![]() Monte Carlo simulation proved to be surprisingly effective at finding solutions to these problems. They had access to one of the earliest computers - MANIAC - but their models involved so many dimensions that exhaustive numerical evaluation was prohibitively slow. The scientists faced physics problems, such as models of neutron diffusion, that were too complex for an analytical solution - so they had to be evaluated numerically. Its core idea is to use random samples of parameters or inputs to explore the behavior of a complex system or process. The Monte Carlo method was invented by scientists working on the atomic bomb in the 1940s, who named it for the city in Monaco famed for its casinos and games of chance. How Will This Help Me in My Work or Career?.Why Should I Use Monte Carlo Simulation?.This page introduces Monte Carlo and explains why you might need it, and what you need to know (or learn) in order to use it.
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