Standard deviation of local tallies in global Monte Carlo calculation of nuclear reactor core

Time series methodology has been studied to assess the feasibility of statistical error estimation in the continuous space and energy Monte Carlo calculation of the three-dimensional whole reactor core. The noise propagation was examined and the fluctuation of track length tallies for local fission rate and power has been formally shown to be represented by the autoregressive moving average process of orders p and p-1 [ARMA(p,p-1)], where p is an integer larger than or equal to two. Therefore, ARMA(p,p-1) fitting was applied to the real standard deviation estimation of the power of fuel assemblies at particular heights. Numerical results indicate that straightforward ARMA(3,2) fitting is promising, but a stability issue must be resolved toward the incorporation in the distributed version of production Monte Carlo codes. The same numerical results reveal that the average performance of ARMA(3,2) fitting is equivalent to that of the batch method with a batch size larger than 100 and smaller than 200 cycles for a 1,100 MWe pressurized water reactor. (author)