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
Computational Physicsby Matthias Troyer - ETH Zurich
Contents: Introduction; The Classical Few-Body Problem; Partial Differential Equations;The classical N-body problem; Integration methods; Percolation; Magnetic systems; The quantum one-body problem; The quantum N body problem; and more.
(10570 views)
Introduction to Computational Physics and Monte Carlo Simulations of Matrix Field Theoryby Badis Ydri - arXiv
We give an elementary introduction to computational physics. We deal with the problem of how to set up working Monte Carlo simulations of matrix field theories which involve finite dimensional matrix regularizations of noncommutative field theories.
(7551 views)
Physical Mathematicsby Michael P. Brenner - Harvard University
This is an introduction to mathematical methods for solving hard mathematics problems that arise in the sciences -- physical, biological and social. Our aim therefore is to teach how computer simulations and analytical calculations can be combined.
(10960 views)
Computational Physics: Problem Solving with Computersby 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.
(9673 views)