Java Glossary : Monte Carlo

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Monte Carlo: Use of random numbers in computer problem solving. Some problems are difficult to solve directly with analytical methods. However, you can find approximate solutions by using random numbers to simulate events and collecting statistics. The most common uses are in queuing simulations. If you added one more supermarket checkout, what would be the effect on the average and maximum waiting time? However you can use Monte Carlo methods in other less expected ways. For example, let us say you had a shape bounded by a very complex curve. You could approximate its area by dropping simulated random "raindrops" on a square enclosing it, and computing the ratio that fell inside to the total number of raindrops. Using a random raindrops rather than equidistant ones avoids any resonance the shape might have with your grid.

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