Monte Carlo methods are among the most used and useful computational tools available today, providing efficient and practical algorithims to solve a wide range of scientific and engineering problems. Explorations in Monte Carlo Methods provides a hands-on approach to learning this subject. Each new idea is carefully motivated by a realistic problem, thus leading from questions to theoryvia examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. Each chapter ends with a large collection of problems illustrating and directing the material. This book is suitable as a textbook for students of engineering and the sciences, as well as mathematics. The problem-oriented approach makes it ideal for an applied course in basic probability and for a more specialized course in Monte Carlo methods. Applications covered: optimization, finance, statistical mechanics, birth and death processes, and gambling systems Hands-on approach is used via realistic problems demonstrated with examples and numerical simulations A wealth of completely solved example problems provide the reader with a sourcebook to follow toward the solution of their own computational problems INDICE: Introduction to Monte Carlo Methods.- Some Probability Distributions and their Uses.- Markov Chain Monte Carlo.- Optimization by Monte Carlo Methods.- Random Walks.- Generating Uniform Random Numbers.- Perron Frobenius Theorem.
- ISBN: 978-0-387-87836-2
- Editorial: Springer
- Encuadernacion: Cartoné
- Páginas: 250
- Fecha Publicación: 01/08/2009
- Nº Volúmenes: 1
- Idioma: Inglés