(MOBI) Explorations in Monte Carlo Methods by Ronald W. Shonkwiler

[Beverly Turnbole]

Explorations in Monte Carlo Methods
by Ronald W. Shonkwiler, Franklin Mendivil

📕 Explorations in Monte Carlo Methods – Read More 📕

• Language: english
• ISBN: 9780387878362 (038787836X)
• Author: Ronald W. Shonkwiler, Franklin Mendivil
• Release date: August 1, 2009
• Format: hardcover, 243 pages
• Publisher: Springer

About The Book

Monte Carlo methods are among the most used and useful computational tools available today, providing efficient and practical algorithims to solve a wide range of scientific and engineering problems. Applications covered in this book include optimization, finance, statistical mechanics, birth and death processes, and gambling systems.

Explorations in Monte Carlo Methods provides a hands-on approach to learning this subject. Each new idea is carefully motivated by a realistic problem, thus leading from questions to theory via examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. Each chapter ends with a large collection of problems illustrating and directing the material. This book is suitable as a textbook for students of engineering and the sciences, as well as mathematics.

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