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Because in small samples the probability of a neutron escaping the sample without inducing another fission is bigger. Actually, what matters is the mass of the sample, especially if this mass exceeds the critical mass. Thus, the chain reaction in a smaller sample with sufficiently higher density of fissionable material might not die out, while it dies out in a larger sample with albeit a sufficiently smaller density of fissionable material.

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Q: Why does a chain reaction die out in small pieces of fissionable fuel but not in large pieces?
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Related questions

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