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一、蒙特卡罗方法的发展上世纪四、五十年代由物理学家们创立的蒙特卡罗(Monte Carlo,简称MC)方法被誉为二十世纪最具影响力的二十种计算方法之首。经过半个多世纪的发展,Monte Carlo方法已经被应用到科学计算的各个领域。从二十世纪
I. Development of the Monte Carlo Method The Monte Carlo (MC) method pioneered by physicists in the 1940s and 1950s has been hailed as the twentieth century’s most influential method of calculating twenty first. After more than half a century of development, Monte Carlo method has been applied to all areas of scientific computing. From the twentieth century