Authors : Daniel Suescún-Díaz, Daniel E. Cedeño-Girón and D. Peña Lara
Abstract: The Milstein’s iterative scheme is presented for the solution of stochastic point equations which are a set of non-linear and strongly coupled stochastic differential equations. The proposed method considers an attenuation factor in the covariance matrix and an approximation to the derivative of the covariance matrix. The implementation is carried out under different initial conditions, several groups of precursors, time steps and constant reactivities. The results are accurate in the calculation of the mean values for neutron density and concentration of precursors compared with other methods reported in the literature.
Daniel Suescún-Díaz, Daniel E. Cedeño-Girón and D. Peña Lara, 2020. Milstein Scheme Applied to Stochastic Point Kinetics. Journal of Engineering and Applied Sciences, 15: 107-113.