1
$\begingroup$

I have come up with simulations which involves monte-carlo method that I am not fully aware of. I would be very happy if someone can help me with some references to read and learn.

$\endgroup$
  • 4
    $\begingroup$ it can refer to sampling a dataset randomly many times to get a probability distribution. see en.wikipedia.org/wiki/Monte_Carlo_method $\endgroup$ – farrenthorpe Aug 23 '16 at 5:24
  • $\begingroup$ Can you provide examples? $\endgroup$ – Gimelist Aug 23 '16 at 10:08
  • $\begingroup$ Monte Carlo simulations are not necessarily specific to earth science applications - other applications include financial & social science modelling. It is an analytical/mathematical method that can be used to model possible outcomes based on applying probabilities of certain events occurring & running the calculations repeatedly many times with different values. $\endgroup$ – Fred Aug 23 '16 at 13:54
  • 1
    $\begingroup$ What exactly would you like to know that isn't covered in the wikipedia article linked by farrenthorpe (which, incidentally, is the first Google hit for "Monte-Carlo simulation")? As it stands, your question is far too broad for this site. Also, as noted by Fred, Monte-Carlo methods are used in a huge number of fields, so without some geoscience-specific context this question isn't really on topic here either. $\endgroup$ – Pont Aug 23 '16 at 15:47
0
$\begingroup$

There are times when any realistic 'answer' has to incorporate some degree of randomness. For example, when interpolating missing data in a rainfall time-series. You can do this 'informally', or through a slightly more rigorous 'Monte-Carlo' approach - there are several possible ways to deal with such problems. J.E. Gentle's book; Random Number Generation and Monte Carlo Methods, is a good read, although being 2003, it's starting to look a bit dated. But it's more than enough to get you started, and then the rest you can do with off-the-shelf software.

Alternatively, as Farrenthorpe points out, the Wikipedia reference may give you all you need to know.

$\endgroup$

Not the answer you're looking for? Browse other questions tagged or ask your own question.