A Primer for the Monte Carlo Method

Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book A Primer for the Monte Carlo Method by Ilya M. Sobol, CRC Press
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Author: Ilya M. Sobol ISBN: 9781351469579
Publisher: CRC Press Publication: April 24, 2018
Imprint: CRC Press Language: English
Author: Ilya M. Sobol
ISBN: 9781351469579
Publisher: CRC Press
Publication: April 24, 2018
Imprint: CRC Press
Language: English

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.

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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.

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