History Of Monte Carlo Method :: essays research papers

It could be argued that current natural philosophy research could be divided into three areas - theoretical, experimental and computational. Numerical approach, in which arrangings are mimicked as accurately as possible using a computer or in which computer models are set up to provide well - behaved experimental systems are increasingly providing a nosepiece between theory and experiment, for instance the Monte Carlo manner (MC) and the molecular-dynamics method (MD). In Monte Carlo method the exact dynamical behavior of a system is replaced by a stochastic process, whereas the MD methods are based on a simpler principle and consists of solving a system of Newtons equations for an N-body system. Stochastic cloak is some times called MC simulation (simulation is a numerical technique for conducting experiment on a digital computer, which involves certain types of mathematical and synthetic models that describe the behavior of the system over extended period of true time). Th e generally accepted birth date of the MC method is 1949, when an bind entitled "The Monte Carlo Method" appeared, the American mathematicians J.Neyman and S.Ulam are considered to be its originator. The source successful application of this method to a problem of statistical thermodynamics dates pricker only(prenominal) to 1953, when Metropolis and co-workers studied "fluid" consisting of hard disks. In the ordinal and early twentieth centuries, statistical problems were sometimes solved with the help of ergodic selections, that is, in fact, by the MC method. Prior to the appearance of electronic computers, this method was not widely applicable since the simulation of random quantities by generate is a very laborious process. Thus, the beginning of the MC method as a highly universal numerical technique became possible only with the appearance of computers. Historically, the MC method was considered to be a technique, using random numbers, to find a solution of a model under study.