Monte Carlo Simulation

Monte Carlo Simulation is a computational technique that uses random sampling from probability distributions to estimate numerical results, distinguishing itself by relying on stochastic processes to approximate solutions to deterministic or probabilistic problems across diverse scientific and engineering domains.

27.4K

Publications

1.8M

Citations

79.2K

Authors

6.9K

Institutions

Publications per year

2017–2026

4.9K

Variants

Monte Carlo MethodMonte Carlo SimulationsQuantum Monte Carlo

Parents

Biomolecular ModelingComputational ChemistryComputational Materials ScienceFinancial ModelingQuantitative FinanceStatistical ComputingStochastic ModelingUncertainty Quantification

Children

Bootstrap Monte CarloCanonical Ensemble SamplingDiffusion Monte CarloFeynman-kac Monte CarloFree Energy EstimationGibbs SamplingGrand Canonical Monte CarloHamiltonian Monte CarloImportance SamplingMetropolis Algorithm

Publications

27.4K

Inference from Iterative Simulation Using Multiple Sequences

Andrew Gelman, Donald B. Rubin · Statistical Science · 1992 · 16.7K citations · Full text

Natural Sciences, Biostatistics, Bayesian Data Analysis +15

<tt>emcee</tt>: The MCMC Hammer

Publications of the Astronomical Society of the Pacific · 2013 · 11.9K citations · Full text

Computing, Computer Science, Physics +14

Simulating physics with computers

Richard P. Feynman · International Journal of Theoretical Physics · 1982 · 7.5K citations

Natural Sciences, Computer Science, Physics +10

Design and Analysis of Computer Experiments

Jerome Sacks, William J. Welch, Toby J. Mitchell et al. · Statistical Science · 1989 · 7K citations · Full text

Computing, Computer Engineering, Computer Science +12

Geant4 developments and applications

John E. Allison, K. Amako, J. Apostolakis et al. · IEEE Transactions on Nuclear Science · 2006 · 6.9K citations · Full text

Natural Sciences, High-performance Computing, Physics +12

1–5 of 27.4K

Authors

79.2K

KB
Kurt Binder
Johannes Gutenberg University Mainz, Germany
69 publications · 5.8K citations
38
h-index
GO
Gareth O. Roberts
University of Warwick, United Kingdom
59 publications · 9.6K citations
35
h-index
DM
David M. Ceperley
University of Illinois Urbana-Champaign, United States
49 publications · 5.3K citations
35
h-index
AD
Arnaud Doucet
University of Cambridge, United Kingdom
61 publications · 7.8K citations
33
h-index
SJ
S. Jadach
European Organization for Nuclear Research, Switzerland
43 publications · 5.7K citations
31
h-index

1–5 of 79.2K

Institutions

6.9K

1–8 of 6.9K

Venues

Physical Review Letters
PRL · 410 publications · 56.5K citations
114
h-index
The Journal of Chemical Physics
885 publications · 54K citations
105
h-index
Journal of the American Statistical Association
256 publications · 55.7K citations
88
h-index
Physical review. B, Condensed matter
PRB · 393 publications · 28K citations
86
h-index
Computer Physics Communications
366 publications · 32.3K citations
81
h-index

1–5