**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

**High Performance Computing and Numerical Modelling**

by

**Volker Springel**-

**arXiv**

These are lecture notes about high performance computing and numerical modelling in 43rd Saas Fee Advanced Course winter school, specifically covering the basics of numerically treating gravity and hydrodynamics in the context of galaxy evolution.

(

**11004**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.

(

**14892**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.

(

**12449**views)

**Computational Physics**

by

**Morten Hjorth-Jensen**-

**University of Oslo**

These notes should train you in an algorithmic approach to problems in the sciences, represented here by the unity of three disciplines, physics, mathematics and informatics. This trinity outlines the emerging field of computational physics.

(

**15952**views)