Logo

Introduction to Monte Carlo Methods

Small book cover: Introduction to Monte Carlo Methods

Introduction to Monte Carlo Methods
by

Publisher: arXiv
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.

Home page url

Download or read it online for free here:
Download link
(460KB, PDF)

Similar books

Book cover: Computational Nanoscience: Do It Yourself!Computational Nanoscience: Do It Yourself!
by - NIC
This volume focuses on the application of electronic structure calculations and dynamical simulation techniques covering aspects of solid state physics, surface and nanoscience, chemical reactions and dynamics, magnetism and electron transport, etc.
(19343 views)
Book cover: Monte Carlo: BasicsMonte Carlo: Basics
by - arXiv
An introduction to the basics of Monte Carlo is given. The topics covered include sample space, events, probabilities, random variables, mean, variance, covariance, characteristic function, chebyshev inequality, law of large numbers, etc.
(14014 views)
Book cover: Modeling and Simulation in PythonModeling and Simulation in Python
by - Green Tea Press
An introduction to physical modeling using a computational approach. Taking a computational approach makes it possible to work with more realistic models than what you typically see in a first-year physics class, such as friction and drag.
(6997 views)
Book cover: Computational ThermodynamicsComputational Thermodynamics
by
Computational foundation of thermodynamics based on deterministic finite precision computation without resort to statistics. A new 2nd Law without the concept of entropy is proved to be a consequence of the 1st Law and finite precision computation.
(14701 views)