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Monte Carlo theory and practice

Open access
James, F·1980·Reports on Progress in Physics

Abstract

The Monte Carlo method has long been recognised as a powerful technique for performing certain calculations, generally those too complicated for a more classical approach. Since the use of high-speed computers became widespread in the 1950s, a great deal of theoretical investigation has been undertaken and practical experience has been gained in the Monte Carlo approach. The author tries to lay a theoretical basis for both the 'traditional' Monte Carlo and quasi-Monte Carlo methods, and, to present some practical aspects of when and how to use them. An important theme is the comparison of Monte Carlo, quasi-Monte Carlo and numerical quadrature for the integration of functions, especially in many dimensions.

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Metadata

Authors
James, F.
Venue
Reports on Progress in Physics
Published
1980-09-01
Volume
43
Issue
9
Pages
1145-1189
ISSN
  • 0034-4885 (ISSN-L)
  • 1361-6633
OpenAlex
W2131695829
Cited by
544
References
0
FWCI
7.37
Type
journal article
Language
en
Open access
bronze

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CoChat. (2026). Citation check: Monte Carlo theory and practice. https://app.cochat.ai/papers/10.1088/0034-4885/43/9/002
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James, F. (1980). Monte Carlo theory and practice. Reports on Progress in Physics. https://doi.org/10.1088/0034-4885/43/9/002

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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.