蒙克卡罗 蒙特·卡罗方法（Monte Carlo method），也称统计模拟方法，是二十世纪四十年代中期由于科学技术的发展和电子计算机的发明，而被提出的一种以概率统计理论为指导的一类非常重要的数值计算方法。是指使用随机数（或更常见的伪随机数）来解决很多计算问题的方法。与它对应的是确定性算法。蒙特·卡罗方法在金融工程学，宏观经济学，计算物理学（如粒子输运计算、量子热力学计算、空气动力学计算）等领域应用广泛。-蒙克卡罗蒙 Carlo method (Monte Carlo method), also known as statistical simulation method is the mid-1940s due to the development of science and technology and the invention of the computer, and one kind is presented to the theory of probability and statistics calculated as a class of very important guiding values. It is the use of a random number (or more often pseudo-random number) method to solve many computational problems. And it corresponds to the deterministic algorithm. Monte Carlo method is widely used in financial engineering, macroeconomics, computational physics (such as particle transport calculation, calculation of quantum thermodynamics, aerodynamics calculation), and other fields.