Exploring Monte Carlo Methods

A valuable introduction that features clear explanations and illustrative examples of Monte Carlo methods for students and researchers

William L. Dunn (Author), J. Kenneth Shultis (Author)

9780128197394

Paperback, published 12 August 2022

592 pages
22.9 x 15.2 x 3.6 cm, 0.9 kg

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.

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

Subject Areas: Mathematical physics [PHU], Nuclear physics [PHN], Physics [PH]