A Primer For The Monte Carlo Method PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download A Primer For The Monte Carlo Method PDF full book. Access full book title A Primer For The Monte Carlo Method.
| 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 | : 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 | : 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 | : 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 | : 370 |
| Release | : 2002 |
| Genre | : Mathematics |
| ISBN | : 9780306467486 |
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 | : Paul Glasserman |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 603 |
| Release | : 2013-03-09 |
| Genre | : Mathematics |
| ISBN | : 0387216170 |
Download Monte Carlo Methods in Financial Engineering Book in PDF, ePub and Kindle
From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not." --Glyn Holton, Contingency Analysis
| Author | : Ronald W. Shonkwiler |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 249 |
| Release | : 2009-08-11 |
| Genre | : Mathematics |
| ISBN | : 0387878378 |
Download Explorations in Monte Carlo Methods Book in PDF, ePub and Kindle
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.
| Author | : Thomas M. Carsey |
| Publisher | : SAGE Publications |
| Total Pages | : 304 |
| Release | : 2013-08-05 |
| Genre | : Social Science |
| ISBN | : 1483324923 |
Download Monte Carlo Simulation and Resampling Methods for Social Science Book in PDF, ePub and Kindle
Taking the topics of a quantitative methodology course and illustrating them through Monte Carlo simulation, this book examines abstract principles, such as bias, efficiency, and measures of uncertainty in an intuitive, visual way. Instead of thinking in the abstract about what would happen to a particular estimator "in repeated samples," the book uses simulation to actually create those repeated samples and summarize the results. The book includes basic examples appropriate for readers learning the material for the first time, as well as more advanced examples that a researcher might use to evaluate an estimator he or she was using in an actual research project. The book also covers a wide range of topics related to Monte Carlo simulation, such as resampling methods, simulations of substantive theory, simulation of quantities of interest (QI) from model results, and cross-validation. Complete R code from all examples is provided so readers can replicate every analysis presented using R.
| Author | : A.P.J. Jansen |
| Publisher | : Springer |
| Total Pages | : 266 |
| Release | : 2012-05-31 |
| Genre | : Science |
| ISBN | : 364229488X |
Download An Introduction to Kinetic Monte Carlo Simulations of Surface Reactions Book in PDF, ePub and Kindle
Kinetic Monte Carlo (kMC) simulations still represent a quite new area of research, with a rapidly growing number of publications. Broadly speaking, kMC can be applied to any system describable as a set of minima of a potential-energy surface, the evolution of which will then be regarded as hops from one minimum to a neighboring one. The hops in kMC are modeled as stochastic processes and the algorithms use random numbers to determine at which times the hops occur and to which neighboring minimum they go. Sometimes this approach is also called dynamic MC or Stochastic Simulation Algorithm, in particular when it is applied to solving macroscopic rate equations. This book has two objectives. First, it is a primer on the kMC method (predominantly using the lattice-gas model) and thus much of the book will also be useful for applications other than to surface reactions. Second, it is intended to teach the reader what can be learned from kMC simulations of surface reaction kinetics. With these goals in mind, the present text is conceived as a self-contained introduction for students and non-specialist researchers alike who are interested in entering the field and learning about the topic from scratch.
| 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.
