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A Primer for the Monte Carlo Method - Ilya M. Sobol

A Primer for the Monte Carlo Method

Paperback Published: 19th May 1994
ISBN: 9780849386732
Number Of Pages: 126

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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.

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..."Useful and thought-provoking...readily accessible to researchers in a wide variety of fields." Bruce Jay Collings, Brigham Young University, in the Journal of the American Statistical Association, December 1997

Simulating Random Variablesp. 1
Random Variablesp. 1
Generating Random Variables on a Computerp. 17
Transformations of Random Variablesp. 23
Examples of the Application of the Monte Carlo Methodp. 35
Simulation of a Mass-Servicing Systemp. 35
Calculating the Quality and Reliability of Devicesp. 40
Computation of Neutron Transmission Through a Platep. 47
An Astrophysical Problemp. 56
Evaluating a Definite Integralp. 59
Additional Informationp. 69
On Pseudorandom Numbersp. 69
On Methods for Generating Random Variablesp. 73
On Monte Carlo Algorithmsp. 93
Referencesp. 103
Indexp. 105
Table of Contents provided by Blackwell. All Rights Reserved.

ISBN: 9780849386732
ISBN-10: 084938673X
Audience: Professional
Format: Paperback
Language: English
Number Of Pages: 126
Published: 19th May 1994
Publisher: Taylor & Francis Inc
Country of Publication: US
Dimensions (cm): 21.59 x 14.61  x 0.64
Weight (kg): 0.16
Edition Number: 1

Earn 196 Qantas Points
on this Book