Metoda Monte Carlo jako nástroj pro řešení inženýrských problémů

Abstract

The bachelor thesis focuses on the Monte Carlo method. The main parts are the theoretical basis of the Monte Carlo method and determination of errors, an overview of the various simulations of discrete and continuous distributions, integration using Monte Carlo method including efficiency comparsion with other numerical approaches and applications of the Monte Carlo in selected engineering problems, namely the neutron transport problem and availability modeling of systems. The work also includes the implementation of these topics in Matlab.