Explorations in Monte Carlo methods / Ronald W. Shonkwiler, Franklin Mendivil.
| Author/creator | Shonkwiler, Ronald W., 1942- author. |
| Other author | Mendivil, Franklin, author. |
| Format | Book |
| Edition | Second edition. |
| Publication | Cham, Switzerland : Springer, [2024] |
| Description | xv, 280 pages : illustrations ; 24 cm. |
| Subjects |
| Series | Undergraduate texts in mathematics, 0172-6056 Undergraduate texts in mathematics. ^A236098 |
| Contents | Introduction to Monte Carlo methods -- Some probability distributions and their uses -- Markov chain Monte Carlo -- Random walks -- Optimization by Monte Carlo methods -- Random walks -- More on Markov chain Monte Carlo. |
| Abstract | Monte Carlo Methods are among the most used, and useful, computational tools available today. They provide efficient and practical algorithms to solve a wide range of scientific and engineering problems in dozens of areas many of which are covered in this text. These include simulation, optimization, finance, statistical mechanics, birth and death processes, Bayesian inference, quadrature, gambling systems and more. This text is for students of engineering, science, economics and mathematics who want to learn about Monte Carlo methods but have only a passing acquaintance with probability theory. The probability needed to understand the material is developed within the text itself in a direct manner using Monte Carlo experiments for reinforcement. There is a prerequisite of at least one year of calculus and a semester of matrix algebra..--Back cover |
| General note | "This second edition has been entirely redone in Python as the demonstration computer language. All end-of-the-chapter problems have been reworked for Python and there are Python solutions of each for instructor convenience."--Preface to the second edition |
| Bibliography note | Includes bibliographical references (pages 271-273) and index. |
| ISBN | 3031559630 (hardbound) |
| ISBN | 9783031559631 (hardbound) |