Computer simulation is the process of mathematical modelling, performed on a computer, which is designed to predict the behaviour of and/or the outcome of a real-world or physical system. Since they allow to check the reliability of chosen mathematical models, computer simulations have become a useful tool for the mathematical modeling of many natural systems in physics (computational physics), astrophysics, climatology, chemistry, biology and manufacturing, as well as human systems in economics, psychology, social science, health care and engineering. Simulation of a system is represented as the running of the system’s model. It can be used to explore and gain new insights into new technology and to estimate the performance of systems too complex for analytical solutions.

Computer simulations are realized by running computer programs that can be either small, running almost instantly on small devices, or large-scale programs that run for hours or days on network-based groups of computers. The scale of events being simulated by computer simulations has far exceeded anything possible (or perhaps even imaginable) using traditional paper-and-pencil mathematical modeling. Over 10 years ago, a desert-battle simulation of one force invading another involved the modeling of 66,239 tanks, trucks and other vehicles on simulated terrain around Kuwait, using multiple supercomputers in the DoD High Performance Computer Modernization Program. Other examples include a 1-billion-atom model of material deformation; a 2.64-million-atom model of the complex protein-producing organelle of all living organisms, the ribosome, in 2005; a complete simulation of the life cycle of Mycoplasma genitalium in 2012; and the Blue Brain project at EPFL (Switzerland), begun in May 2005 to create the first computer siamulation of the entire human brain, right down to the molecular level.

Because of the computational cost of simulation, computer experiments are used to perform inference such as uncertainty quantification.

Here we will learn techniques in modeling and simulation by using algorithms and programming codes like Monte Carlo, etc.