next up previous
Next: Random numbers Up: Monte-Carlo methods Previous: Monte-Carlo methods

Introduction

Numerical methods which make use of random numbers are called Monte-Carlo methods--after the famous casino. The obvious applications of such methods are in stochastic physics: e.g., statistical thermodynamics. However, there are other, less obvious, applications: e.g., the evaluation of multi-dimensional integrals.



Richard Fitzpatrick 2006-03-29