What would happen if a cue ball struck a rack of 15 perfectly round, frictionless billiard balls, exactly head-on?
The year was 1945. Two earthshaking events took place: the successful test at Alamogordo and the building of the first electronic computer. Their combined impact was to modify qualitatively the nature of global interactions between Russia and the West. No less perturbative were the changes wrought in all of academic research and in applied science. On a less grand scale these events brought about a [renaissance] of a mathematical technique known to the old guard as statistical sampling; in its new surroundings and owing to its nature, there was no denying its new name of the Monte Carlo method (PDF). -N. MetropolisConceptually talked about on MeFi previously, some basic Monte Carlo methods include the Inverse Transform Method (PDF) mentioned in the quoted paper, Acceptance-Rejection Sampling (PDFs 1,2), and integration with and without importance sampling (PDF).
Ripple Tank Simulation is a delightful, mesmeric java applet simulation of a ripple tank. It demonstrates two dimensional wave phenomena such as interference, diffraction, refraction, resonance, phased arrays, and the Doppler effect (do try the 3D view). From Paul Falstad's fantastic collection of Math, Physics and Engineering Applets.