Geodesic
Monte Carlo methods in applied mathematics and computational aerodynamics
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 46 (2006) no. 8, pp. 1494-1518

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A survey of the Monte Carlo methods developed in the computational aerodynamics of rarefied gases is given, and application of these methods in unconventional fields is described. A short history of these methods is presented, and their advantages and drawbacks are discussed. A relationship of the direct statistical simulation of aerodynamical processes with the solution of kinetic equations is established; it is shown that the modern stage of the development of computational methods is impossible without the use of the complex approach to the development of algorithms with regard for all the specific features of the problem to be solved (its physical nature, mathematical model, the theory of computational mathematics, and stochastic processes). Possible directions of the development of the statistical simulation methods are discussed. 
@article{ZVMMF_2006_46_8_a11,
     author = {O. M. Belotserkovskii and Yu. I. Khlopkov},
     title = {Monte {Carlo} methods in applied mathematics and computational aerodynamics},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {1494--1518},
     publisher = {mathdoc},
     volume = {46},
     number = {8},
     year = {2006},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2006_46_8_a11/}
}
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O. M. Belotserkovskii; Yu. I. Khlopkov. Monte Carlo methods in applied mathematics and computational aerodynamics. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 46 (2006) no. 8, pp. 1494-1518. http://geodesic.mathdoc.fr/item/ZVMMF_2006_46_8_a11/