Monte Carlo Simulation

After finishing my Master’s degree, I moved to the Directorate of Air Operational Research where I studied CF-18 operations.  One of my first projects was to examine the need for Radar Warning Receivers when the CF-18 was conducting air-to-ground operations.  In this work, I developed an analytical model using differential calculus to examine how vulnerable the CF-18 was when flying over an air defence system.  To assist me in solving the differential calculus model, I used a Monte Carlo simulation.  In Monte Carlo simulation, one uses a large number of random numbers to approximate the solution to an analytical problem.  By using my Monte Carlo model, I was able to visualize and validate the results of my analytic calculations.  Over the years, I have found that using Monte Carlo simulation can be very useful for solving complex analytic problems approximately when it is difficult to solve the analytic problem exactly.