Monte Carlo Method

Any method which solves a problem by generating suitable random numbers and observing that fraction of thenumbers obeying some property or properties. The method is useful for obtaining numerical solutions to problems which are too complicated to solve analytically. The most common application of the Monte Carlo method isMonte Carlo Integration.

References

Sobol, I. M. A Primer for the Monte Carlo Method. Boca Raton, FL: CRC Press, 1994.

• Subordinate Norm
• Subscript
• Subsequence
• Subset
• Subspace
• Substitution Group
• Substitution Map
• Subtend
• Subtraction
• Succeeds
• Successes
• Sufficient
• Suitable Number
• Sum
• Summand
• Summatory Function
• Sum-Product Number
• Sum Rule
• Sup
• Characteristic (Partial Differential Equation)
• Characteristic Polynomial
• Characteristic (Real Number)
• Character (Multiplicative)
• Character (Number Theory)
• Character Table