Introduction to Monte Carlo Methods
by Stefan Weinzierl
Publisher: arXiv 2000
Number of pages: 47
Description:
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.
Download or read it online for free here:
Download link
(460KB, PDF)
Similar books

by Angus MacKinnon - Imperial College London
This course aims to give the student a thorough grounding in the main computational techniques used in modern physics. This is not a text in computing science, nor in programming. It focuses specifically on methods for solving physics problems.
(14585 views)

by Rubin H Landau, Manuel J Paez, Cristian Bordeianu - Wiley-VCH
This text surveys many of the topics of modern computational physics from a computational science point of view. Its emphasis on learning by doing (assisted by many model programs), as with 2nd Edition, but with new materials as well as with Python.
(10945 views)

by Franz J. Vesely - University of Vienna
The essential point in computational physics is the systematic application of numerical techniques in place of, and in addition to, analytical methods, in order to render accessible to computation as large a part of physical reality as possible.
(14543 views)

by Eric Ayars - California State University, Chico
Contents: Useful Introductory Python; Python Basics; Basic Numerical Tools; Numpy, Scipy, and MatPlotLib; Ordinary Differential Equations; Chaos; Monte Carlo Techniques; Stochastic Methods; Partial Differential Equations; Linux; Visual Python; etc.
(12140 views)