126 Pages
by
CRC Press
126 Pages
by
CRC Press
126 Pages
by
CRC Press
Also available as eBook on:
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... Read more
Introduction: General Idea of the Method. Simulating Random Variables: Random Variables. Generating Random Variables on a Computer. Transformations of Random Variables. Examples of the Application of the Monte Carlo Method: Simulation of a Mass-Servicing System. Calculating the Quality and Reliability of Devices. Computation of Neutron Transmission through a Plate. An Astrophysical Problem. Evaluating a Definite Integral. Additional Information: On Pseudorandom Numbers. On Methods for Generating Random Variables. On Monte Carlo Algorithms. References. Index.
Biography
Sobol, Ilya M.
"...Useful and thought-provoking...readily accessible to researchers in a wide variety of fields."
Bruce Jay Collings, Brigham Young University, in the Journal of the American Statistical Association, December 1997
