Monte Carlo Simulation: What Is It?
Sometimes engineers and scientists are faced with a problem that is not easily solvable with an algorithm that leads to a definite answer. Perhaps the problem is very complex and has many components to it, or the inputs to the problem are not constant and could vary. When faced with a situation like this, Monte Carlo simulation is the way to go.
The basic gist of how Monte Carlo simulations work is that you randomly select inputs, perform calculations on the randomly-selected inputs, and collect the outputs. This process is repeated several times (perhaps thousands, tens of thousands, or even more! As with any statistical sample, the more, the better), and in the end, all the outputs are gathered together and analyzed. To randomly select inputs, you’ll need to specify boundaries for which inputs can be selected from. A statistical model can help with this, such as a Gaussian distribution, which is a fancy term for the familiar “bell curve.” As for the aggregated outputs, statistical analysis would make sense in order to make sense of thousands of data sets. Basically, statistics is a useful tool that compliments the Monte Carlo technique. Also, generally computers are used to perform a Monte Carlo simulation due to the large number of repetitive calculations required.
This is what a bell curve looks like.
Monte Carlo simulations can be used in space sciences. For example, if one wants to analyze the risk of failure of a spacecraft in orbit, one can perform a Monte Carlo simulation with random inputs for how the spacecraft begins its orbit (speed, physical orientation, etc.), since that state cannot be predetermined accurately and instead can be modeled statistically. Then, the laws of orbital mechanics can be applied to the inputs to produce outputs that can be analyzed later. A more simple example of where the Monte Carlo method is used is the classic game of Battleship. Initially, a player would randomly guess locations for where a battleship is located. After the player scores a hit, the player would follow an algorithm (guess points that are in line with the hit) to sink the battleship (the outcome).
(Image from Wikipedia)
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