MONTE CARLO METHODS

Computation now plays an essential role in science, especially in theoretical physics. The greater depth of our understanding of physical phenomena and the need to predict the behavior of complex devices demands a level of analysis that purely mathematical methods cannot meet. Monte Carlo methods offer some of the most powerful approaches to computation. They permit a simple transcription of a random process into a computer code. Alternatively, they give the only accurate approach to the many-dimensional problems of theoretical physics. I will describe a number of complementary approaches for Monte Carlo methods in treating diverse systems.