A Monte Carlo (MC) simulation is a method commonly used in thermodynamics and statistical mechanics. While in general MC is just a sampling scheme, it is normally used for importance sampling. The MC method starts from a given 'position' and takes a random walk, returning information from wherever it travels. With importance sampling, MC does not take a purely random walk, but instead will take a random step and then check the final position against some requirement. If the final position meets the requirements, the information for that position is recorded as data and a new step is tried. Otherwise, the simulation goes back and takes a new random step.
