The objective of this work is twofold, the simulation of the trajectories of heavy particles in glow discharges and the modelling of the transport phenomena of charged particles in the vicinity of the wall (Carbon, Beryllium and Tungsten), with the Monte Carlo method. The Monte Carlo method is a statistical approach allowing the resolution of both deterministic and probabilistic behavioural equations. The Monte Carlo simulation of a set of particles present in a gas allows to follow the temporal evolution of this group of particles. Particle transport is based on the calculation of free times of flight. The first part of the book is devoted to the description of the dust plasma behaviour and the determination of the evolution of the sheath thickness and impact energy as a function of the collision parameter and the wall potential in the dust plasma.