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
![Book cover: Computational Physics With Python](images/10286.jpg)
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.
(11082 views)
![Book cover: High Performance Computing and Numerical Modelling](images/10327.jpg)
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.
(11138 views)
![Book cover: Introduction to Computational Physics](images/5594.jpg)
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.
(12326 views)
![Book cover: Computational Physics](images/2886.jpg)
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.
(16065 views)