The stochastic implicit Euler method - A stable coupling scheme for Monte Carlo burnup calculations

Jan Dufek, Dan Kotlyar, Eugene Shwageraus

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Existing Monte Carlo burnup codes use various schemes to solve the coupled criticality and burnup equations. Previous studies have shown that the coupling schemes of the existing Monte Carlo burnup codes can be numerically unstable. Here we develop the Stochastic Implicit Euler method - a stable and efficient new coupling scheme. The implicit solution is obtained by the stochastic approximation at each time step. Our test calculations demonstrate that the Stochastic Implicit Euler method can provide an accurate solution to problems where the methods in the existing Monte Carlo burnup codes fail.

Original languageEnglish
Pages (from-to)295-300
Number of pages6
JournalAnnals of Nuclear Energy
StatePublished - 21 Jun 2013


  • Coupling schemes
  • Monte Carlo burnup calculations
  • Numerical stability

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