Title
Monte Carlo methods in the physical sciences
Abstract
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 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.
Year
DOI
Venue
2007
10.1109/WSC.2007.4419611
Winter Simulation Conference
Keywords
Field
DocType
monte carlo methodology,model stochastic process,scientific role,many-dimensional problem,physical science,computer code,monte carlo method,faithful transformation,efficient way,important physical system,monte carlo,monte carlo methods,parallel computer,stochastic process,physical sciences,numerical method
Monte Carlo method,Computational physics,Source code,Simulation,Physical system,Computer science,Stochastic process,Computational science,Numerical analysis,Monte Carlo molecular modeling,Computation
Conference
ISBN
Citations 
PageRank 
1-4244-1306-0
1
0.36
References 
Authors
1
1
Name
Order
Citations
PageRank
Malvin H. Kalos1416.54