ABSTRACT
This introduction presents an overview of the key concepts discussed in the subsequent chapters of this book. The book deals with the heuristically obvious methods: the one-to-one numerical simulation of the original physical processes and those modifications which are easily understood without rigorous and tiring mathematical derivations. It explains the whole treatment is based on the moment equations. It explores the investigation of the equations that govern various moments of the Monte Carlo estimates are extremely helpful for increasing the efficiency of the methods. The book focuses on optimization of the techniques (splitting, path stretching, Russian roulette) widely used in deep-penetration Monte Carlo calculations. Monte Carlo methods are being efficiently used for solving widely varying types of physical problems. Although Monte Carlo is trivially a straightforward tool to stimulate random processes, it can also be used for solving problems that have no immediate probabilistic interpretation.
