Daniel  Suescún-Díaz, Daniel E.  Cedeño-Girón, D. Peña  Lara, 
    Milstein Scheme Applied to Stochastic Point Kinetics,
    Journal of Engineering and Applied Sciences,
    Volume 15,Issue 1,
    2020,
    Pages 107-113,
    ISSN 1816-949x,
    jeasci.2020.107.113,
    (https://makhillpublications.co/view-article.php?doi=jeasci.2020.107.113)
    Abstract: The Milstein’s iterative scheme is presented for the solution of stochastic point equations which are
a set of non-linear and strongly coupled stochastic differential equations. The proposed method considers an
attenuation factor in the covariance matrix and an approximation to the derivative of the covariance matrix. The
implementation is carried out under different initial conditions, several groups of precursors, time steps and
constant reactivities. The results are accurate in the calculation of the mean values for neutron density and
concentration of precursors compared with other methods reported in the literature.
    Keywords: Nuclear reactors;stochastic point kinetic equations;Milstein scheme;neutron population;density