Abstract
Monte Carlo methods describe a wide class of computational methods that utilize random numbers to perform a statistical simulation of a physical problem, which itself need not be a stochastic process (1). For example, Monte Carlo can be used to evaluate definite integrals, which are not stochastic processes, or may be used to simulate the transport of electrons in a space vehicle, which is a stochastic process. The name Monte Carlo came about during the Manhattan Project to describe the new mathematical methods being developed which had some similarity to the games of chance played in the casinos of Monte Carlo. Particle transport Monte Carlo is just one application of Monte Carlo methods, and will be the subject of this review paper. Other applications of Monte Carlo, such as reliability studies, classical queueing theory, molecular structure, the study of phase transitions, or quantum chromodynamics calculations for basic research in particle physics, are not included in this review. The reference by Kalos (1) is an introduction to general Monte Carlo methods and references to other applications of Monte Carlo can be found in this excellent book. For the remainder of this paper, the term Monte Carlo will be synonymous to particle transport Monte Carlo, unless otherwise noted.
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Martin, W.R. (1991). Monte Carlo Methods on Advanced Computer Architectures. In: Lewins, J., Becker, M. (eds) Advances in Nuclear Science and Technology. Advances in Nuclear Science and Technology, vol 22. Springer, Boston, MA. https://doi.org/10.1007/978-1-4615-3392-4_3
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DOI: https://doi.org/10.1007/978-1-4615-3392-4_3
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