Monte Carlo calculations follow the history of individual neutrons. The most used codes are MORSE [72] and MCNP [74]. The CERN group has written its own code, MC2 [76], which is, however, not in the public domain. The physics involved is basically the same in all these codes.

In the Monte Carlo scheme, there is no space (or time) discretization. One does not solve any differential equations and there is no need to write such an equation. MC methods supply information only about specific quantities, requested, a priori, by the user. In that sense, MC codes solve the integral transport equations. The principle is to follow individual particle histories (as many as possible). Then, the particle average behaviour is inferred, using the central limit theorem, from the simulated particles. Indi­vidual probabilistic events (such as interactions of particles with materials) are simulated sequentially. The probability distributions governing these events are statistically sampled to describe the total phenomenon. This is very similar to a real physics experiment: you plan to measure some quanti­ties (with specific detectors). By recording the result for many particles, the experiment supplies information on the physics of your system.