Explorations in Monte Carlo Methods - Couverture rigide

Livre 39 sur 163: Undergraduate Texts in Mathematics

Shonkwiler

 
9780387878362: Explorations in Monte Carlo Methods
Couverture rigide
ISBN 10 : 038787836X ISBN 13 : 9780387878362
Editeur : Springer, 2009

Synopsis

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.

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. Each chapter ends with a large collection of problems illustrating and directing the material.

This book is suitable as a textbook for students of engineering and the sciences, as well as mathematics. The problem-oriented approach makes it ideal for an applied course in basic probability and for a more specialized course in Monte Carlo methods. Topics include probability distributions, counting combinatorial objects, simulated annealing, genetic algorithms, option pricing, gamblers ruin, statistical mechanics, sampling, and random number generation.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

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.

Franklin Mendevil is a professor at Acadia University in Nova Scotia. He received his PhD in 1996 at Georgia Institute of Technology. He has co-authored numerous papers and publications, several of which were with Dr. Shonkwiler.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer
Date d'édition
2009
Langue
anglais
ISBN 10 
038787836X
ISBN 13 
9780387878362
Reliure
Relié
Nombre de pages
256
Coordonnées du fabricant
non disponible
Personne responsable
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Autres éditions populaires du même titre

9781489983794: Explorations in Monte Carlo Methods

Edition présentée

ISBN 10 :  1489983791 ISBN 13 :  9781489983794
Editeur : Springer, 2014
Couverture souple