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2. Basic principles
In this section, we describe the basic principles behind the types of calculation most commonly performed using Monte Carlo techniques. First of all, the calculation of sums and integrals, but also the solution of equations of various types, optimization problems, counting problems and so on.
Monte Carlo techniques have been in use for many centuries, although it was only after the Second World War that they acquired true method status. Traces of them can be found as far back as Babylon and the Old Testament.
More recently, in 1777, we find them in one of the first famous applications, that of Buffon's needle problem, to give an approximate value of π: a needle of length ...
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