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Explorations in Monte Carlo Methods. 2009 ed..
・ISBN 978-1-4899-8379-4 paper EUR 54.99
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| 著者・編者 | Shonkwiler, Ronald W. / Mendivil, Franklin, |
|---|---|
| シリーズ | Undergraduate Texts in Mathematics |
| 出版社 | (Springer-Verlag New York Inc., US) |
| 出版年月 | 2014 |
| ページ数 | 243 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-20764＞ |
解説
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.
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. The problem-oriented approach makes it ideal for an applied course in basic probability and for a more specialized course in Monte Carlo methods. Topics include probability distributions, counting combinatorial objects, simulated annealing, genetic algorithms, option pricing, gamblers ruin, statistical mechanics, sampling, and random number generation.