Exploring Monte Carlo Methods

Nonfiction, Science & Nature, Science, Other Sciences, Applied Sciences, Physics, General Physics
Cover of the book Exploring Monte Carlo Methods by William L. Dunn, J. Kenneth Shultis, Elsevier Science
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Author: William L. Dunn, J. Kenneth Shultis ISBN: 9780080930619
Publisher: Elsevier Science Publication: May 24, 2011
Imprint: Elsevier Science Language: English
Author: William L. Dunn, J. Kenneth Shultis
ISBN: 9780080930619
Publisher: Elsevier Science
Publication: May 24, 2011
Imprint: Elsevier Science
Language: English

Exploring Monte Carlo Methods is a basic text that describes the numerical methods that have come to be known as "Monte Carlo." The book treats the subject generically through the first eight chapters and, thus, should be of use to anyone who wants to learn to use Monte Carlo. The next two chapters focus on applications in nuclear engineering, which are illustrative of uses in other fields. Five appendices are included, which provide useful information on probability distributions, general-purpose Monte Carlo codes for radiation transport, and other matters. The famous "Buffon’s needle problem" provides a unifying theme as it is repeatedly used to illustrate many features of Monte Carlo methods.

This book provides the basic detail necessary to learn how to apply Monte Carlo methods and thus should be useful as a text book for undergraduate or graduate courses in numerical methods. It is written so that interested readers with only an understanding of calculus and differential equations can learn Monte Carlo on their own. Coverage of topics such as variance reduction, pseudo-random number generation, Markov chain Monte Carlo, inverse Monte Carlo, and linear operator equations will make the book useful even to experienced Monte Carlo practitioners.



Provides a concise treatment of generic Monte Carlo methods
Proofs for each chapter
Appendixes include Certain mathematical functions; Bose Einstein functions, Fermi Dirac functions, Watson functions
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Exploring Monte Carlo Methods is a basic text that describes the numerical methods that have come to be known as "Monte Carlo." The book treats the subject generically through the first eight chapters and, thus, should be of use to anyone who wants to learn to use Monte Carlo. The next two chapters focus on applications in nuclear engineering, which are illustrative of uses in other fields. Five appendices are included, which provide useful information on probability distributions, general-purpose Monte Carlo codes for radiation transport, and other matters. The famous "Buffon’s needle problem" provides a unifying theme as it is repeatedly used to illustrate many features of Monte Carlo methods.

This book provides the basic detail necessary to learn how to apply Monte Carlo methods and thus should be useful as a text book for undergraduate or graduate courses in numerical methods. It is written so that interested readers with only an understanding of calculus and differential equations can learn Monte Carlo on their own. Coverage of topics such as variance reduction, pseudo-random number generation, Markov chain Monte Carlo, inverse Monte Carlo, and linear operator equations will make the book useful even to experienced Monte Carlo practitioners.



Provides a concise treatment of generic Monte Carlo methods
Proofs for each chapter
Appendixes include Certain mathematical functions; Bose Einstein functions, Fermi Dirac functions, Watson functions

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