On the comparison of two split-step methods for the numerical simulation of stochastic point kinetics equations in presence of Newtonian temperature feedback effects

Abstract

In this article, a comparative study between two numerical approximation methods viz., split-step forward Euler-Maruyama method and derivative-free Milstein method have been established. The stochastic point reactor kinetics equations consist of a system of stiff nonlinear differential equations. This system has been solved for step and ramp external reactivity using split-step forward Euler-Maruyama method and derivative-free Milstein method. The obtained numerical results show that the split-step approximations are straightforward and effective methods in studying the behavior of neutron density of the stochastic point reactor kinetics equations which also have been represented graphically.