Exploring Monte Carlo Methods,
Edition 2
By William L. Dunn and J. Kenneth Shultis
Publication Date:
12 Aug 2022
Description
Exploring Monte Carlo Methods, Second Edition provides a valuable introduction to the numerical methods that have come to be known as "Monte Carlo." This unique and trusted resource for course use, as well as researcher reference, offers accessible coverage, clear explanations and helpful examples throughout. Building from the basics, the text also includes applications in a variety of fields, such as physics, nuclear engineering, finance and investment, medical modeling and prediction, archaeology, geology and transportation planning.
Key Features
- Provides a comprehensive yet concise treatment of Monte Carlo methods
- Uses the famous "Buffon’s needle problem" as a unifying theme to illustrate the many aspects of Monte Carlo methods
- Includes numerous exercises and useful appendices on: Certain mathematical functions, Bose Einstein functions, Fermi Dirac functions and Watson functions
About the author
By William L. Dunn, Professor and former Department Head of the Mechanical and Nuclear Engineering Department, Kansas State University, Department of Mechanical and Nuclear Engineering, Manhattan, USA and J. Kenneth Shultis, Faculty Member, Kansas State University, Department of Mechanical and Nuclear Engineering, Manhattan, USA
Table of Contents
1. Introduction
2. The Basis of Monte Carlo
3. Pseudorandom Number Generators
4. Sampling, Scoring, and Precision
5. Variance Reduction Techniques
6. Markov Chain Monte Carlo
7. Inverse Monte Carlo
8. Linear Operator Equations
9. The Fundamentals of Neutral Particle Transport
10. Monte Carlo Simulation of Neutral Particle Transport
11. Monte Carlo Applications
Book details
ISBN:
9780128197394
Page Count: 592
Retail Price
:
£64.99
9780123821881; 9780123865137; 9780128007341; 9780123918789; 9780122191411
Instructor Resources
Access to teacher/student resources is available to registered users with approved inspection copies or confirmed adoptions. To review this material, please request an inspection copy.
Audience
Upper-level UG and graduate students (as well as researchers) in relevant courses across physics, math, engineering, and other areas
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