ABSTRACT
The term “simulation” comes from the Latin word simulatio, which means to imitate a phenomenon or a generic process. In the language of mathematics, the term “simulation” was used for the first time during the World War II period at the Los Alamos National Laboratory by the renowned mathematicians Von Neumann, Ulam, Metropolis and physicist Fermi, in the context of their nuclear physics research for the atomic bomb. About the same time they also introduced an exotic term in mathematics, namely “Monte Carlo” methods. These were defined as numerical methods that use artificially generated statistical selections for reproducing complex random phenomena and for solving multidimensional integral problems. The name “Monte Carlo” was inspired by the famous Monte Carlo casino roulette, in France, that was the best available generator of uniform random numbers.
