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Monte Carlo Methods - A Hands-On Computational Introduction Utilizing Excel (Paperback)
Loot Price: R1,646
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Monte Carlo Methods - A Hands-On Computational Introduction Utilizing Excel (Paperback)
Series: Synthesis Lectures on Mathematics & Statistics
Expected to ship within 10 - 15 working days
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This book is intended for undergraduate students of Mathematics,
Statistics, and Physics who know nothing about Monte Carlo Methods
but wish to know how they work. All treatments have been done as
much manually as is practicable. The treatments are deliberately
manual to let the readers get the real feel of how Monte Carlo
Methods work. Definite integrals of a total of five functions ( ),
namely Sin( ), Cos( ), e , loge( ), and 1/(1+ 2), have been
evaluated using constant, linear, Gaussian, and exponential
probability density functions ( ). It is shown that results agree
with known exact values better if ( ) is proportional to ( ).
Deviation from the proportionality results in worse agreement. This
book is on Monte Carlo Methods which are numerical methods for
Computational Physics. These are parts of a syllabus for
undergraduate students of Mathematics and Physics for the course
titled "Computational Physics." Need for the book: Besides the
three referenced books, this is the only book that teaches how
basic Monte Carlo methods work. This book is much more explicit and
easier to follow than the three referenced books. The two chapters
on the Variational Quantum Monte Carlo method are additional
contributions of the book. Pedagogical features: After a thorough
acquaintance with background knowledge in Chapter 1, five
thoroughly worked out examples on how to carry out Monte Carlo
integration is included in Chapter 2. Moreover, the book contains
two chapters on the Variational Quantum Monte Carlo method applied
to a simple harmonic oscillator and a hydrogen atom. The book is a
good read; it is intended to make readers adept at using the
method. The book is intended to aid in hands-on learning of the
Monte Carlo methods.
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