Niederreiter H., Random Number Generation and Quasi-Monte Carlo Methods

John Wiley & Sons, 1994, 424 pp. The rapid advancement of computational physics has left a gap in the available literature adequately covering this important subject. This book fills that need. It demonstrates how numerical methods are used to solve the problems that physicists face. Chapters discuss different types of computational problems, with exercises developed around problems of physical interest. Within each chapter, students are le...

Springer, 2011. 512 p. ISBN:3642184650 7th International Conference, NMA 2010, August 20-24, Borovets, Bulgaria This book constitutes the thoroughly refereed post-conference proceedings of the 7th International Conference on Numerical Methods and Applications, NMA 2010, held in Borovets, Bulgaria, in August 2010. The 60 revised full papers presented together with 3 invited papers were carefully reviewed and selected from numerous submissions f...

Elsevier, 2011. 398 p. ISBN:0444515755. Exploring Monte Carlo Methods presents the numerical methods that have come to be known as "Monte Carlo. " The book treats the subject generically using Buffon's needle problem to illustrate many features of Monte Carlo methods. The book is useful to anyone who wants to learn to use Monte Carlo and can be used as a self-study guide for students. In addition, the coverage of topics such as variance reductio...

Cambridge University Press 2001, 177 p. ISBN-13 978-0-521-79309-4 The book combines topics in mathematics (geometry and topology), computer science (algorithms), and engineering (mesh generation). The original motivation for these topics was the difficulty faced (both conceptually and in technical execution) in any attempt to combine elements of combinatorial and numerical algorithms. Mesh generation is a topic in which a meaningful combination o...

Издательство Springer, 2009, -717 pp. This book began as a revision of Elements of Computational Statistics, published by Springer in 2002. That book covered computationally-intensive statistical methods from the perspective of statistical applications, rather than from the standpoint of statistical computing. Most of the students in my courses in computational statistics were in a program that required multiple graduate courses in numerical ana...

Wiley, 2011. - 743 p. A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today's numerical problems found in engineering and finance are solved through Monte Carlo methods. The heightened popularity of these methods and their continuing development makes it important for researchers to have a comprehensive understanding of the Monte Carlo approach. Handbook...

Prentice Hall, 1999. - 308 pages. This book provides a concise, single-source survey of all the mathematics most useful in industry today -- particularly modeling and the unit. Each chapter begins with a brief review of some relevant mathematics; then introduces the industrial extension of this same material via typical real-world applications. The power of interweaving analytic with computing methods during problem solving is demonstrated throu...

In Tech, 2011. 950 p. ISBN:9789533076911 In this book, Applications of Monte Carlo Method in Science and Engineering, we further expose the broad range of applications of Monte Carlo simulation in the fields of Quantum Physics, Statistical Physics, Reliability, Medical Physics, Polycrystalline Materials, Ising Model, Chemistry, Agriculture, Food Processing, X-ray Imaging, Electron Dynamics in Doped Semiconductors, Metallurgy, Remote Sensing and...

Springer, 2006. - 514 pages. This book represents the refereed proceedings of the Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing and of the Second International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations. These conferences were held jointly at Juan-les-Pins (France) in June 2004. The proceedings include carefully selected papers on many aspects of M...

Springer, 2009. - 244 pages. 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. Applications covered in this book include optimization, finance, statistical mechanics, birth and death processes, and gambling systems. Explorations in Monte Carlo Methods provides a hands-on approach to learning this...