Methods are stored somewhere else in the memory. Notice that methods are per-class, not per-instance. So typically, the number of methods doesn't change over the run-time of a program (there are exceptions). In traditional models, the place where the methods live is called the "code segment". In .net, it's more difficult: the methods originally live in the assembly, and get mapped into the process memory. There, the just-in-time compiler creates a second copy of some methods in native code; this copy gets executed. The JIT code may get created and deleted several times during the runtime, so it is practical to view it also as living "in Heap".
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