**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

**Introduction to Computational Physics**

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.

(

**8869**views)

**Scientific Computing**

by

**Jeffrey R. Chasnov**-

**Harvey Mudd College**

This course consists of both numerical methods and computational physics. MATLAB is used to solve various computational math problems. The course is primarily for Math majors and supposes no previous knowledge of numerical analysis or methods.

(

**4073**views)

**Computational Physics**

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...

(

**5442**views)

**High Performance Computing and Numerical Modelling**

by

**Volker Springel**-

**arXiv**

These are lecture notes about high performance computing and numerical modelling in 43rd Saas Fee Advanced Course winter school, specifically covering the basics of numerically treating gravity and hydrodynamics in the context of galaxy evolution.

(

**6780**views)