**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

**Scientific Computing**

by

**Jeffrey R. Chasnov**-

**Harvey Mudd College**

This course consists of both numerical methods and computational physics. MATLAB is used to solve various computational math problems. The course is primarily for Math majors and supposes no previous knowledge of numerical analysis or methods.

(

**2696**views)

**Computational Physics**

by

**Angus MacKinnon**-

**Imperial College London**

This course aims to give the student a thorough grounding in the main computational techniques used in modern physics. This is not a text in computing science, nor in programming. It focuses specifically on methods for solving physics problems.

(

**8713**views)

**Computational Nanoscience: Do It Yourself!**

by

**Johannes Grotendorst, Stefan Bluegel, Dominik Marx**-

**NIC**

This volume focuses on the application of electronic structure calculations and dynamical simulation techniques covering aspects of solid state physics, surface and nanoscience, chemical reactions and dynamics, magnetism and electron transport, etc.

(

**13547**views)

**Modern Computational Methods in Solids**

by

**Adrian Feiguin**-

**University of Wyoming**

The purpose of this course is to introduce students to a series of paradigmatic physical problems in condensed matter, using the computer to solve them. The course will feel like a natural extension of introductory condensed matter.

(

**6675**views)