Monte Carlo methods are among the most used and useful computational tools available, providing efficient and practical algorithms to solve a wide range of scientific and engineering problems. This book provides a hands-on approach to learning this subject.

Hands-on approach is used via realistic problems demonstrated with examples and numerical simulations in Python Applications covered: optimization, finance, statistical mechanics, birth and death processes, and gambling systems Includes supplementary material: sn.pub/extras

Autorentext

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.

Inhalt
to Monte Carlo Methods.- Some Probability Distributions and Their Uses.- Markov Chain Monte Carlo.- Optimization by Monte Carlo Methods.- Random Walks.