A Primer for the Monte Carlo Method

Download or read book A Primer for the Monte Carlo Method written by Ilya M. Sobol and published by CRC Press. This book was released on 1994-05-19 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.