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by Dobriyan Benov (Author), Nikolai Valkanov (Author), Metodi Mazhdrakov (Author)
I look to the left... NOTHING?I look to the right... NOTHING?So, I say to myself: There is SOMETHING here... One of mankind's successful attempts to find out what that SOMETHING is the Monte Carlo Method. The method, as well as many of the achievements of mankind, was created for military purposes as part of the scientific tasks associated with the creation of the atomic bomb. The event was super secret and everything was encrypted. The code name of the method - Monte Carlo, has proved to be very successful and has survived in civilization (suck fate has the name of the armoured fighting vehicle - tank). The task was to create a method for modeling the behavior of a complex probability system. The classic solution is to present the phenomenon with one, two, etc. (but always a limited number) indicators. The new solution is the opposite - "artificially" increasing the number of input/output information. Currently, the Monte Carlo Method is effective, and in some cases - the only one, solution for a wide range of tasks from all areas of scientific knowledge. That is why we've decided to present yet another exposure of the foundations and some of the Monte Carlo applications. The monograph is divided in two parts. The first part returns the reader during the World War II. We follow the development of the idea of the method and the associated need for creating a powerful enough computer. The first publications are mentioned and are examined the scientific basics of the method and some basic algorithms.The second part contains applications of Monte Carlo method for solving tasks that can be characterized as "engineering". Without neglecting the concrete results obtained, we will point out that the described approaches for the practical application of the Monte Carlo method are of the greatest interest.
