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Lecture 12: Monte Carlo Integration (0)
william-fei

I found this paper on what they call the beginning of the Monte Carlo method. During the Manhattan project (developing an atomic bomb) they had these equations/integrals/etc. that were almost unsolvable. So they instead used "human calculators" (mostly women) who plugged in thousands of random numbers to get results.

https://permalink.lanl.gov/object/tr?what=info:lanl-repo/lareport/LA-UR-88-9067

rishiarjun

Interestingly, Monte Carlo simulations have been used for simple probability experiments such as dice rolling. Monte Carlo simulations allow you to simulate dice rolls over 1000s of times which will allow for more accurate predictions. Companies like IBM use this commonly for statistics, cloud functions, and cloud solutions.

rheask8246

Monte Carlo simulations are used a lot in systems with many particles since, as later mentioned in the lecture, they provide an unbiased way of representing the system. I use Monte Carlo simulations in tandem with machine learning to simulate high energy particle events in my research!

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