El método de Montecarlo
El método de Montecarlo es una técnica estadística numérica. Se emplea para solucionar problemas matemáticos de gran dificultad a través de la generación de variables aleatorias. Dicho de una forma más sencilla, permite conocer todos los resultados posibles antes de tomar una decisión y al mismo tiempo, valorar el impacto del riesgo que supone.
Durante la Segunda Guerra Mundial, el sistema de Montecarlo fue utilizado como herramienta de investigación en el desarrollo de la bomba atómica. En el Laboratorio de Los Álamos en Estados Unidos, simularon problemas de hidrodinámica relativos a la difusión de neutrones en el material de fisión, ya que la difusión tiene un comportamiento altamente aleatorio.
Descargar Excel con Metodo Montecarlo.
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