Exploring Monte Carlo Methods
Language: English
Published by Elsevier Science, 2011
- Hardcover
- New
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- Title
- Exploring Monte Carlo Methods
- Author
- Dunn, William L.; Shultis, J. Kenneth
- Publisher
- Elsevier Science
- Publication year
- 2011
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0444515755
- ISBN 13
- 9780444515759
Exploring Monte Carlo Methods is a basic text that describes the numerical methods that have come to be known as "Monte Carlo." The book treats the subject generically through the first eight chapters and, thus, should be of use to anyone who wants to learn to use Monte Carlo. The next two chapters focus on applications in nuclear engineering, which are illustrative of uses in other fields. Five appendices are included, which provide useful information on probability distributions, general-purpose Monte Carlo codes for radiation transport, and other matters. The famous "Buffon’s needle problem" provides a unifying theme as it is repeatedly used to illustrate many features of Monte Carlo methods.
This book provides the basic detail necessary to learn how to apply Monte Carlo methods and thus should be useful as a text book for undergraduate or graduate courses in numerical methods. It is written so that interested readers with only an understanding of calculus and differential equations can learn Monte Carlo on their own. Coverage of topics such as variance reduction, pseudo-random number generation, Markov chain Monte Carlo, inverse Monte Carlo, and linear operator equations will make the book useful even to experienced Monte Carlo practitioners.
- Provides a concise treatment of generic Monte Carlo methods
- Proofs for each chapter
- Appendixes include Certain mathematical functions; Bose Einstein functions, Fermi Dirac functions, Watson functions
"Synopsis" may belong to another edition of this title.
About the Author
J. Kenneth Shultis, born in Toronto, Canada, graduated from the University of Toronto with a BASc degree in Engineering Physics (1964). He gained his MS (1965) and PhD (1968) degrees in Nuclear Science and Engineering from the University of Michigan. After a postdoctoral year at the Mathematics Institute of the University of Groningen, the Netherlands, he joined the Nuclear Engineering faculty at Kansas State University in 1969. He teaches and conducts research in radiation transport, radiation shielding, Monte Carlo methods, reactor physics, optimization of new type of radiation detectors, numerical analysis, particle combustion, remote sensing, and utility energy and economic analyses. He is a Fellow of the American Nuclear Society, and has received many awards for his teaching and research. Dr. Shultis is the author or co-author of 6 text books on radiation shielding, radiological assessment, nuclear science and technology, and Monte Carlo methods. He has written over 200 research papers and reports, and served as a consultant to many private and governmental organizations.
"About the title" may belong to another edition of this title.
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