Basics, Volume 1, Monte Carlo Methods
Editorial Reviews
Book Description
This introduction to Monte Carlo Methods seeks to identify and study the unifying elements that underlie their effective application. It focuses on two basic themes. The first is the importance of random walks as they occur both in natural stochastic systems and in their relationship to integral and differential equations. The second theme is that of variance reduction in general and importance sampling in particular as a technique for efficient use of the methods. Random walks are introduced with an elementary example in which the modelling of radiation transport arises directly from a schematic probabilistic description of the interaction of radiation with matter. Building on that example, the relationship between random walks and integral equations is outlined. The applicability of these ideas to other problems is shown by a clear and elementary introduction to the solution of the Schrodinger equation by random walks.
Physicists, chemists, statisticians, mathematicians, and computer scientists will find Monte Carlo Methods a complete and stimulating introduction.
The publisher, John Wiley & Sons
An introduction to Monte Carlo methods and their applications that emphasizes the unifying ideas that underlie the study and use of good methods. Discusses the importance of random walks both as they occur in natural stochastic systems, and in their relation to integral and differential equations. In addition, variance reduction and importance sampling as a technical means of achieving variance reduction are addressed.
Basics, Volume 1, Monte Carlo Methods
Basics, Volume 1, Monte Carlo Methods,Malvin H. Kalos,Paula A. Whitlock,Wiley-Interscience,0471898392,Applied,Mathematical Physics,Mathematics,Monte Carlo method,Probability & Statistics - General,Science/Mathematics,Stochastic Processes,Applied mathematics,Mathematics / Statistics
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