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The Power of a Simple Simulation
The Monte Carlo Method
If you’ve been following my articles for a while, then you know I really like using simulations. They are a powerful tool that can make complex problems much simpler. With modern computational ability, this method has become more and more accessible. A big reason why I chose to go into climate science was the exciting idea of using increasingly accurate simulations of our planet’s oceans and atmosphere.
In this article, I am going to stick to the basics. We’re going to talk about a really fun technique called the Monte Carlo method. This method covers a very broad class of simulations that rely on repeated random sampling to get a range of possible outcomes. The weird name comes from the Monte Carlo Casino in Monaco since these techniques were first used to study gambling strategies. They are extremely powerful and can often be simple to implement. Monte Carlo simulations are ubiquitous in a wide variety of fields like statistics, physics, engineering, and even climate science. Later in the article, I’m going to show you how I used a Monte Carlo simulation in my most recent scientific paper.
While I never explicitly used the name, an example I talked about in my article last week was the Monte Carlo method in action. We had a goal of trying to estimate π without a calculator. I imagined a scenario…