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A Primer for the Monte Carlo Method
Ilya M. Sobol
Publisher: CRC Press
Engineering

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.
Book A Primer for the Monte Carlo Method

$61.00  
Format Softcover
Medium Paper
ISBN 084938673X
Copyright Year 1994
Length 128 Pages
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