Exploring Monte Carlo methods:
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| Main Authors: | , |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Amsterdam [u.a.]
Elsevier
c2012
|
| Subjects: | |
| Online Access: | DE-634 DE-1046 DE-188 Volltext |
| Item Description: | Includes bibliographical references and index Introduction -- The Basis of Monte Carlo -- Pseudorandom Number Generators -- Sampling, Scoring, and Precision -- Variance Reduction Techniques -- Markov Chain Monte Carlo -- Inverse Monte Carlo -- Linear Operator Equations -- The Fundamentals of Neutral Particle Transport -- Monte Carlo Simulation of Neutral Particle Transport -- Appendices -- Index 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 |
| Physical Description: | 1 Online-Ressource (xvi, 384 S.) Illustrationen, Diagramme |
| ISBN: | 9780444515759 0444515755 9780080930619 0080930611 |
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| isbn | 9780444515759 0444515755 9780080930619 0080930611 |
| language | English |
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| spelling | Dunn, William L. 1944- Verfasser (DE-588)1089792743 aut Exploring Monte Carlo methods William L. Dunn ; J. Kenneth Shultis Amsterdam [u.a.] Elsevier c2012 1 Online-Ressource (xvi, 384 S.) Illustrationen, Diagramme txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references and index Introduction -- The Basis of Monte Carlo -- Pseudorandom Number Generators -- Sampling, Scoring, and Precision -- Variance Reduction Techniques -- Markov Chain Monte Carlo -- Inverse Monte Carlo -- Linear Operator Equations -- The Fundamentals of Neutral Particle Transport -- Monte Carlo Simulation of Neutral Particle Transport -- Appendices -- Index 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 MATHEMATICS / Numerical Analysis bisacsh Monte Carlo method MATHEMATICS / Numerical Analysis / bisacsh Monte-Carlo-Simulation (DE-588)4240945-7 gnd rswk-swf Monte-Carlo-Simulation (DE-588)4240945-7 s DE-604 Shultis, J. Kenneth Verfasser aut Erscheint auch als Druck-Ausgabe 978-0-444-51575-9 http://www.sciencedirect.com/science/book/9780444515759 Verlag Volltext |
| spellingShingle | Dunn, William L. 1944- Shultis, J. Kenneth Exploring Monte Carlo methods MATHEMATICS / Numerical Analysis bisacsh Monte Carlo method MATHEMATICS / Numerical Analysis / bisacsh Monte-Carlo-Simulation (DE-588)4240945-7 gnd |
| subject_GND | (DE-588)4240945-7 |
| title | Exploring Monte Carlo methods |
| title_auth | Exploring Monte Carlo methods |
| title_exact_search | Exploring Monte Carlo methods |
| title_full | Exploring Monte Carlo methods William L. Dunn ; J. Kenneth Shultis |
| title_fullStr | Exploring Monte Carlo methods William L. Dunn ; J. Kenneth Shultis |
| title_full_unstemmed | Exploring Monte Carlo methods William L. Dunn ; J. Kenneth Shultis |
| title_short | Exploring Monte Carlo methods |
| title_sort | exploring monte carlo methods |
| topic | MATHEMATICS / Numerical Analysis bisacsh Monte Carlo method MATHEMATICS / Numerical Analysis / bisacsh Monte-Carlo-Simulation (DE-588)4240945-7 gnd |
| topic_facet | MATHEMATICS / Numerical Analysis Monte Carlo method MATHEMATICS / Numerical Analysis / bisacsh Monte-Carlo-Simulation |
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