Variance Reduction of Monte Carlo Simulation in Nuclear Engineering Field

The Monte Carlo method is a numerical technique that using random numbers and proba‐ bility to solve problems. It represents an attempt to model nature through direct simulation for any possible results, by substituting a range of values (a probability distribution) for any factor that has inherent uncertainty. The method is named after the city in the Monaco prin‐ cipality, because of roulette, a simple random number generator. The name and the system‐ atic development of Monte Carlo method dates from about 1944.The name “Monte Carlo” refers to the Monte Carlo Casino in Monaco because of the similarity of statistical simulation to games of chance and was coined by Metropolis during the Manhattan Project of World War II, [1].