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第251行： − ''What this means depends on the application, but typically they should pass a series of statistical tests. Testing that the numbers are uniformly distributed or follow another desired distribution when a large enough number of elements of the sequence are considered is one of the simplest and most common ones. Weak correlations between successive samples are also often desirable/necessary.''+ − + 第259行：
第259行： − ''Sawilowsky lists the characteristics of a high-quality Monte Carlo simulation:''+ − + 第274行：
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第371行： − − There are ways of using probabilities that are definitely not Monte Carlo simulations – for example, deterministic modeling using single-point estimates. Each uncertain variable within a model is assigned a "best guess" estimate. Scenarios (such as best, worst, or most likely case) for each input variable are chosen and the results recorded. − − 使用概率的方法肯定不是蒙特卡洛模拟——例如，使用单点估计的确定性建模。模型中的每个不确定变量都被赋予一个“最佳猜测”估计。为每个输入变量选择场景(如最佳、最差或最可能的情况)并记录结果。 − + − By contrast, Monte Carlo simulations sample from a probability distribution for each variable to produce hundreds or thousands of possible outcomes. The results are analyzed to get probabilities of different outcomes occurring. For example, a comparison of a spreadsheet cost construction model run using traditional "what if" scenarios, and then running the comparison again with Monte Carlo simulation and triangular probability distributions shows that the Monte Carlo analysis has a narrower range than the "what if" analysis. This is because the "what if" analysis gives equal weight to all scenarios (see quantifying uncertainty in corporate finance), while the Monte Carlo method hardly samples in the very low probability regions. The samples in such regions are called "rare events". − − 相比之下，蒙特卡罗模拟从概率分布中抽取每个变量的样本，产生数百或数千个可能的结果。对结果进行分析，得到不同结果发生的概率。例如，对使用传统”如果”情景运行的电子表格成本构造模型进行比较，然后再与蒙特卡罗模拟和三角概率分布进行比较，结果表明蒙特卡罗分析的范围比”如果”分析的范围窄。这是因为“如果”分析对所有情景给予了同等的权重(见量化公司融资的不确定性) ，而蒙特卡罗方法基金组织几乎不在非常低的概率区域抽样。这些地区的样品被称为“稀有事件”。 − − *it simulates the phenomenon in question. 第382行：
第386行： − + + + + + + + − 蒙特卡罗方法在计算物理学、物理化学和相关应用领域中非常重要，并且有各种各样的应用，从复杂的量子色动力学计算到设计热屏和空气动力学形式，以及辐射剂量计算的辐射传输模型。在统计物理学中，蒙特卡罗分子模拟是计算分子动力学的一种替代方法，而蒙特卡罗方法被用来计算简单粒子和聚合物体系的统计场理论。量子蒙特卡罗法方法解决了量子系统的多体问题。在实验粒子物理学中，蒙特卡罗方法被用来设计探测器，了解它们的行为，并将实验数据与理论进行比较。在天体物理学中，它们以各种不同的方式被用来模拟星系演化和微波辐射通过粗糙行星表面的传输。蒙特卡罗方法也用于构成现代天气预报基础的集合模型中。+ 第390行：
第400行： − Monte Carlo methods are widely used in engineering for sensitivity analysis and quantitative probabilistic analysis in process design. The need arises from the interactive, co-linear and non-linear behavior of typical process simulations. For example, − − 蒙特卡罗方法被广泛应用于工程设计中的敏感度分析和工艺设计中的定量概率分析。这种需求来源于典型过程模拟的交互性、共线性和非线性行为。比如说, 第425行：
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→Definitions
从1950年到1996年，所有关于顺序蒙特卡罗方法的出版物，包括计算物理和分子化学中引入的删减和重采样蒙特卡罗方法，目前应用于不同的情况的自然和类启发式算法，没有任何一致性证明，也没有讨论估计的偏差和基于谱系和遗传树的算法。皮埃尔 · 德尔 · 莫勒尔在1996年的写作中阐述了关于这些粒子算法的数学基础，并对其第一次进行了严格的分析。
从1950年到1996年，所有关于顺序蒙特卡罗方法的出版物，包括计算物理和分子化学中引入的删减和重采样蒙特卡罗方法，目前应用于不同的情况的自然和类启发式算法，没有任何一致性证明，也没有讨论估计的偏差和基于谱系和遗传树的算法。皮埃尔 · 德尔 · 莫勒尔在1996年的写作中阐述了关于这些粒子算法的数学基础，并对其第一次进行了严格的分析。
What this means depends on the application, but typically they should pass a series of statistical tests. Testing that the numbers are uniformly distributed or follow another desired distribution when a large enough number of elements of the sequence are considered is one of the simplest and most common ones. Weak correlations between successive samples are also often desirable/necessary.
''其中的含义一般取决于应用，但通常应该通过一系列统计测试。当考虑序列中足够多的元素时，检验这些数是均匀分布的，还是遵循另一个期望的分布是最简单常见的方法之一。连续样本之间的弱相关性通常也是可取的，或必要的。（和维基原文相比多出来的部分）''
其中的含义一般取决于应用，但通常应该通过一系列统计测试。当考虑序列中足够多的元素时，检验这些数是均匀分布的，还是遵循另一个期望的分布是最简单常见的方法之一。连续样本之间的弱相关性通常也是可取的，或必要的。''（和维基原文相比多出来的部分）''
Branching type particle methodologies with varying population sizes were also developed in the end of the 1990s by Dan Crisan, Jessica Gaines and Terry Lyons,<ref name=":42">{{cite journal|last1 = Crisan|first1 = Dan|last2 = Gaines|first2 = Jessica|last3 = Lyons|first3 = Terry|title = Convergence of a branching particle method to the solution of the Zakai|journal = SIAM Journal on Applied Mathematics|date = 1998|volume = 58|issue = 5|pages = 1568–1590|doi = 10.1137/s0036139996307371|s2cid = 39982562|url = https://semanticscholar.org/paper/99e8759a243cd0568b0f32cbace2ad0525b16bb6}}</ref><ref>{{cite journal|last1 = Crisan|first1 = Dan|last2 = Lyons|first2 = Terry|title = Nonlinear filtering and measure-valued processes|journal = Probability Theory and Related Fields|date = 1997|volume = 109|issue = 2|pages = 217–244|doi = 10.1007/s004400050131|s2cid = 119809371}}</ref><ref>{{cite journal|last1 = Crisan|first1 = Dan|last2 = Lyons|first2 = Terry|title = A particle approximation of the solution of the Kushner–Stratonovitch equation|journal = Probability Theory and Related Fields|date = 1999|volume = 115|issue = 4|pages = 549–578|doi = 10.1007/s004400050249|s2cid = 117725141}}</ref> and by Dan Crisan, Pierre Del Moral and Terry Lyons.<ref name=":52">{{cite journal|last1 = Crisan|first1 = Dan|last2 = Del Moral|first2 = Pierre|last3 = Lyons|first3 = Terry|title = Discrete filtering using branching and interacting particle systems|journal = Markov Processes and Related Fields|date = 1999|volume = 5|issue = 3|pages = 293–318|url = http://web.maths.unsw.edu.au/~peterdel-moral/crisan98discrete.pdf}}</ref> Further developments in this field were developed in 2000 by P. Del Moral, A. Guionnet and L. Miclo.<ref name="dmm002" /><ref name="dg99">{{cite journal|last1 = Del Moral|first1 = Pierre|last2 = Guionnet|first2 = Alice|title = On the stability of Measure Valued Processes with Applications to filtering|journal = C. R. Acad. Sci. Paris|date = 1999|volume = 39|issue = 1|pages = 429–434}}</ref><ref name="dg01">{{cite journal|last1 = Del Moral|first1 = Pierre|last2 = Guionnet|first2 = Alice|title = On the stability of interacting processes with applications to filtering and genetic algorithms|journal = Annales de l'Institut Henri Poincaré|date = 2001|volume = 37|issue = 2|pages = 155–194|url = http://web.maths.unsw.edu.au/~peterdel-moral/ihp.ps|doi = 10.1016/s0246-0203(00)01064-5|bibcode=2001AnIHP..37..155D}}</ref>
Branching type particle methodologies with varying population sizes were also developed in the end of the 1990s by Dan Crisan, Jessica Gaines and Terry Lyons,<ref name=":42">{{cite journal|last1 = Crisan|first1 = Dan|last2 = Gaines|first2 = Jessica|last3 = Lyons|first3 = Terry|title = Convergence of a branching particle method to the solution of the Zakai|journal = SIAM Journal on Applied Mathematics|date = 1998|volume = 58|issue = 5|pages = 1568–1590|doi = 10.1137/s0036139996307371|s2cid = 39982562|url = https://semanticscholar.org/paper/99e8759a243cd0568b0f32cbace2ad0525b16bb6}}</ref><ref>{{cite journal|last1 = Crisan|first1 = Dan|last2 = Lyons|first2 = Terry|title = Nonlinear filtering and measure-valued processes|journal = Probability Theory and Related Fields|date = 1997|volume = 109|issue = 2|pages = 217–244|doi = 10.1007/s004400050131|s2cid = 119809371}}</ref><ref>{{cite journal|last1 = Crisan|first1 = Dan|last2 = Lyons|first2 = Terry|title = A particle approximation of the solution of the Kushner–Stratonovitch equation|journal = Probability Theory and Related Fields|date = 1999|volume = 115|issue = 4|pages = 549–578|doi = 10.1007/s004400050249|s2cid = 117725141}}</ref> and by Dan Crisan, Pierre Del Moral and Terry Lyons.<ref name=":52">{{cite journal|last1 = Crisan|first1 = Dan|last2 = Del Moral|first2 = Pierre|last3 = Lyons|first3 = Terry|title = Discrete filtering using branching and interacting particle systems|journal = Markov Processes and Related Fields|date = 1999|volume = 5|issue = 3|pages = 293–318|url = http://web.maths.unsw.edu.au/~peterdel-moral/crisan98discrete.pdf}}</ref> Further developments in this field were developed in 2000 by P. Del Moral, A. Guionnet and L. Miclo.<ref name="dmm002" /><ref name="dg99">{{cite journal|last1 = Del Moral|first1 = Pierre|last2 = Guionnet|first2 = Alice|title = On the stability of Measure Valued Processes with Applications to filtering|journal = C. R. Acad. Sci. Paris|date = 1999|volume = 39|issue = 1|pages = 429–434}}</ref><ref name="dg01">{{cite journal|last1 = Del Moral|first1 = Pierre|last2 = Guionnet|first2 = Alice|title = On the stability of interacting processes with applications to filtering and genetic algorithms|journal = Annales de l'Institut Henri Poincaré|date = 2001|volume = 37|issue = 2|pages = 155–194|url = http://web.maths.unsw.edu.au/~peterdel-moral/ihp.ps|doi = 10.1016/s0246-0203(00)01064-5|bibcode=2001AnIHP..37..155D}}</ref>
20世纪90年代末，'''丹·克里桑 Dan Crisan'''、'''杰西卡·盖恩斯 Jessica Gaines'''和'''特里·利昂斯 Terry Lyons'''，以及丹·克里桑、皮埃尔·德尔·莫勒尔和特里·利昂斯也发展了具有不同种群大小的分支型粒子方法。2000年，皮埃尔·德尔·莫勒尔、'''爱丽丝·吉奥内 A. Guionnet'''和'''洛朗·米克洛 L. Miclo'''进一步发展了这一领域。
20世纪90年代末，'''丹·克里桑 Dan Crisan'''、'''杰西卡·盖恩斯 Jessica Gaines'''和'''特里·利昂斯 Terry Lyons'''，以及丹·克里桑、皮埃尔·德尔·莫勒尔和特里·利昂斯也发展了具有不同种群大小的分支型粒子方法。2000年，皮埃尔·德尔·莫勒尔、'''爱丽丝·吉奥内 A. Guionnet'''和'''洛朗·米克洛 L. Miclo'''进一步发展了这一领域。
Sawilowsky lists the characteristics of a high-quality Monte Carlo simulation:
''萨维罗斯基 Sawilowsky列出了高质量蒙特卡罗模拟的特点：（和维基原文相比多出来的部分）''
萨维罗斯基 Sawilowsky列出了高质量蒙特卡罗模拟的特点：''（和维基原文相比多出来的部分）''
==Definitions==
==Definitions==
*Monte Carlo method: Pouring out a box of coins on a table, and then computing the ratio of coins that land heads versus tails is a Monte Carlo method of determining the behavior of repeated coin tosses, but it is not a simulation.
*Monte Carlo method: Pouring out a box of coins on a table, and then computing the ratio of coins that land heads versus tails is a Monte Carlo method of determining the behavior of repeated coin tosses, but it is not a simulation.
*Monte Carlo simulation: Drawing <nowiki>''</nowiki>a large number<nowiki>''</nowiki> of pseudo-random uniform variables from the interval [0,1] at one time, or once at many different times, and assigning values less than or equal to 0.50 as heads and greater than 0.50 as tails, is a <nowiki>''</nowiki>Monte Carlo simulation<nowiki>''</nowiki> of the behavior of repeatedly tossing a coin.
*Monte Carlo simulation: Drawing <nowiki>''</nowiki>a large number<nowiki>''</nowiki> of pseudo-random uniform variables from the interval [0,1] at one time, or once at many different times, and assigning values less than or equal to 0.50 as heads and greater than 0.50 as tails, is a <nowiki>''</nowiki>Monte Carlo simulation<nowiki>''</nowiki> of the behavior of repeatedly tossing a coin.
Kalos and Whitlock point out that such distinctions are not always easy to maintain. For example, the emission of radiation from atoms is a natural stochastic process. It can be simulated directly, or its average behavior can be described by stochastic equations that can themselves be solved using Monte Carlo methods. "Indeed, the same computer code can be viewed simultaneously as a 'natural simulation' or as a solution of the equations by natural sampling."
对于如何定义蒙特卡洛还没有达成共识。例如，Ripley将大多数概率建模定义为随机模拟，蒙特卡罗保留用于蒙特卡罗积分和蒙特卡罗统计检验。Sawilowsky[54]区分了模拟、蒙特卡罗方法和蒙特卡罗模拟:蒙特卡罗方法是一种可以用来解决数学或统计问题的技术，蒙特卡罗模拟使用重复抽样来获得某些现象(或行为)的统计特性。例如：
对于如何定义蒙特卡洛还没有达成共识。例如，Ripley将大多数概率建模定义为随机模拟，蒙特卡罗保留用于蒙特卡罗积分和蒙特卡罗统计检验。Sawilowsky[54]区分了模拟、蒙特卡罗方法和蒙特卡罗模拟:蒙特卡罗方法是一种可以用来解决数学或统计问题的技术，蒙特卡罗模拟使用重复抽样来获得某些现象(或行为)的统计特性。例如：
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The main idea behind this method is that the results are computed based on repeated random sampling and statistical analysis. The Monte Carlo simulation is, in fact, random experimentations, in the case that, the results of these experiments are not well known. Monte Carlo simulations are typically characterized by many unknown parameters, many of which are difficult to obtain experimentally. Monte Carlo simulation methods do not always require truly random numbers to be useful (although, for some applications such as primality testing, unpredictability is vital). Many of the most useful techniques use deterministic, pseudorandom sequences, making it easy to test and re-run simulations. The only quality usually necessary to make good simulations is for the pseudo-random sequence to appear "random enough" in a certain sense.
蒙特卡罗模拟的典型特征是有许多未知参数，其中许多参数很难通过实验获得。蒙特卡罗模拟方法并不总是要求真正的随机数是有用的(尽管对于一些应用程序，如质数测试，不可预测性是至关重要的)。许多最有用的技术使用确定性的伪随机序列，使测试和重新运行模拟变得很容易。伪随机序列在某种意义上表现地“足够随机”，这是进行良好模拟所必需的唯一品质。
What this means depends on the application, but typically they should pass a series of statistical tests. Testing that the numbers are uniformly distributed or follow another desired distribution when a large enough number of elements of the sequence are considered is one of the simplest and most common ones. Weak correlations between successive samples are also often desirable/necessary.
其中的含义一般取决于应用，但通常应该通过一系列统计测试。当考虑序列中足够多的元素时，检验这些数是均匀分布的，还是遵循另一个期望的分布是最简单常见的方法之一。连续样本之间的弱相关性通常也是可取的，或必要的。
Sawilowsky lists the characteristics of a high-quality Monte Carlo simulation:
萨维罗斯基 Sawilowsky列出了高质量蒙特卡罗模拟的特点：
*the (pseudo-random) number generator has certain characteristics (e.g. a long "period" before the sequence repeats)
*the (pseudo-random) number generator has certain characteristics (e.g. a long "period" before the sequence repeats)
*there are enough samples to ensure accurate results
*there are enough samples to ensure accurate results
*the proper sampling technique is used
*the proper sampling technique is used
*the algorithm used is valid for what is being modeled
*the algorithm used is valid for what is being modeled
*it simulates the phenomenon in question.
[[Pseudo-random number sampling]] algorithms are used to transform uniformly distributed pseudo-random numbers into numbers that are distributed according to a given [[probability distribution]].
[[Pseudo-random number sampling]] algorithms are used to transform uniformly distributed pseudo-random numbers into numbers that are distributed according to a given [[probability distribution]].
In an effort to assess the impact of random number quality on Monte Carlo simulation outcomes, astrophysical researchers tested cryptographically-secure pseudorandom numbers generated via Intel's [[RDRAND]] instruction set, as compared to those derived from algorithms, like the [[Mersenne Twister]], in Monte Carlo simulations of radio flares from [[brown dwarfs]]. RDRAND is the closest pseudorandom number generator to a true random number generator. No statistically significant difference was found between models generated with typical pseudorandom number generators and RDRAND for trials consisting of the generation of 10<sup>7</sup> random numbers.<ref>{{cite journal|last1=Route|first1=Matthew|title=Radio-flaring Ultracool Dwarf Population Synthesis|journal=The Astrophysical Journal|date=August 10, 2017|volume=845|issue=1|page=66|doi=10.3847/1538-4357/aa7ede|arxiv=1707.02212|bibcode=2017ApJ...845...66R|s2cid=118895524}}</ref>
In an effort to assess the impact of random number quality on Monte Carlo simulation outcomes, astrophysical researchers tested cryptographically-secure pseudorandom numbers generated via Intel's [[RDRAND]] instruction set, as compared to those derived from algorithms, like the [[Mersenne Twister]], in Monte Carlo simulations of radio flares from [[brown dwarfs]]. RDRAND is the closest pseudorandom number generator to a true random number generator. No statistically significant difference was found between models generated with typical pseudorandom number generators and RDRAND for trials consisting of the generation of 10<sup>7</sup> random numbers.<ref>{{cite journal|last1=Route|first1=Matthew|title=Radio-flaring Ultracool Dwarf Population Synthesis|journal=The Astrophysical Journal|date=August 10, 2017|volume=845|issue=1|page=66|doi=10.3847/1538-4357/aa7ede|arxiv=1707.02212|bibcode=2017ApJ...845...66R|s2cid=118895524}}</ref>
Monte Carlo methods are very important in computational physics, physical chemistry, and related applied fields, and have diverse applications from complicated quantum chromodynamics calculations to designing heat shields and aerodynamic forms as well as in modeling radiation transport for radiation dosimetry calculations. In statistical physics Monte Carlo molecular modeling is an alternative to computational molecular dynamics, and Monte Carlo methods are used to compute statistical field theories of simple particle and polymer systems. Quantum Monte Carlo methods solve the many-body problem for quantum systems. In experimental particle physics, Monte Carlo methods are used for designing detectors, understanding their behavior and comparing experimental data to theory. In astrophysics, they are used in such diverse manners as to model both galaxy evolution and microwave radiation transmission through a rough planetary surface. Monte Carlo methods are also used in the ensemble models that form the basis of modern weather forecasting.
'''Monte Carlo simulation versus "what if" scenarios'''
There are ways of using probabilities that are definitely not Monte Carlo simulations – for example, deterministic modeling using single-point estimates. Each uncertain variable within a model is assigned a "best guess" estimate. Scenarios (such as best, worst, or most likely case) for each input variable are chosen and the results recorded.
使用概率的方法肯定不是蒙特卡洛模拟——例如，使用单点估计的确定性建模。模型中的每个不确定变量都被赋予一个“最佳猜测”估计。为每个输入变量选择场景(如最佳、最差或最可能的情况)并记录结果。
By contrast, Monte Carlo simulations sample from a probability distribution for each variable to produce hundreds or thousands of possible outcomes. The results are analyzed to get probabilities of different outcomes occurring. For example, a comparison of a spreadsheet cost construction model run using traditional "what if" scenarios, and then running the comparison again with Monte Carlo simulation and triangular probability distributions shows that the Monte Carlo analysis has a narrower range than the "what if" analysis. This is because the "what if" analysis gives equal weight to all scenarios (see quantifying uncertainty in corporate finance), while the Monte Carlo method hardly samples in the very low probability regions. The samples in such regions are called "rare events".
相比之下，蒙特卡罗模拟从概率分布中抽取每个变量的样本，产生数百或数千个可能的结果。对结果进行分析，得到不同结果发生的概率。例如，对使用传统”如果”情景运行的电子表格成本构造模型进行比较，然后再与蒙特卡罗模拟和三角概率分布进行比较，结果表明蒙特卡罗分析的范围比”如果”分析的范围窄。这是因为“如果”分析对所有情景给予了同等的权重(见量化公司融资的不确定性) ，而蒙特卡罗方法基金组织几乎不在非常低的概率区域抽样。这些地区的样品被称为“稀有事件”。
====Mersenne_twister (MT19937) in Python (a Monte Carlo method simulation)====
====Mersenne_twister (MT19937) in Python (a Monte Carlo method simulation)====
A ''Monte Carlo method'' simulation is defined as any method that utilizes sequences of random numbers to perform the simulation. Monte Carlo simulations are applied to many topics including [[quantum chromodynamics]], cancer radiation therapy, traffic flow, [[stellar evolution]] and VLSI design. All these simulations require the use of random numbers and therefore [[pseudorandom number generator]]s, which makes creating random-like numbers very important.
A ''Monte Carlo method'' simulation is defined as any method that utilizes sequences of random numbers to perform the simulation. Monte Carlo simulations are applied to many topics including [[quantum chromodynamics]], cancer radiation therapy, traffic flow, [[stellar evolution]] and VLSI design. All these simulations require the use of random numbers and therefore [[pseudorandom number generator]]s, which makes creating random-like numbers very important.
A simple example of how a computer would perform a Monte Carlo simulation is the calculation of [[Pi|π]]. If a square enclosed a circle and a point were randomly chosen inside the square the point would either lie inside the circle or outside it. If the process were repeated many times, the ratio of the random points that lie inside the circle to the total number of random points in the square would approximate the ratio of the area of the circle to the area of the square. From this we can estimate pi, as shown in the [[Python (programming language)|Python]] code below utilizing a [[SciPy]] package to generate pseudorandom numbers with the [[Mersenne twister|MT19937]] algorithm. Note that this method is a computationally inefficient way to [[Numerical approximations of π|numerically approximate π]].
A simple example of how a computer would perform a Monte Carlo simulation is the calculation of [[Pi|π]]. If a square enclosed a circle and a point were randomly chosen inside the square the point would either lie inside the circle or outside it. If the process were repeated many times, the ratio of the random points that lie inside the circle to the total number of random points in the square would approximate the ratio of the area of the circle to the area of the square. From this we can estimate pi, as shown in the [[Python (programming language)|Python]] code below utilizing a [[SciPy]] package to generate pseudorandom numbers with the [[Mersenne twister|MT19937]] algorithm. Note that this method is a computationally inefficient way to [[Numerical approximations of π|numerically approximate π]].
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=== Monte Carlo simulation versus "what if" scenarios ===
=== Monte Carlo simulation versus "what if" scenarios ===
Monte Carlo methods are very important in [[computational physics]], [[physical chemistry]], and related applied fields, and have diverse applications from complicated [[quantum chromodynamics]] calculations to designing [[heat shield]]s and [[aerodynamics|aerodynamic]] forms as well as in modeling radiation transport for radiation dosimetry calculations.<ref>{{cite journal | doi = 10.1088/0031-9155/59/4/R151 | pmid=24486639 | volume=59 | issue=4 | title=GPU-based high-performance computing for radiation therapy | journal=Physics in Medicine and Biology | pages=R151–R182|bibcode = 2014PMB....59R.151J | year=2014 | last1=Jia | first1=Xun | last2=Ziegenhein | first2=Peter | last3=Jiang | first3=Steve B | pmc=4003902 }}</ref><ref>{{cite journal | doi = 10.1088/0031-9155/59/6/R183 | volume=59 | issue=6 | title=Advances in kilovoltage x-ray beam dosimetry | journal=Physics in Medicine and Biology | pages=R183–R231|bibcode = 2014PMB....59R.183H | pmid=24584183 | date=Mar 2014| last1=Hill | first1=R | last2=Healy | first2=B | last3=Holloway | first3=L | last4=Kuncic | first4=Z | last5=Thwaites | first5=D | last6=Baldock | first6=C | s2cid=18082594 | url=https://semanticscholar.org/paper/fb231c3d9ade811d793b85623fd32c6ea126d5ff }}</ref><ref>{{cite journal | doi = 10.1088/0031-9155/51/13/R17 | pmid=16790908 | volume=51 | issue=13 | title=Fifty years of Monte Carlo simulations for medical physics | journal=Physics in Medicine and Biology | pages=R287–R301|bibcode = 2006PMB....51R.287R | year=2006 | last1=Rogers | first1=D W O | s2cid=12066026 | url=https://semanticscholar.org/paper/b6d08efc5f0818a01dc60637a4a6f8115482483e }}</ref> In [[statistical physics]] [[Monte Carlo molecular modeling]] is an alternative to computational [[molecular dynamics]], and Monte Carlo methods are used to compute [[statistical field theory|statistical field theories]] of simple particle and polymer systems.<ref name=":0" /><ref>{{harvnb|Baeurle|2009}}</ref> [[Quantum Monte Carlo]] methods solve the [[many-body problem]] for quantum systems.<ref name="kol10" /><ref name="dp13" /><ref name="dp04" /> In [[Radiation material science|radiation materials science]], the [[binary collision approximation]] for simulating [[ion implantation]] is usually based on a Monte Carlo approach to select the next colliding atom.<ref>{{Cite journal|last1=Möller|first1=W.|last2=Eckstein|first2=W.|date=1984-03-01|title=Tridyn — A TRIM simulation code including dynamic composition changes|journal=Nuclear Instruments and Methods in Physics Research Section B: Beam Interactions with Materials and Atoms|volume=2|issue=1|pages=814–818|doi=10.1016/0168-583X(84)90321-5|bibcode=1984NIMPB...2..814M}}</ref> In experimental [[particle physics]], Monte Carlo methods are used for designing [[particle detector|detectors]], understanding their behavior and comparing experimental data to theory. In [[astrophysics]], they are used in such diverse manners as to model both [[galaxy]] evolution<ref>{{harvnb|MacGillivray|Dodd|1982}}</ref> and microwave radiation transmission through a rough planetary surface.<ref>{{harvnb|Golden|1979}}</ref> Monte Carlo methods are also used in the [[Ensemble forecasting|ensemble models]] that form the basis of modern [[Numerical weather prediction|weather forecasting]].
Monte Carlo methods are very important in [[computational physics]], [[physical chemistry]], and related applied fields, and have diverse applications from complicated [[quantum chromodynamics]] calculations to designing [[heat shield]]s and [[aerodynamics|aerodynamic]] forms as well as in modeling radiation transport for radiation dosimetry calculations.<ref>{{cite journal | doi = 10.1088/0031-9155/59/4/R151 | pmid=24486639 | volume=59 | issue=4 | title=GPU-based high-performance computing for radiation therapy | journal=Physics in Medicine and Biology | pages=R151–R182|bibcode = 2014PMB....59R.151J | year=2014 | last1=Jia | first1=Xun | last2=Ziegenhein | first2=Peter | last3=Jiang | first3=Steve B | pmc=4003902 }}</ref><ref>{{cite journal | doi = 10.1088/0031-9155/59/6/R183 | volume=59 | issue=6 | title=Advances in kilovoltage x-ray beam dosimetry | journal=Physics in Medicine and Biology | pages=R183–R231|bibcode = 2014PMB....59R.183H | pmid=24584183 | date=Mar 2014| last1=Hill | first1=R | last2=Healy | first2=B | last3=Holloway | first3=L | last4=Kuncic | first4=Z | last5=Thwaites | first5=D | last6=Baldock | first6=C | s2cid=18082594 | url=https://semanticscholar.org/paper/fb231c3d9ade811d793b85623fd32c6ea126d5ff }}</ref><ref>{{cite journal | doi = 10.1088/0031-9155/51/13/R17 | pmid=16790908 | volume=51 | issue=13 | title=Fifty years of Monte Carlo simulations for medical physics | journal=Physics in Medicine and Biology | pages=R287–R301|bibcode = 2006PMB....51R.287R | year=2006 | last1=Rogers | first1=D W O | s2cid=12066026 | url=https://semanticscholar.org/paper/b6d08efc5f0818a01dc60637a4a6f8115482483e }}</ref> In [[statistical physics]] [[Monte Carlo molecular modeling]] is an alternative to computational [[molecular dynamics]], and Monte Carlo methods are used to compute [[statistical field theory|statistical field theories]] of simple particle and polymer systems.<ref name=":0" /><ref>{{harvnb|Baeurle|2009}}</ref> [[Quantum Monte Carlo]] methods solve the [[many-body problem]] for quantum systems.<ref name="kol10" /><ref name="dp13" /><ref name="dp04" /> In [[Radiation material science|radiation materials science]], the [[binary collision approximation]] for simulating [[ion implantation]] is usually based on a Monte Carlo approach to select the next colliding atom.<ref>{{Cite journal|last1=Möller|first1=W.|last2=Eckstein|first2=W.|date=1984-03-01|title=Tridyn — A TRIM simulation code including dynamic composition changes|journal=Nuclear Instruments and Methods in Physics Research Section B: Beam Interactions with Materials and Atoms|volume=2|issue=1|pages=814–818|doi=10.1016/0168-583X(84)90321-5|bibcode=1984NIMPB...2..814M}}</ref> In experimental [[particle physics]], Monte Carlo methods are used for designing [[particle detector|detectors]], understanding their behavior and comparing experimental data to theory. In [[astrophysics]], they are used in such diverse manners as to model both [[galaxy]] evolution<ref>{{harvnb|MacGillivray|Dodd|1982}}</ref> and microwave radiation transmission through a rough planetary surface.<ref>{{harvnb|Golden|1979}}</ref> Monte Carlo methods are also used in the [[Ensemble forecasting|ensemble models]] that form the basis of modern [[Numerical weather prediction|weather forecasting]].
Monte Carlo methods are very important in computational physics, physical chemistry, and related applied fields, and have diverse applications from complicated quantum chromodynamics calculations to designing heat shields and aerodynamic forms as well as in modeling radiation transport for radiation dosimetry calculations. In statistical physics Monte Carlo molecular modeling is an alternative to computational molecular dynamics, and Monte Carlo methods are used to compute statistical field theories of simple particle and polymer systems. Quantum Monte Carlo methods solve the many-body problem for quantum systems. In experimental particle physics, Monte Carlo methods are used for designing detectors, understanding their behavior and comparing experimental data to theory. In astrophysics, they are used in such diverse manners as to model both galaxy evolution and microwave radiation transmission through a rough planetary surface. Monte Carlo methods are also used in the ensemble models that form the basis of modern weather forecasting.
蒙特卡罗方法在计算物理学、物理化学和相关应用领域中非常重要，并且有各种各样的应用，从复杂的量子色动力学计算到设计热屏和空气动力学形式，以及辐射剂量计算的辐射传输模型。在统计物理学中，蒙特卡罗分子模拟是计算分子动力学的一种替代方法，而蒙特卡罗方法被用来计算简单粒子和聚合物体系的统计场理论。量子蒙特卡罗法方法解决了量子系统的多体问题。在实验粒子物理学中，蒙特卡罗方法被用来设计探测器，了解它们的行为，并将实验数据与理论进行比较。在天体物理学中，它们以各种不同的方式被用来模拟星系演化和微波辐射通过粗糙行星表面的传输。蒙特卡罗方法也用于构成现代天气预报基础的集合模型中。
The standards for Monte Carlo experiments in statistics were set by Sawilowsky. In applied statistics, Monte Carlo methods may be used for at least four purposes:
The standards for Monte Carlo experiments in statistics were set by Sawilowsky. In applied statistics, Monte Carlo methods may be used for at least four purposes:
===Engineering===
===Engineering===
Monte Carlo methods are widely used in engineering for sensitivity analysis and quantitative probabilistic analysis in process design. The need arises from the interactive, co-linear and non-linear behavior of typical process simulations. For example,
蒙特卡罗方法被广泛应用于工程设计中的敏感度分析和工艺设计中的定量概率分析。这种需求来源于典型过程模拟的交互性、共线性和非线性行为。比如说,
To provide implementations of hypothesis tests that are more efficient than exact tests such as permutation tests (which are often impossible to compute) while being more accurate than critical values for asymptotic distributions.
To provide implementations of hypothesis tests that are more efficient than exact tests such as permutation tests (which are often impossible to compute) while being more accurate than critical values for asymptotic distributions.