TY  - JOUR
T1  - Milstein Scheme Applied to Stochastic Point Kinetics
AU - Suesc&uacute;n-D&iacute;az, Daniel AU - Cede&ntilde;o-Gir&oacute;n, Daniel E. AU - Lara, D. Pe&ntilde;a 
JO  - Journal of Engineering and Applied Sciences
VL  - 15
IS  - 1
SP  - 107
EP  - 113
PY  - 2020
DA  - 2001/08/19
SN  - 1816-949x
DO  - jeasci.2020.107.113
UR  - https://makhillpublications.co/view-article.php?doi=jeasci.2020.107.113
KW  - Nuclear reactors
KW  -stochastic point kinetic equations
KW  -Milstein scheme
KW  -neutron population
KW  -density
AB  - The Milstein&#146;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.
ER  - 