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

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By Ilya M. Sobol

ISBN-10: 084938673X

ISBN-13: 9780849386732

ISBN-10: 1138469556

ISBN-13: 9781138469556

The Monte Carlo strategy is a numerical approach to fixing mathematical difficulties via random sampling. As a common numerical process, the tactic turned attainable simply with the appearance of desktops, and its software maintains to extend with every one new desktop iteration. A Primer for the Monte Carlo approach demonstrates how sensible difficulties in technological know-how, undefined, and alternate might be solved utilizing this technique. The publication positive aspects the most schemes of the Monte Carlo technique and offers numerous examples of its program, together with queueing, caliber and reliability estimations, neutron delivery, astrophysics, and numerical research. the single prerequisite to utilizing the booklet is an figuring out of ordinary calculus.

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

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