Monte Carlo Methods in the Physical Sciences
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.
- Research Organization:
- Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)
- Sponsoring Organization:
- USDOE
- DOE Contract Number:
- W-7405-ENG-48
- OSTI ID:
- 922111
- Report Number(s):
- UCRL-PROC-231594; TRN: US200803%%241
- Resource Relation:
- Conference: Presented at: Winter Simulation Conference '07, Washington, DC, United States, Dec 09 - Dec 12, 2007
- Country of Publication:
- United States
- Language:
- English
Similar Records
Monte Carlo radiation transport: A revolution in science
Computing for Finance