Monte Carlo Methods in the Physical
Sciences
Malvin H. Kalos (Lawrence Livermore National Laboratory)
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.
