Issue No.02 - March/April (2006 vol.8)
Jacques G. Amar , University of Toledo
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/MCSE.2006.34
Since 1953, researchers have applied the Monte Carlo method to a wide range of areas. Specialized algorithms have also been developed to extend the method's applicability and efficiency. The author describes some of the algorithms that have been developed to perform Monte Carlo simulations in science and engineering.
simulation theory, Markov processes, Monte Carlo, parallelism and concurrency
Jacques G. Amar, "The Monte Carlo Method in Science and Engineering", Computing in Science & Engineering, vol.8, no. 2, pp. 9-19, March/April 2006, doi:10.1109/MCSE.2006.34