蒙特卡罗方法在数学建模中的应用

The application of Monte Carlo method in mathematical modeling

蒙特卡罗方法是一个以概率模型为基础,利用计算机通过多次反复模拟实验完成问题求解的一种数值计算方法。它特别适用于用传统的解析法难以解决甚至是无法解决的问题。文章主要介绍蒙特卡罗方法及基本原理,并通过实例说明蒙特卡罗方法在数学建模中的应用。

Monte Carlo method is a probabilistic model as the basis,using computer through repeated experiments completed problem solving a kind of numerical calculation method.It is particularly suitable for the traditional analytic method to solve or even to solve the problem.This paper mainly introduces the Monte Carlo method and basic principle,and through an example of Monte Carlo method in mathematical modeling.