Table of contents : Introduction to Monte Carlo algorithms....Pages 1-35 Cluster algorithms....Pages 36-49 Optimized monte carlo methods....Pages 50-81 Monte Carlo on parallel and vector computers....Pages 82-87 Error estimates on averages of correlated data....Pages 88-103 Stochastic differential equations....Pages 104-121 Frustrated systems: Ground state properties via combinatorial optimization....Pages 122-158 Molecular dynamics....Pages 159-166