Monte Carlo methods in the physical sciences

I will review the role that Monte Carlo methods play in the physical sciences. They are very widely used for a number of reasons: they permit the rapid and faithful transformation of a natural or model stochastic process into a computer code. They are powerful numerical methods for treating the many-dimensional problems that derive from important physical systems. Finally, many of the methods naturally permit the use of modern parallel computers in efficient ways. In the presentation, I will emphasize four aspects of the computations: whether the computation derives from a natural or model stochastic process; whether the system under study is highly idealized or realistic; whether the Monte Carlo methodology is straightforward or mathematically sophisticated; and finally, the scientific role of the computation.