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Author | : Stephen A. Dupree |
Publisher | : Springer Science & Business Media |
Total Pages | : 236 |
Release | : 2012-12-06 |
Genre | : Science |
ISBN | : 1441990364 |
Download A Monte Carlo Primer Book in PDF, ePub and Kindle
In Volume 1, A Monte Carlo Primer - A Practical Approach to Radiation Transport (the "Primer"), we attempt to provide a simple, convenient, and step-by-step approach to the development, basic understanding, and use of Monte Carlo methods in radiation transport. Using the PC, the Primer begins by developing basic Monte Carlo codes to solve simple transport problems, then introduces a teaching tool, the Probabilistic Framework Code (PFC), as a standard platform for assembling, testing, and executing the various Monte Carlo techniques that are presented. This second volume attempts to continue this approach by using both custom Monte Carlo codes and PFC to apply the concepts explained in the Primer to obtain solutions to the exercises given at the end of each chapter in the Primer. A relatively modest number of exercises is included in the Primer. Some ambiguity is left in the statement of many of the exercises because the intent is not to have the user write a particular, uniquely correct piece of coding that produces a specific number as a result, but rather to encourage the user to think about the problems and develop further the concepts explained in the text. Because in most cases there is more than one way to solve a Monte Carlo transport problem, we believe that working with the concepts illustrated by the exercises is more important than obtaining anyone particular solution.
Author | : Stephen A. Dupree |
Publisher | : Springer Science & Business Media |
Total Pages | : 348 |
Release | : 2012-09-07 |
Genre | : Science |
ISBN | : 1441984917 |
Download A Monte Carlo Primer Book in PDF, ePub and Kindle
The mathematical technique of Monte Carlo, as applied to the transport of sub-atomic particles, has been described in numerous reports and books since its formal development in the 1940s. Most of these instructional efforts have been directed either at the mathematical basis of the technique or at its practical application as embodied in the several large, formal computer codes available for performing Monte Carlo transport calculations. This book attempts to fill what appears to be a gap in this Monte Carlo literature between the mathematics and the software. Thus, while the mathematical basis for Monte Carlo transport is covered in some detail, emphasis is placed on the application of the technique to the solution of practical radiation transport problems. This is done by using the PC as the basic teaching tool. This book assumes the reader has a knowledge of integral calculus, neutron transport theory, and Fortran programming. It also assumes the reader has available a PC with a Fortran compiler. Any PC of reasonable size should be adequate to reproduce the examples or solve the exercises contained herein. The authors believe it is important for the reader to execute these examples and exercises, and by doing so to become accomplished at preparing appropriate software for solving radiation transport problems using Monte Carlo. The step from the software described in this book to the use of production Monte Carlo codes should be straightforward.
Author | : Ilya M. Sobol |
Publisher | : CRC Press |
Total Pages | : 130 |
Release | : 2018-04-24 |
Genre | : Mathematics |
ISBN | : 1351469576 |
Download A Primer for the Monte Carlo Method Book in PDF, ePub and Kindle
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.
Author | : Ilya M. Sobol |
Publisher | : CRC Press |
Total Pages | : 130 |
Release | : 1994-05-19 |
Genre | : Mathematics |
ISBN | : 9780849386732 |
Download A Primer for the Monte Carlo Method Book in PDF, ePub and Kindle
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.
Author | : Raymond F. Rudell (CAPT, USAF., Jr) |
Publisher | : |
Total Pages | : |
Release | : 1970 |
Genre | : |
ISBN | : |
Download A Primer on the Application of the Monte CArlo Method to Neutral Particle Transport Book in PDF, ePub and Kindle
Author | : George Fishman |
Publisher | : Springer Science & Business Media |
Total Pages | : 721 |
Release | : 2013-03-09 |
Genre | : Mathematics |
ISBN | : 1475725531 |
Download Monte Carlo Book in PDF, ePub and Kindle
Apart from a thorough exploration of all the important concepts, this volume includes over 75 algorithms, ready for putting into practice. The book also contains numerous hands-on implementations of selected algorithms to demonstrate applications in realistic settings. Readers are assumed to have a sound understanding of calculus, introductory matrix analysis, and intermediate statistics, but otherwise the book is self-contained. Suitable for graduates and undergraduates in mathematics and engineering, in particular operations research, statistics, and computer science.
Author | : E. D. Cashwell |
Publisher | : |
Total Pages | : 248 |
Release | : 1957 |
Genre | : Computers |
ISBN | : |
Download A Practical Manual on the Monte Carlo Method for Random Walk Problems Book in PDF, ePub and Kindle
Author | : Jawwad Farid |
Publisher | : Springer |
Total Pages | : 326 |
Release | : 2015-03-23 |
Genre | : Business & Economics |
ISBN | : 1137371676 |
Download An Option Greeks Primer Book in PDF, ePub and Kindle
This book provides a hands-on, practical guide to understanding derivatives pricing. Aimed at the less quantitative practitioner, it provides a balanced account of options, Greeks and hedging techniques avoiding the complicated mathematics inherent to many texts, and with a focus on modelling, market practice and intuition.
Author | : Anosh Joseph |
Publisher | : Springer Nature |
Total Pages | : 134 |
Release | : 2020-04-16 |
Genre | : Science |
ISBN | : 3030460444 |
Download Markov Chain Monte Carlo Methods in Quantum Field Theories Book in PDF, ePub and Kindle
This primer is a comprehensive collection of analytical and numerical techniques that can be used to extract the non-perturbative physics of quantum field theories. The intriguing connection between Euclidean Quantum Field Theories (QFTs) and statistical mechanics can be used to apply Markov Chain Monte Carlo (MCMC) methods to investigate strongly coupled QFTs. The overwhelming amount of reliable results coming from the field of lattice quantum chromodynamics stands out as an excellent example of MCMC methods in QFTs in action. MCMC methods have revealed the non-perturbative phase structures, symmetry breaking, and bound states of particles in QFTs. The applications also resulted in new outcomes due to cross-fertilization with research areas such as AdS/CFT correspondence in string theory and condensed matter physics. The book is aimed at advanced undergraduate students and graduate students in physics and applied mathematics, and researchers in MCMC simulations and QFTs. At the end of this book the reader will be able to apply the techniques learned to produce more independent and novel research in the field.
Author | : Malvin H. Kalos |
Publisher | : John Wiley & Sons |
Total Pages | : 215 |
Release | : 2009-06-10 |
Genre | : Science |
ISBN | : 3527626220 |
Download Monte Carlo Methods Book in PDF, ePub and Kindle
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 Schrödinger 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.