Importance sampling algorithms diffusion Monte Carlo algorithm

In general, Monte Carlo methods refer to any procedures which involve sampling from random numbers. These methods are used in simulations of natural phenomena, simulation of experimental apparatus, and numerical analysis. An important feature is the simple structure of the computational algorithm. The method was developed by von Neuman, Ulam, and Metroplois during World War II to study the difiiision of neutrons in fissionable materials (ie, atomic bomb design)- Let us consider atom diffusion and demonstrate the principle of the Monte Carlo method. A two-dimensional square grid (Fig. 3.20A) represents interstitial sites in a sofid. 

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