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Explorations in Monte Carlo Methods (Undergraduate Texts in Mathematics)
Ronald W. Shonkwiler
€ 74.41
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Description for Explorations in Monte Carlo Methods (Undergraduate Texts in Mathematics)
Hardcover. Monte Carlo methods are among the most used and useful computational tools available, providing efficient and practical algorithms to solve a wide range of scientific and engineering problems. This book provides a hands-on approach to learning this subject. Series: Undergraduate Texts in Mathematics. Num Pages: 255 pages, 10 black & white tables, biography. BIC Classification: PBT; PBU; PBW. Category: (UU) Undergraduate. Dimension: 248 x 166 x 20. Weight in Grams: 506.
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 subject. Each new idea is carefully motivated by a realistic problem, thus leading from questions to theory via examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. ... Read more
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 subject. Each new idea is carefully motivated by a realistic problem, thus leading from questions to theory via examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. ... Read more
Product Details
Publisher
Springer
Format
Hardback
Publication date
2009
Series
Undergraduate Texts in Mathematics
Condition
New
Weight
506 g
Number of Pages
243
Place of Publication
New York, NY, United States
ISBN
9780387878362
SKU
V9780387878362
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Ronald W. Shonkwiler
Ronald Shonkwiler is also publishing Mathematical Biology: An Introduction with Maple and Matlab, that will will be available in 2008. He is professor emeritus at Georgia Institute of Technology School of Mathematics. He received his PhD in 1970. His areas of expertise include: stochastic processes, optimization, computer simulation, Monte Carlo numerical methods, mathematical biology, and reproducing Kernel Hilbert spaces. ... Read more
Reviews for Explorations in Monte Carlo Methods (Undergraduate Texts in Mathematics)
From the reviews: Explorations in Monte Carlo Methods by Ronald Shonkwiler and Franklin Mendivil is an undergraduate text that is both practical and accessible. ... Explorations would make a good text book and would also be suitable for independent study. ... It gives numerous applications of Monte Carlo methods including applications in electrical engineering, finance, optimization, ... Read more