  Monte Carlo methods play important part in modern statistical physics. The
application of these methods suffer from two main difficulties.The first is
caused by the relatively small number of particles that can participate in any
numerical calculation. This means that scales larger than or comparable to the
one that can be simulated are not taken into account. The second difficulty is
the locality of the conventional Monte Carlo algorithms which leads to very
(sometimes unreasonably) long equilibration times. These obstacles can be
eliminated in the framework of the multilevel Monte Carlo method described
here. The basic approach is to describe the system at increasingly coarser
levels defined on increasingly large domains, and transfer information back and
forth between the levels in order to obtain a selfconsistent result. The method
is illustrated for a test case of one-dimensional fluids.
