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Exploring Monte Carlo Methods presents the numerical methods that have come to be known as "Monte Carlo. " The book treats the subject generically using Buffon's needle problem to illustrate many features of Monte Carlo methods. The book is useful to anyone who wants to learn to use Monte Carlo and can be used as a self-study guide for students.
In addition, the coverage of topics such as variance reduction, pseudo-random number generation, Markov chain Monte Carlo, inverse Monte Carlo, and linear operator equations will make the book useful even to experienced Monte Carlo practitioners. Useful information on probability distributions, general-purpose Monte Carlo codes for radiation transport, and other matters are also included.
Key Features
Offers Nuclear Engineering Applications illustrative of uses in other fields.
Provides Large, general-purpose Monte Carlo codes.
Includes Accessible mathematical proofs