Monte Carlo method in the context of "Monte Carlo Casino"

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⭐ Core Definition: Monte Carlo method

Monte Carlo methods, (sometimes called Monte Carlo experiments or Monte Carlo simulations) 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. The name comes from the Monte Carlo Casino in Monaco, where the primary developer of the method, mathematician Stanisław Ulam, was inspired by his uncle's gambling habits.

Monte Carlo methods are mainly used in three distinct problem classes: optimization, numerical integration, and generating draws from a probability distribution. They can also be used to model phenomena with significant uncertainty in inputs, such as calculating the risk of a nuclear power plant failure. Monte Carlo methods are often implemented using computer simulations, and they can provide approximate solutions to problems that are otherwise intractable or too complex to analyze mathematically.

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Monte Carlo method in the context of Stanisław Ulam

Stanisław Marcin Ulam (Polish: [sta'ɲiswaf 'mart͡ɕin 'ulam]; 13 April 1909 – 13 May 1984) was a Polish and American mathematician, nuclear physicist and computer scientist. He participated in the Manhattan Project, originated the Teller–Ulam design of thermonuclear weapons, discovered the concept of the cellular automaton, invented the Monte Carlo method of computation, and suggested nuclear pulse propulsion. In pure and applied mathematics, he proved a number of theorems and proposed several conjectures.

Born into a wealthy Polish Jewish family in Lemberg, Austria-Hungary, Ulam studied mathematics at the Lwów Polytechnic Institute, where he earned his PhD in 1933 under the supervision of Kazimierz Kuratowski and Włodzimierz Stożek. In 1935, John von Neumann, whom Ulam had met in Warsaw, invited him to come to the Institute for Advanced Study in Princeton, New Jersey, for a few months. From 1936 to 1939, he spent summers in Poland and academic years at Harvard University in Cambridge, Massachusetts, where he worked to establish important results regarding ergodic theory. On 20 August 1939, he sailed for the United States for the last time with his 17-year-old brother Adam Ulam. He became an assistant professor at the University of Wisconsin–Madison in 1940, and a United States citizen in 1941.

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Monte Carlo method in the context of Force field (chemistry)

In the context of chemistry, molecular physics, physical chemistry, and molecular modelling, a force field is a computational model that is used to describe the forces between atoms (or collections of atoms) within molecules or between molecules as well as in crystals. Force fields are a variety of interatomic potentials. More precisely, the force field refers to the functional form and parameter sets used to calculate the potential energy of a system on the atomistic level. Force fields are usually used in molecular dynamics or Monte Carlo simulations. The parameters for a chosen energy function may be derived from classical laboratory experiment data, calculations in quantum mechanics, or both. Force fields utilize the same concept as force fields in classical physics, with the main difference being that the force field parameters in chemistry describe the energy landscape on the atomistic level. From a force field, the acting forces on every particle are derived as a gradient of the potential energy with respect to the particle coordinates.

A large number of different force field types exist today (e.g. for organic molecules, ions, polymers, minerals, and metals). Depending on the material, different functional forms are usually chosen for the force fields since different types of atomistic interactions dominate the material behavior.

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Monte Carlo method in the context of Radiance (software)

Radiance is a suite of tools for performing lighting simulation originally written by Greg Ward. It includes a renderer as well as many other tools for measuring the simulated light levels. It uses ray tracing to perform all lighting calculations, accelerated by the use of an octree data structure. It pioneered the concept of high-dynamic-range imaging, where light levels are (theoretically) open-ended values instead of a decimal proportion of a maximum (e.g. 0.0 to 1.0) or integer fraction of a maximum (0 to 255 / 255). It also implements global illumination using the Monte Carlo method to sample light falling on a point.

Greg Ward started developing Radiance in 1985 while at Lawrence Berkeley National Laboratory. The source code was distributed under a license forbidding further redistribution. In January 2002 Radiance 3.4 was relicensed under a less restrictive license.

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Monte Carlo method in the context of Pseudorandom Number Generator

A pseudorandom number generator (PRNG), also known as a deterministic random bit generator (DRBG), is an algorithm for generating a sequence of numbers whose properties approximate the properties of sequences of random numbers. The PRNG-generated sequence is not truly random, because it is completely determined by an initial value, called the PRNG's seed (which may include truly random values). Although sequences that are closer to truly random can be generated using hardware random number generators, pseudorandom number generators are important in practice for their speed in number generation and their reproducibility.

PRNGs are central in applications such as simulations (e.g. for the Monte Carlo method), electronic games (e.g. for procedural generation), and cryptography. Cryptographic applications require the output not to be predictable from earlier outputs, and more elaborate algorithms, which do not inherit the linearity of simpler PRNGs, are needed.

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