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Adaptive Reweighted Variance Estimation for Monte Carlo Eigenvalue Simulations

Monte Carlo (MC) simulation is used to solve the eigenvalue form of the Boltzmann transport equation to estimate various parameters such as fuel pin flux distributions that are crucial for the safe and efficient operation of nuclear systems (e.g., a nuclear reactor). Monte Carlo eigenvalue simulation uses a sample mean over many stationary cycles (iterations) to estimate various parameters important to nuclear systems. A variance estimate of the sample mean is often used for calculating the confidence intervals. However, MC eigenvalue simulation variance estimators that ignore the intercycle correlation underestimate the true variance of the estimated quantity. This paper presents novel data-adaptive approaches based on a simple autoregressive (AR) model and sigmoid functions to improve MC variance estimation. The standard MC sample-based variance estimator (or naïve estimator) and the spectral density–based MC variance estimator are enhanced by adding data-adaptive components that reduce their bias and improve performance. By investigating the frequency pattern of the AR(1) (order 1) model, two adaptive spectral estimators and one adaptive naïve estimator are proposed. The proposed estimators manifest superior performance when applied to three test problems compared to the standard spectral density–based estimator previously introduced by the authors. In conclusion, these new estimators are straightforward, as they use online algorithms and do not require storage of tallies from all active cycles.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Predicting Correlation Coefficients for Monte Carlo Eigenvalue Simulations

Monte Carlo methods are most often considered as a reference for neutron transport simulations since very limited approximations are made about nuclear data and system geometry. To report uncertainty of any tally evaluated as generation averages, the sample variance is divided by the number of active generations, which is based on the assumption that the neutron generations are independent. Correlation effects between neutrons in multiplying systems, particularly when performing power iteration to evaluate eigenvalues have been observed in previous work. Neglecting the correlation effect results in an underestimate of uncertainty reported by Monte Carlo calculations. Previous work has also proposed methods to predict the underestimation ratio. Yamamoto et al expanded the fission source distribution with diffusion equation modes, performed numerical simulation of the AR (autoregressive) process of the expansion coefficients and used the correlation of the AR process to predict that of the Monte Carlo eigenvalue simulation. Sutton applied the discretized phase space (DPS) approach to predict the underestimation ratio but the method cannot predict the ratio when one neutron generates offspring in different phase space regions or generates a random number of offspring. This paper presents a method to predict the correlation effect with the model of multi-type branching processes (MBP). The method requires simulations for one generation of neutrons without knowing the source distribution and can predict the underestimation ratio for the cases where the traditional DPS approach does not work. The generation-to-generation correlation determines the convergence rate of active generations, the bias of variance estimator for each generation and the underestimation ratio of variance estimator for tallies averaged over active generations. The generation-to-generation correlation is characterized by the Auto-Correlation Coefficients (ACC) between tallies from different generations. (authors)

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Variance Estimation in Monte Carlo Eigenvalue Simulations Using Spectral Analysis Method

Monte Carlo (MC) simulation is widely used to solve the eigenvalue form of the Boltzmann transport equation that mathematically represents the neutron transport process through complex multiplying (fissionable) systems. Monte Carlo eigenvalue simulation starts with an assumed fission source distribution and uses the fission sites from the previous iteration (cycle) as the starting source in the current iteration. Important system parameters (MC tallies) such as fuel pin-power distribution are estimated over several cycles after the convergence of the fission source distribution to a stationary distribution. However, the MC fission source iteration algorithm that uses fission source sites from the previous cycle introduces a cycle-to-cycle correlation. Monte Carlo simulations that do not account for the cycle-to-cycle correlation systematically underestimate the variance of the estimated system parameters (sample mean). This paper presents the relationship between the spectral density in the frequency domain at frequency zero and the variance of the sample mean. This paper introduces a novel method in the frequency domain for the MC variance estimation. For the three test problems used in this paper, researchers have observed that the new method results in an improvement of more than one order of magnitude to the standard deviation of the sample mean. The new method also compares favorably with the previously introduced batch, bootstrap, and covariance-adjusted methods when applied to the three test problems investigated in this paper. This new method does not require modification of the MC eigenvalue algorithm (power iteration), is code agnostic, and is therefore easy to use when implementing in any existing MC code. In conclusion, the new estimate can be calculated without saving tally results of all active/stationary cycles.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Variance Estimation in Monte Carlo Eigenvalue Simulations Using Spectral Analysis Method

The Monte Carlo (MC) method is the 'gold standard' for performing nuclear reactor calculations and criticality safety analyses because of its ability to handle complex geometries and physics. Reactor and criticality safety analyses require solving eigenvalue problems in complex nuclear systems. Once a stationary fission source distribution is obtained in MC simulations, the sample mean of many stationary cycles is calculated. The MC simulation sample mean is typically referred to as a tally. Variance, or standard deviation, of the sample mean/tally is needed to indicate the level of statistical uncertainty in the simulation and to understand the convergence of the sample mean. Current MC codes typically use sample variance to estimate the statistical uncertainty of the simulation and assume that the MC stationary cycles are independent. However, it is known that cycles are correlated, and estimators of the variance that ignore these correlations systematically underestimate the variance. In this paper, we propose a novel method in the Fourier frequency domain to estimate the variance of the sample mean in MC eigenvalue calculations. Results indicate that the proposed estimator can be unbiased compared to the real variance. The proposed estimator requires minimal additional computing effort.

42 ENGINEERING↗

Multigroup Constant Calculation with Static α-Eigenvalue Monte Carlo for Time-Dependent Neutron Transport Simulations

Herein, multigroup constants for deterministic methods that preserve the time-dependent physics of the neutron transport equations are derived. Alternative multigroup constant weighting spectra are discussed: (1) the fundamental k-eigenfunction, (2) the fundamental α-eigenfunction, and (3) a composite of several α-modes. To generate the fundamental α-eigenfunction for calculating the multigroup constants, a static fundamental α-eigenvalue method is implemented into the open source Monte Carlo code OpenMC. Several static and kinetic problems are devised to verify the implementations and to investigate the relative performance of the alternative multigroup constant weighting spectra. Results emphasize that as a multigroup constant weighting spectrum, the fundamental α-eigenfunction offers physical characteristics that make it advantageous (in producing accurate solutions) over the typically used fundamental k-eigenfunction.

42 ENGINEERING↗

Monte Carlo Estimates of Eigenvalue Sensitivity to System Dimensions using Kernel Density Estimators

In the last decade there has been an increasing interest in calculating sensitivity coefficients in order to quantify the impact of uncertainty in material properties and system parameters on quantities of interest. Extensive work has been done developing Monte Carlo methods to estimate eigenvalue sensitivity to material properties. While deterministic methods exist for determining the eigenvalue sensitivity to system dimensions, the use of Monte Carlo methods to efficiently calculate eigenvalue sensitivity coefficients to system dimensions is still an open topic. Current Monte Carlo methods for calculating eigenvalue sensitivity coefficients to system dimensions are inefficient. Direct Monte Carlo perturbations require two additional simulations of high statistical precision in order to determine the eigenvalue sensitivity to the location of a single boundary. If the sensitivity to the location of multiple surfaces are desired, two additional simulations must be run for each surface. Kiedrowski and Favorite extended continuous energy Monte Carlo methods for sensitivities of nuclear cross sections to calculate sensitivities to interface boundaries or system dimensions to create the only current alternative to direct Monte Carlo calculations. However this method relies on the simulation of additional random walks launched at each surface crossing event. The present method extends upon Kiedrowski's work and eliminates the inefficient portions of the calculation through the use of Kernel Density Estimators (KDEs). The new method efficiently estimates eigenvalue sensitivities to the uniform expansion or contraction of material interface boundaries or system dimensions, negligibly impacting the runtime performance of the Monte Carlo code. The new estimator is tested on bare and reflected critical configurations in spherical geometry and is compared to estimates obtained from direct Monte Carlo perturbations.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Monte Carlo Techniques for Nuclear Systems - Theory Lectures

These are lecture notes for a Monte Carlo class given at the University of New Mexico. The following topics are covered: course information; nuclear eng. review & MC; random numbers and sampling; computational geometry; collision physics; tallies and statistics; eigenvalue calculations I; eigenvalue calculations II; eigenvalue calculations III; variance reduction; parallel Monte Carlo; parameter studies; fission matrix and higher eigenmodes; doppler broadening; Monte Carlo depletion; HTGR modeling; coupled MC and T/H calculations; fission energy deposition. Solving particle transport problems with the Monte Carlo method is simple - just simulate the particle behavior. The devil is in the details, however. These lectures provide a balanced approach to the theory and practice of Monte Carlo simulation codes. The first lectures provide an overview of Monte Carlo simulation methods, covering the transport equation, random sampling, computational geometry, collision physics, and statistics. The next lectures focus on the state-of-the-art in Monte Carlo criticality simulations, covering the theory of eigenvalue calculations, convergence analysis, dominance ratio calculations, bias in Keff and tallies, bias in uncertainties, a case study of a realistic calculation, and Wielandt acceleration techniques. The remaining lectures cover advanced topics, including HTGR modeling and stochastic geometry, temperature dependence, fission energy deposition, depletion calculations, parallel calculations, and parameter studies. This portion of the class focuses on using MCNP to perform criticality calculations for reactor physics and criticality safety applications. It is an intermediate level class, intended for those with at least some familiarity with MCNP. Class examples provide hands-on experience at running the code, plotting both geometry and results, and understanding the code output. The class includes lectures & hands-on computer use for a variety of Monte Carlo calculations. Beginning MCNP users are encouraged to review LA-UR-09-00380, "Criticality Calculations with MCNP: A Primer (3nd Edition)" (available at http:// mcnp.lanl.gov under "Reference Collection") prior to the class. No Monte Carlo class can be complete without having students write their own simple Monte Carlo routines for basic random sampling, use of the random number generator, and simplified particle transport simulation.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Evaluation of Rapid for a UNF cask benchmark problem

To ensure criticality safety and maintain a high level of security of Used Nuclear Fuel (UNF), it is necessary to perform detailed Particle Transport simulations. The commonly used technique is the 3-D, continuous energy Monte Carlo method that is time-consuming and, for eigenvalue calculations, may have difficulties with the source convergence. Wenner and Haghighat and Dufek demonstrated that in criticality problems with high dominance ratio and/or under-sampling possibilities, the fission matrix (FM) methodology should be used in order to be able to obtain unbiased solution. The RAPID (Real-time Analysis for Particle transport and In-situ Detection) code system is based on the Multi-stage Response-function Transport (MRT) methodology, and uses the FM formulation to determine eigenvalue, subcritical multiplication and fission density distribution of nuclear systems. This paper uses a benchmark problem similar to the GBC-32 Cask to evaluate the accuracy and performance of RAPID against the results of a reference MCNP solution. We performed a detailed sensitivity analysis on a single-assembly model in order to determine the MCNP eigenvalue parameters necessary to obtain a reliable reference solution. These results provided a guide for the selection of an appropriate set of parameters for the eigenvalue calculation for the whole cask. The paper is organized as follows: initially, the RAPID code system is briefly discussed; then, the benchmark problem is introduced. The methodology used to analyze results is proposed and some of the results of different cases are analyzed to identify the best set of eigenvalue parameters for a reference MCNP calculation. The selected case is then compared with the RAPID calculation for both a single assembly and a full cask model. In the end some conclusions and future work perspectives are drawn.

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗

Evaluation of Neutron Radiography Reactor LEU-Core Start-Up Measurements

Benchmark models were developed to evaluate the cold-critical start-up measurements performed during the fresh core reload of the Neutron Radiography (NRAD) reactor with Low Enriched Uranium (LEU) fuel. Experiments include criticality, control-rod worth measurements, shutdown margin, and excess reactivity for four core loadings with 56, 60, 62, and 64 fuel elements. The worth of four graphite reflector block assemblies and an empty dry tube used for experiment irradiations were also measured and evaluated for the 60-fuel-element core configuration. Dominant uncertainties in the experimental k eff come from uncertainties in the manganese content and impurities in the stainless steel fuel cladding as well as the 236 U and erbium poison content in the fuel matrix. Calculations with MCNP5 and ENDF/B-VII.0 neutron nuclear data are approximately 1.4% (9σ) greater than the benchmark model eigenvalues, which is commonly seen in Monte Carlo simulations of other TRIGA reactors. Simulations of the worth measurements are within the 2σ uncertainty for most of the benchmark experiment worth values. The complete benchmark evaluation details are available in the 2014 edition of the International Handbook of Evaluated Reactor Physics Benchmark Experiments.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Validation of time-dependent shift using the pulsed sphere benchmarks

The detailed behavior of neutrons in a rapidly changing time-dependent physical system is a challenging computational physics problem, particularly when using Monte Carlo methods on heterogeneous high-performance computing architectures. A small number of algorithms and code implementations have been shown to be performant for time-independent (fixed source and k-eigenvalue) Monte Carlo, and there are existing simulation tools that successfully solve the time-dependent Monte Carlo problem on smaller computing platforms. To bridge this gap, a time-dependent version of ORNL’s Shift code has been recently developed. Shift’s history-based algorithm on CPUs, and its event-based algorithm on GPUs, have both been observed to scale well to very large numbers of processors, which motivated the extension of this code to solve time-dependent problems. The validation of this new capability requires a comparison with time-dependent neutron experiments. Lawrence Livermore National Laboratory’s (LLNL) pulsed sphere benchmark experiments were simulated in Shift to validate both the time-independent as well as new time-dependent features recently incorporated into Shift. A suite of pulsed-sphere models was simulated using Shift and compared to the available experimental data and simulations with MCNP. Overall results indicate that Shift accurately simulates the pulsed sphere benchmarks, and that the new time-dependent modifications of Shift are working as intended. Validated exascale neutron transport codes are essential for a wide variety of future multiphysics applications.

Palmer, Camille J.↗

Polymer crowding and shape distributions in polymer-nanoparticle mixtures

Macromolecular crowding can influence polymer shapes, which is important for understanding the thermodynamic stability of polymer solutions and the structure and function of biopolymers (proteins, RNA, DNA) under confinement. We explore the influence of nanoparticle crowding on polymer shapes via Monte Carlo simulations and free-volume theory of a coarse-grained model of polymer-nanoparticle mixtures. Exploiting the geometry of random walks, we model polymer coils as effective penetrable ellipsoids, whose shapes fluctuate according to the probability distributions of the eigenvalues of the gyration tensor. Accounting for the entropic cost of a nanoparticle penetrating a larger polymer coil, we compute the crowding-induced shift in the shape distributions, radius of gyration, and asphericity of ideal polymers in a theta solvent. With increased nanoparticle crowding, we find that polymers become more compact (smaller, more spherical), in agreement with predictions of free-volume theory. Our approach can be easily extended to nonideal polymers in good solvents and used to model conformations of biopolymers in crowded environments.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Development of Subspace-based Hybrid Monte Carlo-Deterministric Algorithms for Reactor Physics Calculations

The development of hybrid Monte-Carlo-Deterministic (MC-DT) approaches, taking place over the past few decades, have primarily focused on shielding and detection applications where the analysis requires a small number of responses, i.e. at the detector locations(s). This work further develops a recently introduced global variance reduction approach, denoted by the SUBSPACE approach is designed to allow the use of MC simulation, currently limited to benchmarking calculations, for routine engineering calculations. By way of demonstration, the SUBSPACE approach is applied to assembly level calculations used to generate the few-group homogenized cross-sections. These models are typically expensive and need to be executed in the order of 10 3 - 10 5 times to properly characterize the few-group cross-sections for downstream core-wide calculations. Applicability to k-eigenvalue core-wide models is also demonstrated in this work. Given the favorable results obtained in this work, we believe the applicability of the MC method for reactor analysis calculations could be realized in the near future.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗