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mathematical technique > numerical method > Monte-Carlo method

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Monte-Carlo method  

Definición

  • Monte Carlo methods, or Monte Carlo experiments, are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. The underlying concept is to use randomness to solve problems that might be deterministic in principle. They are often used in physical and mathematical problems and are most useful when it is difficult or impossible to use other approaches. Monte Carlo methods are mainly used in three problem classes: optimization, numerical integration, and generating draws from a probability distribution. (Wikipedia, The Free Encyclopedia, https://en.wikipedia.org/wiki/Monte_Carlo_method)

Concepto genérico

Etiquetas alternativas

  • Monte-Carlo model
  • Monte-Carlo modeling
  • Monte-Carlo simulation
  • Monte-Carlo study
  • Monte-Carlo technique

En otras lenguas

URI

http://data.loterre.fr/ark:/67375/MDL-LL934KCV-N

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