Ilya M Sobol

A Primer for the Monte Carlo Method

• Broschiertes Buch

Produktbeschreibung

The Monte Carlo method is a numerical method of solving mathematical problems through random sampling

Produktdetails

• Verlag: CRC Press
• Seitenzahl: 126
• Erscheinungstermin: 19. Mai 1994
• Englisch
• Abmessung: 215mm x 141mm x 7mm
• Gewicht: 159g
• ISBN-13: 9780849386732
• ISBN-10: 084938673X
• Artikelnr.: 22604933

Autorenporträt

Sobol, Ilya M.

Inhaltsangabe

Introduction: General Idea of the Method. Simulating Random Variables:
Random Variables. Generating Random Variables on a Computer.
Transformations of Random Variables. Examples of the Application of the
Monte Carlo Method: Simulation of a Mass-Servicing System. Calculating the
Quality and Reliability of Devices. Computation of Neutron Transmission
through a Plate. An Astrophysical Problem. Evaluating a Definite Integral.
Additional Information: On Pseudorandom Numbers. On Methods for Generating
Random Variables. On Monte Carlo Algorithms. References. Index