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 Physics With Pythonby 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.
(12992 views)
Introduction to Computational Physicsby Richard Fitzpatrick
The purpose of the text is to demonstrate how computers can help deepen our understanding of physics and increase the range of calculations which we can perform. These lecture notes are writen for an undergraduate course on computational physics.
(20098 views)
Computational Physics with Pythonby Mark Newman - University of Michigan
The Python programming language is an excellent choice for learning, teaching, or doing computational physics. This page contains a selection of resources the author developed for teachers and students interested in computational physics and Python.
(22208 views)
Solution Methods In Computational Fluid Dynamicsby 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.
(15542 views)