Finding
Paper
Abstract
The Monte Carlo approach to numerical problems has shown to be remarkably efficient in performing very large computational tasks since it is an embarrassingly parallel technique. Additionally, Monte Carlo methods are well known to keep performance and accuracy with the increase of dimensionality of a given problem, a rather counterintuitive peculiarity not shared by any known deterministic method.
Authors
J. M. Sellier, I. Dimov
Journal
Physica A-statistical Mechanics and Its Applications