History of Monte Carlo Method
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It could be argued that current physics research could be divided into three areas - theoretical, experimental and computational. Numerical approach, in which systems 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 bridge between theory and experiment, for instance; the Monte Carlo method 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...
MC method as a highly universal numerical technique became possible only with the appearance of computers.
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. Actually, what are available at computer centers are arithmetic codes for generating sequences of pseudo random digits, where each digit 0 through 9 occurs with approximately equal probability. Consequently, the sequences can model successive flips of a fair ten-side die. Such codes are called random number generators. Grouped together, these generated digits yield random numbers with any required number of digits.
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