A Primer for the Monte Carlo Method by Ilya M. Sobol PDF

By Ilya M. Sobol

ISBN-10: 084938673X

ISBN-13: 9780849386732

ISBN-10: 1138469556

ISBN-13: 9781138469556

The Monte Carlo technique is a numerical approach to fixing mathematical difficulties via random sampling. As a common numerical strategy, the strategy turned attainable simply with the appearance of desktops, and its program keeps to extend with each one new laptop new release. A Primer for the Monte Carlo strategy demonstrates how functional difficulties in technological know-how, undefined, and exchange should be solved utilizing this technique. The publication positive aspects the most schemes of the Monte Carlo strategy and offers quite a few examples of its program, together with queueing, caliber and reliability estimations, neutron delivery, astrophysics, and numerical research. the single prerequisite to utilizing the ebook is an realizing of ordinary calculus.

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A Primer for the Monte Carlo Method by Ilya M. Sobol

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