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A Primer for the monte carlo method / Illya M Sobol

By: Material type: TextTextLanguage: English Publication details: London : CRC Press, 2019.Edition: 1st edDescription: 107 pISBN:
  • 9780367237431
Subject(s): DDC classification:
  • 519.282 SOB
Summary: The Monte Carlo method is a numerical method of solving mathematical problems through random sampling. As a universal numerical technique, the method became possible only with the advent of computers, and its application continues to expand with each new computer generation. A Primer for the Monte Carlo Method demonstrates how practical problems in science, industry, and trade can be solved using this method. The book features the main schemes of the Monte Carlo method and presents various examples of its application, including queueing, quality and reliability estimations, neutron transport, astrophysics, and numerical analysis. The only prerequisite to using the book is an understanding of elementary calculus.
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Item type Current library Collection Shelving location Call number Status Barcode
Reference Reference Kalaignar Centenary Library Madurai ENGLISH-REFERENCE BOOKS மூன்றாம் தளம் / Third floor 519.282 SOB (Browse shelf(Opens below)) Not for loan 189053
English Books Kalaignar Centenary Library Madurai ENGLISH - LENDING BOOKS மூன்றாம் தளம் / Third floor 003.3 SOB (Browse shelf(Opens below)) Available 189054

Includes bibliographical references (p. 103-104) and index.

The Monte Carlo method is a numerical method of solving mathematical problems through random sampling. As a universal numerical technique, the method became possible only with the advent of computers, and its application continues to expand with each new computer generation. A Primer for the Monte Carlo Method demonstrates how practical problems in science, industry, and trade can be solved using this method. The book features the main schemes of the Monte Carlo method and presents various examples of its application, including queueing, quality and reliability estimations, neutron transport, astrophysics, and numerical analysis. The only prerequisite to using the book is an understanding of elementary calculus.

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