Monte Carlo Methods (PDF)
(Sprache: Englisch)
This introduction to Monte Carlo Methods seeks to identify and study the unifying elements that underlie their effective application. It focuses on two basic themes. The first is the importance of random walks as they occur both in natural stochastic...
sofort als Download lieferbar
eBook (pdf)
111.99 €
- Lastschrift, Kreditkarte, Paypal, Rechnung
- Kostenloser tolino webreader
Produktdetails
Produktinformationen zu „Monte Carlo Methods (PDF)“
This introduction to Monte Carlo Methods seeks to identify and study the unifying elements that underlie their effective application. It 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 modelling of radiation transport arises directly from a schematic probabilistic description of the interaction of radiation with matter. Building on that 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 detailed discussion of variance reduction includes Monte Carlo evaluation of finite-dimensional integrals. Special attention is given to importance sampling, partly because of its intrinsic interest in quadrature, partly because of its general usefulness in the solution of integral equations. One significant feature is that Monte Carlo Methods treats the "Metropolis algorithm" in the context of sampling methods, clearly distinguishing it from importance sampling.
Physicists, chemists, statisticians, mathematicians, and computer scientists will find Monte Carlo Methods a complete and stimulating introduction.
The detailed discussion of variance reduction includes Monte Carlo evaluation of finite-dimensional integrals. Special attention is given to importance sampling, partly because of its intrinsic interest in quadrature, partly because of its general usefulness in the solution of integral equations. One significant feature is that Monte Carlo Methods treats the "Metropolis algorithm" in the context of sampling methods, clearly distinguishing it from importance sampling.
Physicists, chemists, statisticians, mathematicians, and computer scientists will find Monte Carlo Methods a complete and stimulating introduction.
Inhaltsverzeichnis zu „Monte Carlo Methods (PDF)“
What is Monte Carlo? A Bit of Probability Theory. Sampling Random Variables. Monte Carlo Evaluation of Finite-Dimensional Integrals. Statistical Physics. Simulations of Stochastic Systems: Radiation Transport. Random Walks and Integral Equations. Introduction to Green's Function Monte Carlo. Appendixes. Index.
Autoren-Porträt von Malvin H. Kalos, Paula A. Whitlock
Malvin H. Kalos obtained his BS at Queens College and his MS and PhD at the University of Illinois. After holding a professorship of computer science and being the Director of the Ultracomputer Research Laboratory at the Courant Institute of Mathematical Sciences of New York University, he accepted a post as a scientist at the Livermore National Laboratory. Professor Kalos received the Feenburg Memorial Award in 1989.Paula A. Whitlock is Professor of Computer and Information Sciences at Brooklyn College, the City University of New York. She received her BS at the State University of New York at Stony Brook and her PhD at Wayne State University. She was a research scientist for many years at the Courant Institute of Mathematical Sciences, New York University. Her research interests include the development of Monte Carlo methods and their application to the study of condensed matter systems. She is also interested in the development of applications in distributed computing.
Bibliographische Angaben
- Autoren: Malvin H. Kalos , Paula A. Whitlock
- 2008, 1. Auflage, 186 Seiten, Englisch
- Verlag: Wiley-VCH GmbH
- ISBN-10: 352761740X
- ISBN-13: 9783527617401
- Erscheinungsdatum: 26.09.2008
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
eBook Informationen
- Dateiformat: PDF
- Größe: 6.41 MB
- Mit Kopierschutz
Sprache:
Englisch
Kopierschutz
Dieses eBook können Sie uneingeschränkt auf allen Geräten der tolino Familie lesen. Zum Lesen auf sonstigen eReadern und am PC benötigen Sie eine Adobe ID.
Kommentar zu "Monte Carlo Methods"
0 Gebrauchte Artikel zu „Monte Carlo Methods“
Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
---|
Schreiben Sie einen Kommentar zu "Monte Carlo Methods".
Kommentar verfassen