Monte Carlo Strategies in Scientific Computing PDF

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AUTEUR Jun-S Liu
DATE DE PUBLICATION 2001-Jan-01
TAILLE DU FICHIER 8,42 MB
NOM DE FICHIER Monte Carlo Strategies in Scientific Computing.pdf

Monte carlo strategies in scientific computing - J.Liu ...

Monte Carlo methods which make use of probabilistic simulations are frequently used in areas such as numerical integration, complex scheduling, queueing networks, and large-dimensional simulations. This collection of papers arises from a conference held at the University of Nevada, Las Vegas, in 1994. The conference brought together researchers across a range of disciplines whose interests ...

Monte Carlo Strategies in Scientific Computing - Jun S ...

The Monte Carlo method is a computer-based statistical sampling approach for solving numerical problems concerned with a complex system. The methodology was initially developed in the field of statistical physics during the early days of electronic computing (1945-55) and has now been adopted by researchers in almost all scientific fields. The fundamental idea for constructing Markov chain ...

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