Equation de Transport

Progress in Nuclear Energy, Vol. 35, No. 1, pp.
1-64, 1999
© 1999 Elsevier Science Ltd
Pergamon
All rights reserved. Printed in Great Britain
0 1 4 9 - 1 9 7 0 / 9 9 / $ - see front matter
PII: S0149-1970(98)00024-9
ON A RIGOROUS RESOLUTION OF THE TRANSPORT EQUATION INTO

A SYSTEM OF DIFFUSION-LIKE EQUATIONS
R. T. Ackroyd, C. R. E. de Oliveira, A. Zolfaghari and A. J. H. Goddard
Computational Physics and Geophysics Group,

T. H. Huxley School of Environment, E a r t h Sciences and Engineering,
Imperial College of Science, Technology and Medicine,
Prince Consort Rd, London SW7 2BP, UK
(r.transport@ic.ac.uk)
Abstract
In this paper a rigorous theoretical framework is presented for the resolution of the
transport equation into a system of coupled, diffusion-like equations. The classical surface
spherical harmonics expansion for the angular flux is replaced by an expansion in solid
harmonics which is used to solve a relaxed or generalised form of the Boltzmann transport
equation. We show that the solid harmonic (SHPN) method with heuristic boundary and
interface conditions produces a set of equations which are equivalent to those of the Simplified
PN method of Gelbard. The framework provides insight as to why the SHPN and SPN do
not converge to the true solution for some heterogeneous media. For simplicity, the analysis
here is given for a homogeneous medium. Extension to anisotropic scattering is the subject
of a companion paper.
Comparisons between the SHPN and the equivalent PN solutions with the finite element
code EVENT are presented. Good agreement is obtained for systems with line or plane
interfaces and boundaries, whereas for sharply curved interfaces and boundaries there is
only fair agreement. Nevertheless, agreement is sufficiently good in all cases for the SHPN
solutions that it can be used as a starter in variational methods which employ discontinuous
trial functions that ensure element-wise neutron conservation. © 1999 Elsevier Science Ltd.
All rights reserved.
1 Introduction
Many years ago, Gelbard, Davis and Pearson (1959) showed that the equations for a/93 approx-
imation for t r a n s p o r t theory for an infinite slab could be recast in the form of the equations
for two-group diffusion theory, assuming that scattering and prescribed sources were isotropic.
Ackroyd (1966a,1966b) extended the theory for the case of anisotropic scattering media with
anisotropic sources. To each even-ordered harmonic of the angular flux there corresponds a group
2 R.T. Ackroydet al.
in the diffusion equations. Also, it was noted in this theory that the order of the spherical har-
monic approximation could be varied from region to region. Consequently, computations could
potentially be eased by restricting high- order spherical harmonic approximations to those regions
where they are necessary. The theory given in Ackroyd (1966b) used solid spherical harmonics
to represent the directional dependence of neutron transport in a single homogeneous isotropic
scattering medium. For such a medium of infinite extent, Gelbard (1961) inferred from a su-
perposition of solutions for plane sources that the well-known P~v surface spherical harmonic
equations could be cast into a set equations of the kind met in multi-group diffusion theory. The
simplified PN equations of Gelbard could be obtained from the first order PN equations for a slab
by firstly eliminating the odd numbered Legendre moments of the angular flux to give a system
of second-order ordinary equations for the even-numbered Legendre moments. Secondly, these
equation were generalized by replacing the second-order derivatives by Laplacians in the spatial
coordinates. This ad hoc generalization of the PN equations for a slab gave the simplified PN
equations for general geometry, but there remained a problem with heterogeneous systems. It has
been observed from asymptotic analyses by Larsen, Morel and McGhee (1993) and Pomraning
(1993) that for some heterogeneous systems the solution of the simplified PN equations does not
converge to the solution of the transport equation as N-+ oo.
The treatment in Ackroyd(1966b) for an isotropic scattering medium is published in detail

here for the first time. An alternative treatment is also mentioned, as it provides a convenient
way of extending the analysis Ackroyd(1966b) to anisotropic scattering media that are treated
in a companion paper. Comparisons are made between the SPlv, or simplified P~v method of
Gelbard and the SHPN, or solid harmonic method. For odd N=3, 5 the equations of the SPN
and SHPlv methods agree for a single isotropic scattering medium.
Although the solid harmonic method provides for a homogeneous medium a rigorous resolu-
tion of the Boltzmann transport equation into a set of coupled, second-order equations akin to the
equations of multi-group diffusion theory, further work is required to establish rigorous interface
and boundary conditions. A heuristic treatment of interface and boundary conditions is given
here and investigated numerically for one- and two-dimensional systems. The benchmarks for
the numerical experiments are provided by the finite element code EVENT of de Oliveira (1987).
Numerical examples show that the heuristic interface and boundary conditions are usually satis-
factory, but they can falter for sharply curved surfaces.
The SPN and the SHPN equations for neutron transport have the potential to reduce signif-
icantly the computational burden of finite difference and finite element methods. In an SHPN
calculation for a spatial mesh in three dimensions there are (N+1)/2 nodal coefficients to be
determined per node, whereas with the conventional use of surface spherical harmonics there are
N(N+I)/2 nodal coefficients to be found per node. If exact interface and external boundary con-
ditions can be found, then the SHPN equations can be used directly with complete confidence as
to their validity. On the other hand, the potential of the SHPN equations can be exploited by
using their solution as a good initial approximation for variational solutions that guarantee local
neutron conservation. Variational methods of this type are described by Lewis and Palmiotti
(1997) and Ackroyd (1997).
A rigorous resolution of the transport equation 3
direction
~ y,z)
(o, o, o)
Figure 1: Specification of a direction at a point (x, y, z) by a unit vector fl or a vector A ---Aft,

of arbitrary lenght A
2 Relaxed Transport in an Isotropic Scattering Medium
2.1 Solid h a r m o n i c expansions for angular fluxes
In analytical and finite element treatments of neutron transport, Ackroyd (1997), the angular flux
Co(r, f~) at position r for the direction specified by the unit vector ~ is expressed as an expansion
in 'surface' spherical harmonics of the kind
Co(r, " ) = n=
~o {o~on(r)Pn(#) + m=
~1 [c~m~(r) COSm e + ~mn(r)sinm¢]P,m(p)} (1)
where # = cos0, O is the colatitude of ~2 and ¢ its azimuthal angle. In this expression the
Legendre polynomials and associated Legendre functions Pnm(#) appear in an awkward way with
the trigonometric functions cos me and sin me, because the neutron vector fl is specified in the
asymmetrical way
V~ = iV~x + j ~ y + kl2z (2)
with ~x --- x/TL-~cos(w), ~v -- x / ~ s i n ( w ) , flz -- #- Although the expression (1) has
been found to be convenient for finite element treatments of neutron transport there is merit in
other forms of specifying the directional dependence of neutron transport. For example, consider a
neutron direction specified by A=Af~, a vector of arbitrary magnitude A, Figure 1 that is specified
as
A ----A,i + Auj + Azk (3)
with A, = ~, ~y -- 77 and 2z = ~ for ~, r], ~
independent of each other, and )~2 = ~2 + ~2 + ~2.
Thus A has a symmetrical representation in terms of the independent components (, 77, and (.
4 R.T. Ackroyd et al.
An expression for the angular flux at r in the direction of )~ is designated as ¢(r,,k), and it can
be obtained by recasting the expression (1) in the form
o~
1 ~ (2n + 1)(I)o~(r, ~ ) (4)
¢o(r,N) = ~ n=o
where ?t
¢o~(~, a) = E 7~.(~)y~.(0, ¢)
m~0
and Y,~n(O, ¢) is a surface spherical harmonic. The corresponding expression for ~O(r,,~) is taken
to be
1 oo
¢(r,~k) = - - ~ ( 2 n + 1)~,(r,X) (5)
47~ n=0
where
Cn(r,A) = An ~ 7,,~n(r)Ymn(O, ¢P)
vtt=0
;because a surface spherical harmonic of degree n is obtained by dividing a solid harmonic of

degree n by An. A solid harmonic V(~,0,~) of degree n is defined by MacRobert (1967) as a
solution of Laplace's equation
[ 02 0~ 0~ ]
v=0
which is homogeneous and of degree n, in ~, ~/, ~.
2.2 Relaxed transport equations
A relaxed transport equation is a generalization of the Boltzmann transport equation
~.grad¢o(r, f~) + ~bo(r, f~) = ~~c f Co(r, ~ ' ) d ~ ' + S(r)

4"-"~" (6)
for an isotropic scattering medium of mean free path ~, a yield of c < l neutrons per collision, and
an isotropic source S(r). The generalization uses ¢(r,)~) for the angular flux at the point r in the
direction of )~. When A = 1
¢(r,~) = Co(r, n ) (7)
A simple relaxed equation is
A.grad¢(r, A) + a ¢ ( r , A) = ~~ c / ~(r, X,)~7~

dA' + S(r)
4---;- (S)
In the surface integral § ¢(r, )~, ) (X-'
dYX~note that ~dX' is dFt' the infinitesimal solid angle dQ' about
Q' as in Figure 2. Another choice for the relaxed equation employs a solid harmonics expansion
for ¢(r,)~), viz.
oo
1 Z ( 2 ~ + 1)~.(r,X) (9)
¢(~,x) = ~ . = o
/
solidangle d~'~ or d ~ / ( Z / )2
eet fl
UIt~$rl~m for
~leet~B at r
Figure 2: Solid angle dr2' or dA'/(A') 2
where ~ ( r , A ) is a solid harmonic of degree n. In particular, the flux kOo(r,A) is independent of

direction, and therefore is written as kVo(r).
In terms of the kOn(r,A ) equation (8) can be written as
~](2n+l) X.grad 2n--+lJqJ"(r'A)+[-2-'~i .]+a@~(r,A) (10)

n=O i
= OW~o(r) + S(r)
where
82 02 0~
P = O~Ox + 0 - ~ + OffO----z (11)
With this sleight of hand the leakage term of equation (10), viz.
~ ( 2 n + 1) X.grad kO,(r, A)
n=0
is the sum of solid harmonics of the kind (2n + 1) [A.grad - 7V;-7

~2p j] ~n(r, A) of degree n + l , as
shown in Appendix A.
Instead of taking ¢(r, A) with the expansion (9) to be the solution of equation (10), let ~(r, A)
be redefined to be a solution of the equation
~ ( 2 n + 1) A.grad 2n)~2p
+ 1 kbn(r , )~) + + o~ kbn(r ~,~) (12)
n=0
R. T. Ackroyd et al.
= ac~o(r) + S(r)
o~ P + a]#~(r, A) is the sum of the solid

In this modified equation the reaction term ~n=0[2--~-f
harmonic ~ ( r , X) of degree n-1 and the solid harmonic aqn(r, X) of degree n, as shown in
Appendix B. Thus [X.grad - 2-6~]~2P ] ~ ( r , X), P~n(r, X), ~n(r, X) and ~o(r) with S(r) are solid
harmonics of degrees n + l , n-l, n and 0 respectively. Consequently the solid harmonics ~l/n(r, A)
for n=0,1,2,....can be interrelated by setting to zero in equation (12) the solid harmonic term of
degree k in turn for (k=0,1,2 ......... ). Note that when A = 1 a solution ¢(r, X) of the kind (9) for
equation (12) is a solution of the Boltzmann equation (6)
2.3 O p e r a t i o n a l f o r m of t h e relaxed transport e q u a t i o n
By defining the operator Q as follows the relations between the kVn(r, X) can be expressed in a
compact way. The operator is
Q = X.grad = ~.~0 0 ¢._0_0 (13)
Ox + ~ y + Oz
In terms of the operators equation (12) becomes
E(2 + 1) Q - 1 (14)
n=0
[ 2 +1 ]
= aC~o(r) + S(r)
2.4 S o m e P r o p e r t i e s of t h e operators P and Q for r e l a x e d transport
If Ore(r, )k) is a solid harmonic of degree m in the components (~, ~, 4) of X then,

{ Pmgm is independent of ~,~,( (15)
Pro+lOre = 0
because m is a homogeneous polynomial in ~, 7/and ~ of degree m.
The operators P and Q are not commutative. For 0(r, X), not necessarily a solid harmonic,
[pq - QP]O =- A0 (16)
where 02 02 02
The operator P and A2 are not commutative. For example,

[pA2 _ )~2p][po] = 2Q[PO] (17)
If O,,,(r, A) is a solid harmonic of degree m in ~,r/and ( then,
P"+IQO,~ = (m + 1) A p'nO,n (18)
and
Pm+lA2POra = m(m + 1)/k pmo m (19)
These properties give the fundamental result
Pm+l[(2m + 1)Q - A2PIO,n = (m + 1) 2 • PmOm (20)
The properties (15)-(17) follow directly from the definitions of P and Q. The properties (18) and
(19) are established in Appendices C and D.
The operators P and Q also satisfy
[]2QO = 2P0 (21)
where 0 2 is the Laplacian operator

02 02 02
= + + (22)
and 0 is a solid harmonic. It follows from the definitions (11) and (13) for P and Q that
1-12Q0 -- 2P0 + QD20 (23)
and since 0 is a solid harmonic

[~2Q0 = 2Pg (24)
3 Replacement of the Relaxed Transport Equation by Simultaneous

'Diffusion' Equations
3.1 First-order equation for t h e solid harmonics of the relaxed transport equation
Setting to zero in equation (14) the solid harmonics of degree k, (k=0,1, ..... ) in turn, gives
P~Iq + ak9 o = ac',I'o + S
Pk02 + 3ak01 + (Q - A2P)q2o = 0
Pk~n -4- (2n - 1)O~kT/n_1 -'[- [(2n - - 3)Q - A2P]k~,,_2 = 0 (25)

8 R. T, Ackroyd et al.
P~n+t + (2n + 1 ) ~ n + [(2n - 1)Q - A2P]~2,_l = 0
A comparison of these equations with the classical spherical harmonic equations for a slab is
informative. In place of the solid harmonic expansion (5) there is an expansion in Legendre
polynomials of the kind
1 N
¢(X, #) = ~ ~=0(2n + 1)qdn(x)Pn(#) (Nodd) (26)
Substituting this expansion in the transport equation for a slab, viz.

O¢(z, P) + = ac
# Ox -'2 1 ¢(x, #')d#' + S(x) (27)
gives, by equating to zero Legendre terms of the same degree, the set of equations
-- + argo = t~c~o + S
dx
2 d~2 +
d~o + = 0
dkOn+l dk~,~_l
(n + 1 ) ~ + n ~ + (2n + 1)c~n = 0 (28)
which has in some respects a likeness to the set of equation (25). For example, the first pair of
the sets (25) and (28) give on the elimination of P@I and d~,
dx the equations
P2k02 (29)
-! + = S 3---W-
1 d2kOo 2 ~
33 ~dx + a(1 - c)k0o = S + 3-~-'-'-T-
dx (30)
In obtaining equation (29) the property (18) is employed and this property is used in the sequel
to obtain simultaneous equations of the diffusion kind for a three dimensional system that mimic
the 'multi-group' diffusion equation for slab systems that has been shown by Gelbard (1960,1961)
and Ackroyd (1966a,1967) to be equivalent to the PN equations of transport theory.
3.2 F i r s t - o r d e r e q u a t i o n s for t h e solid h a r m o n i c s of a P~¢ a p p r o x i m a t i o n
The angular flux ¢(r, A) for a PN approximation taken to be at r
1 g
¢(r, X) = - - Z ( 2 n + 1)¢n(r, X) (31)
47r n=O
with N odd and the if,, solid harmonics of degree n in ~, r/and ~. The PN equations for the q~,~,
that correspond to the equations (9.5) for the moments k~n of the exact angular flux ¢(r, A), are
P ~ I + ago = aC(~o + S
PffP2 "4-3o~¢1 + (Q - A2P)¢o = 0
PO~ + (2n - 1)c~On-1 + [(2n - 3)Q - A2Pl¢._2 = 0

P~n+l + (2n + 1 ) a ~ , + [(2n - 1)Q - A2P]~n_l = 0
(2N + 1)a~N + [(2N - 1)Q - A2P]q)N_i = 0 (32)
3.3 Second-order equations for a PN approximation
Operating on the second member of this set of equation with P, and eliminating P(Ih using the
first member, gives
P2~ 2
/k¢° + c~(1 - c)¢0 = S + 3--~ (33)
the analogue for the PN approximation of the exact result (29). For n > 4, and an even number,
operating on the n-2th, n - l t h and nth members of (32) with pn-3, p . - 2 and pn-1 gives, with
the aid of the property (20)
Pn-2(I)n_2 + (n - 3)2/kPn-ac~n_4 + (2n - 5)c~Pn-aOn_3 = 0 (34)
Pa-~(bn-, + (n - 2)2~Pn-3(I),~_3 + (2n - 3)aPr~-2(I)n_2 = 0

P " ¢ . + (n - 1)2AP"-2(P._2 + (2n - 1 ) c r P n - ~ n _ l = 0
In these 'diffusion' equation the dependent variables P"q~,~, etc. are function of position r only.
3.4 Diffusion theory form for the second-order equations for the PN Approximation
3.4.1 E l i m i n a t i o n o f t h e Pn&n for o d d n f r o m t h e m o m e n t equations
In the 'multi-group diffusion theory' treatment of the transport equation in slab geometry the
simultaneous equations involve only those moments ~n(x) that are associated with the even
Legendre functions in the expansion (26). Elimination of the PnqJ n for odd n in the set (34)
is undertaken here. The differential operators in the resulting equations are /% and ~ 2 The
equations are then recast so that only the differential operator/X occurs. Eliminating P'*-x¢,,_l
and Pn-aav,~_s gives
(2n - 5 ) W a . + (([2. - 51[n - 1]~ + [2n - 1][n - 21~)A - (2n - 1)(2n - 3)(2n - 5),~~} (35)
xP"-2'~,~_2 + (2n - 1)(n - 2)2(n - 3)2A2Pn-4~n_4 : 0 (n = 4, 6, S, .....N - 1)
There are only - ~ equations in the (35) and (33) for the - ~ - unknowns Pn(I),~ (n--0,2,...N-1).
The additional equation is obtained by eliminating pN-2¢N_2 and PIVCN from the trio
PN-I~N_ 1 + ( N - 2)2/xpN-3~N_3 + (2N - 3)apN-2~N_ 2 = 0
PNd2N + ( g - 1)2/kpN-2¢N_ ~ -b (2N - 1)aPN-ICN_ 1 : 0 (36)

(N)2/kpN-ICN_I + (2N + 1)oLpNCN : 0
which is obtained by operating on the last three members of the set (32) with pN-2, pN-1
and p N respectively. Eliminating pN-2¢N_2 and pN~N from the trio (36) gives
{([2N - 3]Y 2 + [2N + 1][Y - 112)A - (2N + 1)(2N - 1)(2N - 3)a 2} (37)
x p N - I ~ N _ I + (2N + 1)(N - 1)2(N - 2)2/k2pN-3ff~lv_3 = 0 (n : 4,6,8, .....N - 1)
For even n the Pn~n satisfy the equations (33), (35) and (37), but the diffusion character of
equations (35) and (37) is marred by the presence of the operator A 2. The equations for the even
P~(I)n can be recasted in two ways: the original way in Ackroyd (1966a) or the way described in
section 7. Here the original treatment is given:
3.4.2 E q u a t i o n s in t h e n e w v a r i a b l e s wn t h a t s p a w n t h e Pn~n e q u a t i o n s for e v e n n
Consider the set of equations
/kw0 + 3a2(c - 1)w0 + 3aS + k2Aw2 = 0 (38)
{([2n - 5][n - 1]2 + [2n - 1]In - 212)/k - (2n - 1)(2n - 3)(2n - 5)a 2} (kn-2wn-2) (39)
- 1)(. - 2)2( - + (2. - : 0 (n ----4,6, 8 , . . . . N - 1)
{ ( [ 2 N - 3][NI 2 + [ 2 N + 1]IN - 112)A - ( 2 N + 1 ) ( 2 N - 1 ) ( 2 N - 3 ) a 2} (40)

X(kN-lWN--1) + (2N + 1 ) ( N - 1 ) 2 ( N - 2)2A(kN_aWN_a) = 0
for N odd. In the new variables wo, knwn, (n=2,4,....N-1) the coefficients kn are to be chosen
in the sequel. The motivation for introducing the equations (38)-(40) is provided by the following
property.
The ~ 2 equations for the Wo..... wn....wN-1 have the property that the function (I)o and P n ~ n ,
(n=2,4,...N-1), as defined in terms of the wn by
~o = wo
Pn(~n = knAn/2wn, (n = 2, 4,. ..... N - 1) (41)

satisfy the equations (33), (35) and (37).
This property is checked readily by operating on equation (38) with 1, the general member
(39) with A (n-~)/2 and the last member (40) with A ~;~
3.4.3 Criterion for choosing the kn
The equations (38) - (40) for the even P n e n in terms of the wn hold for three dimensional
systems. An analogous set of equations are derived independently below for the even order
Legendre moments of the angular flux in a homogeneous infinite slab. When the coefficients kn
are defined by
k. = ~! (42)
then the equations (38) - (40) for the w, are a generalization for three dimensional systems of
the equations for the even order Legendre moments of the angular flux in a slab.
An expansion of the kind

N
1 ~ ( 2 n + 1)¢n(x)P~(~) with g odd, (43)
¢(~' ~) = ~ . = 0
is used for the well known PN solution for the transport equation
0
u~¢o(x, t,) + ~¢o(Z,u) = yac fJ-1
l
,~¢o(z,u')du' + So(.) (44)
for an infinite slab of an isotropic scattering medium. Here Co(X, It) is the angular flux at x for all
those directions which are inclined at the angle cos-ltt to the x axis, and So(X) is the isotropic
source at x. The (I)n satisfy
{ ~ + ~(1 - C)~o= S0(z)
(n + 1 ) ( ~ - ~ ) + n ( ~ - ~ ) + (2n + 1 ) ~ , = 0 (n ----1, 2, ....N - 1) (45)
N(~)aa~-I + (2N + 1)~(I)N = 0

Elimination of the (I)n with odd n from the equations (45) gives the following set of equations for
the ~ , with n even.
d2~o 2d2~2
dx----~ + ~ + 3~2(1 - C)~o + 3c~S0 = 0 (46)
{ ([2n - 5][n -112 + [ 2 n - 1 ] [ n - 2 1 2 ) ~ } - (2n - 1 ) ( 2 n - 3)(2n - 5)o~2¢I,,~_2 (47)
• d2~n_4 , d2¢n
+(2n - 1)(n - 2)(n - 3 ) ~ + (2n - 5)n(n - 1)--d-~x
2 = 0 (n = 4, 6,. ....... N - 1)
1-2) d2ON-1 ]
( [ 2 N - 3IN 2 + [ 2 N + 1 ] I N - ] ~ (48)
- ( 2 N + 1)(2N - 1)(2N - 3)a2¢n_l + (2N + 1)(Y - 1)(N - 2) d2¢N-3

dx---T - - 0
On making the correspondence
• .(x)~ >~.(r) } (~=0,2,. ......N - l ) (49)

&~(x) t > /kwh(r)
equation (46) is seen as the version of equation (38) for slabs when the substitution (42) is used.
Similarly equation (47) is the version of equation (39) for slabs, finally equation (48) is the version
of equation (40) for slabs. With the choices (42) for the kn the equations (38)-(40) take the forms
(50)-(52). The significance of this correspondence between the equation ofthe ~,, for slabs and
the equations of the wn for three-dimension systems is that the former equation can be cast in the
form of multi-group 'diffusion' equations, as shown by Gelbard et al. (1959) and Ackroyd (1967).
The way is open therefore to cast equations for the wn in the form of multi-group 'diffusion'
equations.
The choice (42) for the coefficients kn in equations (38)-(40) fixes the equations for the w,, as
/kw0 + 3a2(c - 1)w0 + 3aS + 2/kw2 = 0 (50)
{ ( [ 2 n - 5l[n - 112 + [2n - l l [ n - 212)A - (2n - 1)(2n - 3)(2n - 5)a 2} con_2 (51)
+(2n - 1)(n - 2)(n - 3)/kwn-4 + (2n - 5)n(n - 1)/kwn ----0 (n --- 4, 6, 8, ....N - 1)
{([2N - 3][N] 2 + [2N + 1][N - l]2)A - (2N + 1)(2N - 1)(2N - 3)a 2} (52)
X~dN_ 1 + (2N + 1)(N - 1)(N - 2)AWN_3 = 0
3.4.4 ' D i f f u s i o n ' t h e o r y f o r m o f t h e e q u a t i o n s for t h e wn
The equations (50)-(52) for the w~ involve in the general case /k acting on w,,-4, wn-2 and w..
These equations can be recast as
+ a 2 ( c - 1)wo + a S = 0
3
(n + 1) n
A [(n + 2)w.+2 + (n + 1)Wn] + ~ - ] - / " [(n)wn + (n - 1)wn_2] - (2n + 1)a2Wn = 0
2n+3
,2<n<N-3
N N-1
+-----~A
2N [NWN_I] -- (2N - 1)a2WN_l + 2 - ~ _ 3 A [(N - 1)wN-1 + (U - 2)WN-3] (53)
The middle member of these equations suggests the transformation for even n
W . = (n + 1)Wn + (n + 2)Wn+2 0 < n <N- 3 (54)
WN_ I ~ N&N_ 1
With this substitution the set (53) becomes
AW0
3--"~ + a(c - 1)w0 + S = 0
(n + 1) A W . n AW._~
+ - - - - -(2n+l)awn=O 2 < n <N- 1,n even (55)
(2n+3) a (2n-l) a
In the general member of the equations (55) A operates on two unknowns, whereas in the corre-
sponding equation (51) /~ operates on three unknowns. The set (55) can be transformed in two
steps as follows into a set of equations in the wn which involves the operator/k acting on a single
unknown in each equation.
In the first step in the transformation of the set (55) the Wm,(m=0,2,4,...n) are related t o / k W h
in Appendix E as follows
AWn _ 2nf(n']2
{ 2"_t_____L 0~=o ( 2 m + )(l-1)ra2/mw
' mmm ,2 }
(2n + 3)a (n + 1)! 2 [(~-).] - aCWo - S (n = 0, 2,. ..... N - 1) (56)
For the second step the inverse of the transformation (54) is used, viz
N--n--1 (_l)~2Jn[[(n+_~2")!]2Wn+j ( n -~- 0 , 2 , 4 , N- 1) (57)

~" = ~ j=O
even (n + j + 1)![(-~)!12 ..... '
This result is derived in Appendix F, and on putting k--n+j it gives

-~ k-. I k 12
N-1 (--1) 2 n.[(~).] Wk (n = 0, 2, 4,. .... , N - 1) (58)
k=.
Combining the results (56) and (58) yield the diffusion equations
= 2-,r(m), 2 - ~cw0 - S (59)

a k=n (--1)2a[( k + 1)!]2[(~)!] 2 m=O t T "]
,(even n = O , 2 , . . . N - 1 )
14 R. T. Ackroyd et al.
Table 1: Coefficients Bm and Cm for N=3 and 5
m 0 2 4
Bm t 5/2 27/s
n 0 2 4
C. for
N=3 55/9 28/9
C, for
N=5 5 5 / 9 + 88x8 28/9+2--88x8
~- • -88x8
-
225 •
The set (59) can be rewritten as

n--2
( - 1 ) 2a+t[aCWo + SIC. + a ((-1)"/2CnEe~,.=oB,nwm(-1) m/ 2 /
Z~wn n!
(60)
3~ 2"[(~)!123
+CnBnwn + (-1) "/2 E~-~+2 CmBmw,.(-1) "/2)
, (n ----0, 2 , 4 , . . . N - 1)
where
(2m+l)m!
B,n = 2mi(m/2)!]2
Cn = Y~.len
N--1 k~n A k (61)
(2~+3)22k[(~):]'
Ak = [(k+l)!?
by rearranging the double sum
N-1 k
K~,= ~_, Ak ~, Bmwr,(-1) "/2 (62)
that occurs in the set (59) as follows. If the typical point O(k,m) of Figure 3 has the associated
value AkB,nw,,(-) m/2, then K , is defined by adding the values Ak, Bmwm(-) m/2 for the typical
column k=k p, and summing the the column results for all the columns of the region EFGH.
Alternatively K , can be evaluated by summing the point values for a row, and then adding the
row totals for the regions EFK'H', HK and H"K"G.
The coefficients Bm and Cm are given in Table 1 for N---3 and 5. Substitution of these
coefficients in the equations (60) gives the SHPa and SHP~ equations (63) and (65).
(i)SHPa equations
-AWo 55 "1 c)awo 55 70
A r i g o r o u s r e s o l u t i o n o f the t r a n s p o r t e q u a t i o n 15
,' O 0
,/
O" 0 0 0
Linem - ~ " ~ " . 0 0 0 0
"~--~--o ........ o---o---~d ~,,,;i,~,~,,,.'~
......... ~ - ~ - - o - - ~ - ....... ~---~--~ A~B . . . , , "
/,~*--~--o--~- ....... ~---~-~,d'
/ ~ ^ _ (t,m)/ ',
v C .......... ~ ~ ~k
a N-I
Figure 3: Evaluation of Kn = E~,~,~

N-1 k=n Ak ~ ekn ,.=o S ~ m ( - 1 ) ~/2
-/kw~ 35 -14 14
3---J- + ~7 ~ 2 = - ~ - s + ~ ( 1 - C)~o (63)
(ii)SHP5 equations
--AWo c~(1.~C)[ _~_] 1155 + 88X 8]
3---7- + 55 + "~° = 2-~ --57j s
+ ~
1 o~w2 - ~ o ~ , ~
-Aw2 ~ 2 88 -1 14+ S
3-'-~ + ~ 3 5 + ~ w2 = 27 ~ J
44
+ ~ 14+ ~4 ×j 8s] (1 - C)~o + ~-~aw4 (64)
~Aw4 33 88 S _ 88 44
30:
+ ~.~, = 15 2 ]-~a(1- C)~o + ~aw2 (65)
The 'diffusion theory' character of the equations (60) is indicated by writing them as follows,
,~, N -- 1
-"3---J
~° + Co(1 - c ) ~ o = SCo + ~ ~_. c..Bm(-1)~/~.,
etlen ~ ' ~ 2
16 R . T . Ackroyd et al.
and
Aw,~ n!C,~B,~v~wn _(n!) { (-1)'~/2C,~X"'~-2 B ,n°Jm~-
t l~'~/2~
j -
3a + 3.2 n[(7).]
" ,2 -- 3.2n[(n/2)!]2 (_1),/2 ¢-i (66)
~..=.+2 C,,,B,.w~(-1)"/2
(n ----2, 4, .....U - 1)
Since Co, the Bn and C . are positive for m,n > 0 the left-hand sides of equations (66) are regarded
as describing the diffusion of neutrons in a multi-group system with group fluxes wn,(n=0,2,.N-1).
The right-hand sides represent sources and sinks that are induced by the distributive source S,
and inter-group transfer of neutrons. Positive transfer can be interpreted as transfers induced by
up and down scattering, and fission. Negative transfer are treated as induced by a hypothetical
process.
For N=3 it is shown in section 6.2 that the negative transfers can be made to disappear on
using wo and a linear combination of wo and w2 as multi-group fluxes in a two-group system. It
is conjectured that this property holds for all N.
3.4.5 I n t e r p r e t a t i o n o f t h e wn as m u l t i - g r o u p fluxes
In the above interpretation of equations (66) the wm have to be taken tacity to have the dimensions
of flux. This assumption is based on the following observation.
The definition (41) for wo shows that wo, is the flux approximation (I)o. Since wo is a flux and
S an isotropic source the first member of the equations (55) shows that ~ has the dimensions
of a neutron leakage. The second member of these equations, viz
.3AW2 2AWo.
- [ ~ + ~ 1 + 5(~w2 = 0 (67)
indicate that ~ 7a has the dimensions of a neutron leakage. Consequently the inference is that
w2 has the dimensions of a flux. Continuing this process with the equation (55)infers that all of
the w~, (n=0,2,4,6 ..... N-l), have the dimensions of a flux.
4 E q u i v a l e n c e of t h e SHPN a n d SPN E q u a t i o n s for N - - 3 and 5
4.1 M u l t i - g r o u p d i f f u s i o n e q u a t i o n to t h e t r a n s p o r t e q u a t i o n
When the scattering is isotropic it has been shown above for a homogeneous medium that a
solution of the SHPN equations (38)-(40) is a solution of the equations (33), (35) and (37) for (I)o
and the Pn(I)n, (n=2,4,...N-1), which specify a solid harmonic solution for the transport equation
(6).
Gelbard et al. (1959) proposed the SPlv multi-group diffusion equations as a means of ob-
taining numerical solutions of the transport equation. Another form of the SPN equations has
been given by Lemanska (1981). The two-group diffusion equations of Ackroyd (1966a) give the
exact/93 solution to the transport equation for the slab. All three of these multi-group diffusion
equations are derived below from the SHPN equations.
The SHP3 and SHP5 equations are then used to solve a source problem in a rectangular
region with a bare boundary. The bare boundary condition is simulated by the appendage to the
boundary of a thick pure absorber with a reflecting backing.
4.2 The SHPN e q u a t i o n s o f G e l b a r d , D a v i s a n d P e a r s o n
The SP3 equations of Gelbard et al. (1959) reduce for an isotropic source to
2
-1/x¢1 + ~,,¢1 = S + ~E.¢2
3Zt
-1/x¢2 + E. + ~Et ¢2 = S+ (68)

7Et
These equations can be obtained from the SHP3 equations (63) on making the substitutions
Et = o~ ~ . = a(1 - c) (69)
and
¢1 = wo + 2w2
¢2 = 3w2 (70)
The SP5 equations of Gelbard et al. (1959) are
....
-1 /~¢i+ Ea¢l ~---
S -I-
2
5Ea¢2 --
1-~Ea¢3
3Et
7~t
16
11~"]'--~--1
~¢3 "1- (~--~5~a * ['4"5 hI" 9]y']t)¢3 = 8 S - 8}']a¢1 "l- /16
~k'~ E a "-~-~4 E t)¢2
~
for an isotropic scattering medium with isotropic sources. They can be obtained from the SHP5
equations (64) on substituting
el = (MoAC"20")2
¢2 = 3~2 + 4w4 (72)
¢3 = 5w4 (73)
4.3 T h e SPN e q u a t i o n s of L e m a n s k a
The SP3 equations of Lemanska (1981)

-1 2
3E~
-9A (Et+4E~) - 2 S 2E~1 (74)

3 - ~ t ¢2 + ¢2 = +
can be got from the SHPa equations (63) with the substitution
¢1 = wo + 2w2
~b2 = 5w2 (75)

Similarly the substitution
¢1 = ~o + 2w2
¢2 = 3w2 + 4w4 (76)
¢3=9w4 (77)
transforms the SHP5 equations (64) into the set

-1 2 8
3Et A~bl -b E a r l = S q- ~ ' E a ¢ 2 -- Zaq~3
5~ t + 4 ~
---3 A ¢ 2 + ( 3
7Et
~ ~)¢2=-2S+2Ea¢1+~(~
4 5 E ~+~,a)¢s
4 (78)
-55A /161~ 64 r ~ = _8s_%.
~ o~1- 4 (~r,
5 + ~r~°)~
4
of Lemanska (1981), on correcting the misprints of 33 for 3* and 5 for 3"*.
4.4 T h e m u l t i - g r o u p diffusion e q u a t i o n of A c k r o y d
These multi-group diffusion equations, hold for slabs. When the scattering is isotropic the equa-
tions of Ackroyd (1966a) become for region k, with ck=c, bko=l, bkl = bk2 = bk3=0
3ep~o
~ + ~55( 1 - c)~ko = akCk2 + ~ S k o
(79)
35 14 1 14S
- 3ce---~k
d~2 + - ~ a k &k2 = ~~ ( - C)ak C~ko -- -'~ ko (80)
These equations are the version for slabs of the SHP3 equations (63).
w
5 H e u r i s t i c B o u n d a r y and Interface C o n d i t i o n s for t h e SHPN
5.1 The approach
The analysis given in Section 3 applies to a single homogeneous region. Here interface and
boundary conditions are sought an intuitive grounds. These proposal are illustrated numerically
in Section 6.
5.2 B a r e or v a c u u m s u r f a c e c o n d i t i o n
Beyond a bare surface of a system there are no neutrons returning to the system. The infinite
vacuous region beyond the bare surface could be replaced by a pure absorber without affecting the
system. Replacement of the infinite absorber by one with a thickness of two to three extrapolation
lengths and an outer perfect reflecting surface is not expected to make a significant errors.
5.3 Perfect reflector condition
Perfect reflectors arise naturally as lines and planes of symmetry in a system, as illustrated in
Figure 25 for a rectangular cell of an infinite lattice. For a natural reflector the boundary condition
of diffusion theory is that the normal component of the flux gradient vanishes. This condition is
assumed to hold for each group of the SHPN equations.
5.4 I n t e r f a c e c o n d i t i o n s for s l a b s
The interface conditions for systems with a general geometry must cover the known interface
conditions for slabs. The latter are given as follows. Let
1 N
4(x,,) = G ~ ( 2 n + 1)4.(x)Pn(~) (81)
be an approximation for the angular flux at x in a slab, that is induced by an isotropic source
S(x). The interface conditions for two isotropic scattering media, abutting, at x = a are
O . ( a - 0) = O . ( a + 0) (82)
1 don 1 don
~[-G;]._o = ~[-~-1o+0 (83)
where a l and a2 are the inverse mean free paths for the regions to the left and right of x = a
respectively. The correspondences (49) between On and wn, and between ~d x 2 and A~v~, suggest
that interface condition of the kinds (82) and (83) hold for wn and its normal derivative respec-
tively. To the end we consider two media separated by a wafer thin region of pure absorber, and
let the thickness of the wafer tend to zero. The inverse mean free path a ( r ) of the wafer varies
continuously across the wafer from ~1 its value for mediuml to a2 for medium 2. In keeping with
the multi-group diffusion theory interpretation of the equations (66) for a region with a constant
inverse mean free path ~, we make the assumption that equations of the kind (66) hold when
varies continuously across a thin wafer. In effect the equations for the wafer are of the kind at a
point r
d i v J = ( r ) + 3n(r)t~n(r)wn(r) = $~(r), (n = 0, 2, 4, .... N - 1) (84)
where
1
Jn(r) = - 3:'r'(~k)Vwn(r) (85)
° = Co
n!C,,B.
3,- 2" ,, , 2
3. [(7).]
$ represents the group n source induced by the distributed source S and the intergroup transfers
described in the interpretation of equation (66).
The wu are interpreted in section 3.4.5 as fluxes in a multi-group system. A natural inference
is that
wn is c o n t i n u o u s a c r o s s a n i n t e r f a c e , (n = 0 , 2 , . . . . N - 1) (86)
which is consistent with the continuity across an interface of neutron densities for group n. The
generalisation for wn of the slab condition (83) is obtained by considering an infinitesimal cylinder
astride the interface in Figure 4
The upshot of the inferences (84), (85) and (86) is that
± [0 o] : ± 1 (87)
The normal derivatives tov

ro~o,11i and [oor
~ ]2 a r e the limiting values at r for regions 1 and 2 respectively,
when the wafers thickness 5 -4 0. A1 and A2 have area A. Applying the divergence theorem to
equation (84) give
1 JA2
where v' is the outward normal to 5C, uLJ is the mean value of v ' . J over 6C, and 3n~nwn - $n
is the mean value of 3 n ~ w n - $n over 5V. Since fA, - u . J d A +J)~2 v.JdAtends to zero as 5 -4 0
with At and A2 of arbitrary fixed area A, it implies with definitions (85) the heuristic interface
condition (87).
A rigorousresolutionof the transportequation 21
~cewben~t ~ 0
,u k(j " ' - ' "
W4erregion
Figure 4: Infinitesimal wafer region separating distinct regions 1 and 2
6 A Comparison of Finite Element Solution for the SHPN a n d PN

Equations
6.1 O u t l i n e of t h e c o m p a r i s o n s
The SHP3 and the SHP~ equations for relaxed transport are compared with classical /°3 and
P~ solutions provided by the EVENT finite element code of de Oliveira (1987). The spatial de-
pendence of the solutions uses linear and bi-linear elements for one and two-dimensional systems
respectively. Up and down scattering are treated by the routines used by EVENT. For some
problems the input data from the SHPN equations, as expressed in the form (66), is not appro-
priate for some of the EVENT routines. This difficulty can be removed, at least for the SHP3
equations, by a conditioning process. Such a process is described for the SHP3 equations, it is
based on linear programming.
The comparison of SHPN and PN EVENT solutions is made in the first place for single and
multi-regional slabs, because the exact forms of the perfect reflector and interface conditions are
known for slabs. Since the SHPN equations hold in any geometry for a homogeneous system
comparisons are made of SHPN and PN solutions for spheres, infinite cylinders and rectangles.
Problems are solved for these homogeneous systems with both bare and perfectly reflecting bound-
aries, as a validation exercise for the proposed boundary conditions for bare and perfect reflecting
surfaces. Here there are two causes for discrepancies. Different computational schemes are used
for the SHPN multi-group diffusion calculations and the one-group transport computations for
the PN method. Secondly, different treatments are used by the SHPN and PN methods for
case of a boundary surface.
Comparisons are made also for multi-regional spherical, cylindrical and rectangular systems;
largely to ascertain how valid are the heuristic interface conditions (86) and (87).
6.2 C o n d i t i o n i n g of t h e SHPa m u l t i - g r o u p e q u a t i o n s
A general method for conditioning the multi-group diffusion equations uses linear programming.
The objective is that all the cross sections in the multi-group equations should have the appro-
priate physical signs, the removal cross section for each group should be not less than the sum
of the down and up-scattering cross sections for that group, and impressed sources should be
non-negative. This procedure is illustrated below for the P3 equations (63). The new variables
{ % =
V2 = O ~ o + b w 2
(88)
are introduced so that the cross sections and the impressed sources in the two-group equations
for Vo and v2 should have appropriate signs. The equations (63) can be written in the form
{ - 3c~p
~ - - ~ + ~27p
I 5 5 ( 1 - c )"~-~-]
+ 7 0 ~ ] : ~a[ 1 5 5 S + 70av~.
b ] (89)
+ ~-~2rp [35 - : ~ [(1 - c)(14b- 55a) + a(35 - ~ ) ] + ~ [55a - 14b]
The factor p is introduced so that the total cross section for a group can be made not less than
the removal cross section for that group.
The conditions imposed on the coefficients of equations (89) are
(a) impressed sources non-negative

(b) up and down scattering cross sections non-negative
(c) removal cross sections non-negative
(d) total cross section is not less than the removal cross section
(e) the removal cross section is not less than the out of group scattering cross section
Condition (a) can be met by
55
b <_-~a (90)
Condition (b) can be satisfied for upscattering by
b>0 (91)
For downscattering, with 0 < c < 1
a(35 - 70 a) + (1 - c)(14b - 55a) > 0

o
can be met by
7b2 - lOab - 35a 2 _> 0
i.e
b > 5 + 2x/~ b 5 - 2V~

either or --< (92)
a- 7 a-- 7
Condition (c) can be satisfied if
5 5 ( 1 - c) + 70 b _> 0 for O<c<l
and
35 - 70~ _> 0
0
These conditions can be met with
a>_0
(93)
b > 2a
Condition (d) can be satisfied for 0 < c < 1 by
~p > ~
o[ 55(1 - c) + 70 -;]
and
o[ -;]
~p > ~ p 35 - 70
These conditions are met with
p~ > [55 + 70~]

(94)
27
Condition (e) is satisfied for 0 < c < 1 if
(x c~
27p [ 5 5 ( 1 - c ) - 7 0 b ] _> ~ p [ ( 1 - c ) ( 1 4 b - 5 5 a ) + a ( 3 5 - 70b) ]
and
27p - 27p b
These conditions are met if b < 2(a + 1) and b _> 2(a + 1) respectively, i.e if
b=2(a+l) (95)
Satisfaction of the conditions (90), (91), (92), (93) and (95) are met when the point(a,b) in
Figure 5 lies below the line OA, above the a axis, and the lines OD, OG and OH. The condition
(95) shows that the point is restricted to segment FE of the line BC, and then p is specified by
the condition (94).
24 R . T . Ackroyd et al.
A D H
b C
"IWT/
G1 ~ 7 -
i i i i
1 2 3 4 a
Figure 5: Range of the coefficients a and b
6.3 S o m e simple systems
6.3.1 T w o m u l t i - l a y e r slabs
The SHPN equations reduce for slab geometry to the exact equations derived in Ackroyd (1967).
The interface conditions for slabs is exact, and the perfect reflector boundary condition is for slabs
no more than a symmetry condition. The comparison of the SHPN and EVENT PN solutions
for the multi-layer slabs of Figures 6 and 9 are therefore checks solely on the numerical accuracy
with which the SHPN equations can be solved for slabs. For the first problem the system has
Table 2: Material Properties for Problem 1
Region 1 Region 2 Region 3

O's (C?/t - 1 ) 0.0 0.0 1.0
O-a (CTTt- 1, 10 0.0
Width(cm) 4 0.2 1.0
Source Density (cm -3) 0.0 1.0 0.0
the three layers specified in Table 2. Flux plots for EVENT P5 and the relaxed transport SHP5
solutions are shown in Figure 7 for 52 linear elements of uniform pitch. The small errors made by
the relaxed transport method relative to the EVENT finite element method are shown in Figure
8.
Perfect Pure absorber ,~ba. & Pure $c~t.

Reflector Perfect
Reg. Source Reg. Reflector
Reg.
1 2 3
X-axis
Figure 6: A Multi-layer slab
Table 3: Material Properties for Problem 2
Region 1 Region 2 Region 3 Region4

0.0 0.0 1.0 0.0
oo(m 10 0.0 1.0
With(cm) 0.2 1.0
Source Density (cm -3) 0.0 1.0 0.0 0.0
For the second slab problem there is an additional absorber region. The geometry and material
data are shown respectively in Figure 9 and Table 3. The flux plots for P5 EVENT and SHP5
calculations are shown in Figure 10. The error made by the relaxed transport method are shown
in Figure 11 for linear 72 elements.
6.3.2 T w o - d i m e n s i o n a l regions w i t h constant
The systems considered are shown in Figures 12 and 16. The nuclear data is given in Tables 4
and 5. The boundary condition for the perfect reflectors along the coordinate axes are exact, as
they represent symmetry conditions arising from the fact that the given systems are in effect the
first quadrants of cells of regular infinite lattices,
• A symmetrical system
SHPs and EVENT P,~ solutions using bi-linear elements are shown in Figure 13, and the
errors made along the edge of the system are shown in Figure 14. Contours plots of errors made
by the SHP,~ solution are given in Figure 15. The EVENT P.5 solution is taken as the reference
solution. The errors made by the SHP5 solution are small, and probably arise from the different
26 R.T. Ackroyd e t al.
1.4 EVENT P5
----- SHP5
1.2
1.0
¢, o.s
~0.6
0.4
0.2
0.0
0.0 2.0 4.0 6.0
Distance along x-axis(on)
Figure 7: Comparison of scalar fluxes for the multi-layer problem 1 using EVENT P5 and SHP5
0.20
-0.20
-0.40
-0.60
-0.80 . . . . . . . . . . . . . . . . . . . . . . . . . . . ~ ,
0.0 1.0 2.0 3.0 4.0 5.0 6.0
Distance aEong x-axis(on)
Figure 8: Percentage errors for the multi-layer problem I of the SHP5 calculation. EVENT P~
is the reference solution
Perfect [bs. scarf. Perfect

Pure a b s o r b e r Pure ~reab$orber
Reflector
Reg. Sour, Reg. Reflector
Reg.
Reg.
1 2 3
X-axis
Figure 9: A multi-region 1-D problem No. 2
algorithms used in the SHP5 and EVENT P5 calculations.
Table 4: Source and cross section for the symmetrical system

os(cm-1) 0.5 0.5 0.0
aa(cm-1) 0.25 0.25 0.75
No. of elements along the x-axis a=5 b=5 c=20
No. of elements along the y-axis f=5 d=5 e=20
Isotropic Source Density (cm -3) 1.0 0.0 olo
• An asymmetrical system
Figure 17 shows the trends of EVENT P1,/°3 and P5 calculations, and indicates that for fair
accuracy calculations of P5 order at least are necessary. The trend of errors made by SHP~r
calculations with increasing N is shown in Figure 18 for EVENT P5 results as the reference.
Contour plots of error are given in Figure 20, and in Figure 19 the plot is of error along x=0.0.
6.3.3 H o m o g e n e o u s sphere
The homogeneous sphere has a uniform isotropic source of strength 1 within a radius of I cm. The
outer radius of the perfectly reflected sphere is 8.5 cms. The inverse mean free path c~ is unity. The
error made in SHP3 calculations by the assumed perfect reflector boundary conditions is assumed
to be small, except in the neighbourhood of the reflector. (This local error effect is examined
further in section 6.4.1) The errors made by EVENT P3 and SHP3 calculations are shown in
28 R . T . A c k r o y d et al.
1.4 EVENT P5
----- SHP5
1,2
1.0
~ 0 . 8
~ o.s
0.4
0.2
~.= i . .
0'00.0 1.0 2.0 3.0 4.0 5,0 6,0 7.0 8.0
Distance along x-axis (cm)
Figure 10: Comparison of scalar fluxes for the multi-layer problem 2 using EVENT P5 and SHP5
0.00
¢u
-o.20
-0.40
0.0 2.0 4.0 6.0 8.0

Figure 11: Percentage errors of the SHP~ calculation for tile multi-layer problem 2. EVENT /95
is the reference solution
5.6
perfectRefl*ctor I
REGION 3
Perfect Reflector
PerfectR~flect$
2£
i- i~
0.0 1.0 2.0 I 5.0
I
Perfect Reflector I X (cm)
Figure 12: Geometry of the symmetrical system
Table 5: Source and Cross Section for the Asymmetrical System

as(cm-1) 0.5 0.5 0.0
aa(cm -1) 0.25 0.25 0.75
No. of elements along the x-axis a=15 b=15 c--10
No. of elements along the y-axis f--40 d=40 e=40
Isotropic Source Density (cm -s) 1.0 0.0 0.0
Figure 22. Radial flux plots are shown in Figure 21 for 60 linear elements. Good accuracy is
achieved by the SHP3 calculations except in the neighbourhood of the perfect reflector.
6.3.4 H o m o g e n e o u s infinite cylinder
The perfectly absorbing cylinder has a uniform isotropic source of strength unity within a radius
of 1 cm. The boundary of radius 8.0 cm is a perfect reflector. The inverse mean free path
is 1 cm. The SHPa flux plot is compared in Figure 23 with the result of EVENT />3 and P7
calculations. There is good agreement between the SHPa and EVENT/>3 results, except in the
neighbourhood of the reflector. The disagreement suggests that the assumed SHPa boundary
condition for perfect reflection is incorrect for boundary radii of the order ten mean free paths.
The errors made by the SHP3 and EVENT P3 flux plots are shown in Figure 24 relative to an
3 0 . 0 . . . . . . . . . i . . . . . . . . . i . . . . . . . . . i . . . . . . . . . i ..L . . . . . .
f EVI~IT P5
25,0 f ----- SHP5
~i " -
• , . . . . . . . . . . . . . . . . . . . . . . . . . . . . . , . ,
i
0.0 1.0 2.0 3.0 4.0 5.0

Distance in x direction along the line y=O
Figure 13: Comparison of scalar fluxes for the symmetrical system 1
0.30
0.20
0.10
0.00
-0.10
-0.20 , i , i , k , i , !
0.0 1,0 2.0 3.0 4,0 5.0
Distance in x direclion along the line y=O.O
Figure 14: Percentage errors of the SHP5 results for the symmetric rectangular system along
y=0.0 with P~ EVENT solution as the reference
=
l O00*Percentage Error
i
m ==
i ~ - --4eD
-T~ 4CO
m:I.OW -,'~s~
0 l 2 3 4
Dk~am~ a/~,'~ x-~ri~
Figure 15: Contour plots of percentage error of a SHP5 solution for the symmetric rectangular
system with EVENT P5 solution as the reference
PerlectRe~eOori
10.0
R~GION3
h~eaR~r
P~JR~ao
4,0
R~dON2
e
2"0.1~a I b •. .c .
0.0 0.5 1.0I 2.5

Pe@a R e ~ c ~ ~
r
x (c~)
Figure 16: Geometry of the asymmetrical system

32 R.T. Ackroyd e t al.
2 0 . 0 . . . . i . . . . , , • ,
I " P1 EVENT
.... P3 EVENT
-.., - - - - - 1'5 EVENT
15.0 "C~N
i 10.0
5.0
0.0 . . . . i . . . . i . . . .
0.0 1.0 2.0 3.0

Distance in x-direction along the y=O.O
Figure 17: Comparison of scalar fluxes for the asymmetrical system
40.0 . . . . . . . . . ,
SHP1 vs EVENT P5
- - - - - SHP3 vs EVENT P5
.... SHP5 vs EVENT P5
20.0
0,0
-20.0
--40.0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
0.0 1.0 2.0 3.0
Figure 18: Trend of the percentage errors of SHPN results with increasing N with EVENT/95 as
the reference solution
. . . . . . . . . , . . . . . . . . . i . . . . . . . . . i . . . . . . . . . , . . . . . . . . .
0,10
0.00
-°"%.o ....... 2:0 ....... 4:0 ....... ;.o ....... 8:0 ....... ,o.o
Distance in y direction along the line x=O.O
Figure 19: Percentage errors of SHP5 results along x=0.0 for the asymmetrical system with/95
EVENT solution as the reference
1000*Dercen tage Error
i
ABOVe_ 240 ~',
~0- 240
16o- ~ o
120 - 160
80- 120
40-
-40 - o
i -,80 - -40
-120 - ~o
-16o- -la0
BELOW - I ~
0 z 2
Figure 20: Contour plots of percentage error of a SHP5 solution for the Asymmetrical System,
with P5 EVENT solution as the reference
34 R . T . A c k r o y d et al,
10~
P3
~ P7
h 10-2
104
10-6 , ~ t i L
0.0 2.0 4.0 6.0 8.0 10.0

Distance along the radius
Figure 21: Comparison of scalar fluxes for the spherical system
50.0
P3 Error
.... SHP3 Error
0.0
-,50.0
, i , i i i
-100.%. 0 2.0 40 6.0 8.0 10.0
Figure 22: Percentage errors of SHP3 and EVENT P3 results along the radius with EVENT P7
solution as the reference
102 i
P3
..... P7
100
10 -2
10 ~
10~
0.0 2.0 4.0 6.0 8.0 10.0
D i s t a n c e along the r a d i u z
Figure 23: Comparison of scalar fluxes for the cylinder
40.0 T
P3 Error
- - - SHP3 Error
30.0
20.0
10.0 I-
E
0.0
-10.0
i t i
-20"00.0 2.0 4.0 6.0 8.0
Figure 24: Percentage errors of SHP3 and EVENT /:)3 results along the cylinder radius with
EVENT P7 solution as the reference
EVENT P7 reference solution. There is good agreement between S H P 3 and EVENT P3 fluxes
across the system until the perfect reflector is approached. Both calculations err to the same
extent in the transition from the source region to the source-free region. This indicates that
higher order expansions than P3 are required for good accuracy.
6.4 Tests of b o u n d a r y c o n d i t i o n s
6.4.1 Perfect reflector condition
When a plane partitions a system symmetrically it can be regarded physically as a perfect reflector.
At a point r on a perfect reflector the angular flux ~b(r, 12) for the incident direction ~ is equal to
the angular flux ¢(r, ~*) for the reflected direction N*. For example, the double lines in Figure
25 show the location of perfect reflectors for rectangular cell lattice.
Another problem arises when a regular lattice of cylinders is considered. The location of
a perfect reflector is shown in Figure 26 by a dotted line, and there are eighteen such lines
per cylinder centre. Although there is perfect reflection at each of the starred points on the
circumference of a cylinder, it is sometimes assumed that the whole of the circular boundary is
a perfect reflector; whereas the circumscribing hexagon is the perfect reflector for the cylinder.
Since a curved perfect reflector is a mathematical artifice, and not a physical fact, the physically
inspired perfect reflection condition for the S H P N equations may lead to results that disagreed
significantly with those given by methods that use the artifice such as in the code EVENT. The
effect of curvature of a perfect reflector is investigated for a sphere.
V]
c I E I
Figure 25: Perfect reflecting planes in a lattice

• Plane reflectors
EVENT Ps,/'7 and SHPa flux plots have been obtained for the square lattice cell of Figure
27 along y=0.4 cm and are shown in Figure 28 for the data of Table 6 and the mesh of Figure 30.
The errors made by the EVENT Ps and SHPa calculations are shown in Figure 29 with EVENT
/97 results as the reference solution. Agreement between the EVENT Pa and SliPs results is
good.
Table 6: Source and Cross Section for the square lattice cell
Region 1 Region 2
os( -1) 0.0 0.0
1.0 1.0
Isotropic Source Density (c'm-a) 1.0 0.0
• Curved reflectors
Comparison are made in Figure 32 of EVENT Ps and SHPa finite element calculations for
the homogeneous absorbing spherical system, Figure 31, specified in Table 7. The bench mark
• i
• i
i
i
,
,
Figure 26: Perfect reflecting planes for a regular lattice of cylinders

fluxes are given by an EVENT P~ calculation. As the radius of the perfect reflector is increased
the agreement between the EVENT Pa and SHP3 fluxes improves. When the radius of the
reflector is greater than 7 mfp the EVENT P3 and SHP3 fluxes are in fair accord, except in the
neighbourhood of the reflector.
Table 7: Source and Cross Section for the spherical system
Region 1 Region 2
o+(cm-1) 0.0 0.0
G~(cm-1) 1.0 1.0
Isotropic Source Density (cm -a) 1.0 0.0
radius r1=1 cm r2=3.5, 5.5, 8.5 cm
6.4.2 Bare surface c o n d i t i o n
The test bare surfaces are for the extremes of a small sphere and an infinite slab. The reference
solutions are P? EVENT calculations, undertaken by means of the K + variational principle which
automatically seeks the best approximation for satisfaction of the exact bare surface condition in
a least-squares sense.
b=6 cm
Region 2
Region 1
a=2 cm
Figure 27: Square lattice cell

10 ~
~°~ P3
.... P7
----- 3HP3
.~ 10 o
10 ~
0.0 '
2.0 '
4.0 6 0i 8 0i 10.0
Distance in x-direction along the line y=0.4 cm
Figure 28: Comparison of scalar fluxes for the rectangular lattice cell
10.0 ......... ,
.... P3
"",, .... 5HP3
5.0
.!
0.0 Z
-5.0
-10.0 . . . . . . . . . .
0,0 2.0 4.0 6.0
Distance in x direction along the line )'=0.4 cm
Figure 29: Percentage errors for the SHP3 and EVENT P3 results for the square lattice cell along
y=0.4, with EVENT P7 solution as the reference
Figure 30: Finite element mesh for the rectangular lattice cell
Figure 31: A spherical system

50.0
P3
40.0
- - 5HP3
30.0
--- SHP3
20.0 ~,, e~
L
- - - - $HP3
10.0
0.0
-10.0
-20.0
-30.0
-40.0
-50.0
0.0 2.0 4.0 6.0 8.0 10.0
Distance along the radius ( o n )
Figure 32: Percentage errors of the SHP3 and EVENT Pa results for different outer radius in a
spherical system with EVENT/>7 as a reference solution
Table 8: Material Properties for Slab System
Region 1 Black body belt region

0.75 0.0
o(cm -1) 0.25 1.0
Width 2 cm 0.5, 1, 1.5, 2, 2.5, 3, 4 mfp
Source Density (cm -3) 1.0 0.0
Table 9: Material Properties for Sphere System
Region 1 Black body belt region

a~.(cm-1) 0.75 0.0
oo(cm-1) 0.25
Width 2 am 1, 1.5, 2, 3 mfp
Source Density (cm -3) 1.0 0.0
Since none of the neutrons escaping from a system across a bare surface return, the vacuum
beyond the bare surface can be replaced by a pure absorber of infinite extent, i.e. a black absorber.
Practically the same effect is achieved by a black body belt, i.e a pure absorber with a thickness of
a few mean free paths which is backed by a perfect reflector. The effects of changing the thickness
of the belt are shown in Figures 33 and 34. The data for the sphere, slab and black belt are given
in Table 8 and Table 9. Figures 35 and 36 compare EVENT/97 finite element calculations for
the bare systems with the results obtained for the systems with a black-body belt. The Figures
35 and 36 suggest that a black-body belt with a thickness of 3 mfp is equivalent practically to a
bare surface.
Figures 37 and 38 compare EVENT P3 and SHP3 finite element calculations for spheres and
for slabs. The EVENT Pa results for bare systems are in agreement with SHP3 results for the
systems with a black-body belt thickness of 3 mfp.
6.4.3 Interface conditions
It is known from Ackroyd (1966a) that the interface conditions are exact for infinite slabs. They
are also true by symmetry for the cell walls of the rectangular lattice of Figure 25. For interfaces
with small curvatures it is plausible that interface conditions are reasonable approximations. In
considering the SHPa, Pa and P7 EVENT calculations note that they are obtained using the K +
variational principle, Ackroyd (1997). This principle produces solutions that conserve particles.
For example, an error made in the neighbourhood of an interface is compensated by a counter
balancing error made elsewhere.
4.0
Beltthickness0.5m.f.p
Beltthick~ess=l m.f.p
.... Bdtthickness=l.5ntf.p
3.0 - - - Belt thidmes~2 m.f.p
- - - - - Odtthicknes~2.5~f.p
. . . . . Belt thickness3 ntf.p
Belt thickness4 nt[p
'- 2.0
1.0
0,0
0.0
L 2.0 4.0 6.0
Distancealongx-axis
Figure 33: The effects of changing the thickness of the belt for a slab on P7 flux
30.0 . . . . , . . . . i . . . .
-- lhCZ~dr, ess=l.Stt4~
- - - - - BeltPmclmess=-2~f.p
. . . . • n---4~.p o
20.0
10.0
, , , , i , , ,
0.0 ' "
0.0 2.0 4.0 6.0
Figure 34: The effects of changing the thickness of the belt for a sphere on P7 flux
4.0
Bwe CordtioR
- - -- Be~thidTte~-I m.f,p
• "---- Bdt~cl~n=3 re.f@
3.0
2.0
1.0
0.0 i
0.0 1.0 2.0 3.0 4.0 5.0

Di.C~ce along x . - ~ s
Figure 35: Comparison of EVENT P7 flux for the bare slab system with the systems with a
black-body belt
44 R. T, Ackroydet al.
30.0 . . . . i . . . . , . . . . , . . . . i . . . .
' '~ • ~ Bare C.o~lion

~ . - - B~lhid~u=l m./.p
~ x ----- Belt~icknen=-3m.f.p
20.0
10.0
I
[ "":.....:_
0.0 . . . . ' . . . . I ..... ~.~ . . . . . . . .
0.0 1.0 2.0 3.0 4.0 5.0
D/.,ta~ a/~,g the radm
Figure 36: Comparison of EVENT P7 flux for the bare sphere system with the systems with a
black-body belt
30.0 i i i '1
EVERT P3
- - - SHe3
20.0
I Bare Surface
1
10.0
0.0 ~
0.0 1.0 2.0 3.0 4.0 5.0
Distancealong the radius (cm)
Figure 37: Comparison of EVENT Pa and S H P a fluxes for the bare sphere system with a system
with 3 mfp black-body belt
4.0 . . . . I . . . . i . . . . i . . . . i . . . .
~ h'Y~r/"P3
- - - $/ZP3
3.0
1 #ate$~ace
1.0
0.0
. . . . . . . . . II . . . . "~" ." "; "r . . . . . . . .
0.0 1.0 2.0 3,0 4.0 5.0

O i , ~ e aloagx--~ais(~)
Figure 38: Comparison of EVENT/93 and SHPs fluxes for the bare slab system with a system
with 3 mfp black-body belt
Table 10: Material Properties for Sphere
Region 1 Region 2
os( -1) 0.0 0.0
1.0 1.0
Width 1 cm 4 cm
Source Density (c/n -3) 1.0 0.0
46 R . T . A c k r o y d et al.
10 ~
P7
-- P3
10o
10-t
10~
10-3
10-4
0.0 10 2.0 3.0 40 5.0
Figure 39: Comparison of scalar fluxes for the sphere using EVENT Pa, P7 and SHPa for m
(~i
=l
• Curved interface
A check on the interface conditions for a curved surface is shown in Figures (39)-(44) for an
inhomogeneous spherical system with a range of cross sections for the outer region relative to the
inner region, viz. a_~ range from 1/4 to 1 with ~--1. The nuclear data for t~o -- ~ is given in
Table 10.
Both the EVENT Pa and the SHPa fluxes are in fair accord, except in the neighbourhood of
the reflector. For the range of inhomogeneous systems the reflector is fixed at 5 cms. Thus for the
least value of the cross section for the outer region the reflector is separated from the interface
by a mean-free path-a separation which seems sufficient to isolate the reflector error effects from
interface error effects. The errors made by the SHP3 and EVENT P3 calculations are shown in
Figures (39) to (44) An EVENT Pr calculation is the reference.
50.0 '
~ 1>3Error
.... SBP3 E r r o r
0.0
-50.0
-1~'°00 ~i0 410 610 6~o ,00

Di~we dangthera~us
Figure 40: Percentage errors of SHP3 and P3 calculations for the sphere when °~=1.
Qi
EVENT P7
is the reference
10.0
P7
-- /)3
8.0 - - - - - SHP3
6.0
4.0
2.0
" ~ _
0.0
0.0 1.0 2.0 3.0 4.0 5.0
Dis/mwz~ g r~cr
Figure 41: Comparison of SHP3, EVENT P3 and/)7 scalar fluxes for the heterogeneous sphere
with ~=0.25
400.0
200,0
~P3 3~
........ ----SlIP
0.0
-200.0
~0.0 ',i0 2:o ~'.0 ' ; 0 ~0

D/ffa~ea/~g rad/~
Figure 42: Percentage errors of scalar fluxes for the heterogeneous sphere with ~=0.25, using
EVENT/>7 as the reference solution
10~
P7
-- P3
10o
10`2
OmO ~0 ~0 610
Figure 43: Comparison of scalar fluxes for the heterogeneous sphere with ~ = 0 . 5
175,0 . . . . . .................. II
115.0
---
P3 ii
$/~3
55.0 _ ~
-5.0 ~ _ _ _
U
.-65.0 I-
0.0
-t25.0 . . . . . . . . . . . . . . . . . . . . . . . .
t .0 2.0
g/~u~a/oag~ raal~as
3.0 4.0 5.0
Figure 44: Percentage errors of scalar fluxes for the heterogeneous sphere with ~--0.5, using
EVENT P7 as the reference solution
• Plane interfaces
The inhomogeneous systems that are considered are rectangular with the geometry shown in
Figure 27. Since all the systems have perfect reflectors' they can be regarded as modules of regular
infinite lattices of rectangular cells, with the perfect reflectors' being actual planes of symmetry.
When the regional cross sections are the same the SHPa specification for this homogeneous
system is that given in Table 6.
There are also no reflector induced errors. Consequently the errors shown arise from failure
to satisfy the transport equation with SHP3 or P3 angular prescriptions, and the common finite
element treatment of spatial dependence of the solutions.
The ratio p -- ~-~

O'a{
of the outer to inner regional cross sections is increased from 0.25 through
0.5, 2 to 4. The flux and error plots are shown in Figures 51 to 52 respectively. With increasing
p the agreement between SHP.j and EVENT P3 solutions in the neighbourhood of the interface
improves from fair to good. As p increases the errors of the SHP3 and EVENT/)3 have similar
patterns throughout the system.
50 R, T. Ackroyd e t al.
15.0
----- P7
.... P3
----- SHP3
10.0
5.0
0.0
0.0 2.0 4.0 6.0
Distance in x direction along the line y=0.4 cm
Figure 45: Comparison of scalar fluxes for the square lattice cell with a.~ = 0.25
10.0
P3
st ~ .... SHe3
5.0
i nt
0.0
-5.0
-10.0
-15too
,\~o
--20,0 ' ' , , I , , , , I , I
0.0 2.0 40, 6.0

Figure 46: Percentage errors of

solution as the reference
SHP3 and P3 results along the y=0.4 and ~o = 0.25 with C~i
P7
15.0
- - ° - - P 7
- - - - - SHP3
10.0
5.0
0.0 .............................
0.0 2.0 4.0 6.0
F i g u r e 47: C o m p a r i s o n of scalar fluxes for t h e s q u a r e l a t t i c e cell w i t h ao = 0.5
10,0 . . . . i . . . . ,
-
.
- -
.
-
. .
!
5.0
0.0 . . . . ..-~ t o o -
-5.0
-10.0
-15,0
-20.0 , ,
0.0 2.0 4.0 6.0
F i g u r e 48: P e r c e n t a g e errors of SHP3 a n d P3 results al o n g t h e y = 0 . 4 a n d ~-~ = 0.5 w i t h P7

solution as t h e reference
52 R, T. Ackroyd e t al.
10 ~ i r"
~ ° - - P7
.... P3
100
10 4
10 ~ I i
0.0 2.0 4,0 6.0
Dixtance in X-direction along the line y=0.4 ( cm )
Figure 49: Comparison of scalar fluxes for the square lattice cell with ~ = 2
20.0
P3
10.0 ~ . . . . SHP3 / " I
# t i
I '-..
0.0
-10.0
-20.0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
0.0 2.0 4.0 6.0
Figure 50: Percentage errors of SHP3 and P3 results along the y - 0 . 4 and ~ = 2 with P7 solution
as the reference
10 2
t'7
. . . . ~3
10 o ~ FSHP3
1 0 -2
10 "4
"%..
10 -s
10 ~ N
0.0 2.0 4.0 6.0
DistanceinX-directionalongthetheliney=0.4(cm)
Figure 51: Comparison of scalar fluxes for the square lattice cell with ~-~ = 4
100.0
. . . . . . . P3 ' " " , , ~
- - - SttP3 , / y
50.0
,,;/
0.0 J'4 ',V
-50.0 . . . . r . . . . ~ . . . .
0.0 2.0 4.0 6.0
Dizw~nceinx directionalongtheliney=0.4cm
Figure 52: Percentage errors of SHP3 and P3 results along the y=0.4 and ~ = 4 with P7 solution
as the reference oK
7 Alternative Resolution of the Transport Equation into Diffusion-

like Equations
Equations akin to those of multi-group diffusion theory can be obtained from the fundamental
equation (32) by a route different from the original route given in Section 3.4. The alternative
route is sketched below for an SHP3 approximation. It is described in some detail for a treatment
of relaxed transport in an anisotropic scattering medium Ackroyd, de Oliveira, Zolfaghari and
Goddard (1998). The SHP3 version of the equations (32) gives
P(I)I + a(1 - c)(b0 = S (96)
P2(~2 + 3c~P(~1 + A¢0 = 0 (97)

PSff93 A- 5aP2~2 + 4 A P¢1 = 0 (98)
7apa(~3 + 9/~ P2(b~ = 0 (99)
on making use of the property (20) and the condition
p4~4 = 0 (100)
Elimination of P ~ I from the equations (96) and (97) gives
A dP° + c~(1- c)~° = S P2q~2

3-'---~ (101)
Hence from the equation (96)
/ k P q h = A S + 3a2(1 - c)S + a(1 - c)p2(I)2 - 3a2(1 - c)(~o (102)
Hence from the (98)
p3(I)3 = 12a3(1 - c)2(I)o - [4a(1 - c) + 5alP2(I)2 - 12a2(1 - c)S - 4 A S (103)
Here from (103) and (99)
-__9_9A P2q~2 + [1 + 4(1 ; c)]c~p2~2 = _4 A S (104)

35a 5
12c~(1- c)S +1---~a3(1- c)2~o
8 Discussion
8.1 T h e solid harmonic m e t h o d for isotropic scattering media
8.1.1 A homogeneous medium
In section 3.2 the PN expansion
1 ~
~(r, A) = ~ ~.,_o(2n + 1)~n(r, ~)
has been used to find an approximate solution ~b(r,A) for

1
¢(r, A) = - ~ ( 2 n + 1)~n(r, A)
-
471"u=0
the solution of the relaxed transport equation
~=~0(2n+ 1) A.grad 2 n ~ l J ~n(r, )~) + [ ~ - - ~ + a] ~n(r, )~)
= ac~o(r) + S(r)
Here the direction vector A has the definition (3). P is the operator specified by (11), and the
On(r, )~) and ~ . ( r , )~) are solid harmonics in (~,~/, 4) the components of A. In particular, Oo(r, A)
=Oo(r) and ~o(r, )~)=~o(r) are the PN approximation and the exact value respectively for the
neutron flux.
When A = [)~[=1 the solution of the relaxed transport equation (12) becomes the solution of
the Boltzmann transport equation
o~c / S(r)
~.grad¢o(r, f~) + a¢o(r, ~) = ~ Co(r,IT)d~' + 4--~
The quantities (I)o(r) and Pn(I)n(r, )~) with n even are functions of position r only, and they satisfy
the equations (33), (35) and (37). The solutions wn for (n=0,2,4,...N-1) of equation (59) have
been shown to satisfy equations (33), (35) and (37), having used the transformation (41) with
kn = n!. The SHPN equations (59) for the wn are of the kind similar to that for multi-group
diffusion theory. In fact for N=3 and 5 the SPN equations of Gelbard et al. (1959), the SPjv
equations of Lemanska (1981) for general geometry, and the PN equations of Ackroyd (1967) for
slabs are all special cases of the SHPN equations.
The advantage of the SHPN or SPN equations over the classical spherical harmonic equations
of a PN approximation for a homogeneous region is that for each node of a finite element mesh
there are only (N+1)/2 moments to be determined, irrespective of mesh dimension. With a
classical PN spherical harmonic approximation for the even-parity angular flux there are N+I
2 ,
(N.TA~2
2 ]
and N(N+I~
2
moments to be found for one, two and three-dimensional meshes respectively.
The advantage can be exploited readily because the SHPN and SPN equations are akin to the
equations of multi-group diffusion theory.
Gelbard's view (1961) that the equivalence of the SPN equations and the transport equation
holds for a homogeneous medium is supported by the asymptotic of Larsen, Morel and McGhee
(1993). They found that the equivalence holds for steady state transport in a homogeneous
anisotropic scattering medium, with no restrictions on geometry or scattering law, provided that
the absorption is small. Here the equivalence of the SHPN equations and the transport equa-
tion has been established for a homogeneous isotropic scattering medium, with no restriction on
geometry or absorption. The extension of the above analysis, Ackroyd et al. (1998), to a homo-
geneous anisotropic scattering medium also confirms the equivalence of the SHPN equations and
the transport equation.
8.1.2 Multi-regional systems
All of the above useful computational features of the SHPN and SPN equations are known to
hold for multi-regional slabs. For such systems exact treatment are known for interfaces, perfect
reflectors, bare surfaces and surfaces with a source, Ackroyd (1968). However the validity of
the SPN equations for general geometry is questioned by the asymptotic analysis of Pomraning
(1993).
The test cases for two-dimensional systems that have been examined above suggest the fol-
lowing remarks on the interface and boundary conditions are appropriate,
• Interfaces
The proposed interface conditions for the SHPIv are satisfactory for two-dimensional systems
with plane interfaces. They are exact for slab systems. When the curvature of the interface is
sharp some improvement in the interface conditions seems to be desirable. For example, better
agreement between the SHPN and P3 fluxes at the origin of Figure 41 would seem to be desirable.
• Perfect reflector
The perfect reflector condition which is exact for slabs is also satisfactory for two-dimensional
systems with plane reflectors, as shown in Figure 29. When the thickness of the reflector is about
five mean free paths the reflector conditions leads to satisfactory agreement between SHP3 and
Pa fluxes. In the exceptional case of small sphere there is good agreement between SHP3 and P3
results for a reflector thickness of 7.5 mean free paths as shown in Figure 32.
* Bare surfaces
For the bare surface of a slab the SHP3 and P3 fluxes of Figure 38 are in good accord across
the slab. Fair agreement of the SHP3 and P3 fluxes in Figure 37 is achieved near the bare surface
of the sphere.
Although further work on the boundary conditions for the SHPN equations is desirable for
general geometries, the proposed boundary conditions for the SHPN equations provide good
approximations in many cases. Some thought given in using SHPN results as a 'starter' for more
refined calculations seems worthwhile.
8.2 Anisotropic scattering media
The derivation of the SHPN equations that is given in Section 3 for isotropic scattering media
can be developed to treat anisotropic scattering media. A simpler treatment is possible if the
alternative analysis that is given in Section 3 for isotropic scatters is employed (Ackroyd a1.,1998).
8.3 F u r t h e r d e v e l o p m e n t of t h e SHPN m e t h o d
It has been shown above that the SHPN method provides a rigorous demonstration for a capturing
and isotropic scattering medium that the PN approximation for the solution of the Boltzmann
transport equation (6) can be found by solving a system of equations which are akin to the
equations of multi-group diffusion theory.
The SHPN method has been applied to multi-regional systems with the aid of interface and
boundary conditions that have obtained intuitively. The test examples that have been undertaken
suggest that the SHPN method has significant development potential.
Two probable ways of releasing this potential are sketched bellows:
Option(i): Further study of the solid harmonic analysis that provides a rigorous derivation of
the multi-group diffusion equations which mimic the transport equation, may provide a rigorous
treatment of interface and boundary conditions.
Option(ii): The flux provided by the SHPN method can be used as a starting trial function
for an iterative scheme that is based on the Koc(¢, 0+, 0-) maximum principle of Ackroyd (1997)
an interface. Two trial functions are used for the angular flux ¢(r, ~) + 0+(r, n ) and ¢(r, ~) -
0+ (r, n), with 0¥(r, n ) as functions which are discontinuous at the interfaces of elements and can
be defined independently for each element. The vector ¢ ~ specifies a net flow of neutrons across
an interface in the sense that fsins~ f4, ~.ni¢(r, ~)d~dS is continuous across the interface of the
regions i and j with surface Si and Sj. The angular flux that is associated with reaction rates
is specified as ¢' = ¢ + 0, where 0(r, ~2) has the even-parity component 0 + and the odd-parity
component 0-.
The iterative scheme can be started with ¢+ = Wo the flux given by the SHPN equations and
¢~ = SG[S- - •.V¢+]. Here $ is a smoothing operator, Ackroyd (1997), and the expression
G[S- - 12.V~;+] is the analogue for the trial function ¢+ of the result ~b~- -- G[S- - ~.V!b+],
which relates the angular flux ¢+ to the exact odd-parity angular flux ¢~-. The first round of the
iteration is completed firstly by calculating 0~V

+, element by element, the discontinuous corrections
to ¢1+-, and secondly determining the smoothed approximations ¢+ + $0+ and ¢i- + $0i-,
The second round of the iteration starts with the trial functions ¢+ = ¢+ + a+$0 + and
¢~ = ¢~ + a{$O{ with ~ parameters which can be chosen independently for each node of
the spatial finite element. The cc~l
+ are optimised by maximising K + ( ¢ +) and K - ( ¢ ~ ) . These
operations are no more onerous than diffusion theory calculations. The second round is then
completed by determining 0~ and finding $ 0~.
The above iterative method variational differs in two respects from the variational nodal
method of Lewis and Palmiotti (1996) for simplified PN or SPN equations for neutron transport.
The former scheme uses the SHPN equations only once as the starter for the iterations. Thereafter
the successive approximations are forced to converge by the use of a maximum principle for
which discontinuous trial functions are admissible. In contrast the Lewis and Palmiotti scheme
uses throughout a stationary principle for the SPN equations. Both schemes are nodal in the
sense that neutron conservation holds element by element for the variational solutions. That the
variational methods and both the SHPN and SPN equations are related can be seen by comparing
the variational method of Pomraning (1993) for deriving the SPN equations from the even-parity
transport equation with the method of relaxed equations used in deriving the SHPN equations.
Pomraning expression for a trial function for the even-parity angular flux is
N--1
"T--
1 ~ (~2.V)2,F2n(r) (105)
= .=0
This expression can be generalized as the generalized even-parity angular flux trial function
N--1
1
~b~(r,)~) = ~ ~ ] Q2nF2m(r) (106)
for an arbitrary vector )~ = ~i+T)j+~k, with Q=)~.V the operator with the explicit definition (13).
The expression for ~ ( r , f~) is a homogeneous polynomial of degree N-1 in ~, ~7 and (. In using
the expression (31) in the method of relaxed equation N is taken to be odd. Thus the even-parity
angular flux approximation ¢+(r, )~) -- [¢(r, ~k) + ¢+(r, -)~)]/2 is a homogeneous polynomial of
degree N-1 in ~, 71 and ~. In deriving the w~(r), the flux for the SHPN equations only the even
numbered (I)n are related to the w~ by the expression (41). In effect ¢+(r,,k) is related to the
Huxes.
References
A c k r o y d , R. T. (1966a, reprinted 1968), The Accurate Solution of Transport Theory Problems

by the Use of a New Version of Diffusion Theory, UKAEA TRG Report 1568 (R).
A c k r o y d , R. T. (1966b), On a Multi-group Diffusion theory Equivalence for Transport Theory
(unpublished note).
Ackroyd~ R. T. (1967) On the Use of Diffusion-Theory for Transport Calculations, The British
Nuclear Energy Society in conjunction with The Institute of Physical Society, International
Conference, London, 26th to 29th September.
Ackroyd, R. T. (1997) Finite Element Methods for Particle Transport: applications to
reactor and radiation physics, Research Studies Press.
Ackroyd, R. T., de Oliveira, C. R. E., Zolfaghari, A. and Goddard, A. J. H. (1998)
Resolution of the Transport Equation for Anisotropic Scattering Medium into a system of Diffu-
sion Equations, Ann. Nucl. Energy (in press).
Gelbard, F. Davis, J. and Pearson J. (1959) Iterative Solutions to the P1 and Double-P1
Equations, Nucl. Sci. and Eng., 5, 36.
Gelbard, E. M. (September 1960) Application of Spherical Harmonics Method to Reactor
Problems. Westinghouse report WAPD-BT-20.
Gelbard, E. M. (February 1961) Simplified Spherical Harmonics Equation s and their use
in Shielding Problems, Westinghouse report WAPD-T-1162.
Larsen, E. W., Morel, J. E. and McGhee, J. M. (1993) Asymptotic Derivation of the Sim-
plified Ply Equations, Proc. ANS Topical Mtg., Mathematical Method and Super computing in
Nuclear Applications, Karlsruhe, Germany.
Larsen, E. W., Morel, J. E. and McGhee, J. M. (1996) Asymptotic Derivation of the
Multigroup PI and Simplified Ply Equations with Anisotropic Scattering, Nucl. Sci. Eng., 123,
328.
Lemanska, M. (1981) On the Simplified Pn Method in 2-D diffusion code EXTERMINATOR,
Atomkernenergie, 37, 173.
Lewis, E.E. and Palmiotti, G. (1997) Simplified Spherical Harmonics in the Variational Nodal
Method, Nucl. Sci. Eng., 126, 48.
MacRobert, T. M. (1967) Spherical Harmonics, Pergamon Press, 212.
de Oliveira, (2. R. E. (1987) An Arbitrary Geometry Finite Element Method for Multigroup
Anoisotropic Scattering, Prog. Nucl. Energy, 18, 227.
Pomraning, G. (3. (1993) Asymptotic and Variational Derivations of the Simplified Equations,
Ann. Nucl. Energy, 20, 623.
Appendix A
Proof that
/Q-2~+P1]~n(r,)~) is a solid harmonic of degree n+ l when

~I,.(r,.k) is a solid harmonic of degree n in (~, 7, ~)
the Cartesion components of direction vector A
Here the operator P and Q have the definitions 11 and 13 respectively. Since
Q~,(r,~) = (~0~ + ,~ 0 + ( 0 ) ~n(r,~) (107)

and the solid harmonic ~n(r,A) is a homogeneous polynomial of degree n in ~, r/ and ( then
Q~,(r,A) is a homogeneous polynomial of degree n + l in ~, ~, 4. By using Maxwell's theory of
spherical harmonies, MacP~bert (1967) there is associated with the function Q~n(r,A) the solid
harmonic of degree n + l given by
1 2(2n + 1)"n2 4 2.4(2n + 1 ) ( 2 n - 1) rn2 - " " Q~,~(r,X) (108)
is a solid harmonic of degree n+l. Here

02 02 02~
[[]2m ~- (~_~ + ~ 2 "~- ( ~ 2 j (109)
Using the the property (24) the solid harmonic ~n gives
[32Q,qdn = 2 P ~ n (110)
and one then gets
Ea4Q@n ----2Q2P~n --- 2PE:12~n (111)
Since ~n is by definition a solid harmonic, it follows that
I-'14Qffln : [-16Q~n . . . . . . . . . 0 (112)

Thus the results (108), (110) and (112) give [ Q - x2e
~ ] k o n is a solid harmonic of degree n + l .
Appendix B
Proof that
P ~ n is a solid harmonic of degree n-I when (Pn

is a solid harmonic of degree n
Since Cn is a solid harmonic of degree n in ~, 77 and ¢ then
D2¢I'n = + ~ +
o¢] ¢bn = 0 (113)
and
D2°oon -- ~O--TD2(1)n
o¢
= 0
(114)
Hence ~o~, ~a,, and ~ all are solid harmonic of degree n-1 in ~, ~ and 4, as are 02'I%
OxO~,02~a
ouo, and
o2V.ozo¢• Thus P(~n = [ A + ~-~
°~ + ozo¢
°2 ](~n is a solid harmonic of degree n-1.
Appendix C
Proof that
Pm+IQOm = (m + 1) A PmOm
This result is obtained from the general result
P'n+lQO = (m + 1) A PmO + QP'n+10 (m = 0,1, .....) (115)
On putting 8 = 8m, a solid harmonic of degree m, and using the property (15).
The result (115) holds for m--0, as shown by the property (16). Granted that the property
(115) holds for m=k, then
Pk+2QO = (k + 1) A pk+lo + PQ[P~+IO] (116)
i.e on using the property (16)
Pk+2Q8 = (k + 2) A pk+lO + Q[Pk+20] (117)
Thus the property (115) holds for m = k + l if it holds for m=k. Since (115) holds for m=0 it holds
for (m--I,2,. ........ )
Appendix D
Proof that
Pm+IA2pOm = m(m + 1) A pmo m
This result is a special case of the general result
P"~+IA2PO = m(m + 1) A P"O + 2(m + 1)Qp(m+I)O + A2p(m+2)0 (m = 0, 1, ...) (118)
which is obtained by putting 0 = Om a solid harmonic of degree m and using the property (15).
The general result (118) holds for m=0, as shown by the property (16). It is established in
general by induction. Granted that the result (118) holds for m--k then
Pk+2A2PO = k(k + 1) z~ Pk+18 + 2(k + 1)PQP(k+I)O + PA2P(k+2)0 (119)

62 R. T. Ackroyd et al.
The property (16) gives

p Q p ~ + I O = A p k + l 0 + QPk+20 (120)
and property (17) gives
pA2pk+20 = 2Qpk+20 + A2pk+30 (121)
Thus the result (119) becomes
Pk+2)~2PO = (k + 1)(k + 2) A Pk+~o + 2(k + 2)QP(k+2)0 + A2P(k+3)O (122)
i.e if the result (118) holds for m=k, then it holds for m = k + l . Since the results holds for m---0,
it holds for (m=l,2,. ...... )
Appendix E
Proof that the system of equations 55, viz
AWo
+ a ( c - 1)wo + S = 0
3a
(n + 1) AW~ n AW~_2
+ - - - - -(2n+l)aw~=O n even, 2 < n < N - 1
(2n + 3) ~ (2n - 1)
can be recast as
AW~ - 2"[(~)~1~(-1)~
Tgi. × { s + (2m + 1)(-1)5
(2n + 3)c~
, (even n = 0, 2, ..N - 1)
The system of equations(55) is rewritten with
A~
0 < n < N - 1 for even n (123)
Yn -- (2n + 3)a'
aS
Yo = - c ~ ( c - 1)Wo - S
(124)
(n + 1)yn + ny,~_2 = (2n + 1)aw.
The expressions (124) give the following equations for Wo,
/,do~ yo = - a ( c - 1)w0 - S
3 2 5
~J2~
3.5 3.4 3.9

{,04}
[1.3.5 ..... (n - 3)] ( n - 1)(-1)-T~-yn_2 [1.3.5 ..... (n -- 3)] (n - 2)(-1)-~Ayn_4

~,.-2, y o ~ _ 2)]" + [2.4.6 ..... (n 2)1
= [1.3.5 ..... (n - 3)] (2n - 3)(-1)N3"aWn_~
[2.4.6 ..... (n 2)]
and
[1.3.5 ..... ( n - 1)]~ [1.3.5 ..... (n -
~n, ~.n] (n + 1)(-1)~yn + ~.~11)1~(-1)%_2
= [1"~.~11)1(2n+ 1)(-1)}awn (125)
Adding the equations in the set (125) gives
[1.3.5
~ ......
~ ]( n - 1 ) ] ( ~ + l ) ( - 1 ~) ~ y . = - ~ o - s + ~ [1.3~m ] 1)](2m+ 1)(--1)~m (126)
ra=0
( n = 0 , 2 , 4 , . .... N - l )
This result can be written as
(n + 1)!(-1)} ~-, ( - 1 ) ~ ( 2 m + 1)m!
2'* "*)i 2 .y'* = - a C W o - S + A.., m ,n I 2 O~Wm (127)
[(~ .] ~_-o 2 [(2).]
Hence
AW. 2~[(~)!]2(-1)~ { S + (~ ~ (2m + 1)(-1)~m!wm
(2n+3)a- (n+l)! x -acwo- m=o 2m[(~)!]~ J
, ( e v e n n = O, 2, . . . . N - 1)
the property that was to be demonstrated.
Appendix F
Proof that the inverse of the transformation
W n = ( n + 1)Wn + ( n + 2)Wn+~, (n = 0, 2,. ........ N - 3)

(128)
WN-1 = NwN-1
64 R. T. A c k r o y d e t al.
is
'K"~N--n--1 [ 1 ~ j / 2 2Jn![(n-~i')!]2 1,17"
03n : £.,even j = O t - - l t (n+j+l)![(~)!] 2 r'n+J (n = 0, 2, ......... N - 3)
(129)
wlv-1 = W~v_I/N
The proposition is demonstrated by assuming the result (129) and deriving the result (128). For
(n=0,2,4,. ...... N-3)
N-,,-~ (_l)m2Jn![(~+~2 )!12W.+j(n + 1)

(n+l)wn+(n+2)wn+2
= ~ j=0
even (n + j + 1)![(2)!12
"---~ (-1)J/~2J(n + 2)![(~)!]~w.+~+A,~ + 2)
+ E (n + 2 + j + 1)![(n-~-~2)!p
(13o)
even j=0
On putting k = j + 2
N-n-IX.., (--1)J/223n![(~)!]2Wn+~(n + 1)
(n+l)w,+(n+2)wn+2
~-~=~ (n + j + 1)![(~)!?
iv-n-1 (_l)k/22k(n + 2)![(n_~2k)!]2Wn+k(n+ 2)
E
even k = 2
22(n + k + 1)![(n--~2)!]2 (131)
Since (n__~l_(n_:t2)(n_]t
x 2 ] ' - - ' , 2 ' , 2 / " and (n + 2)(n + 2)! = (n + 2)2(n + 1)! the result (131) reduce to
(n + 1)w. + (n + 2)w.+2 = W~, (n = 0,2,4, ............. , N - 3) (132)

the first part of (127).

Equation de Transport

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Progress in Nuclear Energy, Vol. 35, No. 1, pp.

ON A RIGOROUS RESOLUTION OF THE TRANSPORT EQUATION INTO

R. T. Ackroyd, C. R. E. de Oliveira, A. Zolfaghari and A. J. H. Goddard

Computational Physics and Geophysics Group,

The treatment in Ackroyd(1966b) for an isotropic scattering medium is published in detail

Figure 1: Specification of a direction at a point (x, y, z) by a unit vector fl or a vector A ---Aft,

2 Relaxed Transport in an Isotropic Scattering Medium

2.1 Solid h a r m o n i c expansions for angular fluxes

;because a surface spherical harmonic of degree n is obtained by dividing a solid harmonic of

which is homogeneous and of degree n, in ~, ~/, ~.

2.2 Relaxed transport equations

A relaxed transport equation is a generalization of the Boltzmann transport equation

~.grad¢o(r, f~) + ~bo(r, f~) = ~~c f Co(r, ~ ' ) d ~ ' + S(r)

A.grad¢(r, A) + a ¢ ( r , A) = ~~ c / ~(r, X,)~7~

Figure 2: Solid angle dr2' or dA'/(A') 2

where ~ ( r , A ) is a solid harmonic of degree n. In particular, the flux kOo(r,A) is independent of

In terms of the kOn(r,A ) equation (8) can be written as

~](2n+l) X.grad 2n--+lJqJ"(r'A)+[-2-'~i .]+a@~(r,A) (10)

is the sum of solid harmonics of the kind (2n + 1) [A.grad - 7V;-7

o~ P + a]#~(r, A) is the sum of the solid

2.3 O p e r a t i o n a l f o r m of t h e relaxed transport e q u a t i o n

2.4 S o m e P r o p e r t i e s of t h e operators P and Q for r e l a x e d transport

If Ore(r, )k) is a solid harmonic of degree m in the components (~, ~, 4) of X then,

The operator P and A2 are not commutative. For example,

If O,,,(r, A) is a solid harmonic of degree m in ~,r/and ( then,

P"+IQO,~ = (m + 1) A p'nO,n (18)

Pm+l[(2m + 1)Q - A2PIO,n = (m + 1) 2 • PmOm (20)

The operators P and Q also satisfy

[]2QO = 2P0 (21)

where 0 2 is the Laplacian operator

1-12Q0 -- 2P0 + QD20 (23)

and since 0 is a solid harmonic

3 Replacement of the Relaxed Transport Equation by Simultaneous

P~Iq + ak9 o = ac',I'o + S

Pk02 + 3ak01 + (Q - A2P)q2o = 0

Pk~n -4- (2n - 1)O~kT/n_1 -'[- [(2n - - 3)Q - A2P]k~,,_2 = 0 (25)

P~n+t + (2n + 1 ) ~ n + [(2n - 1)Q - A2P]~2,_l = 0

Substituting this expansion in the transport equation for a slab, viz.

3.2 F i r s t - o r d e r e q u a t i o n s for t h e solid h a r m o n i c s of a P~¢ a p p r o x i m a t i o n

The angular flux ¢(r, A) for a PN approximation taken to be at r

PffP2 "4-3o~¢1 + (Q - A2P)¢o = 0

PO~ + (2n - 1)c~On-1 + [(2n - 3)Q - A2Pl¢._2 = 0

(2N + 1)a~N + [(2N - 1)Q - A2P]q)N_i = 0 (32)

3.3 Second-order equations for a PN approximation

Pn-2(I)n_2 + (n - 3)2/kPn-ac~n_4 + (2n - 5)c~Pn-aOn_3 = 0 (34)

Pa-~(bn-, + (n - 2)2~Pn-3(I),~_3 + (2n - 3)aPr~-2(I)n_2 = 0

3.4.1 E l i m i n a t i o n o f t h e Pn&n for o d d n f r o m t h e m o m e n t equations

xP"-2'~,~_2 + (2n - 1)(n - 2)2(n - 3)2A2Pn-4~n_4 : 0 (n = 4, 6, S, .....N - 1)

PN-I~N_ 1 + ( N - 2)2/xpN-3~N_3 + (2N - 3)apN-2~N_ 2 = 0

PNd2N + ( g - 1)2/kpN-2¢N_ ~ -b (2N - 1)aPN-ICN_ 1 : 0 (36)

x p N - I ~ N _ I + (2N + 1)(N - 1)2(N - 2)2/k2pN-3ff~lv_3 = 0 (n : 4,6,8, .....N - 1)

3.4.2 E q u a t i o n s in t h e n e w v a r i a b l e s wn t h a t s p a w n t h e Pn~n e q u a t i o n s for e v e n n

Consider the set of equations

/kw0 + 3a2(c - 1)w0 + 3aS + k2Aw2 = 0 (38)

{ ( [ 2 N - 3][NI 2 + [ 2 N + 1]IN - 112)A - ( 2 N + 1 ) ( 2 N - 1 ) ( 2 N - 3 ) a 2} (40)

Pn(~n = knAn/2wn, (n = 2, 4,. ..... N - 1) (41)

3.4.3 Criterion for choosing the kn

An expansion of the kind

{ ~ + ~(1 - C)~o= S0(z)

(n + 1 ) ( ~ - ~ ) + n ( ~ - ~ ) + (2n + 1 ) ~ , = 0 (n ----1, 2, ....N - 1) (45)

N(~)aa~-I + (2N + 1)~(I)N = 0

{ ([2n - 5][n -112 + [ 2 n - 1 ] [ n - 2 1 2 ) ~ } - (2n - 1 ) ( 2 n - 3)(2n - 5)o~2¢I,,~_2 (47)

- ( 2 N + 1)(2N - 1)(2N - 3)a2¢n_l + (2N + 1)(Y - 1)(N - 2) d2¢N-3