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2. Monte Carlo method
The Monte Carlo method applied to particle transport took its first steps during the Second World War. It was the name of Von Neumann's secret project to solve neutron transport in fissile media. The term "Monte-Carlo" recalled the notion of play and chance that is the basis of the method (Box 1).
Back in the 18th century, the naturalist Buffon proposed calculating the number 1/π using a simple game: consider a parquet floor made up of adjacent slats of width L. A needle, also of length L, was tossed across the floor at random. 0 or 1 was recorded, depending on whether the needle fell on a single slat or straddled two slats. The sum of these recordings divided by the number of throws (i.e. the average) gave an estimate of 1/π.
Throwing a needle on a wooden...
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