Monte Carlo Methods: v.1 - Hardcover

Kalos, Malvin H.; Whitlock, Paula A.

 
9780471898399: Monte Carlo Methods: v.1

Synopsis

This introduction to Monte Carlo methods and their applications emphasizes the unifying ideas that underlie the study and use of good methods. It discusses the importance of random walks both as they occur in natural stochastic systems, and in their relation to integral and differential equations. In addition, variance reduction and importance sampling as a technical means of achieving variance reduction are addressed.

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About the Author

Malvin H. Kalos obtained his BS at Queens College and his MS and PhD at the University of Illinois. After holding a professorship of computer science and being the Director of the Ultracomputer Research Laboratory at the Courant Institute of Mathematical Sciences of New York University, he accepted a post as a scientist at the Livermore National Laboratory. Professor Kalos received the Feenburg Memorial Award in 1989.

Paula A. Whitlock is Professor of Computer and Information Sciences at Brooklyn College, the City University of New York. She received her BS at the State University of New York at Stony Brook and her PhD at Wayne State University. She was a research scientist for many years at the Courant Institute of Mathematical Sciences, New York University. Her research interests include the development of Monte Carlo methods and their application to the study of condensed matter systems. She is also interested in the development of applications in distributed computing.

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9783527407606: Monte Carlo Methods

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ISBN 10:  352740760X ISBN 13:  9783527407606
Publisher: Wiley-VCH, 2008
Hardcover