Normal view MARC view ISBD view

Primer for the Monte Carlo method

By: Sobol', Ilya M.
Publisher: 1994 CRC Press, Boca RatonDescription: 107 p. ; ill., 22 cm.ISBN: 9780367237431.Subject(s): Monte Carlo method | Approximation theory | Acceptance rule | Black hole | Continuous random variable | Discrete random variable | Efficiency of rejection technique | Gamma function | Hit-or-miss method | Inverse function | Mass-servicing system | Von Neumann's method | Stochastic Processes | Polynomial law | Rayiegh's law | Superposition methodDDC classification: 519.282 Summary: The Monte Carlo method is a numerical method of solving mathematical problems through random sampling. As a universal numerical technique, the method became possible only with the advent of computers, and its application continues to expand with each new computer generation. A Primer for the Monte Carlo Method demonstrates how practical problems in science, industry, and trade can be solved using this method. The book features the main schemes of the Monte Carlo method and presents various examples of its application, including queueing, quality and reliability estimations, neutron transport, astrophysics, and numerical analysis. The only prerequisite to using the book is an understanding of elementary calculus.
Tags from this library: No tags from this library for this title. Log in to add tags.
Item type Current location Call number Status Date due Barcode
Books 519.282 SOB (Browse shelf) Available 033765

Includes bibliographical references and index.

The Monte Carlo method is a numerical method of solving mathematical problems through random sampling. As a universal numerical technique, the method became possible only with the advent of computers, and its application continues to expand with each new computer generation. A Primer for the Monte Carlo Method demonstrates how practical problems in science, industry, and trade can be solved using this method. The book features the main schemes of the Monte Carlo method and presents various examples of its application, including queueing, quality and reliability estimations, neutron transport, astrophysics, and numerical analysis. The only prerequisite to using the book is an understanding of elementary calculus.

There are no comments for this item.

Log in to your account to post a comment.

Powered by Koha