A Primer for the Monte Carlo Method (English, Ilya M. Sobol)
CRC Press

A Primer for the Monte Carlo Method (English, Ilya M. Sobol)

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Book Details

ISBN-139780849386732
ISBN-10084938673X

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About the Book

The Monte Carlo method is a numerical method of solving mathematical problems through random sampling. As a universal numerical technique, the method became possible only with the advent of computers, and its application continues to expand with each new computer generation. A Primer for the Monte Carlo Method demonstrates how practical problems in science, industry, and trade can be solved using this method. The book features the main schemes of…

ISBN: 9780849386732

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