Generalized extreme value analysis of criticality tallies in Monte Carlo calculation

Ueki, Taro  

In this work, the methodology of Generalized Extreme Value (GEV) is applied to criticality tallies in Monte Carlo fission source cycles in order to evaluate the utility value of the distribution tail ends. Numerical results obtained under a sufficiently large number of particles per cycle show that the extreme value index (EVI) in GEV falls within the range of Weibull distribution including the EVI of Gumbel distribution as the role of a boundary value layer. GEV is also applied to a historically-challenging loosely-coupled system for demonstrating population diagnosis under an insufficient number of particles per cycle. It turns out that the transition from one equilibrium to other equilibrium makes the EVIs of upper and lower distribution tail ends depart from each other so that one of them falls in the range of Weibull distribution and the other in that of Frechet distribution.