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Higher order approximate solutions of fractional stochastic point kinetics equations in nuclear reactor dynamics

NUCLEAR ENERGY SCIENCE AND ENGINEERING

Higher order approximate solutions of fractional stochastic point kinetics equations in nuclear reactor dynamics

S. Singh
S. Saha Ray
Nuclear Science and TechniquesVol.30, No.3Article number 49Published in print 01 Mar 2019Available online 18 Feb 2019
34900

Stochastic point kinetics equations (SPKEs) are a system of Itô stochastic differential equations whose solution have been obtained by higher order approximation. In this study, a fractional model of SPKEs has been analyzed. The efficiency of the proposed higher order approximation scheme has been discussed in the results section. The solutions of SPKEs in the presence of Newtonian temperature feedback have also been provided to further discuss the physical behavior of the fractional model.

Fractional stochastic point reactor kinetics equationsFractional calculusHigher order approximationCaputo derivativeNeutron population.

1. Introduction

Stochastic point kinetics equations (SPKEs) are a system of coupled nonlinear stochastic differential equations (SDEs) [1] and are important in nuclear engineering. The SPKEs model a system of Itô SDEs, specifically, neutron population and delayed neutron precursors. The physical dynamical system has been established to be a population process, and techniques have been employed by Hayes and Allen to transform deterministic point kinetics equations into a system of SDEs [2]. The fractional diffusion model is normally applied to large variations of neutron cross sections, which preclude the use of classical neutron diffusion equations [3-6]. Various approximation methods have been developed to improve the control of processes in the nuclear reactor.

In recent developments dynamic, multiphysics phenomena face many challenges regarding accurate numerical schemes, resulting in severe computational requirements. An approach to reduce the severe computational requirements of standard low-order simulations is to employ higher order formulations. In the hierarchy of high-order methods, compact schemes represent an attractive choice for reducing dispersion and anisotropy errors.

Nowak et al. presented the numerical solutions of a fractional neutron point kinetics model for a nuclear reactor [7]. Numerical solutions of SPKEs by implementing stochastic piecewise continuous approximation (PCA) have been obtained by Hayes and Allen [2], which provided a very succinct idea about the randomness of neutron density and precursor concentrations. Saha Ray showed that Euler–Maruyama (EM) and Taylor 1.5 strong order numerical schemes are well-founded estimators compared with stochastic PCA [8]. Saha Ray and Patra applied the Grunwald–Letnikov definition of fractional derivative for solving SPKEs [9]. Nahla and Edress [10] showed the efficiency of analytical exponential model (AEM) for obtaining solutions of SPKEs.

In our present work, we demonstrate the fractional numerical method for obtaining the mean neutron population for various reactivities. In Sect. 2, we introduce the fractional stochastic nonlinear point reactor kinetics equations (SNPKE). The fractional Itô SDE for NPKEs is obtained using the central limit theorem. In Sect. 3, we discuss the higher order approximation method for Caputo derivative, and in Sect. 4, we discuss its application. In Sect. 5, we discuss the obtained numerical solutions for various reactivities.

2. Framework of fractional SNPKE

We now introduce an elementary definition before stating the central limit theorem.

Definition 2.1

Let X¯M be the sample mean of M independent samples X1,...,XM of a random variable X such that

X¯M=1M(X1+...+XM), XM*=M(X¯Mμ),

where μ is the mean and σ2 is the variance for each independent and identically distributed real-valued random variables Xj.

Theorem 2.1 (Central Limit Theorem)

If each random variable Xj has a finite second moment with VarXj=σ2, the distribution of X¯M converges to that of a Gaussian random variable with mean μ and variance σ2M. Thus, XM* converges in distribution to Z~N(0,σ2).

The fractional Itô SDE for NPKEs with temperature feedback effects [11-15] obtained from the central limit theorem can be written as follows [16]:

D0CtαΨ(t)=A(t)Ψ(t)+Q+B12(t)dW(t)dt, (2.1)

where α is the fractional order of the derivative and 0<α1, Ψ(t)=(N(t)C1(t)C2(t)Cm(t)), W(t)=(W0(t)W1(t)W2(t)Wm(t)), and Q=(q000). Here, m is the total number of delayed neutron groups and W0(t),W1(t),W2(t),,Wm(t) are standard Wiener processes as defined in [8], N(t) is the neutron population, and Ci(t) is the precursor concentration of i-group of delayed neutrons.

The coefficient matrix A(t) is represented in the following form =(W0(t)W1(t)W2(t)Wm(t))

A(t)=(ρβlλ1λ2λmβ1lλ100β2l0λ20βml00λm), (2.2)

where ρ is the total reactivity, β=i=1mβi is the total fraction of delayed neutrons, βi is the fraction and λi is the decay constant of i-group of delayed neutrons, and l is the prompt neutron generation time.

The covariance matrix B(t), which is evaluated in reference [16], is represented as follows:

B(t)=(μ0(t)μ1(t)μ2(t)μm(t)μ1(t)μ1(t)00μ2(t)0μ2(t)0μm(t)00μm(t)), (2.3)

where μ0(t)=(ρ+βl)N(t)i=1mλiCi(t), μi(t)=βilN(t)λiCi(t), and i=1,2,3,,m.

3. Higher order approximation scheme

3.1 Fractional calculus

The Caputo derivative operator for α(0,1) is defined as follows:

D0Ctαf(t)=1Γ(1α)0t(ts)αf(s)ds,

in which Γ() is the Euler gamma function.

In this paper, a (3α)th order scheme for Caputo derivative D0CtαΨ(t) with α(0,1) has been discussed for obtaining the solutions of fractional SNPKEs. Let 0=t0<t1<...<tM=T and tn=t0+nτ be the equidistant discretized times with τ=Δn=(Tt0)M for MZ such that τ(0,1). Now using the Taylor expansion to Ψ(s), Ψ(ti1), and Ψ(ti+1) at point t=ti(0i<n), we get

Ψ(s)=Ψ(ti)+Ψ(ti)(sti)+Ψ(ti)2!(sti)2+O((sti)3), s(ti,ti+1),

Ψ(ti)=Ψ(ti+1)Ψ(ti1)2τΨ(ti)3!τ2+O(τ4), and

Ψ(ti)=Ψ(ti+1)2Ψ(ti)+Ψ(ti1)τ2Ψ(4)(ti)12τ2+O(τ4).

Hence, we can obtain the following:

Ψ(s)=Ψ(ti+1)Ψ(ti1)2τ+Ψ(ti+1)2Ψ(ti)+Ψ(ti1)τ2(sti)Ψ(ti)3!τ2+Ψ(ti)2!(sti)2+O((sti)3), 0<sti<τ.

Therefore, the Caputo derivative can be discretized as

D0CtαΨ(t)|t=tn=1Γ(1α)0tn(tns)αΨ(s)ds=1Γ(1α)i=0n1titi+1(tns)αΨ(s)ds=1Γ(1α)i=0n1titi+1(tns)α[Ψ(ti+1)Ψ(ti1)2τ+Ψ(ti+1)2Ψ(ti)+Ψ(ti1)τ2(sti)Ψ(ti)3!τ2+Ψ(ti)2!(sti)2]ds+O(τ3)=ταΓ(3α)i=0n1[w1,ni(Ψi+1Ψi1)+w2,ni(Ψi+12Ψi+Ψi1)]+rn.

where n=1,2,...,M and τn is the truncation error.

Therefore, the Caputo derivative has the following numerical approximation [17]:

D0CtnαΨ(tn)=ταΓ(3α)i=0n1[w1,ni(Ψi+1Ψi1)+w2,ni(Ψi+12Ψi+Ψi1)]+O(τ3α), (3.1)

where 0<α<1, w1,ni=2α2[(ni)1α(ni1)1α], w2,ni=(ni)2α(ni1)2α(2α)(ni1)1α, and rn is the truncation error in the following form:

rn=1Γ(1α)i=0n1titi+1(tns)α[CΨτ2+3CΨ(sti)2]ds+O(τ3), (3.2)

where CΨ=Ψ(ti)3! is a constant.

The right-hand side of eq. (3.2) can be expressed as follows:

1Γ(1α)i=0n1titi+1(tns)α[CΨτ2+3CΨ(sti)2]ds+O(τ3)=CΨΓ(1α)i=0n1(I1+.3I2),

where

pic

Therefore,

CΨΓ(1α)i=0n1(I1+.3I2)=CΨτ3αΓ(2α){n1α3[(n1)1α+...+21α+1]62α[(n1)3α+...+23α+1]+6(2α)(3α)n3α}.

Let

S(n)=3i=1n1i1α62αi=1n1i2α+6(2α)(3α)n3αn1α=i=1n1ai, n1.

If n=1, define a0=s(1)=6(2α)(3α)1. Then ai(i1) can be defined as follows:

ai=S(i+1)S(i)=6(2α)(3α)[(i+1)3αi3α]62αi2α(i+1)1α2i1α.

It can be proven that |S(n)| is bounded for n1 [17-19]. This proves that the series i=0ai converges. On further simplification we get,

D0CtnαΨ(tn)=ταΓ(3α)[Ψn(w1,1+w2,1)+i=0n2w1,niΨi+1i=0n1w1,niΨi1+i=0n2w2,niΨi+1+i=0n1w2,ni(2Ψi+Ψi1)]+O(τ3α) (3.3)

In Eq. (3.2), if i=0, then Ψi1=Ψ1, which lies outside of [0,T]. Various options have been provided to approach Ψ1. In numerical calculations, the neighboring function values have been used to approximate Ψ1, that is, Ψ1=Ψ(0)τΨ(0)+τ22Ψ(0)+O(τ3).

1) When Ψ(0)=Ψ(0)=0, then Ψ1=Ψ0+O(τ3); the convergence order is O(τ3α).

2) When Ψ(0)=0, Ψ(0)0, then Ψ1=Ψ0+τ22Ψ(0)+O(τ3); the convergence order of Eq. (3.1) is O(τ2).

3) When Ψ(0)0, then the convergence order is O(τ).

4. Solution of SPKE by higher order approximation method

In this section, higher order approximation to Caputo derivative has been applied to Eq. (2.1) as follow:

ταΓ(3α)[Ψn(w1,1+w2,1)+i=0n2w1,niΨi+1i=0n1w1,niΨi1+i=0n2w2,niΨi+1+i=0n1w2,ni(2Ψi+Ψi1)]=A(t)Ψ(t)+Q+B12(t)dW(t)dt (4.1)

Therefore, the above expression can be simplified into an explicit numerical scheme as follows:

Ψn=1(w1,1+w2,1)(Γ(3α)τα(A(tn1)Ψn-1+Q+B12(tn1)ΔW(tn))(i=0n2w1,niΨi+1i=0n1w1,niΨi1+i=0n2w2,niΨi+1+i=0n1w2,ni(2Ψi+Ψi1)))) (4.2)

where ΔW(tn)=hSn and n=1,2,...,M with initial condition

Ψ(0)=(N0β1N0lλ1β2N0lλ2βIN0lλm), (4.3) Sn=(S0nS1nS2nSmn), (4.4)

where S0n,S1n,S2n,,Smn are random variables from N(0,1)

with mean equal to 0 and variance equal to 1.

Theorem 4.1

The local truncation error of the scheme is O(τ3α).

Proof: The local truncation error of the higher order scheme for Eq. (4.2) can be derived as follows:

Rjk=ταΓ(3α)i=0n1[w1,ni(Ψi+1Ψi1)+w2,ni(Ψi+12Ψi+Ψi1)]A(tn1)Ψn-1QB12(tn1)ΔW(tn)=ταΓ(3α)i=0n1[w1,ni(Ψi+1Ψi1)+w2,ni(Ψi+12Ψi+Ψi1)]D0CtnαΨ(tn)A(tn1)(Ψn-1Ψn-1)=O(τ3α).

5. Numerical results and discussions

Here the solutions of SPKE (i=6) have been obtained using higher order approximation scheme.

5.1 Step reactivity

In this section, the numerical solutions of the fractional stochastic point kinetic model [10] using the following parameters have been obtained: λ1=0.0127s1, λ2=0.0317s1, λ3=0.115s1, λ4=0.311s1, λ5=1.4s1, λ6=3.87s1, β1=0.000266, β2=0.001491, β3=0.001316, β4=0.002849, β5=0.000896, β6=0.000182, β=0.007, l=2.0×105s, v=2.5, and q=0 with N(0)=N0=100 (neutron) and Ci(0)=βiN(0)lλi.

For different step reactivities, i.e., ρ=0.003 and ρ=0.007, the mean peak values of N(t) with respect to time for fractional orders α=0.96, 0.98, and 0.99 at step size h=0.001s and for 500 trials are presented in Table 1. In addition, the results have been compared with those obtained by other methods, namely EM [8], Taylor 1.5 strong order [8], AEM [20], and efficient stochastic model (ESM) [10] with graphical representation in Fig. 1. The solutions of SPKE obtained using the above-discussed fractional scheme have been tabulated to establish the efficiency of the higher order approximation method.

Table 1:
Mean peak values of N(t) for different step reactivities.
ρ α = 0.96 α = 0.98 α = 0.99 EM α = 1[8] Taylor 1.5 strong order α = 1 [8] AEM α = 1[20] ESM α = 1[10]
Peak Time (s) Peak Time (s) Peak Time (s) Peak Peak Peak Peak
0.003 180.796 0.1 180.033 0.095 180.819 0.083 208.6 199.408 186.30 179.93
0.007 128.655 0.001 128.248 0.001 124.113 0.001 139.568 139.569 134.54 134.96
Show more
Fig. 1.
(Color online) Mean N(t) and two arbitrary sample paths for (a) step reactivity ρ=0.003 and α=0.96, (b) step reactivity ρ=0.003 and α=0.98, (c) step reactivity ρ=0.003 and α=0.99.
pic
5.2 Ramp reactivity

The numerical solutions of the fractional SNPKE have been obtained using the same parameters as those in Sect. 5.1. Here, the reactivity can be represented as ρ=0.1βt.

For ramp external reactivity, i.e., ρ=0.1βt, the mean peak values of N(t) with respect to time for fractional orders α=0.96, 0.98, and 0.99 at step size h=0.001(s) and for 500 trials are listed in Table 2. In addition, the results have been compared with those obtained using other methods, namely AEM [20] and ESM [10] with graphical representation in Fig. 2. The solutions of SPKE obtained using the above-discussed fractional scheme have been tabulated to establish the efficiency of the higher order approximation method.

Table 2:
Mean peak values of N(t) for ramp reactivity ρ=0.1βt and different values of fractional order α.
α σ α = 0.96 α = 0.98 α = 0.99 AEM α = 1 [20] ESM α = 1 [10]
Peak Time (s) Peak Peak Peak Time (s) Peak Peak
0.1βt 10-11 113.563 0.998 113.275 186.30 113.045 0.1 113.267707 113.116433
Show more
Fig. 2.
(Color online) Mean N(t) and two arbitrary sample paths for (a) ramp reactivity ρ=0.1βt and α=0.96, (b) ramp reactivity ρ=0.1βt and α=0.98, (c) ramp reactivity ρ=0.1βt and α=0.99.
pic
5.3 Temperature feedback reactivity

In this section, solutions of fractional stochastic point kinetic model with i-group of delayed neutrons (i=6) in the presence of Newtonian temperature feedback have been obtained using the higher order approximation method.

The total reactivity of the reactor in the presence of temperature feedback [21] is represented in the following form:

ρ(t)=ρex(t)ρf(t), ρf(t)=σ0tN(τ)dτ

where σ=αKc, ρex(t) is the external reactivity, T(t) is the temperature, T0 is the initial temperature, α is the temperature coefficient, and Kc is the reciprocal of the thermal capacity.

In the interval [tk,tk+1], the total reactivity can be expressed as follows [15]:

ρ(tk)ρex(tk)hσj=0kN(tj).
5.3.1 Step external reactivity

In this section, the numerical solutions of the SPKE of U235 nuclear reactor [3] using the following parameters have been obtained: λ1=0.0124 s1, λ2=0.0305 s1, λ3=0.111 s1, λ4=0.301 s1, λ5=1.13 s1, λ6=3.0 s1, β1=0.00021, β2=0.00141, β3=0.00127, β4=0.00255, β5=0.00074, β6=0.00027, β=0.00645, l=5.0×105s, α=5.0×105K1, and Kc=0.05 K/MWs with N(0)=N0=1 (neutron) and Ci(0)=βiN(0)lλi.

For different step external reactivities, i.e., ρex=0.5β, ρex=0.75β, and ρex=β, the mean peak values of N(t) for fractional orders α=0.96, 0.98, and 0.99 and for different step external reactivities 0.5β, 0.75β, and β using 500 trials are presented in Table 3(a). These results have been compared with previously obtained results of split-step forward EM method (SSFEMM) and derivative-free Milstein method (DFMM) [15] in Table 3(b) with graphical representation in Figs. 3, 4, and 5. The solutions of SPKE obtained using the above-discussed fractional scheme have been tabulated to establish the efficiency of the higher order approximation scheme.

Table 3
Mean peak values of N(t) for ρex=0.5β, ρex=0.75β, and ρex=β, b comparison of mean peak values of N(t) for ρex=0.5β, ρex=0.75β, and ρex=β for α=1, and α=0.98
ρex α = 0.96 α = 0.98 α = 0.99 ρex SSFEMM [15] (α = 1) DFMM [15] (α = 1) α = 0.98
Peak Time (s) Peak Time (s) Peak Time (s) Peak Time (s) Peak Time (s) Peak Time (s)
(a) (b)
0.5β 42.6182 28.65 44.789 30.29 45.9708 29.25 0.5β 46.4939 28.34 46.2606 27.84 44.789 30.29
0.75β 159.21 8.875 160.124 8.895 162.99 9.305 0.75β 163.707 8.795 164.22 8.95 160.124 8.895
β 801.166 0.985 795.268 1.03 772.893 1.0625 β 760.589 1.065 769.238 1.0575 795.268 1.03
Show more
Fig. 3
(Color online) Mean N(t) and two arbitrary sample paths for (a) step reactivity ρex=0.5β and α=0.96, (b) step reactivity ρex=0.75β and α=0.96, (c) step reactivity ρex=β and α=0.96.
pic
Fig. 4
(Color online) Mean N(t) and two arbitrary sample paths for (a) step reactivity ρex=0.5β and α=0.98, (b) step reactivity ρex=0.75β and α=0.98, (c) step reactivity ρex=β and α=0.98.
pic
Fig. 5
(Color online) Mean N(t) and two arbitrary sample paths for (a) step reactivity ρex=0.5β and α=0.99, (b) step reactivity ρex=0.75β and α=0.99, (c) step reactivity ρex=β and α=0.99.
pic

For α=0.96, 0.98, and 0.99, the mean N(t) with two arbitrary sample paths have been shown for ρex=0.5β, ρex=0.75β, and ρex=β.

5.3.2 Ramp external reactivity

The numerical solutions of the fractional SNPKE of U235 nuclear reactor have been obtained using parameters similar to those in subsection 5.3.1. Here, the external reactivity is represented as ρex=0.1t and ρex=0.01t, the nonlinear coefficient σ takes 1011 or 1013.

For different ramp external reactivities, i.e., ρex=0.1t and 0.01t, the mean peak values of N(t) with respect to time for fractional orders α=0.96, 0.98, and 0.99 at step size h=0.001(s) and for 500 trials are listed in Table 4(a). These results have been compared with previously obtained results [10, 15] in Table 4(b) with graphical representation in Figs. 6(a)–(c), 7(a)–(c), and 8(a)–(c). The solutions of SPKE obtained using the above-discussed fractional scheme have been tabulated to establish the efficiency of the higher order approximation method.

Table 4
Mean peak values of N(t) for ρex=0.1t and 0.01t, ρ(t)=atσ0tN(τ)dτ, b comparison of mean peak values of N(t) for ρex=0.1t and 0.01t, ρ(t)=atσ0tN(τ)dτ for α=1 and α=0.98
α σ α = 0.96 α = 0.98 α = 0.99 α σ SSFEMM [15] (α = 1) DFMM [15] (α = 1) AEM [10] (α = 1) α = 0.98
Peak Time (s) Peak Time (s) Peak Time (s) Peak Time (s) Peak Time (s) Peak Time (s) Peak Time (s)
(a) (b)
0.01 10-11 1.69869E + 10 1.084 1.76031E + 10 1.103 1.73211E + 10 1.112 0.01 10-11 1.68604E + 10 1.118 1.69492E + 10 1.118 1.673436E + 10 0.854 1.76031E + 10 1.103
10-13 2.0663E + 12 1.132 2.18262E + 12 1.151 2.13422E + 12 1.161 10-13 2.12034E + 12 1.169 2.12802E + 12 1.168 2.082531E + 12 0.877 2.18262E + 12 1.151
0.1 10-11 1.78236E + 11 0.223 1.90873E + 11 0.232 2.01965E + 11 0.235 0.1 10-11 1.88849E + 11 0.235 1.89642E + 11 0.235 1.790577E + 11 0.142 1.90873E + 11 0.232
10-13 2.34211E + 13 0.238 2.37627E + 13 0.248 2.41795E + 13 0.252 10-13 2.24448E + 13 0.251 2.26026E + 13 0.251 2.143778E + 13 0.150 2.37627E + 13 0.248
Show more
Fig. 6
(Color online) Mean N(t) and two arbitrary sample paths for (a) ramp reactivity ρex=0.01t, σ=1011, and α=0.96, (b) ramp reactivity ρex=0.01t, σ=1013, and α=0.96, (c) ramp reactivity ρex=0.1t, σ=1011, and α=0.96, (d) ramp reactivity ρex=0.1t, σ=1013, and α=0.96.
pic
Fig. 7
(Color online) Mean N(t) and two arbitrary sample paths for (a) ramp reactivity ρex=0.01t, σ=1011, and α=0.98, (b) ramp reactivity ρex=0.01t, σ=1013, and α=0.98, (c) ramp reactivity ρex=0.1t, σ=1011, and α=0.98, (d) ramp reactivity ρex=0.1t, σ=1013, and α=0.98.
pic
Fig. 8
(Color online) Mean N(t) and two arbitrary sample paths for (a) ramp reactivity ρex=0.01t, σ=1011, and α=0.99, (b) ramp reactivity ρex=0.01t, σ=1013, and α=0.99, (c) ramp reactivity ρex=0.1t, σ=1011, and α=0.99, (d) ramp reactivity ρex=0.1t, σ=1013, and α=0.99.
pic
5.4 Sinusoidal reactivity

In this section, the reactivity is in the form of sinusoidal change, i.e., ρ=ρ0sin(πtT). The numerical solution for this reactivity has been obtained using the following parameters: ρ0=0.005333, β1=β=0.0079, λ1=0.077, Λ=0.001, q=0, N(0)=N0=1, and time period T=100(s). The mean peak values of N(t) with respect to time for fractional orders α=0.96, 0.98, and 0.99 are presented in Table 5 with graphical representation in Figs. 9.

Table 9:
Mean peak values of N(t) for sinusoidal reactivity ρ=0.005333sin(πtT) for different values of fractional order α.
ρ α = 0.96 α = 0.98 α = 0.99
Peak Time (s) Peak Time (s) Peak Time (s)
0.005333sin(πtT) 38.0005 38.28 45.8029 38.18 49.1345 38.99
Show more
Fig. 9
(Color online) Mean N(t) and two arbitrary sample paths for sinusoidal reactivity ρ=0.005333sin(πtT) with (a) fractional order α=0.96, (b) fractional order α=0.98, and (c) fractional order α=0.99.
pic

6. Conclusion

In this study, fractional SPKEs have been solved using the higher order approximation scheme with different fractional orders α. The obtained numerical solutions for mean N(t) have been presented in the tables and graphically demonstrated to justify the efficiency of the proposed higher order approximation method. In addition, the results have been compared to some previous works such as [10, 15, 17]. The results obtained by the implemented fractional model is in good agreement with previous results, which further establishes the efficiency of our proposed scheme. The graphical representation for different reactivities shows the behavior of the mean neutron population. The random fluctuations at low power levels and achievement of equilibrium state after reaching its peak value provide us with a succinct idea about the behavior of N(t) for different reactivities.

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