Exploring Monte Carlo Methods

This book PDF is perfect for those who love Mathematics genre, written by William L. Dunn and published by Elsevier which was released on 24 May 2011 with total hardcover pages 398. You could read this book directly on your devices with pdf, epub and kindle format, check detail and related Exploring Monte Carlo Methods books below.

 Author : William L. Dunn File Size : 52,5 Mb Publisher : Elsevier Language : English Release Date : 24 May 2011 ISBN : 0080930611 Pages : 398 pages

Exploring Monte Carlo Methods by William L. Dunn Book PDF Summary

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

Exploring Monte Carlo Methods by William L. Dunn,J. Kenneth Shultis

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

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