ABSTRACT
Monte Carlo methods are nondeterministic (probabilistic or stochastic) numerical methods employed in solving mathematical and physical problems. The Monte Carlo method (MCM), also known as the method of statistical trials, is the marriage of two major branches of theoretical physics: the probabilistic theory of random process dealing with Brownian motion or random-walk experiments and potential theory, which studies the equilibrium states of a homogeneous medium [1]. It is a method of approximately solving problems using sequences of random numbers. It is a means of treating mathematical problems by finding a probabilistic analog and then obtaining approximate answers to this analog by some experimental sampling procedure. The solution of a problem by this method is closer in spirit to physical experiments than to classical numerical techniques.
