ABSTRACT
The origins of simulation techniques stem from the early days of statistical analysis, when sampling was first used to estimate the underlying probability distributions, and from the work of Von Neumann and Ulam on the solution of mathematical problems by Monte Carlo methods in the 1940s. The second source of randomness suitable for large simulations is the production of so-called ‘pseudo-random numbers’ by means of digital computers. Such numbers are produced in sequence by means of a suitable formula, and must therefore show a cyclic pattern, repeating itself after some time. In its broadest sense, simulation covers a whole variety of experimental techniques used in engineering to study the operation of a real system by analysing the behaviour of a ‘hardware’ model, usually built up from electrical circuits, which satisfies as closely as possible the same conditions as the real system.
