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Explorations in Monte Carlo Methods (Undergraduate Texts in Mathematics) PDF

256 Pages·2009·1.2761 MB·other
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by Shonkwiler| 2009| 256 pages| 1.2761| other

About Explorations in Monte Carlo Methods (Undergraduate Texts in Mathematics)

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. Applications covered in this book include optimization, finance, statistical mechanics, birth and death processes, and gambling systems. 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 theory via 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.

Detailed Information

Author:Shonkwiler
Publication Year:2009
ISBN:9780387878362
Pages:256
Language:other
File Size:1.2761
Format:PDF
Price:FREE
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