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The Monte Carlo Method
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References
1949
Year
Numerical AnalysisApplied Mathematical ModellingIntegro-differential EquationsEngineeringUncertainty QuantificationMonte CarloMonte Carlo MethodMonte Carlo MethodsMicrolocal AnalysisProbability TheoryComputer ScienceMonte Carlo SamplingIntegrable SystemNumerical TreatmentDifferential EquationsCalculus Of Variation
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.