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The Monte Carlo Method

by: Nicholas Metropolis, S. Ulam
Journal of the American Statistical Association, Vol. 44, No. 247. (1949), pp. 335-341.

X 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.

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