**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

**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.

(

**4293**views)

**Computational Physics**

by

**Matthias Troyer**-

**ETH Zurich**

Contents: Introduction; The Classical Few-Body Problem; Partial Differential Equations;The classical N-body problem; Integration methods; Percolation; Magnetic systems; The quantum one-body problem; The quantum N body problem; and more.

(

**7567**views)

**Computational Thermodynamics**

by

**Johan Hoffman, Claes Johnson**

Computational foundation of thermodynamics based on deterministic finite precision computation without resort to statistics. A new 2nd Law without the concept of entropy is proved to be a consequence of the 1st Law and finite precision computation.

(

**12138**views)

**Solution Methods In Computational Fluid Dynamics**

by

**T. H. Pulliam**-

**NASA**

Implicit finite difference schemes for solving two dimensional and three dimensional Euler and Navier-Stokes equations will be addressed. The methods are demonstrated in fully vectorized codes for a CRAY type architecture.

(

**10833**views)