be ignored.
14
The factor 2π by the scattering moment originates from the form of its expansion (eq. 2.35).
The terms with out-of-range indices are set to 0, which is only a notational convenience in the
case of φ−1 , but represents an approximation in the case of φN+1 15 , that is nevertheless required to
close the system. Note that in the spherical harmonics method, the angular representation of the
streaming operator L is consistent with that of the scattering operator H and allows to simplify
the third term of the PN equations by defining the absorption moments (corresponding to the
absorption cross-section Σa = Σt − Σ s ):
Σan (z) = Σt (z) − Σ sn (z). (3.36)
It also seems to effectively reduce the order K of scattering anisotropy to that of the expansion
by taking into account only the first N Legendre moments of the scattering cross-section – note
however, that the Legendre fitting of the cross-section from which the first N moments are taken
has been performed with the full desired order K.
Properties of the PN representation
The above equations may be solved even analytically, providing a useful insight about the struc-
ture of the approximation ([SM81, Sec. II.B]) – for example, the reason for preferring the odd-
order PN expansion (see also [Smi09, Sec. 3.4]).
The angular dependence is in the PN equations contained in the flux expansion coefficients
and becomes thus in a sense a property of the functional space, whose elements are guaranteed
to possess the desired physical characteristics. The problems of choosing a right discretization
scheme for the angular variable, typical to SN methods, are therefore elegantly avoided. More-
over, thanks to the convergent behaviour of spherical harmonics, a better angular approximation
is obtained by simply enlarging the projection subspace.
However, in contrast to the experimentally observed preferential motion of neutrons in the
direction of principal coordinate axes, the expansion contains components in perpendicular di-
rections and the rate of its convergence may deteriorate. This problem is even aggravated at
material interfaces and boundaries, since there (except for a perfect reflection) the angular flux is
a discontinuous function of µ at µ = 0 and the approximation ψ̃, continuous over the whole range
−1 ≤ µ ≤ 1, is unsatisfactory. This is often solved simply by increasing the expansion order or,
more elegantly, by performing the expansion separately for the forward (µ > 0) and backward
(µ < 0) directions, using the half-angle Legendre polynomials Pn (2µ ∓ 1) for the basis (the result
is sometimes called method of hemispherical harmonics or double PN method, see [Sta01, Sec.
9.6] for more details).
As a final note, in one dimension, equivalency of the PN−1 and SN 16 equations may be proved
if the Gauss-Legendre quadrature is used in the latter ([Sta01, Sec. 9.7]) – this motivated the
extension of this idea to more dimensions and utilizing of the spherical harmonics method to
15
One can imagine that we are assuming some behaviour of the solution ”beyond” the target space of its projection
– see [Cul01] for some non-trivial conclusions that may be drawn from this assumption.
16
Note that for odd-order PN equations, there is an even number of equivalent ordinates, convenient for formulat-
ing the discrete ordinates method as discussed in Sec. 3.3.1.
produce ”physically correct” quadrature sets or other modifications for the computationally more
efficient discrete ordinates methods ([OA87]).
Interpretation of flux expansion coefficients
Like the scattering cross-sections in Sec. 2.4.1, the first two Legendre moments allow a direct
physical interpretation as the scalar neutron flux and the z-directed net neutron current17 :
Z 1 Z 1 Z 2π
1
φ0 (z, E) = dµ P0 (µ)ψ(z, E, µ) = dµ ψ(z, E, µ) · dϕ
−1 −1 2π 0
Z 2π Z π Z
ψ(z, E, cos ϑ)
= dϕ sin ϑdϑ = dΩ ψ(r, E, Ω) = φ(r, E)
0 0 2π 4π
and Z Z Z 2π
1 1
1
φ1 (z) = dµ P1 (µ)ψ(z, µ) = dµ µψ(z, µ) · dϕ
−1 −1 2π 0
Z 2π Z π Z
ψ(z, cos ϑ)
= dϕ sin ϑdϑ cos ϑ = dΩ (Ω · ez )ψ(r, Ω) = jz (r).
0 0 2π 4π
This motivates the extension of the notion of current to higher-order angular moments, leading
to the definition of net PN currents:
jn (z) ≡ φn (z) for n = 1, 3, 5, . . .
The PN moments of the upward and downward oriented partial currents (or shortly PN partial
currents), respectively, are obtained by a hemispherical projection of angular flux for odd n:
Z 1 Z 0
+ −
jn (z) = dµ Pn (|µ|)ψ(z, µ), resp. jn (z) = dµ Pn (|µ|)ψ(z, µ); (3.37)
0 −1
the first partial current moment corresponds to the real partial current from eq. (2.10), and also
the relationship
jn = j+n − j−n
holds for all odd n. Note that this common definition of slab partial currents changes the original
meaning of the three dimensional partial currents (2.10), since they are defined with respect to
the positive z-axis instead of the outward normal. Hence, at the bottom, j+n will be the incoming
current while at the top, it will represent the exiting neutron current.
17
The same holds also for the first two Laplace coefficients in the spherical harmonics method in a general two-
angle coordinate system. in accord with their respective definition relations (2.7) and (2.9).
Boundary and interface conditions
As the true boundary conditions (3.25) entail discontinuity of angular flux at µ = 0, they cannot
be satisfied exactly by the continuous finite expansion of angular flux. The two most often used
approximations are due to Mark and Marshak.
In the so-called Mark boundary conditions, we require that the approximate angular flux
expansion (3.31) satisfies the bottom boundary condition at the (N + 1)/2 discrete values (in view

of Sec. 3.3.1: discrete ordinates) µn : µn > 0 ∧ PN+1 (µn ) = 0 and the top boundary condition

for µn : µn < 0 ∧ PN+1 (µn ) = 0 . These conditions were developed from an analytical solution
of a model problem of source-free, purely absorbing medium and have been shown ([SM81]) to
perform well in similar situations.
Except for a few places, the real reactor is usually a weakly absorbing environment with a lot
of scattering. Therefore, the other Marshak conditions are used more frequently in core calcu-
lations and have been shown to be generally more accurate than the Mark conditions ([Sta01]).
They are naturally obtained in the framework of Galerkin methodology as weak conditions (sat-
isfied in an integral sense) by projecting the exact boundary conditions onto the same space as
the angular flux (in the case of interface conditions) or onto the ”half-space” to obtain a correct
number of boundary conditions. This latter operation amounts to multiplication by odd Legendre
polynomials (based on the fact that only the odd Legendre polynomials represent ”directionality”
as they attain different values for µ and −µ) and integrating in the range of entering directions
(i.e. over ∂X̃ − ). Specifically, Marshak approximation of conditions (3.25) becomes
Z 1 X
N Z 1
2n + 1
dµ Pm (µ) Pn (µ)φn (zB ) = dµ Pm (|µ|)ψin (zB , µ),
0 n=0
2 0
Z Z (3.38)
0 X
N
2n + 1 0 X
N
2n + 1
dµ Pm (|µ|) Pn (µ)φn (zT ) = α(zT ) dµ Pm (|µ|) Pn (−µ)φn (zT ),
−1 n=0
2 −1 n=0
2
where m = 1, 3, . . . , N. In terms of the PN partial currents (3.37), these conditions read:
j+m (zB ) = j+in,m (zB ), j−m (zT ) = α(zT ) j+m (zT ), m = 1, 3, . . . , N. (3.39)
(the latter was obtained by substituting µ → −µ in the last integral in (3.38). In the first, j+in,m
represents the PN moments of the incoming current through the bottom boundary, completely
specified by the prescribed incoming flux ψin . Boundary adjacent to a vacuum is characterized
by ψin = 0. This condition is also equivalent to the albedo boundary condition with α = 0. For
α = 1, i.e. specular symmetry conditions, we conclude from the second equality in (3.38), by
using parity properties of Legendre polynomials and their completeness, that φn must vanish for
all odd n. This is the obvious condition for specular symmetry ψ(zT , µ) = −ψ(zT , −µ) .
Marshak interface conditions are obtained in the same way, leading because of the complete-
ness of the Legendre system to the requirement of spatial continuity of all flux moments across
the interfaces (which includes the continuity of real scalar fluxes and net currents).
Special cases of PN equations
The two following sets of PN equations will be studied more closely:

• P1 equations
If N = 1, i.e. we assume that angular flux is at most linearly anisotropic, then
X
1
2n + 1 φ0 (z) 3
ψ(z, µ) ≈ ψ̃(z, µ) = Pn (µ)φn (z) = + µφ1 (z), (3.40)
n=0
2 2 2
and the spherical harmonic equations (3.34) become the P1 equations:

dφ1 (z)
+ Σa0 (z)φ0 (z) = S 0 (z),
dz
(3.41)
1 dφ0 (z)
+ Σa1 (z)φ1 (z) = S 1 (z),
3 dz
with boundary conditions following from Marshak conditions (3.38), using φ1 ≡ j1 :
φ0 (zB ) j1 (zB ) 1−α

+ = j+in (zB ), j1 (zT ) = γφ0 (zT ), γ= , (3.42)
4 2 2(1 + α)
where γ is the albedo coefficient defined in [Han07, eq. (3.40)].
• P3 equations
For N = 3, we have
φ0 (z) 3 5 7
ψ(z, µ) ≈ + µφ1 (z) + −1 + 3µ2 φ2 (z) + −3µ + 5µ3 φ3 (z)
2 2 4 4
and the PN equations become
dφ1 (z)
+ Σa0 (z)φ0 (z) = S 0 (z),
dz
1 dφ0 (z) 2 dφ2 (z)
+ + Σa1 (z)φ1 (z) = S 1 (z),
3 dz 3 dz
(3.43)
2 dφ1 (z) 3 dφ3 (z)
+ + Σa2 (z)φ2 (z) = S 2 (z),
5 dz 5 dz
3 dφ2 (z)
+ Σa3 (z)φ3 (z) = S 3 (z),
7 dz
subject to boundary conditions (with γ defined as in the P1 case)
φ0 (zB ) j1 (zB ) 5φ2 (zB ) 5γ
+ + = j+in,1 (zB ), j1 (zT ) = γφ0 (zT ) + φ (zT ),
4 2 16 4 2 (3.44)
φ0 (zB ) j3 (zB ) 5φ2 (zB ) γ 5γ
− + + = j+in,3 (zB ), j3 (zT ) = − φ0 (zT ) + φ2 (zT ).
16 2 16 4 4
3.3.4 Passage to diffusion approximation

Expanding the absorption moments according to (3.36), interpreting the second scattering mo-
ments as in eq. (2.40): Σ s1 = µ0 Σ s , and assuming that the source is isotropic18 , the second of the
P1 equations (3.41) yields
1 dφ0 (z)
φ1 (z) = − , (3.45)
3 Σt (z) − µ0 Σ s (z) dz
which is the Fick’s law of diffusion with the diffusion coefficient

1 1
D(z) = ≡ , (3.46)
3 Σt (z) − µ0 Σ s (z) 3Σtr (z)
where
Σtr = Σt (z) − µ0 Σ s (z) (3.47)
is the commonly introduced mono-kinetic transport cross-section. If scattering is isotropic, then
µ0 = 0 and
1
D(z) = .
3Σt (z)
Under the additional assumption that Σt ≡ Σa + Σ s ≈ Σ s (a weak absorption dominated by
scattering), this definition of diffusion coefficient becomes equivalent to relation (3.34) in my
former thesis [Han07], where it had been derived from physical principles and eventually gave
rise to the primary subject of the thesis – the diffusion equation [Han07, eq. 3.46]. To obtain this
equation in the current framework, it is only necessary to use the relation (3.45) in the first of the
P1 equations (assuming sufficient differentiability of the first moment):
" #
d dφ0 (z)
− D(z) + Σa (z)φ0 (z) = S 0 (z).
dz dz
The main assumptions leading towards diffusion theory are therefore that the angular flux is only
”slightly” anisotropic (so that its directional variation can be described by a linear function in µ
as in eq. (3.40)) and that the sources have no linearly anisotropic component.
3.3.5 Simplified spherical harmonics method (SPN )

The procedure by which the P1 equations were converted into the diffusion equation in the previ-
ous subsection, i.e. solving the odd-order equations for the odd-order flux moments in terms of a
gradient of the even-order flux moments and using the result to eliminate the odd-order flux mo-
ments from the even-order equations, can be successfully applied to a PN approximation of any
odd order. This is called a simplified spherical harmonics approximation with the abbreviation
18
That means the contribution from external sources is isotropic as fission is mostly an isotropic process as
discussed in Sec. 2.4.2.
SPN . The SP1 equation is thus the familiar diffusion equation and generally, the SPN equations
are a reformulation of the N + 1 equations of the PN approximation into a system of (N + 1)/2
diffusion-like equations (containing second-order spatial derivatives of unknowns).
In particular, the SP3 equations are derived as follows. First, as in the case of diffusion
approximation, we assume that sources are isotropic, i.e.
S n (z) ≡ 0 for n ≥ 1. (3.48)
Straightforward derivation including higher degrees of sources anisotropy introduces first-order

derivatives into the resulting equations and hence complicates their numerical solution, particu-
larly in the multigroup case. Workarounds to this issue exist, however, and may be used when
such behaviour of neutron sources is important (see [Kot07]).
From the second and fourth equations of (3.43), the odd-order expansion moments can be
expressed in terms of the even-order moments as
1 dh i
φ1 (z) = − φ0 (z) + 2φ2 (z) ,
3Σa1 (z) dz
(3.49)
3 d
φ3 (z) = − φ (z).
7Σa3 (z) dz 2
Defining the SP3 flux moments
Φ0 (z) = φ0 (z) + 2φ2 (z), Φ2 (z) = φ2 (z) (3.50)
and SP3 ”diffusion” coefficients

1 1
D1 (z) = = ,
3Σa1 (z) 3 Σt (z) − Σ s1 (z)
(3.51)
3 3
D3 (z) = = ,
7Σa3 (z) 7 Σt (z) − Σ s3 (z)
equations (3.49) become the SP3 generalization of Fick’s law, defining the SP3 currents (i.e., odd
SP3 moments) J1 and J3 (note their equivalency with the P3 currents):
dΦ0 (z)
j1 (z) ≡ φ1 (z) = −D1 (z) ≡ J1 (z),
dz
(3.52)
dΦ2 (z)
j3 (z) ≡ φ3 (z) = −D3 (z) ≡ J3 (z).
dz
When used in the first and third equations of (3.43) and the zeroth angular flux moment (i.e.
the scalar neutron flux) is expressed from (3.50) in terms of the SP3 moments:
φ(z) ≡ φ0 (z) = Φ0 (z) − 2Φ2 (z), (3.53)

the SP3 equations are obtained19 :

" #
d dΦ0 (z)
− D1 (z) + Σa0 (z)Φ0 (z) − 2Σa0 (z)Φ2 (z) = S̃ 0 (z),
dz dz
" # " # (3.54)
d dΦ2 (z) 4 5 2 2
− D3 (z) + Σa0 (z) + Σa2 (z) Φ2 (z) − Σa0 (z)Φ0 (z) = − S̃ 0 (z),
dz dz 3 3 3 3
where S̃ 0 contains the same elements as the original source S 0 , only expressed in terms of the
SP3 moments. Note that this system of two second-order ordinary differential equations is cou-
pled only through the SP3 unknowns (and not their derivatives) which facilitates its numerical
solution.
Appropriate conditions for the SP3 moments are the Marshak P3 boundary conditions (3.44),
written in terms of the SP3 moments as:
Φ0 (zB ) J1 (zB ) 3Φ2 (zB ) γh i
+ − = j+in,1 (zB ), J1 (zT ) = 4Φ0 (zT ) − 3Φ2 (zT ) ,
4 2 16 4 (3.55)
Φ0 (zB ) J3 (zB ) 7Φ2 (zB ) γh i
− + + = j+in,3 (zB ), J3 (zT ) = − Φ0 (zT ) − 7Φ2 (zT ) ,
16 2 16 4
and continuity of the SP3 moments and currents at the interfaces.
3.3.6 Three-dimensional SPN approximation

N 
In this section 3.3.6, bold letters will denote matrices and vectors arising from the SP3 approxima-
tion of continuous angular dependence and should by no means be interpreted as in the previous
section 3.2, i.e. as matrices and vectors of group-discretized operators or variables. In order to
distinguish the traditional Euclidean vectors and matrices over R , these will be decorated by a
double (for matrices) or single (for vectors) underline.
When compared to the PN approximation, the SPN equations, apart from their lower num-
ber, are also amenable to more efficient numerical solution by diffusion based solvers, without
abandoning the higher-order transport physics. As nice as the last sentence sounds, however, it
is problematic to realize it in practical calculations which are almost always multidimensional.
When the general, two-angle dependent, spherical harmonics equations are reformulated into
a system of second-order partial differential equations, they become even more complicated
([BL00]). Their number also grows quadratically with the order of approximation N as op-
posed to linear growth in planar geometry. A natural question thus arose: ”Is there any way
to extend the slab-geometry SPN formulation into more dimensions without losing the structure
19
Note that some authors define the SP3 diffusion coefficients differently – e.g. to obtain Beckert’s, [BG08], or
3
Brantley’s, [BL00], definition, the following transformation has to be made: D1 → D0 , D3 → D2 .
5
of the equations?” It was answered for the first time by Gelbard in 1960 (see the references in
[BL00, LMM95]).
To transform the planar equations into more dimensions (I will consider three for concrete-
ness), Gelbard attempted to utilize the formal correspondence between
one-dimensional differentiation and its three-dimensional analogue, realized by the gradient
operator ∇. Consider first the effect of formally replacing dzd → ∇ on the P1 approximation.
Equation (3.45) becomes the standard three-dimensional Fick’s law, j = −D∇φ. Note that this
transformation changed the first angular moment φ1 into a vector function with values in R3 .
Therefore, in order to use this vector in the first P1 equation of (3.41) to formally obtain the SP1
approximation, we need to replace the dzd operator in that equation by the divergence operator ∇·
that operates on vectors. In this way, we eventually arrive at the three-dimensional SP1 equation,
equivalent to the classical three-dimensional
neutron diffusion equation. Boundary conditions
are derived by replacing φ1 ∂V with n · j∂V .
z
Motivated by the success of this formal approach in obtaining the three-dimensional SP1
equation, Gelbard proposed to use the same simple idea for the higher order PN equations to
obtain corresponding second-order SPN formulations. That is, replace
• z → r in all problem’s parameters (cross-sections, fission spectra, etc.)
d
• dz
→ ∇· in those 1D equations that appear at even positions in the PN system,
d
• dz
→ ∇ in those 1D equations that appear at odd positions in the PN system,
• scalar function φn : Vz ⊂ R1 → R1 for even n with a scalar field φn : V ⊂ R3 → R1 ,
• scalar function φn : Vz → R1 for odd n with a vector field φn ≡ j : V → R3 ,
n

• φ (z)
n → n · φ (r)
z∈∂Vz n for odd n (n . . . unit outward normal to ∂V at r)
r∈∂V
(all vectors are implicitly treated as column vectors, except for n, which is assumed to be 1 × 3).
Note that the last item implies that at the interfaces, transformation from the local one-
dimensional reference frame to the global three-dimensional one is done in direction of the out-
ward normal. This means that the outgoing SP3 partial currents in the global three-dimensional
frame will always correspond to the upward (positive z) directed SP3 partial currents Jn+ in the
local one-dimensional frame and likewise the incoming three-dimensional SP3 partial currents
will always correspond to the downward (negative z) directed one-dimensional SP3 partial cur-
rents Jn− . Consequently, both 1D SP3 boundary conditions that are to be extended to the global
3D system will have the form of top boundary conditions, which amounts to changing in (3.55)
the plus sign at the SP3 currents and in the superscript of the prescribed incoming SP3 currents
to the minus sign as these conditions are derived from j−m (zT ) = j−in,m (zT ) instead of the first eq. in
(3.39). Also note that the prescribed currents are azimuthally extended (cf. eq. (2.56)) as:
Z 0 Z 2π
−
jin,n (r) = dµ Pn (|µ|) dϕ ψin (r, µ, ϕ).
−1 0
Using now a more succinct matrix notation and dropping spatial dependence (every following
variable depends on r), the generalized SP3 Fick’s law becomes

" # " # " #
J1 D1 0 ∇Φ0
J≡ =− · ≡ −D∇Φ, (3.56)
J3 0 D3 ∇Φ2
T
where Φ = Φ0 , Φ2 is the vector of even SP3 angular moments and the gradient (as well
as divergence) of a vector (as well as matrix) is conventionally taken element-wise. The SP3
equations (3.54) then become:
" # " # " #
−∇ · D1 ∇ + Σa0 −2Σa0 Φ0 1
· = S̃ 0 , (3.57)
− 23 Σa0 −∇ · D3 ∇ + e
Σa2 Φ2 − 23
4 5
with e
Σa2 = Σa0 + Σa2 , or equivalently
3 3
−∇ · D∇Φ + Σa Φ = S3 , (3.58)
where  
" #  Σa0 −2Σa0  " #
D1 0 1
D= , Σa =   ,
 S3 = S̃ 0 (3.59)
0 D3 − 32 Σa0 4
Σ
3 a0
+ 53 Σa2 − 23
(index at the source term will be explained in a moment).

They are supplemented with the conditions of Marshak form (3.55) (with the minus sign at
the SP3 currents as explained above):
" # " # " #" # " − #
n o J1 1/2 −3/8 Φ0 j
· = − 2 in,1
o n J3 −1/8 7/8 Φ2 j−in,3
at the inhomogeneous boundary (r ∈ ∂V0 )

" # " # " #" #
n o J1 γ 4 −3 Φ0
· =
o n J3 4 −1 7 Φ2
(o is the 1 × 3 vector of zeros) at the homogeneous boundary (r ∈ ∂Vh ). Defining the 2 × 6 matrix
" #
n o
N= (3.60)
o n
h iT
and vector j−in = 2 j−in,1 , 2 j−in,3 of prescribed incoming SP3 currents, the generalized Fick’s law
allow us to rewrite the three-dimensional SP3 boundary conditions in the final compact form:
" #
− 1/2 −3/8
N · D∇Φ + CΦ = jin , C = , at ∂V0 , (3.61a)
−1/8 7/8
" #
1 −3/4
N · D∇Φ + γGΦ = o, G = , at ∂Vh , (3.61b)
−1/4 7/4
which are, respectively, the inhomogeneous and homogeneous Robin boundary conditions for
the SP3 moments. Analogically, the conditions at the inner interfaces of dissimilar materials are

Φ∂V = Φ∂V , and N · J ∂V = N · J ∂V . (3.61c)
→ ← → ←
All the steps performed on previous lines are summarized by the operator matrix formulation:
B3 Φ = S3 , where B3 = −∇ · D∇ + Σa , (3.62)
matrices D, Σa and vector S3 are defined by (3.59) and boundary and interface conditions are
given by (3.61). The subscript index 3 corresponds to the SP3 approximation. Note also, that the
scattering part H3 of the operator B3 ≡ L3 − H3 is contained in Σa .
In the same way, the SP1 , or diffusion model, could be represented as
B1 Φ0 ≡ B1 φ = S , where B1 = −∇ · D1 ∇ + Σa , (3.63)
where the diffusion coefficient is defined in (3.51) (or (3.46)).

As a final remark, the procedure leading to three-dimensional SP3 equations (3.62) could
be readily extended to higher order SPN approximations. Kotiluoto [Kot07] or Montagnini
[CCMR02], for example, present the coefficients of the SPN equations for general N. How-
ever, numerical evidence shows that the SP3 equations are usually sufficiently accurate for wide
range of practical problems (more on that in the discussion at the end of this subsection) and they
allow an illustrative derivation suitable for this thesis.
3.3.7 Theoretical analysis of the 3D SPN approximation

Over the first thirty years that followed Gelbard’s initial idea, numerous practical calculation
results have proven it right. Only at the beginning of 1990’s, however, first mathematical analyses
of the completely formal approach have been performed in order to settle the (rightful) disputes
about theoretical basis of the method. The two most influential approaches that strengthened the
theoretical foundations of the SPN approximation are the asymptotic analysis and the variational
analysis. Both allow mathematically precise derivation of the SPN equations, but differ in what
additional information do they provide about the approximation.
Overview of asymptotic analysis
The asymptotic analysis, pioneered by Edward Larsen ([Ada04]), is based on the observation of
the behaviour of a general problem as it approaches a particular physical limit that is of greater
interest. To this end, a small fudge factor, ε 1, is introduced into the parameters of the
problem (e.g. the cross-sections) so that in the limit ε → 0 the desired special case emerges.
In his early work, Larsen demonstrated that in an interior of optically thick (large optical path
length (2.29), or equivalently small mean free path MFP = 1/Σ = O(ε)20 and highly scattering
(Σt ≈ Σ s ) medium, the diffusion equation (or P1 approximation) asymptotically approaches the
transport equation (for a sketchy but very illustrative explanation, see [Ada04]). Later, Larsen
together with Morel and McGhee ([LMM95]) generalized the result by proving that, under the
assumptions
1. Σt = O(ε−1 ) (⇒ MFP = O(ε)) – an optically thick system,
2. that probability of absorption is small (of order ε2 )
3. scattering is not highly forward-peaked21 ,
leading to a collection of fixed source transport problems symbolically written as22

Bψ (·; ε) ≡ (L − H)ψ (·; ε) = Q(·; ε),
where dependence of the operators (and consequently the solution) signifies the scaling of the ac-
tual problem parameters by ε, the following holds (using the notation for approximate operators
from previous subsection):

• Bψ (·; ε) = B1 φ (·; ε) + O(ε3 )
h i
• Bψ (·; ε) = B3 Φ (·; ε) + O(ε7 ) and
h i1
Bψ (·; ε) = B3 Φ (·; ε) + O(ε7 ), provided that
2
4. the system is homogeneous or the transport solution shows a nearly
one-dimensional behaviour in the vicinity of interfaces of different materials by hav-
ing there sufficiently weak tangential directional derivatives.
By the analogy with traditional numerical analysis of approximations of a continuous problem
by difference schemes, we might say that the SP1 (i.e., diffusion theory) is a physically consistent
approximation, of order O(ε3 ), of the multigroup neutron transport problem in a physical regime
defined by the conditions 1 – 3 above. Under the additional assumption 4, the SP3 equations
are the higher-order (O(ε7 )) approximations of the transport problem and may be viewed as
asymptotic corrections of the diffusion model.
Overview of variational analysis
The largest merit of the variational analysis lies in revealing the right interface and outer bound-
ary conditions during the derivation. The seminal paper in this area has been written by Brantley
and Larsen, [BL00], who derived the multigroup SP3 equations as approximate Euler-Lagrange
equations in the space of trial functions spanned by the same angular basis as used in the full
P3 approximation. The functional that is minimized by their solution characterizes deviations
20
In this context, I understand the symbolism f (x; ε) = O(ε) as that there exists a bounded function C(x) such
that | f (x)| ≤ |C(x)| ε; for a classical definition of the O symbol, see [RVCK95, Def. 11.4.6].
21
This can be equivalently expressed by the requirement that the mean scattering cosine is not close to unity.
22
The authors actually proved the results in a multigroup setting.
from an arbitrary reaction rate (eq. (2.12) in multigroup approximation). Marshak boundary and
interface conditions of type (3.38) are derived along with the equations and they together define
a practical method that is in the above variational sense optimal for calculating the reaction rates.
The derivation relies on an assumption of one-dimensional behaviour at internal interfaces and
boundaries, which is consistent with the asymptotic derivation.
Comments
Both the asymptotic and variational analyses provided valuable information about the theoretical
properties of the SPN approximation and thus increased confidence in its practical usage. Con-
clusions drawn from recent numerical experimenting have been very helpful in deciding about
which transport method to implement in the current diffusion solver to improve its accuracy.
The ”diffusive” physical regime characterized by the conditions 1 through 4 above is rea-
sonably well attained in real nuclear reactors. Then, argumenting by the asymptotic analysis,
the diffusion equation is expected to adequately model the neutron transport processes and this
secured its firm position in practical core-calculation codes. However, by the same argument,
more accuracy can be gained by using the SPN equations and indeed, this is what the researchers
experimenting numerically with SPN approximations generally observed. However, as the as-
sumptions under which the asymptotic analysis is valid indicate, the SPN approximation is prob-
ably not a right choice for problems with strong multidimensional transport effects and complex
spatial heterogeneities, although some numerical results show that it is not always the case (see
the discussion in [BL00]). Anyway, improvement over diffusion theory is naturally expected also
for such problems.
Downar [Dow05] compared the S16 , SP3 and diffusion approximations over several model
problems, with results that the SP3 method well agrees with the high-order transport solution of
the S16 method and provides more than 80% improvement in reactor critical number and 50% to
30% improvement in pin powers over the diffusion approximation. Somewhat smaller but still
well-noticeable improvement has been obtained by Brantley and Larsen in [BL00]. Similarly
to Downar and others, however, they conclude that SP3 captures most of the transport effects in
diffusive regimes of nuclear reactors (and that higher orders than 3 are not usually necessary, as
also shown e.g. by Cho et al. in [CKL+ 07]).
The authors also mention the generally observed computational efficiency of the method,
which is for low orders much greater than that of solving the corresponding SN or PN equations
and only twice or three-times worse than that of solving the diffusion problem. They also warn,
however, that more careful spatial discretization than in the diffusion methods is required in order
to capture the sharper boundary layer behaviour of the more transport-like SP3 approximation.
Employing the SP3 approximation within the higher-accuracy nodal methods would therefore
be highly desirable. Beckert and Grundmann ([BG08]) or Downar developed and tested the
nodal SP3 methods for rectangular geometries, Kim et al. ([KYHK09]) recently implemented a
hexagonal SP3 solver and. Again, they conjointly reported good improvements over the diffusion
theory.
3.4 Multigroup 3D SP3 approximation 64
3.4 Multigroup 3D SP3 approximation

In this last section of Chap. 3, the energetic approximation of the neutron transport equation
via the multigroup theory and its angular approximation via the simplified spherical harmonics
method of third Legendre order, developed in previous sections, will be collected together.
It has been already shown that the mono-kinetic SPN equations can be straightforwardly
derived from the mono-kinetic PN equations (3.32) under the assumption of zero higher-order
Legendre moments of sources. In order to use the multigroup scheme to include energy transfer,
specification of the multigroup physical parameters such as cross-sections or fission spectra is
required. This has been discussed in Sec. 3.2, although the question of the angular dependence
introduced into multigroup total cross-section and non-directional albedo coefficient has been left
open. A natural answer is now provided in the framework of spherical harmonics methods and
will be presented below. In addition, multigroup SPN methods require specification of multigroup
generalized diffusion coefficients, which is a highly non-trivial task (see e.g. [Sta01, Chap. 10]). I
will only mention one difficulty connected with anisotropic group-to-group scattering and, based
on its resolution, define the SP3 diffusion coefficients in one of the many possible ways.
A practical procedure for solving the resulting equations will be given at the end. The last
obstacle before its transformation into a computer program – the spatial discretization – will be
addressed in the following Chapter 4.
3.4.1 Multigroup total collision cross-section

The one-dimensional PN equations can be written in the multigroup form analogically to eq.
(3.8). Using the group variables (3.5), (3.6), (3.7) and the last two of (3.9), it reads
g g
n + 1 dφn+1 n dφn−1
+ + Σgt φgn = Σgg g g
sn φn + S n , n ≥ 0, (3.64)
2n + 1 dz 2n + 1 dz
where the group source moments are defined (assuming isotropic fission and external sources,
using (3.35) and orthogonality of Pn ) as
X
G
0 g0
X
G
0 0
X
G
0 g0 χgf X
G
0 0
S 0g = Σgg
s0 φ0 + χgf νΣgf φg0 g
+Q , or S 0g = Σgg
s0 φ0 + νΣgf φg0 ,
g0 =1,g0 ,g g0 =1 g0 =1,g0 ,g
λ g0 =1
(3.65)
X
G
gg0 g0
S ng = Σ sn φn , n ≥ 1.
g0 =1,g0 ,g
Note that I have separated from the group sources the self-scattering part, which will prove useful
later. At this moment, notice that in order to exactly satisfy the group-integrated continuous
energy PN equation, group moments of the total cross-section would have to be defined as
R R
g
dE Σt (z, E)φn (z, E) g
dE Σt (z, E)φn (z, E)
Σgtn (z) = = R , n ≥ 0. (3.66)
φgn (z) dE φ n (z, E)
g
In three dimensions, z would be replaced by r as before. These energy-wise constant total cross-
sections could be obtained for each grup by the same approach as the other group constants,
described in Sec. 3.2.1.
Instead of introducing new total cross-section in every moment equation, however, a simple
flux-weighted parameter is used in all the relevant publications available to me at the moment of
writing the thesis ([BG08, BL00, Dow05, KYHK09]):
Σgtn = Σgt0 ≡ Σgt , n ≥ 0.
This is not only convenient for implementation, but also avoids possible problems arising from
the fact that angular flux moments are not necessarily positive and hence could make the integral
in the denominator of (3.66) close to zero ([San09]). This, of course, applies also to the inter-
group scattering cross-sections.
3.4.2 Multigroup boundary conditions

Similar considerations apply to the multigroup albedo coefficient, which should be correctly
weighted by the partial current moments. Description of the theoretical aspects of obtaining
the multigroup albedo coefficients for transport theory goes, however, beyond the scope of this
thesis. Therefore, I will assume they are given, via the multigroup albedo matrix β of eq. (3.14).
This matrix shows that the albedo condition produces a group-to-group coupling, although
– being lower triangular – only from lower groups to the higher. Nevertheless, this coupling is
inconvenient for a simple implementation (yielding additional terms in the SPN prescription for
albedo conditions, eq. (3.61b), in higher groups) and will not be taken into account, as it is also
not in boundary input data of any of the available benchmark and validation problems.
The complete multigroup boundary conditions are then specified for g = 1, . . . , G as:
N · D g ∇Φg + CΦg = j−,g

in , at ∂V0 , (3.67a)
N · D g ∇Φg + γg GΦg = o, at ∂Vh , (3.67b)
where " # " # " #

Dg1 0 Φg0 2 j−,g 1 − αgg
g
D = , Φ =g
, j−,g = in,1
, γg =
0 Dg3 Φg2 in 2 j−,g
in,3 2(1 + αgg )
and the matrices C and G are given in (3.61). Interface conditions are defined analogically.
3.4.3 Multigroup SP3 diffusion coefficients

In the framework of the multigroup approximation, the mono-kinetic SP3 (or SP1 ) equations
(3.62) (or (3.63)) constitute the within-group equations, in which the inter-group coupling is
contained in the fission and scattering components of the SP3 group source terms S̃ n . As can
be seen by comparing the multigroup PN equations (3.64) with the mono-kinetic eq. (3.34), the
scattering component of the mono-kinetic ”absorption moments” (3.36) is actually represented in
the multigroup scheme by the within-group self-scattering, yielding the group removal moments:
Σgan (r) = Σgt (r) − Σgg
sn (r), n ≥ 0, (3.68)
corresponding to the usual group removal cross-section ([Han07, eq. 3.47]): Σgr = Σga0 .
In the mono-kinetic case, the absorption moments have been used to define the SPN diffusion
coefficients by eq. (3.51), allowing a straightforward derivation of the final equations by using
the generalized Fick’s law. However, the necessary condition for doing so required S n (r) = 0
for n ≥ 1. Returning into the multigroup world and looking back at equation (3.65) reveals,
that by neglecting the higher order group source moments we would actually neglect the higher
order Legendre moments of group-to-group scattering and possibly also of fission and external
sources. This is usually acceptable for the latter two but almost never for the first.
Nevertheless, the appealing mathematical form of the original SPN equations made some
researchers ([BL00]) actually use the approximation of no anisotropic group-to-group scattering
in their multigroup formulation23 :
0
Σgg
sn (r) = 0, g0 , g, n ≥ 1.
The SP3 (or analogically diffusion) equations are then expressed as in Sec. 3.3.6, using the SP3
group diffusion coefficients
1 3
Dg1 (r) = , Dg3 (r) = , (3.69)
3Σga1 (r) 7Σga3 (r)
and the SP3 group source terms (derived from eq. (3.65) using eq. (3.53)):
X
G
0 h 0 0 i X
G
0 h 0 0 i
S̃ 0g (r) = Σgg
s0 (r) Φg0 (r) − 2Φg2 (r) + χgf νΣgf (r) Φg0 (r) − 2Φg2 (r) + Qg (r),
g0 =1,g0 ,g g0 =1 (3.70)
S̃ ng (r) = 0, n ≥ 1.
Definition of group currents Jg1 , Jg2 by the multigroup SP3 Fick’s law is now obvious, as is the
modification of eq. (3.70) for eigenvalue calculations.
On the other hand, Beckert and Grundmann [BG08] report large errors in pin-by-pin calcu-
lations when anisotropic energy transfer is wholly neglected. They propose (and have success
with) including the first order anisotropic group-to-group scattering by using in the first multi-
group SP3 diffusion coefficient Dg1 the multigroup transport cross-section24 :
X
G
0
Σgtr ≡ Σgt − Σgs1g = Σgt − Σgs1 = Σgt − µg0 Σgs0 (3.71)
g0 =1
23
Recall that some modifications may be applied in order to include the anisotropic source contributions, which,
however, generally break the structure of the SPN equations.
24
Condition (2.14) has been used to obtain the second identity.
instead of the ordinary group removal cross-section. This is analogical to the traditional transport
correction of the diffusion theory and is based on the same assumption
X
G
0
X
G
g0 0
Σgg
s1 (r)φ1 (r) = Σgs1g (r)φg1 (r).
g0 =1 g0 =1
This approximation has been shown to be sufficiently accurate in diffusive environments with
weak absorption for which the SPN model ought to be applied (see the references in [BG08]).
3.4.4 Practical implementation

Having now a set of multigroup constants at our disposal, we may obtain the multigroup SP3
equations from the mono-kinetic equations (3.62) in essentially two ways.
Angle-group scheme
In this first approach, we define the multigroup SP3 operators
Bg3 = −∇ · D g ∇ + Σga , g = 1, 2, . . . , G, (3.72)
where  
" #  Σa0
g
−2Σga0  " #
Dg1 0 1
g
D = , Σa = 
g  ,
 Sg3 = S̃ 0g (3.73)
0 Dg3 − 23 Σga0 4 g
Σ
3 a0
+ 53 Σga2 − 32
and solve, at every outer iteration, a sequence of complete within-group SP3 problems
Bg3 Φg = Sg , g = 1, 2, . . . , G, (3.74)
with boundary conditions (3.67).

The solution proceeds from lower energy groups to the higher while progressively updating
the down-scattering source in Sg in a Gauss-Seidel manner. This way are the SP3 equations
solved by Brantley and Larsen [BL00]. Both SP3 moments could be solved at the same time by
direct inversion of the within-group matrix operator Bg3 or by an inner iteration25 . A Gauss-Seidel
type iteration over the SP3 moments, solving for Φ0 first and then for Φ2 , has been used by the
cited authors who called it a FLIP iterative scheme.
The original formulation of this scheme is obtained by transferring the off-diagonal terms in
matrix Σa to the right-hand side and appropriately adding the inner iteration index q. The result
25
This is the inner iteration of eq. (3.17) applied to the SPN method. Note that the constituent equations of each
inner iteration (produced by spatial discretization) could be solved by still another iteration, leading to a total of
three iteration levels.
is explicitly written as follows (group and outer iteration index omitted):
−∇ · D1 ∇Φ(q) (q) (q−1)

0 + Σa0 Φ0 = 2Σa0 Φ2 + S̃ 0 ,
! !
(q) 4 5 (q) 2 (q) (3.75)
−∇ · D3 ∇Φ2 + Σa0 + Σa2 Φ2 = Σa0 Φ0 − S̃ 0 , q = 1, 2, . . .
3 3 3
Boundary conditions (3.67) for the given group are modified accordingly by manipulating matri-
ces C and G like Σa :

1 (q) 3 (q−1) −  
n · D1 ∇Φ(q) + Φ = Φ + 2 j 
in,1 

0
2 0 8 2 

 at ∂V0 , (3.76a)
7 1 −  

n · D3 ∇Φ(q)
2 + Φ (q)
= Φ (q)
+ 2 j in,3 
8 2 8 0

3γ (q−1)  
n · D1 ∇Φ(q) + γ Φ (q)
= Φ 

0 0
4 2  
at ∂Vh . (3.76b)
7γ γ 


(q)
n · D3 ∇Φ2 + Φ2 = Φ0 (q) (q) 


4 4
The converged SP3 moments are inserted into eq. (3.53) to obtain the scalar flux and update
down-scattering source for the FLIP iteration in the next lower group. After all groups are swept,
fission sources (and possibly the eigenvalue) are updated and the next outer iteration begins.
Group-angle scheme
Rather than defining the multigroup SP3 operators via the matrices of multigroup physical pa-
rameters (3.73), we may consider the physical parameters themselves to be G × G matrices and
use them in the mono-kinetic SP3 equations (3.62). Since this leads to ordering of the vector
of unknown SP3 moments such that the group index is placed innermost and the moment index
outermost, the angle-by-angle FLIP (Gauss-Seidel) iterative scheme is natural in this case. It is
now written as
−∇ · D1 ∇Φ0 (q) + Σ a0 Φ0 (q) = 2Σ a0 Φ2 (q−1) + S̃0 ,
! !
(q) 4 5 (q) 2 (q)
(3.77)
−∇ · D3 ∇Φ2 + Σ a0 + Σ a2 Φ2 = Σ a0 Φ0 − S̃0 , q = 1, 2, . . . ,
3 3 3
where
 1   1     
 Dn   Σan   Φ1n   S̃ 01 
     ..   .. 
D n =  ..
.  , Σ an =  ..
.  , Φ n =  .  , S̃0 =  .  .
       
DGn ΣGan ΦGn S̃ G0
Boundary conditions are specified for the two moment equations (3.77) by eq. (3.76), written
with the multigroup vector Φ n, analogically defined multigroup vector of incident current mo-

ments and the diagonal multigroup matrix Γ = diag γ1 , . . . , γG .
At every outer iteration, the 0th moment equations are solved in all groups first, using Φ2 ,
fission and scattering sources computed in the previous iteration. Since the inter-group coupling
represented by the latter two is via the scalar flux that depends on both SP3 moments, only a
Jacobi-type inner iteration over the groups may be used to solve the system of multigroup 0th
moment equations. Once the moments Φg0 are obtained for all groups, they enter the ensuing
solution of the 2nd moment equations as sources on their right-hand side. In the group-by-group
solution of the 2nd moment equations, down-scattering could be already treated in a Gauss-Seidel
manner by using the lower-groups portion of the actual 0th order SP3 moments and the the already
calculated 2nd order SP3 moments to determine the scalar flux by eq. (3.53). After the moments
Φg2 are obtained for all groups, fission sources (and possibly the eigenvalue) are updated and the
next outer iteration begins.
Conclusion
Spatial discretization performed in the following chapter still increases the ordering possibilities
for the final system of linear algebraic equations for values of the SP3 moments on a spatial
grid. Their results remain the same in all cases, of course, although the properties of the system
matrix change and may influence the performance. Downar analyzes various ordering schemes in
[Dow05], concluding that the space-group-angle choice is superior over the angle-space-group.
Since the primary aim of this thesis is to show that the SP3 approximation actually works and
may be used in future in conjunction of the nodal method, I have chosen the space-angle-group
approach as it best fits into the current diffusion code (which will be shown in the following
chapter). More thorough analysis of the ordering impacts could be one of the possible ways for
improving the code in the future.
70
Chapter 4
The multigroup SP1 and SP3 methods in the

hex-z geometry
The final step leading towards a computer-executable solution scheme is the discretization of
the multigroup equations (3.74) with respect to spatial variable. In this step, we can take full
advantage of the SP3 formulation since the resulting equations have a form of coupled elliptic
partial differential equations, as can be seen from eq. (3.72) and (3.73). The same approach that
has been used to discretize the diffusion equation (i.e. the SP1 equation) can therefore be taken
to discretize the higher order SPN equations.
In my Bachelor’s thesis [Han07], I derived the finite volume scheme (FV) as a discrete rep-
resentation of the multigroup diffusion equations in a two-dimensional cross-section of a core
with hexagonally shaped fuel assemblies. The finite volumes, called nodes, have been deliber-
ately chosen as large as the assemblies to facilitate an efficient numerical solution. Of course,
large spatial discretization errors would arguably make the results nonsensical if so-constructed
FV method had been used alone. Therefore, a non-linear procedure, called coarse-mesh, finite-
difference method (CMFD) has been employed, in which the CMFD equations are gradually
corrected by a more accurate nodal method (as already outlined in the Introduction, Sec. 1.1.2).
Accuracy of the nodal method crucially influences accuracy of the results and we devoted
a great deal of effort to its improvement over the past two years. It is beyond the scope of this
thesis to give a detailed account of even any of them. The nodal method is also still a work
in progress, which is from the largest part performed by my colleague Roman Kužel, who is
truly the person that deserves main credit for the reported achievements. Therefore I only briefly
describe the principle of the method and summarize the biggest enhancements to the previous
version in Sec. 4.2.
The focus of the next part of this chapter will rather be on a fine-mesh, finite-difference FMFD
solver, which improves the solution accuracy by traditional mesh refinement. The decision to
develop the fine-mesh solver along with the production-oriented CMFD solver has been made
partly because the need for some easily customizable reference solver for verification purposes,
4.1 Spatial discretization by finite volumes 71
partly because the need for heterogeneous solution for homogenization purposes. The latter
procedure will be briefly outlined in Sec. 4.3, again with numerical results from the diffusion
solver applied to a real heterogeneous problem provided by Š-JS.
4.1 Spatial discretization by finite volumes

Thanks to the conservative form1 of the SPN equations, formally equivalent with that of the diffu-
sion equation, derivation of the corresponding finite volume scheme closely copies that presented
in a two-dimensional geometry in [Han07, Sec. 4.3] and later extended into three dimensions in
[HBB+ 08]. I shall therefore only outline its basic principle on the diffusion equation (3.63).
4.1.1 The finite volume method – basic principle

By integrating the equation (3.63) over each of the homogeneous bounded volumes (nodes) Vi ,
S T
such that i Vi = V, i Vi = ∅ (zones with the same material composition comprising the whole
core), and using the divergence theorem of Gauss and Ostrogradskij, we obtain the following
discrete expression of nodal balance in group g:
1 X g X X
G G
0 g0 0 0
Γi,ξ ji,ξ + Σgi,r φgi = Σgg φ
i,s i + χ g
νΣgi, f φgi + Qgi . (4.1)
|Vi | ξ g0 =1,g0 ,g g0 =1
where Σgir is the removal cross-section as defined by (3.68), the index i denotes association of a
S
quantity to the volume Vi , and ξ denote the surfaces Γi,ξ ⊂ ∂Vi , ξ Γi,ξ = ∂Vi , oriented by the
unit outward normal nξ , and Γi,ξ is the measure (area) of face Γi,ξ . The discrete unknowns of
this equation are the volume-averaged scalar flux and the face-averaged neutron currents:
Z Z
g 1 g g 1
φi ≡ dr φ (r), ji,ξ ≡ dA jg (r) · nξ , (4.2)
|Vi | Vi Γi,ξ Γi,ξ
which are also used to express the boundary conditions. The average external sources are defined
analogously and the cross-sections are spatially constant by the assumption of homogeneity.
To obtain a set of well-defined linear algebraic equations of only one type of unknown (most
usually the average scalar flux), a relation between the surface currents and nodal fluxes has to be
provided. In this case, it may be obtained from the Fick’s law j = −D∇φ·n. By approximating the
directional derivative at the interface Γi,ξ between nodes Vi and and its neighbour in the direction
of the interface normal nξ (further denoted Vi+ξ ) with the finite-difference quotients from both
sides of the interface and combining the two expressions so that the resulting approximation of
1
Here I mean by conservative form that if the approximate streaming operator, i.e. first term in eq. (3.62), is
integrated over a spatial region, the result can be directly interpreted as leakage through the region’s surface
interface current be conservative ([Han07, Sec. 4.3.1])2 , we obtain
g Dgi Dgi+ξ
Ji,ξ = −Dgi,ξ (φgi+ξ − φgi , Dgi,ξ ≡ , (4.3)
h+i Dgi+ξ + h−i+ξ Dgi
where h+i and h−i+ξ , respectively, denote the distance from the centerpoint of the interface Γi,ξ to
the center of nodes Vi and Vi+ξ , respectively. If any face of node Vi coincides with the core
boundary ∂V, the specified boundary conditions must be used to obtain the relationship. For the
example of albedo boundary conditions of the form j · n − γφ = 0, this equation is discretized
at the boundary by the same finite-difference principle and the additionally appearing unknown
boundary flux is eliminated, leading in the diffusion case to the relation ([Han07])
g 2Dgi γg
Ji,ξ = Dgi,ξ φgi , Dgi,ξ ≡ + g . (4.4)
hi γ + 2Dgi
Coarse-mesh discretization
In the CMFD method, a core with hexagonal assemblies (typical, but not exclusive, to the Russian
VVER reactors) is modelled in three dimensions by cutting it along the z axis into a set of radial
planes and overlaying each plane by nodes coinciding with the real assemblies loaded into the
reactor. Denoting by IA the number of assemblies and by Vi the specific nodes, the core domain
SIA J
is thus discretized as V = i=1 Vi , where J is the number of axial cuts. The node has eight faces:
ξ ∈ {x±, u±, v±, z±}, by pairs perpendicular to the four principal directions defined by the four
positive-direction normals n x , nu , nv and nz 3 – see the illustration in Fig. 4.1.
Discretization in the axial direction need not be uniform:
h+i , h−i+z ,
allowing a finer subdivision if more accuracy is desired. Of course, the heights
+ −
hi,z = hi + hi of nodes in each column along the z axis sum to the total height of the core,
denoted H. Discretization is however fixed in each radial plane to
h+i = h−i+ξ ≡ hi,ξ ≡ h,
where h is the assembly pitch. Correcting the discretization errors for large assemblies4 is the
task left to the nodal method. Nodal dimensions are finally given by

h  
`h√i,z for ξ ∈ {x, u, v}±,
`= √ , Γi,ξ = 
 2 , |V i | = Γi,z hi,z .
3  h 3 for ξ = z±
2
2
Besides conservativity, the approximation of interface currents has to be also consistent in order to prove con-
vergence of the FV scheme, i.e. it must approach the exact surface-averaged current from eq. (4.1) in the limit of
vanishing nodal spacing (for more details see [Han07, Sec. 4.3.1] and the references therein).
3
i.e. the ± faces share the same normal direction, but differ in their outward orientation
4
h = 23.6 cm in a typical VVER-1000 reactor, which is much more than the neutron’s MFP in the core, signal-
izing large spatial discretization errors ([Sta01])
nz+
Γi,z+
nv+ nu+ Γi,x+

Γi,v+ Γi,u+
h hz Γi,v−
nx+ Γi,x−
z y
x
Γi,u−
` Γi,z−
Coordinates of radial cross section Hex-Z prismatic node
Figure 4.1: A node in the hex-z geometry
The set of linear algebraic equations that results from writing the balance eq. (4.1) for each
node of the just described core nodalization and expressing the internodal leakage by the approx-
imate Fick’s law (4.3) is explicitly stated in [Han07] (2D) or in the form of group-block matrix
in [HBB+ 08] for the 3D case, including the boundary conditions. This latter concise form of
the multigroup equations remains the same also in the fine mesh discretization and formally also
when the spatially discretized equations arise from the angle-group SPN discretization scheme,
as presented in the previous chapter. This will be shown shortly by eq. (4.6).
Fine-mesh discretization
In the FMFD method, the finite volumes (I shall call them for simplicity also ”nodes” as in the
CMFD method) are formed by radially subdividing the hexagonal assemblies into finer zones,
mostly the equilateral triangles5 as shown in Fig. 4.2 (for simplicity, I consider at this moment
only a uniform subdivision of all radial hexagons).
Two levels of such subdivision are shown in the figure – the number of triangles per hexagon
in a general subdivision level T is equal to
U = 6T 2 .
The axial discretization is performed in the same way as in the coarse-mesh method and there
are consequently I = UIA nodes per radial plane and a total of IJ nodes comprising the whole
5
the other possibility being subdivision into lozenges
Figure 4.2: Hexagon subdivision for T = 1 and T = 2, respectively
core. Dimensions of the nodes are given with respect to the hexagonal assembly dimensions as:

hhex `hex  
`hi,z√ for ξ ∈ {x, u, v}±,
h= , `= , Γi,ξ = 
 2 , |V i | = Γi,z hi,z . (4.5)
3T T  hhex 3 for ξ = z±
2U
hz
Figure 4.3: Two neighbouring nodes in the fine-meshed hex-z geometry

4.1.2 The space-angle-group scheme

N 
In this section 4.1.2, the bold letters will denote the matrices whose elements represent the nodal
quantities, arising from the FVM discretization (their order is given by the total number of nodes
of the discrete finite volume mesh). The SP3 moment matrices for which the bold notation was
used in the previous chapter will be now denoted by square brackets around the letter.
If the angle-group scheme, given by eqns. (3.74), (3.72), (3.73) and (3.76), is discretized by the
FMFD procedure described above, a set of linear algebraic equations of the space-angle-group
scheme is obtained. It may be written in a ”group-block” matrix form (for simplicity for only
two groups with an obvious means of more-groups extension):
1 1 12 ! 1 ! 1 1 2 ! 1 ! 1 !
L + Σa − Σs Φ χ1 νΣ f χ νΣ f Φ Q
21 2 2 · 2 = 2 1 2 2 · 2 + 2 (4.6)
− Σs L + Σa Φ χ νΣ f χ νΣ f Φ Q
| {z } | {z } | {z } | {z } | {z }
[[B3 ]] [[Φ]] [[F]] [[Φ]] [[Q]]
where the bold letters indicate spatial discretization, the square brackets around them the SP3
angular discretization and the final superscripts the group indices. A system of an analogic form
would be obtained for SPN approximations of different orders, including diffusion, where the
brackets around the spatially discretized blocks of the multigroup matrix would disappear (see
[Han07, eq. 4.59]). Equations for the eigenvalue problem are also simply obtained from eq. (4.6)
1
[[B3 ]] · [[Φ]] = [[F]] · [[Φ]]. (4.7)
λ
Anyway, taking note of that [[B]] = [[L]] − [[H]], one may recognize equation (3.16), defining
the source iteration scheme for solving the equations.
The ”bracketed matrices” are all rectangular sparse matrices of order 2I J (I J equations for
each angular moment), so there is a total of 2GI J equations to be solved in the multigroup
SP3 approximation with G energy groups. The Σ s and Σ f matrices are diagonal, composed of
the scattering and fission cross-section constants for each homogeneous node. The L matrices
represent the streaming and are composed of the ”discrete diffusion coefficients” Dgi,ξ from eq.
(4.3), written, of course, in terms of the particular SP3 diffusion coefficient. Boundary conditions
are incorporated to the diagonal of the matrix at rows corresponding to the boundary nodes.
They are obtained analogically to the diffusion case by writing their equations (3.76) in terms
of the auxiliary boundary surface flux moments, approximating the gradient terms by the finite-
difference principle and finally eliminating the auxiliary surface variables. For instance, the
discrete albedo conditions for a boundary node Vi are given by
h g i
g g g g g g
g
2γ D 1 25hγ + 32D 3 Φ 0 − 24D Φ
3 2
J1,i,ξ =
8D1 7hγg + 8D3 + hγg 25hγg + 32Dg3
g g
h g i (4.8)
g g g g g g
g
2γ D 3 25hγ + 56D 1 Φ 2 − 8D Φ
1 0
J3,i,ξ = .
8D1 7hγg + 8D3 + hγg 25hγg + 32Dg3
g g
Note that this form of boundary conditions introduces coupling between the two angular
moment equations. Another such coupling is produced by the Σa matrices. This consequently
leads to the structure of the Lg matrix in each group shown in Fig. 4.4. It corresponds to the
FMFD discretization of the one sixth of the KNK-II core from the Appendix with IA = 29, T = 2,
J = 5. The detail on the part corresponding to the 0th moment, 1st group equations and then
further on the 0th moment, 1st group, 1st radial plane equations is given in figures 4.5a and 4.5b
for illustration. Except for the small block at the beginning6 , the matrices have a symmetrical
structure, but are non-symmetric due to the form of the Σa matrices (see eq. (3.73)).
Figure 4.4: Structure of the L matrix
6
arising, due to the rotational symmetry, from the coupling of the central assembly to the adjacent assembly No.
2 through all of its six sides, but only through one side of the assembly No. 2 of the computed symmetrical segment
(a) 0th moment, 1st group
(b) 0th moment, 1st group, 1st radial plane
Figure 4.5: Selected parts of the L matrix

4.1.3 Numerical tests

Diffusion theory (SP1 )
The FMFD method has been tested on several benchmarks from the ref. [CS95b]. As an illus-
tration, Fig. 4.7 compares the diffusion variant of the FMFD code with the code DIF3D ([Der],
used by Chao and Shatilla to generate their reference results) on the Benchmark No. 6 from the
cited reference. It is an eigenvalue problem set in a VVER-1000 type core with 163 assemblies
with a pitch of 23.6 cm and a total height of 200 cm. The core loading was homogenized into
five different materials, whose two-group physical parameters are available either in [CS95b] or
in my Bachelor’s thesis [Han07]. The core reflector was not modelled explicitly – instead, the
albedo boundary conditions of eq. (3.42) were specified. At the periphery of each radial plane,
the albedo coefficient γ was set to value 0.125, while γ = 0.15 at the top and bottom boundaries
of the core (for both groups).
Figure 4.6: The model composition of the VVER-1000 core from [CS95b, Bench. No. 6]
The radial section through the upper half of the core (with the numbers representing the ho-
mogenized materials), shown in Fig. 4.6, reveals the one sixth symmetry of the core, so only one
symmetric segment consisting of 28 assemblies was used used in the calculation. Composition
of the lower and the upper part of the core differ only in assembly No. 4, which has control rods
inserted into its upper half (material No. 4 in the upper half, No. 3 in the lower one).
Figure 4.7 shows for each assembly its number (the top number) and the relative differences
of the mean assembly powers (discrete equivalent of eq. (2.25)), normalized to the total core
power of unity, in the upper core and in the lower core, respectively (the two numbers below).
The core critical number keff and its relative difference to that reported by Chao and Shatilla is
also shown, in the units of pcm – percent-milli, or 10−5 .
Figure 4.7: Diffusion FMFD solution compared to DIF3D. The numbers in the hexagons are –
top: assembly No., middle and bottom: relative difference of mean assembly powers in the upper
and bottom halves of the core from the reference [CS95b]. The same homoegeneous materials
are coloured by the same shade.
The results demonstrate a near perfect match. The small differences could be attributed to
a different calculation setup and procedure (which the authors do not describe in much detail)
and possibly also to different numerical methods employed to solve the system of algebraic
equations. Our results have been obtained with the radial subdivision level T = 9, i.e. 486
triangles per hexagon, and a uniform axial division by 5 cm, i.e. into 40 radial planes (the same
number used by Chao and Shatilla). As for the numerical method, the stabilized bi-conjugate
gradients method provided by MATLAB (function bicgstab) has been used, preconditioned by
block incomplete LU factorization (function ilu) with drop tolerance7 of 10−2 . This method is
classical for the solution of large sparse non-symmetric systems, and I refer the reader to [Saa96,
Chap. 10] and [vdV92] for more details. The eigenvalue calculation continues while both
(p)
λ − λ(p−1) −6
g,(p)
g,(p−1)
< 10 and max φ − φ < 10−5 .
λ (p−1) g,V i
It is worth noting that the unaccelerated source iteration took 2 458 s, while the IRAM method
with the maximum subspace dimension 7 (recall Sec. 3.2.4) took only 375 s to converge to the
same result. These numbers are only illustrative, of course, but point at the latter method as at a
promising candidate for the final solver8 .
7
Numbers greater than this threshold that appear during the factorization at originally zero positions will be
dropped to reduce fill-in.
8
Even more as it is publicly available in the library ARPACK ([Ric])
Transport theory (SP3 )
The SP3 variant of the code has been tested on a Model problem No. 4 from [TI91]. It is
a small fast breeder core similar to a KNK-II core proposed by the researchers at the former
Kernforschungszentrum Karlsruhe in Germany. It consists of 169 hexagonal assemblies in a
30-degrees symmetric structure. The core is depicted in the Appendix, together with the full
specification of the problem and the four-group physical data.
Time permitted to test only the first type of problem with rods withdrawn and the last case
with the rods fully inserted. For preliminary testing of the transport method, only the calculated
keff has been compared with the results in the cited reference. Thanks to the relatively small
assembly pitch, only a radial subdivision with level T = 3 has been chosen; axial subdivision
was uniform by 10 cm, with a finer division by 5 cm where necessary to fit the specified geometry
(see the Appendix). The results are summarized in Tab. 4.1, together with running times of
the diffusion and SP3 methods (both used the same convergence criteria as the example in the
previous subsection and the same calculation method). The Monte Carlo (MC) reference results
and the full PN (i.e., not SPN ), for N = 1, 3, 7, reference results (those reported by Fletcher) are
copied from [TI91] to facilitate the comparison.
Method case 1 case 3 time for case 1

SP1 1.07969 0.89155 21 s
SP3 1.08494 0.90401 69 s
P1 1.07860 0.87217
P3 1.09558 0.89166
P7 1.09570 0.89203
MC 1.09510 0.87990
Table 4.1: Results of the KNK-II model problem (case 1: rods withdrawn, case 2: rods in)
It is clear, that the SP3 method provides slightly better results than the diffusion method,
although the difference on the selected model problem is not too convincing to justify the three-
times longer computing time (which is however in agreement with the other researchers observa-
tion, recall the discussion at the end of Sec. 3.3.7). However, it is in par with the results reported
by the participants in the cited report. Also, for the first case, the developed SPN methods behave
expectedly in comparison with the full PN methods, that is the diffusion (SP1 ) results are in par
with the P1 results and the SP3 results are in between the full P1 and P3 results.
In the second case, it seems that the difference from the Monte Carlo result is higher for the
SP3 method than for the diffusion method, but this agrees with Fletcher’s results, whose P1 results
are also closer to the MC results than the higher-order ones. A more thorough testing would be
needed to explain this a little surprising result (differences of the average fluxes will arguably tell
a different story), but this I have to leave at this moment for the future.
(a) Case 1 (rods out)
(b) Case 3 (rods in)
Figure 4.8: Distribution of the first group scalar flux in the the central plane of the model KNK-II
core, as computed by the SP3 solver
4.2 Transverse integrated nodal methodology 82
4.2 Transverse integrated nodal methodology

Nodal equations in most modern nodal methods are derived by performing the spatial transverse
integration procedure on the initial three-dimensional neutron diffusion or transport equation
over each coarse mesh (node), reducing it into a set of simpler lower-dimensional equations of
the same type and hence facilitating some better, more accurate approximation than that used to
obtain the fully three-dimensional CMFD (or FV) scheme. The lower-dimensional equations are
coupled through the transverse leakage terms, representing neutron migration in the remaining
directions. These terms require approximation and in fact, it is the principal source of error (the
only one in the analytic nodal methods). However, guessing the lower-dimensional transverse
leakage shape is generally easier than approximating the three-dimensional flux shape, which
someway justifies the whole procedure.
First level of the transverse integration procedure splits the three-dimensional equation into
a two-dimensional equation in radial directions and a one-dimensional axial equation. Nodal
methods that are based on such splitting are represented e.g. by the AFEN or DYN3D codes.
Following the same argument and continuing the procedure one step further, a set of one-
dimensional equations for each coordinate direction is obtained. For the relative simplicity of
one-dimensional equations and their solution methods, this approach has been chosen for the
nodal method developed as part of my previous thesis. However, when applied to non-rectangular
nodes (in particular those with hexagonal shape, required for nodal modelling of the Russian
VVER reactors), the two-level transverse integration suffers from both mathematical and physi-
cal difficulties connected with the definition of transverse leakage.
The local coordinate system of a hexagonal node shown in Fig. 4.1 defines in the radial plane
three principal directions and hence the two-fold transverse integration results in four coupled
one-dimensional equations, as opposed to three in a Cartesian coordinate system for rectangular
nodes. In the radial plane, boundaries of the hexagon transverse to any of the three principal
directions are not described by a smooth function, which introduces a non-physical singularity to
the transverse leakage function ([CS95b]). Moreover, the transverse boundary surfaces are not
aligned with the principal solution directions. This further complicates the transverse leakage
term by involving a contribution of neutron migration through the transverse surfaces to the
solution in the chosen direction, in the form of the (fundamentally unknown) transverse boundary
fluxes. Several approximate resolutions have been tried by various researchers in the past and
one successful due to Wagner ([Wag89]) has been chosen and verified in our previous work (it is
described in my Bachelor’s thesis). I will refer to this nodal code shortly as to ”NODWAG”.
4.2.1 Improvements of the NODWAG code

In this subsection, I will compare subsequent versions of the NODWAG code as they have come
into being throughout the past two years’ development process. I choose for illustration purposes
the Benchmark No. 1 from ref. [CS95b], which is a two-dimensional variant of the previously
mentioned benchmark problem No. 6, with vacuum outer boundary conditions. Figure 4.9
shows the best NODWAG results next to the best results obtained by the present code (PD stand
for the normalized mean assembly power, the subscript re f for the reference solution by Chao
and Shatilla and finally the subscript err for the relative difference from the reference).
(a) NODWAG
(b) NODCONF
Figure 4.9: Comparison of the NODWAG and the NODCONF code.

Evolution of the NODCONF code
To put the transverse integrated hexagonal nodal methods on a firm mathematical ground, Chao
and Shatilla ([CS95a, CS95b]) developed a method in which the hexagon is transformed to a
rectangle via the conformal mapping. By performing the transverse integration in the mapped
rectangular domain (three times, each time aligning the rectangle’s base with one of the prin-
cipal directions), the above mentioned problems with transverse leakage are elegantly avoided.
An important feature of the transformation that makes the whole procedure possible is that the
Laplacian operator is invariant under the mapping9 . Hence, the Laplacian neutron diffusion equa-
tion (or some higher-order SPN moment equation) with constant coefficients (due to the assumed
homogeneity of each node) remains after the mapping still elliptic in nature, only its coeffi-
cients become scaled by the mapping area scale function10 . The coefficients (cross-sections) in
the equations thus become spatially varying, but an explicit mathematical expression may be
obtained for the variation ([CS95b]).
Having implemented into NODWAG the conformal mapping procedure (hence the name
NODCONF of the final code) with the simplest flat transverse leakage ([Han07, HBB+ 08])
yielded first notable accuracy improvement, shown for the model problem in Fig. 4.10. Al-
though in some assemblies, the errors have risen, overalls is their distribution more even and in
particular, they do not exceed 5% anywhere in the core.
Figure 4.10: Results of the early version of the NODCONF code with flat transverse leakage
9
This has been well recognized in many branches of physics where the processes are governed by elliptic differ-
ential equations, in particular fluid dynamics.
10
in classical multivariable calculus represented by the Jacobian determinant
Noting that the largest errors occur at the boundaries of the core, we aimed at these parts
next. Rather than by a constant shape, we approximated the one-dimensional transverse leakage
by a linear function constructed using the information about the boundary. This idea has been
originally proposed by V. Zimin [ZB02] and led to further improvement of both the mean as-
sembly powers and critical number estimate (see Fig. 4.11). These results are in par with the
acknowledged ones of V. Zimin (also for different problems).
Figure 4.11: Results of the NODCONF code with flat transverse leakage inside the core and
linear approximation at the core outer boundary
The results shown in Fig. 4.9 were obtained by further improvements relating to the two
problematic nodes clearly identifiable from Fig. 4.11 ([Kuž09]).
4.3 Homogenization 86
4.3 Homogenization
In deriving the CMFD as well as the nodal equations, the material properties of each node have
to be spatially constant. Since the fuel assemblies inside a real reactor are highly heterogeneous,
either due to their construction or due to various effects associated with their long-term stay in the
core (such as fuel burn-up), the procedure of assembly homogenization has to be performed on
the initial data first to provide the required piecewise-constant description of the core properties
for the numerical methods. Although a recent trend is to avoid this procedure and perform the
core calculations with all the fine-scale heterogeneities taken into account ([Cho05, CKL+ 07]),
it is prohibitive in terms of computation time and homogenization still plays an important role in
core calculation methods. Although it is beyond the scope of this thesis to thoroughly describe
the homogenization procedure (see e.g. [Sta01, Chap. 14] for a detailed account), I will mention
at least its fundamental principle.
4.3.1 Theory
Thirty years after Koebke started the massive use of homogenization in nodal methods by for-
mulating the so called equivalence theory (ET, later generalized by Smith into GET), it is still a
method of choice for generating equivalent homogeneous input data for majority of nodal codes.
By the word equivalent in the previous sentence, an equivalency between the real problem and
the homogenized one is meant in the following sense. Consider a heterogeneous multigroup
eigenvalue problem, written in a global conservation form (obtained by integrating eq. (2.53)
over all directions and using the definition of net current (2.9)) as ([Smi86])
X
G
1X
G
g0 0
g
∇ · J (r) + Σgt (r)φg (r) = Hgg0 φ (r) + Fgg0 φg (r), g = 1, . . . , G. (4.9)
g0 =1
λ g0 =1
Solution of this equation may be considered as a reference solution, that we wish to attain in
some sense by solving a (desirably simpler) homogenized equation (with terms decorated by the
hat)
X
G
1X
G
g0 0
g
∇ · Ĵ (r) + Σ̂gt (r)φ̂g (r) = Ĥgg0 φ̂ (r) + F̂gg0 φ̂g (r), g = 1, . . . , G. (4.10)
g0 =1 λ̂ g0 =1
with coefficients constant over the homogenization region Vi . Specifically, if the homogenized
solution reproduces the average reference reaction rates (compare with def. (2.12)) over the
homogenization region as well as the average reference leakage through its boundaries,
Z Z
g g
dr Σ̂∗ (r)φ̂ (r) = dr Σg∗ (r)φg (r) (4.11a)
Vi
Z ZVi
dA Ĵg (r) · n = dA Jg (r) · n (4.11b)
Γi,ξ Γi,ξ
then also the eigenvalue will be reproduced and we attain with the homogeneous solutions the
reference solution in a weak integral sense. The spatially constant homogenized coefficients in
the given region that allow this are formally given as
R
g Vi
dr Σg∗ (r)φg (r)
Σ̂∗,i ≡ R .
dr φ̂g (r)
V i
Satisfaction of eq. (4.11b) depends on the transport model used for the homogenized prob-
lem. If it is diffusion (or SPN in general), evaluation of the net currents according to Fick’s
law would require to appropriately define the homogenized diffusion coefficient. Smith [Smi86]
recognized the problem of satisfying both (4.11a) and (4.11b) with a single constant diffusion co-
efficient, ultimately leading to a solution in which the diffusion coefficient is defined arbitrarily,
but the homogenized flux is allowed to be discontinuous at the interface between two adjacent
homogeneous regions (group index omitted):

fi φi Γ = fi+ξ φi+ξ Γ
i,ξ i,ξ
with the assembly discontinuity factors (ADF) determined exactly so that the real heterogeneous
flux is continuous:
φi φi+ξ
fi Γ = , fi+ξ Γ = . (4.12)
i,ξ
φ̂i Γi,ξ i,ξ
φ̂i+ξ Γi,ξ
As before, → and ← indicate the limits as r approaches the interface from left and right, respec-
tively, along the direction ξ.
It is evident that spatial homogenization is analogical to energy group condensation (Sec. 3.2),
where the multigroup constants were formally defined by relations (3.9) so that solution of the
condensed (group) equation (3.8) with these constants agrees in terms of integral average reac-
tion rates with the continuous energy equation integrated over the ”energy condensation region”
(i.e. group) Eg , eq. (3.3). It thus faces the same conceptual problems, namely that the solution of
the heterogeneous reference problem is not known, since otherwise we would not have to bother
with homogenization, and further the homogeneous solution in the formal definition of the ho-
mogenized coefficients is not known either as it requires these very coefficients as an input). The
same approach may be used to resolve these issues, i.e. using approximation of type (3.13):
φ ≈ ΦSA (4.13)
of the unknown heterogeneous flux by the result of an isolated single-assembly (or colorset)
calculation. Symmetry (specular reflection) boundary conditions are prescribed (i.e., zero net
current on the outer boundaries of the assembly or the colorset) to model the infinite lattice. The
normalization condition Z Z
dr φ̂(r) = dr φ(r)
Vi Vi
is used to resolve the second issue. If the zero net current boundary conditions are used, the
homogeneous solution in the node is constant and this normalization condition allow us to use
the results of the single-assembly heterogeneous calculation in denominator of (4.12). If we

knew some more information about the boundary of the node (for instance when it is placed
at the core boundary), we could arguably use it to obtain a better approximation (4.13) than
with the zero net current boundary conditions. In this case, the surface homogeneous flux in
eq. (4.12) is evaluated using the results of the single-assembly calculation by the nodal method,
for which the homogenization is performed, with input data11 from the heterogeneous single-
assembly calculation with the more precise boundary conditions.
In practice, the energy-group condensation and spatial homogenization are performed at the
same time, using the same single-assembly flux to weight the heterogeneous, continuous energy
cross-sections both spatially and energetically (i.e. there will be double integrals in eqns. (3.9)).
The homogenized multigroup parameters for each node are thus obtained and may be used in the
CMFD and nodal methods to perform the whole-core calculation.
The whole procedure is grossly dependent on the assumption of infinite, periodical structure
of assemblies in the core, characterized by zero net leakage between them. Significant leakage
is however usual in real cores, e.g. near the strong absorbing regions or at boundaries. Colorset
calculations may help in this case or the homogenization and nodal solutions may be intertwined
in a non-linear iteration, using the intermediate nodal solution to define more accurate bound-
ary conditions for the single-assembly calculation, which in turn provides refined homogenized
parameters for the nodal solver. This is an area of active research and a good overview of re-
cent progress can be found in [San09]. The author also generalizes the ADF’s to a general SPN
method by allowing discontinuity of even angular flux moments.
4.3.2 Practice
Assembly homogenization was tested on a two-dimensional section of a VVER-1000 core with
material composition corresponding to the beginning of fourth fuel campaign. The two-group
heterogeneous data were provided by Š-JS for 54 triangles in each of the 28 assemblies of the
symmetrical segment as a result of previous thermal-hydraulical calculations. The core was
supposed to be surrounded by vacuum. Heterogeneity at both core and assembly level is apparent
from Fig. 4.12, where values of νΣ1f are plotted for each assembly (the interassembly distribution
corresponds with the numbering shown in Fig. 4.2).
The calculation procedure consisted of two main parts – preparation of the homogeneous
data, spatially constant within each assembly, and using them afterwards in the NODCONF
solver to obtain the core critical eigenvalue and the mean assembly powers. The results from the
fine mesh heterogeneous solution with T = 12 (i.e. 864 triangles per hexagon) were used as a
reference (note that subdivision of the basic 54 triangles with specified material properties had
to be performed, so only a multiple of three could have been chosen for T ).
Relatively large errors occurred when only a simple volume-averaging was used to obtain
11
In the case of NODCONF, these are the node average flux, estimate of the eigenvalue and net currents for
evaluating boundary conditions and transverse leakage.
Figure 4.12: Distribution of νΣ1f in the Š-JS core example
homogeneous data for each node – see Fig. 4.13. When we used the homogenization procedure
with zero net current boundary conditions for each single-assembly calculation and without con-
sidering the ADF’s (i.e. setting them all to unity), the results even a bit worsened (Fig. 4.14).
This was an indication of the importance of either the boundary information or the discontinu-
ity factors (or both). Therefore, as a first step, we incorporated the information about the core
boundary by using at the outer boundary faces of the peripheral nodes the appropriate bound-
ary conditions instead of the zero net current conditions. The results hugely improved, in terms
of both the eigenvalue and mean assembly powers, as it is clear from Fig. 4.15. When, on the
other hand, we implemented the discontinuity factors and kept the zero net current boundary
conditions, we got an improvement over the simple volume averaging as well – the eigenvalue
estimate was better by almost one half and the power estimates for assemblies inside the core
too (Fig. 4.16). However, large errors occurred at the boundary, suggesting to combine the two
approaches, i.e. using the true boundary conditions where possible and the ADF’s in the nodal
calculations. However, this proved to be non-trivial since some theoretical aspects of the ho-
mogenization are violated by considering the large leakage characteristic for the specified albedo
conditions. Therefore, as a first approximation, we simply used the ADF’s for the inner nodes,
while setting them to unity for the boundary nodes. The results are in Fig. 4.17.
Figure 4.13: Š-JS test problem – volume averaging
Figure 4.14: Š-JS test problem – homogenization with pure reflective symmetry boundary con-
ditions and no ADF’s
Figure 4.15: Š-JS test problem – homogenization with true boundary conditions where possible
and no ADF’s
Figure 4.16: Š-JS test problem – homogenization with pure reflective symmetry boundary con-
ditions and the ADF’s
Figure 4.17: Š-JS test problem – homogenization with true boundary conditions where possible
and ADF’s considered only inside the core
93
Chapter 5
Conclusion
The subject of this thesis has been the study of Boltzmann’s transport equation, as applied to
modelling of neutrons in nuclear reactors with assemblies of hexagonal cross-section. A method
for solving this equation has been developed as a part of my previous thesis [Han07], based on
its diffusion approximation. The primary aim of the current thesis was to assess the possibil-
ities of improving the diffusion solver via the transport theoretical model, without extensively
affecting the existing code that is prepared for a production-oriented implementation. During the
work, many other improvements have also been made to the diffusion solver that, in my opinion,
deserved at least a brief mentioning in the thesis too.
The transport theory was overviewed after the introductory first chapter in the following
Chapter 2. This not only served for introducing the notation, but also provided a connection be-
tween the firm functional analytic ground of the theory with the underlying physical reality. After
reviewing some work related to mathematical analysis of two fundamental steady-state neutron
transport problems – the core criticality calculations (an eigenvalue boundary value problem)
and the fixed source calculations (an inhomogeneous boundary value problem) – ended by two
theorems clearly stating their solvability conditions, a mathematically convenient representation
of directionality of the transport processes was developed. The chapter was finished by the slab
neutron transport equation, which is a simple one-dimensional, azimuthally symmetric approx-
imation, which, nevertheless, has a large number of applications and leads to an efficient, fully
three-dimensional approximation of the Boltzmann’s equation.
Before coming to this approximation later in Chapter 3, discretization of the energetic de-
pendence of the neutron transport equation was performed at its beginning in Sec. 3.2. The same
multigroup approach that has been used in the diffusion solver was used, although for a general
number of G energy groups (as opposed to only a two-group approximation discussed in my
former thesis). The abstract matrix operator notation allowed to formulate the source iteration
method for solving the multigroup equations with an as yet non-specified arbitrary directional
and spatial approximation. Some well-known convergence properties of the source iteration were
also reviewed for both the fixed source and eigenvalue problems, proposing the way of improving
the convergence rate.
94
Neglecting the energetic dependence, directional dependence was approximated next in

Sec. 3.3 by the spherical harmonics method (PN ). Its relationship to the classical Galerkin meth-
ods was revealed first, followed by derivation of its constituent equations and their properties.
Explicit expressions for the Marshak boundary conditions were also provided, including the
albedo boundary conditions, which I could not find in any available literature but which may be
useful for a future application of the method to problems provided by the Š-JS company. The
second-order rewriting of the PN equations, called simplified spherical harmonics method (SPN )
was presented afterwards, with a notice that the slab geometry SP1 equation is actually the slab
geometry diffusion equation as we know it, and this also holds in three dimensions. The exten-
sion from slab geometry to three dimensions was presented in the following Sec. 3.3.6, based
on the formal Gelbard’s approach. The recently developed mathematical basis for this approach
was overviewed at the end of the section.
The third chapter was finished by combining the energetic and directional approximations of
the transport equation into the multigroup, 3D, SPN transport method.
The final chapter before this one dealt with the spatial discretization. The method of finite
volumes was described, briefly for the coarse volumes discretization (CMFD) and then for the
fine mesh discretization (FMFD). Results of numerical calculations performed with the FMFD
method were presented for three dimensional problems and compared with both diffusion and
transport theory based codes, being encouraging enough to draw us in future experimenting.
Finally, the improvements of the nodal component of the CMFD solver were described in
sections 4.2 and 4.3. Although these two sections are not directly related to the transport theory
method, the results presented in them utilized the fine-mesh solver developed for testing the
transport method and both the nodal method and the homogenization module are going to be
imbued with the SP3 approximation in the near future. The two sections demonstrate that even
without it, these two modules are capable of producing high-fidelity results, comparable with or
even better than the cited literature on benchmark problems and similarly accurate also for the
heterogeneous real world data provided by Š-JS.
Future directions
As I mentioned several times in the text, the presented method is a work in progress and therefore
many new ideas are currently being discussed, implemented and experimented with. They range
from further improvements of the conformally mapped nodal method (mainly the ubiquitous
problem of transverse leakage approximation), to the incorporation of heterogeneous data, to
the improvement of the CMFD iteration procedure, to the implementation of some lower-level
programming language like C++, etc.
From the transport theoretical point of view, the most important work that lies ahead will be
a thorough testing against the available benchmark problems. As soon as we are fully confident
of the FMFD implementation, the implementation of the derived SP3 expressions (which are
95
already on the paper) into the nodal method will be performed. Also, the SP3 option of the
FMFD solver will be tested for the homogenization purposes, hoping for improved results on the
heterogeneous real world problems.
The numerical method used for solving either the FMFD or the CMFD equations for large,
three dimensional whole core problems should also be more carefully selected and tested, as there
have been developed a huge number of them in the past. This holds for both the fixed-source cal-
culations (currently performed by the Bi-CG stabilized method) and the eigenvalue calculations
(currently performed by either the source iteration or the IRAM method). The question of their
efficient preconditioning and acceleration has been left open in this thesis.
As a final point in this, certainly not exhaustive list of possible research directions, it would
be also beneficial to explore the other formulations of the SP3 methods (like the space-group-
angle scheme or the others) or even some different transport theoretical methods (like the SN
method of discrete ordinates) and compare them to the current method.
96
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101
Appendix A
The KNK-II model problem

102
104

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NUMERICAL MODELING OF

Bc. Milan Hanuš

under the supervision of

Ing. Marek Brandner, Ph.D.

Pilsen, August 2009

A special thanks goes to Roman Kužel, for his invaluable advices on

Finally, I am deeply grateful to all who had patience with me in times

This work was supported by project 1M0545.

List of Symbols iii

2 Neutron transport theory 8

2.5.5 The final equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35

4 The multigroup SP1 and SP3 methods in the hex-z geometry 70

A The KNK-II model problem 101

R   

C SP3 matrix used in the definition of inhomogeneous boundary conditions

H scattering operator (eq. 2.19)

Qg group external neutron sources (eq. 3.7)

φi integral average of flux over node Vi (eq. 4.2)

[·]g g-th component of a vector

∗ substitution symbol standing for some other subscripts

B bottom (point on the z-axis)

∗ dual space or adjoint operator

â homogenized version of variable a

ADS Accelerator Driven Systems

PN Spherical harmonics method of order N

2.1 Neutrons’ phase space . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

4.1 Hexagonal node . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73

1.1 Past work and motivation for improvements

1.1.1 Improving the mathematico-physical model

Limitation of diffusion approximation

Limitation of the two-group approximation

1.1.2 Improving the numerical method

Homogenization and reconstruction

1.2 Present work

1.2.1 Structure of the thesis

Neutron transport theory

2.1 Neutron transport equation

2.1.1 Phase space of neutrons and related notation

X = V × E × S ≡ {x = (r, E, Ω) : r ∈ V, E ∈ E, Ω ∈ S}. (2.1)

dx = dµ(X) = dµ(V × E × S) = dµ(V) dµ(E) dµ(S) = dr dE dΩ

Figure 2.1: Neutrons’ phase space

is given by (see Fig. 2.2):    

Figure 2.2: Cartesian coordinate system

2.1.2 Boltzmann’s transport equation for neutrons

tion. It may be written in the following factorized form

Σ s (r, E 0 E, Ω0 Ω, t) = Σ s (r, E 0 , t)χ s (E 0 E, Ω0 Ω, t), (2.4)

Σ f (r, E 0 E, Ω0 Ω, t) = Σ f (r, E 0 , t)χ f (E 0 E, Ω0 Ω, t),

2.1.3 Steady state transport equation

2.1.4 Fundamental physical quantities

• Net neutron current density

• Reaction rate density

2.2 Mathematical setting

2.2.1 Physical considerations

2.2.2 Boundary and interface conditions

in which dS is an elementary spatial boundary segment oriented by outward normal n.

β(x0 x) = α(r0 , E 0 )χβ (r0 r, E 0 E, Ω0 Ω)

χβ = δ(r0 − r)δ(Ω0 − ΩR )δ(E 0 − E).

χβ = δ(r0 − r)δ(Ω0 − ΩR ), (2.17)

2.2.3 Operator form of the Boltzmann’s equation

where the differential streaming operator is defined by

the integral operators of scattering and fission by

and the general albedo boundary reflection by

2.3 Two problems in steady state transport theory

where f is the energy obtained from fission (e.g. for 235