Monte Carlo method

Monte Carlo method
a technique for numerically approximating the solution of a mathematical problem by studying the distribution of some random variable, often generated by a computer.
[1945-50; alluding to the randomness of such a method, as characteristic of the games of chance played at MONTE CARLO]

* * *

Statistical method of approximating the solution of complex physical or mathematical systems.

The method was adopted and improved by John von Neumann and Stanislaw Ulam for simulations of the atomic bomb during the Manhattan Project. Because the method is based on random chance, it was named after a gambling resort.

* * *


Universalium. 2010.

Игры ⚽ Нужна курсовая?

Look at other dictionaries:

  • Monte-Carlo method — Monte Karlo metodas statusas T sritis Standartizacija ir metrologija apibrėžtis Apytikslis kai kurių uždavinių sprendimo metodas, pagrįstas atsitiktinių dydžių verčių modeliavimu ir ieškomųjų dydžių verčių statistiniu įvertinimu. atitikmenys:… …   Penkiakalbis aiškinamasis metrologijos terminų žodynas

  • Monte Carlo method — Monte Karlo metodas statusas T sritis automatika atitikmenys: angl. Monte Carlo method vok. Monte Carlo Methode, f rus. метод Монте Карло, m pranc. méthode de Monte Carlo, f …   Automatikos terminų žodynas

  • Monte-Carlo method — Monte Karlo metodas statusas T sritis fizika atitikmenys: angl. Monte Carlo method vok. Monte Carlo Verfahren, n rus. метод Монте Карло, m pranc. méthode de Monte Carlo, f …   Fizikos terminų žodynas

  • Monte-Carlo Method —  Monte Carlo Method  Метод Монте Карло   Численный метод, основанный на получении большого числа реализаций стохастического (случайного) процесса, который формируется таким образом, чтобы его вероятностные характеристики совпадали с аналогичными… …   Толковый англо-русский словарь по нанотехнологии. - М.

  • Monte Carlo method — ☆ Monte Carlo method n. a technique for obtaining an approximate solution to certain mathematical and physical problems, characteristically involving the replacement of a probability distribution by sample values and usually done on a computer …   English World dictionary

  • Monte Carlo method — Not to be confused with Monte Carlo algorithm. Computational physics …   Wikipedia

  • Monte Carlo method in statistical physics — Monte Carlo in statistical physics refers to the application of the Monte Carlo method to problems in statistical physics, or statistical mechanics. Contents 1 Overview 2 Importance sampling 2.1 Canonical …   Wikipedia

  • Monte Carlo method for photon transport — Modeling photon propagation with Monte Carlo methods is a flexible yet rigorous approach to simulate photon transport. In the method, local rules of photon transport are expressed as probability distributions which describe the step size of… …   Wikipedia

  • Monte Carlo method — noun a method of computer simulation in which probabilistic methods are employed to estimate a solution to problems too complex or ill defined to program directly. {from Monte Carlo} …  

  • Monte Carlo method — n. Statistics a method of using the random sampling of numbers in order to estimate the solution to a numerical problem. Etymology: Monte Carlo in Monaco, famous for its gambling casino …   Useful english dictionary

Share the article and excerpts

Direct link
… Do a right-click on the link above
and select “Copy Link”