The internal core baffle structure of a French Pressurized Water Reactor (PWR) consists of a collection of baffles and formers that are attached to the barrel. The connections are done thanks to a large number of bolts (about 1500). After inspection, some of the bolts have been found cracked. This has been attributed to the Irradiation Assisted Stress Corrosion Cracking (IASCC). The $Electricitacute{e}$ De France (EDF) has set up a research program to gain better knowledge of the temperature distribution, which may affect the bolts and the whole structure. The temperature distribution in the structure was calculated thanks to the thermal code SYRTHES that used a finite element approach. The heat transfer between the by-pass flow inside the cavities of the core baffle and the structure was accounted for thanks to a strong thermal coupling between the thermal code SYRTHES and the CFD code named Code_Saturne. The results for the CP0 plant design show that both the high temperature and strong temperature gradients could potentially induce mechanical stresses. The CPY design, where each bolt is individually cooled, had led to a reduction of temperatures inside the structures. A new parallel version of SYRTHES, for calculations on very large meshes and based on MPI, has been developed. A demonstration test on the complete structure that has led to about 1.1 billion linear tetraedra has been calculated on 2048 processors of the EDF Blue Gene computer.