A01=Ilya M. Sobol
Accretion Discs
Arbitrary Random Variable
astrophysics simulation
Author_Ilya M. Sobol
Breakdown Time
Category=PBT
continuous
Continuous Random Variable
Cumulative Distribution Function
discrete
Discrete Random Variable
Distribution Function
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
Free Path Length
generating
Generating Pseudorandom Numbers
Generating Random Variables
Ilya M. Sobol'
Importance Sampling
Inverse Functions
methods
Monte Carlo
Monte Carlo Algorithm
Monte Carlo algorithms in scientific computing
Monte Carlo Method
Neutron Transmission
neutron transport modeling
normal
Normal Random Variable
numbers
pseudorandom
Pseudorandom Numbers
quasi-monte
quasi-Monte Carlo Methods
queueing theory applications
random
Random Numbers
Random Points
Random Variable
random variable generation
reliability engineering
Roulette Wheel
stochastic simulation
variable
Vice Versa
Von Neumann's Method
Von Neumann’s Method
Product details
- ISBN 9781138469556
- Weight: 453g
- Dimensions: 138 x 216mm
- Publication Date: 29 Aug 2017
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Hardback
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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 this method. The book features the main schemes of the Monte Carlo method and presents various examples of its application, including queueing, quality and reliability estimations, neutron transport, astrophysics, and numerical analysis. The only prerequisite to using the book is an understanding of elementary calculus.
