Chapter 5
Computer Simulations and Monte Carlo Methods
5.1 Introduction
Computer simulations refer to a regeneration of a process by writing a suitable computer program and observing its results. Monte Carlo methods are those based on computer simulations involving random numbers.
The main purpose of simulations is estimating such quantities whose direct computation is complicated, risky, consuming, expensive, or impossible. For example, suppose a complex device or machine is to be built and launched. Before it happens, its performance is simulated, and this allows experts to evaluate its adequacy and associated risks carefully and safely. For example, one surely prefers to evaluate reliability and safety of a new module of a space station by ...
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