Monte Carlo Methods in the Physical Sciences

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I will review the role that Monte Carlo methods play in the physical sciences. They are very widely used for a number of reasons: they permit the rapid and faithful transformation of a natural or model stochastic process into a computer code. They are powerful numerical methods for treating the many-dimensional problems that derive from important physical systems. Finally, many of the methods naturally permit the use of modern parallel computers in efficient ways. In the presentation, I will emphasize four aspects of the computations: whether or not the computation derives from a natural or model stochastic process; whether the ... continued below

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7 p. (0.3 MB)

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Kalos, M. H. June 6, 2007.

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This article is part of the collection entitled: Office of Scientific & Technical Information Technical Reports and was provided by UNT Libraries Government Documents Department to Digital Library, a digital repository hosted by the UNT Libraries. More information about this article can be viewed below.

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Description

I will review the role that Monte Carlo methods play in the physical sciences. They are very widely used for a number of reasons: they permit the rapid and faithful transformation of a natural or model stochastic process into a computer code. They are powerful numerical methods for treating the many-dimensional problems that derive from important physical systems. Finally, many of the methods naturally permit the use of modern parallel computers in efficient ways. In the presentation, I will emphasize four aspects of the computations: whether or not the computation derives from a natural or model stochastic process; whether the system under study is highly idealized or realistic; whether the Monte Carlo methodology is straightforward or mathematically sophisticated; and finally, the scientific role of the computation.

Physical Description

7 p. (0.3 MB)

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PDF-file: 7 pages; size: 0.3 Mbytes

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  • Presented at: Winter Simulation Conference '07, Washington, DC, United States, Dec 09 - Dec 12, 2007

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  • Report No.: UCRL-PROC-231594
  • Grant Number: W-7405-ENG-48
  • Office of Scientific & Technical Information Report Number: 922111
  • Archival Resource Key: ark:/67531/metadc898587

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  • June 6, 2007

Added to The UNT Digital Library

  • Sept. 27, 2016, 1:39 a.m.

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  • April 17, 2017, 12:58 p.m.

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Kalos, M. H. Monte Carlo Methods in the Physical Sciences, article, June 6, 2007; Livermore, California. (digital.library.unt.edu/ark:/67531/metadc898587/: accessed September 24, 2017), University of North Texas Libraries, Digital Library, digital.library.unt.edu; crediting UNT Libraries Government Documents Department.