Derivation and application of second-order uncertainty analysis for normally distributed parameters

A second-order uncertainty analysis methodology for problems involving generally correlated, but normally distributed parameters, is presented. All quantities required to apply this uncertainty analysis methodology are expressed analytically in terms of the customary covariance matrices and in terms of first-and second-order sensitivities. An application of this methodology to evaluate the variances of the initial conversion ratio and the infinite multiplication factor for a PWR unit cell is also presented.