Introduction to Monte Carlo Methods
by Stefan Weinzierl
Publisher: arXiv 2000
Number of pages: 47
These lectures given to graduate students in high energy physics, provide an introduction to Monte Carlo methods. After an overview of classical numerical quadrature rules, Monte Carlo integration together with variance-reducing techniques is introduced. A short description on the generation of pseudo-random numbers and quasi-random numbers is given.
Home page url
Download or read it online for free here:
by Konstantinos Anagnostopoulos - National Technical University of Athens
This is an introduction to the computational methods used in physics and other scientific fields. It is addressed to an audience that has already been exposed to the introductory level of college physics, usually taught during the first two years...
by Morten Hjorth-Jensen - University of Oslo
These notes should train you in an algorithmic approach to problems in the sciences, represented here by the unity of three disciplines, physics, mathematics and informatics. This trinity outlines the emerging field of computational physics.
by Johan Hoffman, Claes Johnson
Computational foundation of thermodynamics based on deterministic finite precision computation without resort to statistics. A new 2nd Law without the concept of entropy is proved to be a consequence of the 1st Law and finite precision computation.
by T. H. Pulliam - NASA
Implicit finite difference schemes for solving two dimensional and three dimensional Euler and Navier-Stokes equations will be addressed. The methods are demonstrated in fully vectorized codes for a CRAY type architecture.