This introduction to Monte Carlo methods seeks to identify and
study the unifying elements that underlie their effective
application. Initial chapters provide a short treatment of the
probability and statistics needed as background, enabling those
without experience in Monte Carlo techniques to apply these ideas
to their research.
The book focuses on two basic themes: The first is the importance
of random walks as they occur both in natural stochastic systems
and in their relationship to integral and differential equations.
The second theme is that of variance reduction in general and
importance sampling in particular as a technique for efficient use
of the methods. Random walks are introduced with an elementary
example in which the modeling of radiation transport arises
directly from a schematic probabilistic description of the
interaction of radiation with matter. Building on this example, the
relationship between random walks and integral equations is
outlined. The applicability of these ideas to other problems is
shown by a clear and elementary introduction to the solution of the
Schrodinger equation by random walks.
The text includes sample problems that readers can solve by
themselves to illustrate the content of each chapter.
This is the second, completely revised and extended edition of the
successful monograph, which brings the treatment up to date and
incorporates the many advances in Monte Carlo techniques and their
applications, while retaining the original elementary but general
approach.
General
Imprint: |
Wiley-VCH Verlag GmbH
|
Country of origin: |
Germany |
Release date: |
September 2008 |
First published: |
October 2008 |
Authors: |
M.H. Kalos
|
Dimensions: |
257 x 165 x 17mm (L x W x T) |
Format: |
Hardcover
|
Pages: |
215 |
Edition: |
2nd Edition |
ISBN-13: |
978-3-527-40760-6 |
Categories: |
Books >
Science & Mathematics >
Mathematics >
Probability & statistics
|
LSN: |
3-527-40760-X |
Barcode: |
9783527407606 |
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