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The Monte Carlo Method

Journal of the American Statistical Association · 1949 · Vol. 44(247) · pp. 335–341

N. Metropolis✉(Los Alamos National Laboratory)Stanislaw M. Ulam(Los Alamos National Laboratory)

Abstract

Abstract We shall present here the motivation and a general description of a method dealing with a class of problems in mathematical physics. The method is, essentially, a statistical approach to the study of differential equations, or more generally, of integro-differential equations that occur in various branches of the natural sciences.

Mathematical functions and polynomialsMonte Carlo methodClass (philosophy)Applied mathematicsMathematicsDifferential equationStatistical physicsCalculus (dental)Computer scienceMathematical analysisPhysics

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