Introduction to Monte Carlo Methods
by Stefan Weinzierl
Publisher: arXiv 2000
Number of pages: 47
Description:
These lectures given to graduate students in high energy physics, provide an introduction to Monte Carlo methods. After an overview of classical numerical quadrature rules, Monte Carlo integration together with variance-reducing techniques is introduced. A short description on the generation of pseudo-random numbers and quasi-random numbers is given.
Download or read it online for free here:
Download link
(460KB, PDF)
Similar books
Computational Physics With Python
by Eric Ayars - California State University, Chico
Contents: Useful Introductory Python; Python Basics; Basic Numerical Tools; Numpy, Scipy, and MatPlotLib; Ordinary Differential Equations; Chaos; Monte Carlo Techniques; Stochastic Methods; Partial Differential Equations; Linux; Visual Python; etc.
(10771 views)
by Eric Ayars - California State University, Chico
Contents: Useful Introductory Python; Python Basics; Basic Numerical Tools; Numpy, Scipy, and MatPlotLib; Ordinary Differential Equations; Chaos; Monte Carlo Techniques; Stochastic Methods; Partial Differential Equations; Linux; Visual Python; etc.
(10771 views)
Introduction To Monte Carlo Algorithms
by Werner Krauth - CNRS-Laboratoire de Physique Statistique
The author discusses the fundamental principles of thermodynamic and dynamic Monte Carlo methods in a simple light-weight fashion. The keywords are Markov chains, Sampling, Detailed Balance, A Priori Probabilities, Rejections, Ergodicity, etc.
(12342 views)
by Werner Krauth - CNRS-Laboratoire de Physique Statistique
The author discusses the fundamental principles of thermodynamic and dynamic Monte Carlo methods in a simple light-weight fashion. The keywords are Markov chains, Sampling, Detailed Balance, A Priori Probabilities, Rejections, Ergodicity, etc.
(12342 views)
Modeling and Simulation in Python
by Allen B. Downey - Green Tea Press
An introduction to physical modeling using a computational approach. Taking a computational approach makes it possible to work with more realistic models than what you typically see in a first-year physics class, such as friction and drag.
(7010 views)
by Allen B. Downey - Green Tea Press
An introduction to physical modeling using a computational approach. Taking a computational approach makes it possible to work with more realistic models than what you typically see in a first-year physics class, such as friction and drag.
(7010 views)
Computational Physics: Problem Solving with Computers
by Rubin H Landau, Manuel J Paez, Cristian Bordeianu - Wiley-VCH
This text surveys many of the topics of modern computational physics from a computational science point of view. Its emphasis on learning by doing (assisted by many model programs), as with 2nd Edition, but with new materials as well as with Python.
(9344 views)
by Rubin H Landau, Manuel J Paez, Cristian Bordeianu - Wiley-VCH
This text surveys many of the topics of modern computational physics from a computational science point of view. Its emphasis on learning by doing (assisted by many model programs), as with 2nd Edition, but with new materials as well as with Python.
(9344 views)